Time-varying autoregressive modeling of a class of nonstationary signals.
Ken C. SharmanBenjamin FriedlanderPublished in: ICASSP (1984)
Keyphrases
- non stationary
- autoregressive
- spectrum analysis
- spectral analysis
- autoregressive model
- moving average
- empirical mode decomposition
- biomedical signals
- blind source separation
- random fields
- discrete valued
- adaptive algorithms
- gaussian markov random field
- signal processing
- stock price
- concept drift
- speech signal
- vibration signal
- fractional brownian motion
- arma model
- feature extraction