Time-Frequency-Autoregressive-Moving-Average Modeling

This book introduces timefrequencyautoregressivemovingaverage TFARMAmodels for underspread nonstationary stochastic processes. TFARMA models areparsimonious as ... » 

This book introduces timefrequencyautoregressivemovingaverage TFARMAmodels for underspread nonstationary stochastic processes. TFARMA models areparsimonious as well as physically intuitive and meaningful because they areformulated in terms of time shifts delays and Doppler frequency shifts. Theyare a subclass of the wellknown timevarying ARMA models with basis functionexpansion where the basis function set is given by the complex exponentials.The resulting mathematical structure allows for efficient estimationalgorithms. «