DocumentCode
3006111
Title
On a class of nonstationary signals
Author
Li, Shiping
Author_Institution
Dept. of Electr. Eng., Texas A&M Univ., College Station, TX, USA
fYear
1988
fDate
11-14 Apr 1988
Firstpage
2192
Abstract
The author is concerned with a class of nonstationary processes described by the piecewise ARMA (autoregressive moving-average) models, whose parameters change abruptly (or jump) at some unknown times. Two different models are examined and the statistics of this type of processes are studied. It is shown that the means of such processes do not depend on the jumps, while the autocovariance functions change gradually after the parameter jump and follow certain interesting patterns
Keywords
signal processing; statistics; ARMA model; autocovariance functions; autoregressive moving-average; nonstationary signals; parameter jump; statistics; Adaptive estimation; Brain modeling; Communication system control; Econometrics; Kalman filters; Process control; Production facilities; Random processes; Signal processing; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location
New York, NY
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1988.197069
Filename
197069
Link To Document