Changing spectrum estimation

DOI10.1016/0022-460X(83)90547-3MaRDI QIDQ3036537zbMATH OpenOpenAlexFDO

Authors Genshiro Kitagawa

Publication date 1983

Published in Journal of Sound and Vibration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-460x(83)90547-3

zbMATH Keywords

AIC criterionautoregressive modelchanging spectrum estimationfixed interval smootherKalman filternon-stationary covariance time seriestime varying coefficients

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited in

(6)

• Frequency domain characteristics of linear operator to decompose a time series into the multi-components
• Estimation of the arrival times of seismic waves by multivariate time series model
• Application of Kalman Filter Finite Element Method and AIC
• Signal Extraction Problems in Seismology
• An approach to the nonstationary process analysis
• An approach to the nonstationary process analysis

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