Time varying lattices and autoregressive models : Parameter estimation

Modeling of non-stationary signals can be achieved through time-dependent lattices and auto-regressive models. This method leads to an extension of several well-known techniques of stationary spectral estimation to the non-stationary case. Time varying AR models are identified by means of a fast Levinson algorithm, while the time-dependent reflexion coefficients of the lattice are estimated through an algorithm which is similar to Burg´s. The context of these methods is off-line (blockwise) estimation.