Abstract
In this paper, a method for modeling a nonstationary signal using time?varying parameters by considering that the signal is generated by a linear, time?varying (LTV) system with a stationary white noise input is presented. This method is based on the Wold---Cramer (WC) representation of a nonstationary signal. Because the relationship between the generalized transfer function of an LTV system and the time?varying coefficients of the difference equation of a discrete?time system is not addressed so far in the literature, therefore, in this paper a solution to this problem is proposed. A simple relationship between the system generalized transfer function and the time?varying parameters of the system is derived, then an MLS algorithm is developed to solve for the system time?varying parameters. Computer simulation illustrating the effectiveness of our algorithm is presented.
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