WEKO3
インデックスリンク
アイテム
Time-Varying AR Spectral Estimation Using an Indefinite Matrix-Based Sliding Window Fast Linear Prediction
https://iwate-u.repo.nii.ac.jp/records/10292
https://iwate-u.repo.nii.ac.jp/records/102929739aeff-adbd-4c7c-85b4-727d2d5ffa6d
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
ieice-ve97an2p547-556.pdf (9.1 MB)
|
|
| Item type | 学術雑誌論文 / Journal Article(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 公開日 | 2014-04-28 | |||||||
| タイトル | ||||||||
| タイトル | Time-Varying AR Spectral Estimation Using an Indefinite Matrix-Based Sliding Window Fast Linear Prediction | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | spectral estimation | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | autoregressive model | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | linear prediction | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | fast algorithm | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | sliding window | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | indefinite matrix | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | forgetting factor | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||
| 資源タイプ | journal article | |||||||
| 著者 |
NISHIYAMA, Kiyoshi
× NISHIYAMA, Kiyoshi
|
|||||||
| 著者(機関) | ||||||||
| 値 | Department of Electrical Engineering and Computer Science, Faculty of Engineering, Iwate University | |||||||
| 登録日 | ||||||||
| 日付 | 2014-04-28 | |||||||
| 書誌情報 |
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences 巻 E97-A, p. 547-556, 発行日 2014-02-01 |
|||||||
| ISSN | ||||||||
| 収録物識別子タイプ | ISSN | |||||||
| 収録物識別子 | 0916-8508 | |||||||
| Abstract | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | A method for efficiently estimating the time-varying spectra of nonstationary autoregressive (AR) signals is derived using an indefinite matrix-based sliding window fast linear prediction (ISWFLP). In the linear prediction, the indefinite matrix plays a very important role in sliding an exponentially weighted finite-length window over the prediction error samples. The resulting ISWFLP algorithm successively estimates the time-varying AR parameters of order N at a computational complexity of O(N) per sample. The performance of the AR parameter estimation is superior to the performances of the conventional techniques, including the Yule-Walker, covariance, and Burg methods. Consequently, the ISWFLP-based AR spectral estimation method is able to rapidly track variations in the frequency components with a high resolution and at a low computational cost. The effectiveness of the proposed method is demonstrated by the spectral analysis results of a sinusoidal signal and a speech signal. | |||||||
| 出版者 | ||||||||
| 出版者 | The Institute of Electronics, Information and Communication Engineers | |||||||
| 権利 | ||||||||
| 権利情報 | copyright©2014 The Institute of Electronics, Information and Communication Engineers | |||||||
| 著者版フラグ | ||||||||
| 出版タイプ | VoR | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||
