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Modeling and Parameter Estimation for Nonstationary Signals and Its Spectrum Representation

Research Project

Project/Area Number 24500342
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionWakayama University

Principal Investigator

IJIMA Hiroshi  和歌山大学, 教育学部, 教授 (90397604)

Project Period (FY) 2012-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2014: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Keywords非定常信号 / 時変モデル / 推定 / 非定常信号モデル / 時変パラメータ推定 / 有色雑音(フランス・イタリア) / 非定常信号(フランス) / 時変モデル(フランス)
Outline of Final Research Achievements

A great deal of interest has been paid to develop models of random signals such as auto-regression(AR) model, moving-average(MA)model, ARMA model and so on. In addition, the estimation methods for model parameter have been proposed. Such model can be applied to detection, estimation and prediction of signals. Conventionally, many models represent the stationary random signal. However, many signals in nature should be represented as nonstationary models. The purpose of this research is to develop mathematical models of signals having nonstationary properties and to propose estimation metods of time-varying parameters included in the models.
Results of the reserch are asfollows : i) As mathematical model of signals, new model with time-varying parameters has been proposed. ii) Estimation methods of nonstationary signal model have been proposed. iii) Proposed methods have been applied to the spectrum analysis, speech signal processing and seismic signals.

Report

(4 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Research-status Report
  • 2012 Research-status Report
  • Research Products

    (4 results)

All 2014 2013 2012

All Journal Article (3 results) (of which Peer Reviewed: 3 results) Presentation (1 results)

  • [Journal Article] Iterative Approach to Estimate the Parameters of a TVAR Process Corrupted by a MA Noise2014

    • Author(s)
      Hiroshi Ijima, Roberto Diversi and Eric Grivel
    • Journal Title

      Proceedings on the 22nd European Signal Processing Conference

      Volume: 1 Pages: 456-460

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Prediction Error Method to Estimate the AR Parameters when the AR Process is Disturbed by a Colored Noise2013

    • Author(s)
      R. Diversi, H. Ijima and E. Grivel
    • Journal Title

      Proc. 2013 IEEE Int. Conference on Acoustics, Speech, and Signal Processing (ICASSP2013), Vancouver, Canada

      Volume: 1 Pages: 6143-6147

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Deterministic Regression Methods for Unbiased Estimation of Time-varying Autoregressive Parameters from Noisy Observations2012

    • Author(s)
      H. Ijima and E. Grivel
    • Journal Title

      Signal Processing

      Volume: 92 Issue: 4 Pages: 857-871

    • DOI

      10.1016/j.sigpro.2011.09.020

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Presentation] Detecting Signals in a Non-stationary Environment Modeled by a TVAR Process from Data Corrupted by an Additive White Noise2012

    • Author(s)
      H. Ijima and E. Grivel
    • Organizer
      The 3rd International conference on Circuits, Systems, Control, Signals (CSCS '12)
    • Place of Presentation
      Barcelona, Spain
    • Related Report
      2012 Research-status Report

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Published: 2013-05-31   Modified: 2019-07-29  

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