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On-line spectral estimation of nonstationary time series based on AR model parameter estimation and order selection with a forgetting factor.
Satoru Goto
Masatoshi Nakamura
Katsuji Uosaki
Published in:
IEEE Trans. Signal Process. (1995)
Keyphrases
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parameter estimation
non stationary
random fields
maximum likelihood
em algorithm
autoregressive
probabilistic model
least squares
model selection
parameter estimation algorithm
customer demand
probability distribution
markov random field
synthetic aperture radar
spectral estimation