Time-Frequency ARMA Models and Parameter Estimators for Underspread Nonstationary Random Processes
نویسندگان
چکیده
منابع مشابه
Diplomarbeit Sparsity - based Spectrum Estimators for Nonstationary Random Processes
In recent years, say 10 to 15, there has been an tremendous effort in studying over-complete signal representations in the signal processing community. Overcompleteness has the advantage of allowing tailoring the description to the corresponding situation. This is in obvious analogy to the system of human language. One of the ground-breaking papers in this direction was authored by Mallat and Z...
متن کاملSecond-order time-frequency synthesis of nonstationary random processes
We present timefrequency methods for the synthesis of finite-energy, nonstationary random processes. The energetic characteristics of the process to be synthesized are specified in a joint timefrequency domain via a timefrequency model function. The synthesis methods optimize the autocorrelation function of the process such that the process’ Wigner-Ville spectrum is closest to the given model f...
متن کاملTime-frequency-autoregressive random processes: modeling and fast parameter estimation
We present a novel formulation of nonstationary autoregressive (AR) models in terms of time-frequency (TF) shifts. The parameters of the proposed TFAR model are determined by “TF Yule-Walker equations” that involve the expected ambiguity function and can be solved efficiently due to their block-Toeplitz structure. For moderate model orders, we also propose approximate TF Yule-Walker equations t...
متن کاملTime-frequency-autorgressive Random Processes: Modeling and Fast Parameter Estimation
We present a novel formulation of nonstationary autoregressive (AR) models in terms of time-frequency (TF) shifts. The parameters of the proposed TFAR model are determined by "TF Yule-Walker equations" that involve the expected ambiguity function and can be solved efficiently due to their block-Toeplitz structure. For moderate model orders, we also propose approximate TF Yule-Walker equations t...
متن کاملNearly Nonstationary Arma Processes: Second Order Properties
Second order properties of nearly nonstationary ARMA processes are investigated in the cases when the autoregressive polynomial equation has (i) a real root close to 1; (ii) a real root close to -1; (iii) a pair of complex roots close to the unit circle. The effect of the closeness to the unit circle of the ARMA poles on its covariance and spectral density functions is considered. The obtained ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2007
ISSN: 1053-587X
DOI: 10.1109/tsp.2007.896265