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Evolutionary Coherence of Nonstationary Signals

โœ Scribed by Ombao, H.; Van Bellegem, S.

Book ID
119822921
Publisher
IEEE
Year
2008
Tongue
English
Weight
425 KB
Volume
56
Category
Article
ISSN
1053-587X

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Most temporal signals of practical interest are nonstationary and need to be modeled using time-varying systems. In this paper a composite model for these signals is proposed which accounts for nonstationarities in the mean and the autocorrelation functions. Unbiased and consistent time-varying esti