Stabilization of stationary and time-varying autoregressive models
نویسندگان
چکیده
A method for the stabilization of stationary and timevarying autoregressive models is presented. The method is based on the hyperstability constrained LSproblem with nonlinear constraints. The problems are solved iteratively with Gauss-Newton type algorithm that sequentially linearizes the constraints. The proposed method is applied to simulated data in the stationary case and to real EEG data in the time-varying case.
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