Research on parameter estimation of time-varying AR model

Wenhua Wang; Wenxing Wang

doi:10.1109/PIMRC.2003.1259144

Research on parameter estimation of time-varying AR model

Wenhua Wang^*, Wenxing Wang^*

^*Corresponding author for this work

School of Integrated Circuits and Electronics

China University of Mining & Technology, Beijing

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Citations (Scopus)

Abstract

In this paper the chirp signals are analyzed by time-varying autoregressive (AR) model according to their characteristics, and the recursive least squares algorithm is considered to estimate time-varying coefficients of AR model. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and simulation results all show the validity of this method.

Original language	English
Title of host publication	PIMRC2003 - 14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, Proceedings
Pages	2378-2382
Number of pages	5
DOIs	https://doi.org/10.1109/PIMRC.2003.1259144
Publication status	Published - 2003
Event	14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC2003 - Beijing, China Duration: 7 Sept 2003 → 10 Sept 2003

Publication series

Name	IEEE International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC
Volume	3

Conference

Conference	14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC2003
Country/Territory	China
City	Beijing
Period	7/09/03 → 10/09/03

Keywords

Chirp signal
Signal analysis
Time-varying AR model

Access to Document

10.1109/PIMRC.2003.1259144

Cite this

Wang, W., & Wang, W. (2003). Research on parameter estimation of time-varying AR model. In PIMRC2003 - 14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, Proceedings (pp. 2378-2382). Article 1259144 (IEEE International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC; Vol. 3). https://doi.org/10.1109/PIMRC.2003.1259144

@inproceedings{fa9ab55fbc184756998b22d611bf5a40,

title = "Research on parameter estimation of time-varying AR model",

abstract = "In this paper the chirp signals are analyzed by time-varying autoregressive (AR) model according to their characteristics, and the recursive least squares algorithm is considered to estimate time-varying coefficients of AR model. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and simulation results all show the validity of this method.",

keywords = "Chirp signal, Signal analysis, Time-varying AR model",

author = "Wenhua Wang and Wenxing Wang",

year = "2003",

doi = "10.1109/PIMRC.2003.1259144",

language = "English",

isbn = "0780378229",

series = "IEEE International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC",

pages = "2378--2382",

booktitle = "PIMRC2003 - 14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, Proceedings",

note = "14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC2003 ; Conference date: 07-09-2003 Through 10-09-2003",

}

Wang, W & Wang, W 2003, Research on parameter estimation of time-varying AR model. in PIMRC2003 - 14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, Proceedings., 1259144, IEEE International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC, vol. 3, pp. 2378-2382, 14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC2003, Beijing, China, 7/09/03. https://doi.org/10.1109/PIMRC.2003.1259144

Research on parameter estimation of time-varying AR model. / Wang, Wenhua; Wang, Wenxing.
PIMRC2003 - 14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, Proceedings. 2003. p. 2378-2382 1259144 (IEEE International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC; Vol. 3).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

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AU - Wang, Wenhua

AU - Wang, Wenxing

PY - 2003

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N2 - In this paper the chirp signals are analyzed by time-varying autoregressive (AR) model according to their characteristics, and the recursive least squares algorithm is considered to estimate time-varying coefficients of AR model. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and simulation results all show the validity of this method.

AB - In this paper the chirp signals are analyzed by time-varying autoregressive (AR) model according to their characteristics, and the recursive least squares algorithm is considered to estimate time-varying coefficients of AR model. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and simulation results all show the validity of this method.

KW - Chirp signal

KW - Signal analysis

KW - Time-varying AR model

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DO - 10.1109/PIMRC.2003.1259144

M3 - Conference contribution

AN - SCOPUS:79955639933

SN - 0780378229

SN - 9780780378223

T3 - IEEE International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC

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BT - PIMRC2003 - 14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, Proceedings

T2 - 14th IEEE 2003 International Symposium on Personal, Indoor and Mobile Radio Communications, PIMRC2003

Y2 - 7 September 2003 through 10 September 2003

ER -

Research on parameter estimation of time-varying AR model

Abstract

Publication series

Conference

Keywords

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