%0 Journal Article
%T A RESEARCH ON SEGMENTATION OF NONSTATIONARY STOCHASTIC PROCESS INTO PIECEWISE STATIONARY STOCHASTIC PROCESS<br>分段平稳随机过程的参数估计方法
%A Wang Wenhua
%A Wang Hongyu
%A <br>王文华
%A 王宏禹
%J 电子与信息学报
%D 1997
%I 
%X P. M. Djuric, et al.(1992) researched on the segmentation of nonstationary stochastic process into piecewise stationary stochastic process by Bayesian theory, and gave a dynamic equation about the number of segments, their boundaries and AR model orders for each segment, but did not give details of solution for the equation. Because the solution for the equation is very complex, this paper investigates the solution, derives some recursive relations, simplifies the problem, saves computation time and goes further into the segmentation of nonstationary stochastic process into piecewise stationary stochastic process.
%K Stochastic process
%K Stationary stochastic process
%K AR models
%K Recursive relation<br>非平稳随机信号
%K 平稳随机信号
%K AR模型
%K 递归关系
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=1319827C0C74AAE8D654BEA21B7F54D3&jid=EFC0377B03BD8D0EF4BBB548AC5F739A&aid=A721EEEA5C2E0BAD19BE7CBC139F3C74&yid=5370399DC954B911&vid=2A8D03AD8076A2E3&iid=38B194292C032A66&sid=A2745AA1110798CA&eid=E3094127AA4ABC1A&journal_id=1009-5896&journal_name=电子与信息学报&referenced_num=0&reference_num=4