Abstract
A method of estimating time-varying spectra of nonstationary signals using recursive least squares (RLS) with variable forgetting factors (VFFs) is described. The VFF is adapted to a nonstationary signal by an extended prediction error criterion which accounts for the nonstationarity of the signal. This method has better adaptability than the conventional algorithm with high fixed forgetting factor (FFF) in the nonstationary situation, and has lower variance than the conventional one with low FFF in the stationary situation. The extra computation time for the forgetting adaptation is almost negligible.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
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