← Search

Marcin Ciolek

3 accepted papers

2018

Two-Stage Identification of Locally Stationary Autoregressive Processes and its Application to the Parametric Spectrum Estimation

ICASSP 2018accepted

The problem of identification of a nonstationary autoregressive process with unknown, and possibly time-varying, rate of parameter changes, is considered and solved using the parallel estimation approach. The proposed two-stage estimation scheme, which combines the local estimation approach with the…

Cited by 0SourceScholar
2016

On adaptive selection of estimation bandwidth for analysis of locally stationary multivariate processes

ICASSP 2016accepted

When estimating the correlation/spectral structure of a locally stationary process, one should choose the so-called estimation bandwidth, related to the effective width of the local analysis window. The choice should comply with the degree of signal nonstationarity. Too small bandwidth may result in…

Cited by 0SourceScholar