TY - GEN

T1 - Linear modeling algorithm for tracking time-varying signals

AU - Bachnak, Rafic A.

PY - 1991/12/1

Y1 - 1991/12/1

N2 - This paper presents a new algorithm for tracking the spectrum of non- stationary signals. In general there is no law relating frequency and time, and therefore, the frequency-time curves are usually approach dependent. The algorithm described here is an extension of the well-known Levinson model for estimating the spectra of stationary signals. The signal parameters are estimated by fitting the model with time-varying coefficients based on an exponential forgetting factor that is introduced to the autocorrelation function. The first operation is the excitation with the input sequence y(n), n = 0, 1, 2, ..., N, to produce a scalar output, then time-updating by incrementing the previous value with a scalar. To demonstrate the effectiveness of the algorithm, some numerical examples are considered: chirp signal in white noise, two sinusoids, and speech signals.

AB - This paper presents a new algorithm for tracking the spectrum of non- stationary signals. In general there is no law relating frequency and time, and therefore, the frequency-time curves are usually approach dependent. The algorithm described here is an extension of the well-known Levinson model for estimating the spectra of stationary signals. The signal parameters are estimated by fitting the model with time-varying coefficients based on an exponential forgetting factor that is introduced to the autocorrelation function. The first operation is the excitation with the input sequence y(n), n = 0, 1, 2, ..., N, to produce a scalar output, then time-updating by incrementing the previous value with a scalar. To demonstrate the effectiveness of the algorithm, some numerical examples are considered: chirp signal in white noise, two sinusoids, and speech signals.

UR - http://www.scopus.com/inward/record.url?scp=0026406243&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0026406243&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:0026406243

SN - 0819405906

T3 - Proceedings of SPIE - The International Society for Optical Engineering

SP - 12

EP - 22

BT - Proceedings of SPIE - The International Society for Optical Engineering

PB - Publ by Int Soc for Optical Engineering

T2 - Signal and Data Processing of Small Targets 1991

Y2 - 1 April 1991 through 3 April 1991

ER -