Title :
A semi-Markovian parametric model for slowly time-varying binary switchings
Author_Institution :
Hughes Aircraft Company, Los Angeles, California, U.S.A.
Abstract :
A method of modeling slowly time-varying binary switching elements with a periodic two-state semi-Markovian parametric model is presented. An optimal Maximum Likelihood (ML) estimator is derived for general holding time distributions. In addition, a slight restriction on the holding time distribution reduces the ML estimator into a Weighted Least Square (WLS) estimator. Finally, a linearization of the WLS equation results in a sub-optimal Linear Least Square (LLS) estimator which is non-iterative and involves finding the solution to a set of matrix equations, where the matrices are correlation matrices.
Keywords :
Aircraft; Least squares approximation; Low pass filters; Maximum likelihood estimation; Nonlinear equations; Parameter estimation; Parametric statistics; Probability distribution; Statistical distributions; Uncertainty;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1168757
