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Time-varying STAP for nonstationary hot clutter cancellation.

Giuseppe A. FabrizioAlfonso Farina
Published in: ICASSP (2014)
Keyphrases
  • non stationary
  • computer simulation
  • adaptive algorithms
  • random fields
  • concept drift
  • stock price
  • fractional brownian motion
  • temporal evolution
  • financial time series
  • autoregressive
  • biomedical signals