Parameter estimation of time-varying autoregressive models using the Gibbs sampler

J.J. Rajan; P.J.W. Rayner

doi:10.1049/el:19950761

Parameter estimation of time-varying autoregressive models using the Gibbs sampler

Electronics Letters ◽

10.1049/el:19950761 ◽

1995 ◽

Vol 31 (13) ◽

pp. 1035-1036 ◽

Cited By ~ 6

Author(s):

J.J. Rajan ◽

P.J.W. Rayner

Keyword(s):

Parameter Estimation ◽

Gibbs Sampler ◽

Autoregressive Models ◽

Time Varying ◽

Estimation Of Time

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Accurate Parameter Estimation of Time-varying Nuclear Radiation Field with Mobile Sensors

10.23919/ccc52363.2021.9549921 ◽

2021 ◽

Author(s):

Bo Chen ◽

Zhicheng Li ◽

Zaiyue Yang

Keyword(s):

Parameter Estimation ◽

Radiation Field ◽

Mobile Sensors ◽

Nuclear Radiation ◽

Time Varying ◽

Estimation Of Time

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Bayesian approach to parameter estimation and interpolation of time-varying autoregressive processes using the Gibbs sampler

IEE Proceedings - Vision Image and Signal Processing ◽

10.1049/ip-vis:19971305 ◽

1997 ◽

Vol 144 (4) ◽

pp. 249 ◽

Cited By ~ 20

Author(s):

J.J. Rajan ◽

P.J.W. Rayner ◽

S.J. Godsill

Keyword(s):

Parameter Estimation ◽

Bayesian Approach ◽

Gibbs Sampler ◽

Time Varying ◽

Autoregressive Processes

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Sequential Parameter Estimation of Time-Varying Non-Gaussian Autoregressive Processes

EURASIP Journal on Advances in Signal Processing ◽

10.1155/s1110865702205089 ◽

2002 ◽

Vol 2002 (8) ◽

Cited By ~ 11

Author(s):

Petar M. Djurić ◽

Jayesh H. Kotecha ◽

Fabien Esteve ◽

Etienne Perret

Keyword(s):

Parameter Estimation ◽

Time Varying ◽

Autoregressive Processes ◽

Non Gaussian ◽

Estimation Of Time

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Analysis and parameter estimation of time-varying signals: theory and methods

Journal of Physics Conference Series ◽

10.1088/1742-6596/1367/1/012091 ◽

2019 ◽

Vol 1367 ◽

pp. 012091

Author(s):

A Z Sha’ameri

Keyword(s):

Parameter Estimation ◽

Time Varying ◽

Estimation Of Time

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Parameter estimation of time-varying systems via Chebyshev polynomials of the second kind

International Journal of Systems Science ◽

10.1080/00207728608926850 ◽

1986 ◽

Vol 17 (6) ◽

pp. 849-858 ◽

Cited By ~ 5

Author(s):

YEN-PING SHIH ◽

CHENG-CHIIAN LIU

Keyword(s):

Parameter Estimation ◽

Chebyshev Polynomials ◽

Time Varying ◽

Time Varying Systems ◽

Estimation Of Time

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Time varying lattices and autoregressive models : Parameter estimation

10.1109/icassp.1982.1171452 ◽

2005 ◽

Cited By ~ 9

Author(s):

Y. Grenier

Keyword(s):

Parameter Estimation ◽

Autoregressive Models ◽

Time Varying

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On-line Parameter Estimation of Time-varying Systems by Radial Basis Function Networks

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.123.953 ◽

2003 ◽

Vol 123 (5) ◽

pp. 953-961

Author(s):

Yasuhide Kobayashi ◽

Shinichi Tanaka ◽

Tsuyoshi Okita

Keyword(s):

Parameter Estimation ◽

Radial Basis Function ◽

Basis Function ◽

Radial Basis Function Networks ◽

Time Varying ◽

Line Parameter ◽

Radial Basis ◽

Time Varying Systems ◽

On Line ◽

Estimation Of Time

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Wavelet based Fault Detection and RLS Parameter Estimation of Conductive Fibers with a Simultaneous Estimation of Time-Varying Disturbance

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2015.06.343 ◽

2015 ◽

Vol 48 (3) ◽

pp. 1773-1778 ◽

Cited By ~ 2

Author(s):

Manuel Schimmack ◽

David McGaw ◽

Paolo Mercorelli

Keyword(s):

Parameter Estimation ◽

Fault Detection ◽

Simultaneous Estimation ◽

Time Varying ◽

Conductive Fibers ◽

Estimation Of Time

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Adaptive overfitting lattice filter for parameter estimation of time-varying systems

Signal Processing ◽

10.1016/0165-1684(92)90098-h ◽

1992 ◽

Vol 29 (1) ◽

pp. 45-56 ◽

Cited By ~ 2

Author(s):

Weimin Sun ◽

Takashi Yahagi

Keyword(s):

Parameter Estimation ◽

Time Varying ◽

Lattice Filter ◽

Time Varying Systems ◽

Estimation Of Time

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A Multi-model Algorithm for Parameter Estimation of Time-varying Nonlinear Systems

Automatica ◽

10.1016/s0005-1098(97)00203-3 ◽

1998 ◽

Vol 34 (4) ◽

pp. 469-475 ◽

Cited By ~ 16

Author(s):

V. PETRIDIS ◽

Ath. KEHAGIAS

Keyword(s):

Parameter Estimation ◽

Nonlinear Systems ◽

Time Varying ◽

Estimation Of Time ◽

Model Algorithm

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