Abstract:In this paper, consideration is given to the estimation of the parameters of a time-varying linear model. It will be shown that the time-varying ARMA model of single-input single-output (SISO) system is equivalent to the time-invariant ARMA model of multi-input multi-output (MIMO) system. Novel methods for the parameter estimation task are developed based on the concepts of Higher Order Statistics (HOS). The proposed algorithms are compared with a range of existing (second order) algorithms via simulation stud… Show more
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