Title :
Research on parameter estimation of time-varying AR model
Author :
Wenhua, Wang ; Wenxing, Wang
Author_Institution :
Dept. of Electron. Eng., Beijing Inst. of Technol., China
Abstract :
In this paper the chirp signals are analyzed by time-varying autoregressive (AR) model according to their characteristics, and the recursive least squares algorithm is considered to estimate time-varying coefficients of AR model. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and simulation results all show the validity of this method.
Keywords :
autoregressive processes; chirp modulation; least squares approximations; recursive estimation; signal processing; chirp signal; computation time; parameter estimation; recursive least squares algorithm; signal analysis; storage space; time-varying autoregressive model; time-varying coefficient estimation; Chirp; Frequency; Interference; Parameter estimation; Recursive estimation; Signal analysis; Signal processing; Signal processing algorithms; Signal resolution; Space technology;
Conference_Titel :
Personal, Indoor and Mobile Radio Communications, 2003. PIMRC 2003. 14th IEEE Proceedings on
Print_ISBN :
0-7803-7822-9
DOI :
10.1109/PIMRC.2003.1259144
