Message Passing-Based Inference for Time-Varying Autoregressive Models
Time-varying autoregressive (TVAR) models are widely used for modeling of non-stationary signals. Unfortunately, online joint adaptation of both states and parameters in these models remains a challenge. In this paper, we represent the TVAR model by a factor graph and solve the inference problem by...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2021-05-01
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| Col·lecció: | Entropy |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/1099-4300/23/6/683 |
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