Parameter Estimation of Inhomogeneous AR Model Expanded with Unknown Basis (Special Section on Digital Signal Processing)

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概要

• 論文の詳細を見る

• We proposed a new model for non-stationary time series analysis based on the IAR (inhomogeneous autoregressive) model, and a method for model parameter estimation when the set of basis is given. In this paper, we further propose a method for parameter estimation including that of basis set: we set a new condition that power of the input sequence is concentrated in low-frequency domain, and developed an iterative estimation method. We firstly select an initial set of basis, from which new sets are created in order to minimize the difference between the model and data. Among new sets of basis,we select a good one that gives minimum standard deviation of estimated frequencies.

• 社団法人電子情報通信学会の論文
• 1999-08-25

著者

• KUMAZAWA Mineo

  Tono Geoscience Center

• Kumazawa M

  Japan Nuclear Cycle Dev. Inst. Jpn

• Mikami N

  The Department Of Computer And Information Science University Of Industrial Technology

• Mikami Naoki

  Department Of Computer And Information Science University Of Industrial Technology

• Yokoyama Yukiko

  The Department Of Computer And Information Science University Of Industrial Technology

• Yokoyama Yukiko

  Tono Geoscience Center Japan Nuclear Cycle Development Institute

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