IEEE - Institute of Electrical and Electronics Engineers, Inc. - Robust recursive time series modeling based on an AR model excited by a t-distribution process

Author(s): J. Sanubari ; K. Tokuda ; M. Onoda
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1998
Volume: 46
Page Count: 5
Page(s): 218 - 222
ISSN (Paper): 1053-587X
ISSN (Online): 1941-0476
DOI: 10.1109/78.651221
Regular:

In this correspondence, a new robust recursive spectral estimation based on an AR model is proposed. The optimal coefficients are selected by assuming that the excitation signal has a... View More

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