Abstract

It is very difficult to describe a nonstationary random signal, to say nothing of processing it effectively. In recent years, the time-varying parametric model, especially, time-varying auto-regressive parametric model has been used widely. It is well known that a wavelet neural network has very good performance on function approximation. In this paper, the wavelet neural network is introduced into the time-varying auto-regressive parametric model, so a new time-varying auto-regressive parametric model based on wavelet neural network is presented. At the same time, a new algorithm for model parameters estimate is also presented. A few simulations indicate that the performance of the new time-varying auto-regressive parametric model is better than the old one.

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