Time-varying modeling of a nonstationary signal

被引：2
|
作者：
Al-Shoshan, AI [1 ]
机构：
[1] King Saud Univ, Coll Comp & Informat Sci, Dept Comp Engn, Riyadh 11543, Saudi Arabia
来源：
TELECOMMUNICATION SYSTEMS | 1999年 / 12卷 / 04期
关键词：
D O I：
10.1023/A:1019111232260
中图分类号：
TN [电子技术、通信技术];
学科分类号：
0809 ;
摘要：
In this paper, a method for modeling a nonstationary signal using time-varying parameters by considering that the signal is generated by a linear, time-varying (LTV) system with a stationary white noise input is presented. This method is based on the Wold-Cramer (WC) representation of a nonstationary signal. Because the relationship between the generalized transfer function of an LTV system and the time-varying coefficients of the difference equation of a discrete-time system is not addressed so far in the literature, therefore, in this paper a solution to this problem is proposed. A simple relationship between the system generalized transfer function and the time-varying parameters of the system is derived, then an MLS algorithm is developed to solve for the system time-varying parameters. Computer simulation illustrating the effectiveness of our algorithm is presented.
引用
收藏
页码：389 / 396
页数：8
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