Abstract
In the first part of this paper we introduce a measurement of nonstationarity based upon the correlation of an AR-model coefficients at two successive instants. In the second part was proposed a new method for the tracking of rapidly time-varying processes with a complementary modelling. This method is based on the filtering of the signal with two complementary filters (high and low), both of these signals are modeled with an AR-structure. AR coefficients are determined by a version of Kalman filter adapted to time-varying processes. AR-model of rapidly nonstationary signal is obtained by a synthesis of the two AR-models of filtered signals and the expression of the filters
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