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On-line spectral estimation of nonstationary time series based on AR model parameter estimation and order selection with a forgetting factor

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3 Author(s)
S. Goto ; Dept. of Electr. Eng., Saga Univ., Japan ; M. Nakamura ; K. Uosaki

A new method for on-line spectral estimation of nonstationary time series via autoregressive (AR) model construction is proposed. The method consists of on-line parameter estimation based on the recursive least squares ladder estimation algorithm with a forgetting factor and on-line order determination based on AIC with some modifications. The effectiveness of the proposed method is demonstrated by computer simulation study and applying to the actual data of electroencephalogram (EEG)

Published in:

IEEE Transactions on Signal Processing  (Volume:43 ,  Issue: 6 )