Smoothness priors multichannel autoregressive time series modeling.
Will GerschPublished in: ICASSP (1989)
Keyphrases
- autoregressive
- moving average
- linear prediction
- non stationary
- random fields
- gaussian markov random field
- spectrum analysis
- random field models
- prior information
- multivariate time series
- autoregressive model
- probabilistic model
- dynamical model
- prior knowledge
- arma model
- natural images
- map estimation
- multiresolution
- autoregressive moving average
- multiscale