A new method for time-varying AR model

A new method for time\|varying AR model of analyzing nonstationary random signals is presented. This method is designated as the local wave decomposition and its time\|varying AR model and it includes two procedures. First, using the method of local wave decomposition, a complicated signal is decomposed into a finite and often small number of Intrinsic Mode Functions. Second, a time\|varying AR model is established in any of these Intrinsic Mode Functions, which can obtain their time\|frequency spectrum. The present method enlarges the applying area where available methods for time\|varying parametric model are used, and can analyze complicated nonstationary signals.