Title :
The ALCAR model and decomposition of overlapping process
Author_Institution :
China Univ. of Geosci., Wuhan, China
Abstract :
This article puts forward a new mathematical model of multivariable time series-the autoregression model of linear combination of awaiting-decision (ALCAR). Digit imitation analysis shows that the ALCAR model can provide a highly precise estimate the signal parameters of the overlapping process and precisely decompose the overlapping process on the condition of unknown signal and noise parameters
Keywords :
autoregressive processes; decision theory; multivariable systems; noise; parameter estimation; signal processing; time series; ALCAR model; autoregression model; digit imitation analysis; linear combination of awaiting decision; mathematical model; multivariable time series; noise parameters; overlapping process decomposition; parameter estimation; signal characteristics; signal parameters; Analysis of variance; Autocorrelation; Bellows; Equations; Geology; Mathematical model; Matrix decomposition; Signal analysis; Signal processing; Vectors;
Conference_Titel :
Signal Processing, 1996., 3rd International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-2912-0
DOI :
10.1109/ICSIGP.1996.566967
