On-line spectral estimation of nonstationary time series based onAR model parameter estimation and order selection with a forgettingfactor |
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Authors: | Goto S. Nakamura M. Uosaki K. |
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Affiliation: | Dept. of Electr. Eng., Saga Univ.; |
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Abstract: | 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) |
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