Time-varying autoregressive modeling of a class of nonstationary signals

The problem of estimating sinusoidal or narrowband signals with a time-varying center frequency is considered. The signal parameters are estimated by fitting an autoregressive model with time-varying coefficients to the data. The overdetermined modified Yule-Walker equations are used to estimate a set of constant model parameters. Some numerical examples illustrating the behavior of the estimator are presented, and its accuracy aspects are briefly discussed.

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