Estimation of nonstationary AR model using the weighted recursive least square algorithm.
Milan M. MilosavljevicMladen D. VeinovicBranko D. KovacevicPublished in: ICASSP (1995)
Keyphrases
- non stationary
- cost function
- parameter estimation
- recursive least squares
- probabilistic model
- em algorithm
- classification algorithm
- gaussian markov random fields
- computationally efficient
- expectation maximization
- dynamic programming
- learning algorithm
- autoregressive
- random fields
- kalman filter
- levenberg marquardt
- gradient method
- fractional brownian motion
- optimization method
- convergence rate
- training algorithm
- back propagation
- rbf network
- image sequences
- maximum likelihood