2002/11/18 by E. Cuoco, Elena Cuoco, Cuoco, Elena
Computer Science · Engineering · Physics and Astronomy · #Control Systems and Identification #Data Analysis #FOS: Physical sciences #Image and Signal Denoising Methods #Instrumentation and Detectors (physics.ins-det) #Neural Networks and Applications #Statistics and Probability (physics.data-an) #physics.data-an #physics.ins-det
paper · pdf · doi:10.48550/arxiv.physics/0211077
19 pages, 15 figures, uses elsart.cls submitted to Signal Processing
arxiv created 2002/11/18 · openalex publication_date 2002/11/18 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper the author proposes to use the Least Squares Lattice filter with forgetting factor to estimate time-varying parameters of the model for noise processes. We simulated an Auto-Regressive (AR) noise process in which we let the parameters of the AR vary in time. We investigate a new way of implementation of Least Squares Lattice filter in following the non stationary time series for stochastic process. Moreover we introduce a modified Least Squares Lattice filter to whiten the time-series and to remove the non stationarity. We apply this algorithm to the identification of real times series data produced by recorded voice.