Title :
Non stationarity: A new approach
Author_Institution :
U.N.C at Chapel Hill
Abstract :
A theory of linear time varying systems acting on non-stationary processes is presented. The non-stationary Wiener filtering problem is solved as well as some corresponding linear-quadratic control problems.
Keywords :
Control engineering; Control systems; Earthquake engineering; Econometrics; Fourier transforms; Meteorology; State-space methods; Statistics; Stochastic processes; Time varying systems;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272594
