%0 Journal Article
%T An advanced method to estimate parameters of piecewise stationary stochastic process<br>一种改进的分段平稳随机过程的参数估计方法
%A Chen Ying
%A Li Zaiming
%A <br>陈颖
%A 李在铭
%J 电子与信息学报
%D 2003
%I 
%X A new way to analysis nonstationary stochastic process is to divide it into piece-wise stationary stochastic process. Djuric(1992) used Bayes method to estimate the parameters, which can optimally divide the nonstationary stochastic process into stationary stochastic process. Some authors estimated the optimum parameters through calculating recursively the multivariate conditional likelihood function, which made the computation very complex. Basing on some natural characteristics of Aft mode, a new recursive method is provided, which can improve the computation efficiently, to estimate the optimum parameters.
%K Nonstationary stochastic signal
%K Piecewise stationary stochastic signal
%K AR model
%K Parameters estimating<br>非平稳随机信号
%K 分段平稳随机信号
%K AR模型
%K 参数估计
%K 直接递推多维联合分布概率
%K Bayes估计
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=1319827C0C74AAE8D654BEA21B7F54D3&jid=EFC0377B03BD8D0EF4BBB548AC5F739A&aid=0903757E0F2B373D&yid=D43C4A19B2EE3C0A&vid=C5154311167311FE&iid=B31275AF3241DB2D&sid=B60458D1AE87BCD1&eid=3EE58D91F4253193&journal_id=1009-5896&journal_name=电子与信息学报&referenced_num=0&reference_num=5