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
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