A theory of polyspectra for nonstationary stochastic processes.
Alfred HanssenLouis L. ScharfPublished in: IEEE Trans. Signal Process. (2003)
Keyphrases
- hidden markov models
- non stationary
- stochastic processes
- random fields
- conditional random fields
- stochastic process
- markov processes
- continuous time bayesian networks
- maximum entropy
- autoregressive
- adaptive algorithms
- probability distribution
- parameter estimation
- fractional brownian motion
- brownian motion
- probabilistic model
- feature selection
- gaussian markov random fields
- discrete valued
- state space
- support vector