Spectral estimation of nonstationary ARMA processes using the evolutionary cepstrum


Kaderli A., Kayhan A.

IEEE SIGNAL PROCESSING LETTERS, vol.9, no.4, pp.130-132, 2002 (Peer-Reviewed Journal) identifier identifier

  • Publication Type: Article / Article
  • Volume: 9 Issue: 4
  • Publication Date: 2002
  • Doi Number: 10.1109/97.1001650
  • Journal Name: IEEE SIGNAL PROCESSING LETTERS
  • Journal Indexes: Science Citation Index Expanded, Scopus
  • Page Numbers: pp.130-132

Abstract

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.