Stabilization of stationary and time-varying autoregressive models

被引：0
|
作者：
Juntunen, M [1 ]
Tervo, J [1 ]
Kaipio, JP [1 ]
机构：
[1] Univ Kuopio, Dept Appl Phys, FIN-70211 Kuopio, Finland
来源：
PROCEEDINGS OF THE 1998 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING, VOLS 1-6 | 1998年
关键词：
D O I：
暂无
中图分类号：
O42 [声学];
学科分类号：
070206 ; 082403 ;
摘要：
A method for the stabilization of stationary and time-varying autoregressive models is presented. The method is based on the hyperstability constrained LS-problem with nonlinear constraints. The problems are solved iteratively with Gauss-Newton type algorithm that sequentially linearizes the constraints. The proposed method is applied to simulated data in the stationary case and to real EEG data in the time-varying case.
引用
收藏
页码：2173 / 2176
页数：4
相关论文
共 50 条
  • [21] Application of periodic time-varying autoregressive models to the detection of bearing faults
    McCormick, AC
    Nandi, AK
    Jack, LB
    PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART C-JOURNAL OF MECHANICAL ENGINEERING SCIENCE, 1998, 212 (06) : 417 - 428
  • [22] Estimation of time-varying autoregressive stochastic volatility models with stable innovations
    Mueller, Gernot
    Uhl, Sebastian
    STATISTICS AND COMPUTING, 2021, 31 (03)
  • [23] On Computing Jeffrey's Divergence Between Time-Varying Autoregressive Models
    Magnant, Clement
    Giremus, Audrey
    Grivel, Eric
    IEEE SIGNAL PROCESSING LETTERS, 2015, 22 (07) : 915 - 919
  • [24] Collinearity Issues in Autoregressive Models with Time-Varying Serially Dependent Covariates
    Ariens, Sigert
    Adolf, Janne K.
    Ceulemans, Eva
    MULTIVARIATE BEHAVIORAL RESEARCH, 2022, 58 (04) : 687 - 705
  • [25] Problems of time-varying stabilization
    Leonov, GA
    NONLINEAR CONTROL SYSTEMS 2001, VOLS 1-3, 2002, : 775 - 781
  • [26] A wavelet-based time-varying autoregressive model for non-stationary and irregular time series
    Salcedo, G. E.
    Porto, R. F.
    Roa, S. Y.
    Momo, F. R.
    JOURNAL OF APPLIED STATISTICS, 2012, 39 (11) : 2313 - 2325
  • [27] Changing Dynamics: Time-Varying Autoregressive Models Using Generalized Additive Modeling
    Bringmann, Laura F.
    Hamaker, Ellen L.
    Vigo, Daniel E.
    Aubert, Andre
    Borsboom, Denny
    Tuerlinckx, Francis
    PSYCHOLOGICAL METHODS, 2017, 22 (03) : 409 - 425
  • [28] PARAMETER-ESTIMATION OF TIME-VARYING AUTOREGRESSIVE MODELS USING THE GIBBS SAMPLER
    RAJAN, JJ
    RAYNER, PJW
    ELECTRONICS LETTERS, 1995, 31 (13) : 1035 - 1036
  • [29] On cyclically time-varying autoregressive digital filters
    Mandelbaum, DM
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 1997, 16 (01) : 91 - 106
  • [30] AUTOREGRESSIVE SHAPE CLASSIFIERS IN TIME-VARYING NOISE
    GLENDINNING, RH
    PATTERN RECOGNITION, 1993, 26 (02) : 325 - 331
12345