A time-frequency formula for LMMSE filters for nonstationary underspread continuous-time stochastic processes.
Patrik WahlbergPeter J. SchreierPublished in: EUSIPCO (2008)
Keyphrases
- stochastic processes
- non stationary
- random fields
- markov processes
- stochastic process
- instantaneous frequency
- adaptive algorithms
- probability distribution
- wavelet packet
- continuous time bayesian networks
- autoregressive
- edge detection
- empirical mode decomposition
- signal processing
- brownian motion
- probabilistic model
- dynamic bayesian networks
- random variables
- frequency domain
- image processing
- maximum entropy
- fractional brownian motion
- higher order
- gaussian markov random fields