论文信息 - Dynamic spectral analysis based on an autoregressive model with time-varying coefficients

Dynamic spectral analysis based on an autoregressive model with time-varying coefficients

A method of dynamic spectral analysis based on an autoregressive model with time-varying coefficients is presented. For parameter estimation a method simpler than the Kalman approach is introduced. The capability of the estimation procedure is where demonstrated by applying it to simulated data.

A. Schloegl

[1] Johannes Ledolter,et al. Statistical methods for forecasting , 1983 .

[2] G. Grießbach,et al. Parametrische Methoden der dynamischen Spektralanalyse und ihre Anwendung in der Biosignalanalyse , 1993 .