Title :
Discriminating Between Stationary and Time-Varying Autoregressive (TVAR) Models in Array Processing
Author :
Abramovich, Y.I. ; Turley, M.D.E. ; Spencer, N.K.
Author_Institution :
Defence Sci. & Technol. Organ., Salisbury, SA
Abstract :
For a set of T independent N-variate Gaussian training samples (T < N), we derive a test for discriminating between stationary autoregressive models of order m, AR(m), and time-varying autoregressive models of order m, TVAR(m)
Keywords :
Gaussian processes; array signal processing; autoregressive processes; signal sampling; time-varying systems; N-variate Gaussian training samples; array processing; stationary autoregressive models; time-varying autoregressive; Array signal processing; Australia; Covariance matrix; Intelligent sensors; Maximum likelihood estimation; Radar antennas; Reconnaissance; Sensor arrays; Surveillance; Testing;
Conference_Titel :
Sensor Array and Multichannel Processing, 2006. Fourth IEEE Workshop on
Conference_Location :
Waltham, MA
Print_ISBN :
1-4244-0308-1
DOI :
10.1109/SAM.2006.1706107
