Title :
On-line identification of time variant parameters using covariance information
Author :
Nakamori, Seiichi
Author_Institution :
Oita University, Oita, Japan
Abstract :
This paper presents a new on-line identification procedure of the signal generating model using covariance information. The identification procedure can be applied to identification problems of linear nonstationary stochastic systems. A numerical example shows that the proposed identification technique is feasible.
Keywords :
Correlation; Information filtering; Information filters; Integral equations; Kalman filters; Kernel; Nonlinear filters; Signal generators; Signal processing; Stochastic systems;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1168585
