Abstract
The spectral estimation problem of nonstationary autoregressive moving-average (ARMA) processes is considered and a new method is proposed for the estimation of the time-varying spectral content of such signals. The proposed method can be viewed as an extension of the estimator proposed earlier by the authors to the time-varying case. The AR part of the model is estimated by solving the time-varying modified Yule-Walker equations using an estimated time-varying autocorrelation function. An evolutionary cepstrum estimator is proposed, which is then used in a simple recursion to obtain the MA parameters of the model.
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