Spectral estimation of nonstationary ARMA processes using the evolutionary cepstrum

Kaderli A., Kayhan A.

IEEE SIGNAL PROCESSING LETTERS, cilt.9, sa.4, ss.130-132, 2002 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 9 Sayı: 4
  • Basım Tarihi: 2002
  • Doi Numarası: 10.1109/97.1001650
  • Dergi Adı: IEEE SIGNAL PROCESSING LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.130-132
  • Hacettepe Üniversitesi Adresli: Hayır

Özet

In this letter, the spectral estimation problem of nonstationary autoregressive moving-average (ARMA) processes is considered and a new method is proposed for the estimation of the time-varying spectral content of such signals. The proposed method can be viewed as an extension of the estimator proposed earlier by the authors to the time-varying case. The AR part of the model is estimated by solving the time-varying modified Yule-Walker equations using an estimated time-varying autocorrelation function. An evolutionary cepstrum estimator is proposed, which is then used in a simple recursion to obtain the MA parameters of the model.