An estimation of time-varying parameters using multi-AR lattice models in subbands

Analysis methods of time-varying signals have been used in many signal processing systems. In particular, the methods using a parametric model have been extensively studied. It is required to realize real-time processing and high estimation accuracy. In this report, we propose a new adaptive method to estimate time-varying AR parameters. The method uses multi resolution criteria based on the concept of multirate processing. We address several issues related to the conventional method using a unique least squares criterion. To overcome these issues, we develop an estimation method using AR lattice models in subbands; model orders and forgetting factors are also adaptively determined in each subband