Performance Analysis of Estimation Algorithms of Nonstationary ARMA Processes

F. Ding، نويسنده , , Y. Shi، نويسنده , , and T. Chen، نويسنده ,

روزنامه با شماره پیاپی سال 2006

13

1041

1053

Autoregressive (AR) models , gradientsearch , least squares filtering , parameter estimation , recursiveidentification. , autoregressivemoving average (ARMA) models , moving average (MA) models , Convergence properties , martingale convergence theorem

IEEE TRANSACTIONS ON SIGNAL PROCESSING

2006

IEEE TRANSACTIONS ON SIGNAL PROCESSING

389351