A Bayesian analysis of moving average processes with time-varying parameters

2007 ◽  
Vol 52 (2) ◽  
pp. 1025-1046 ◽  
Author(s):  
K. Triantafyllopoulos ◽  
G.P. Nason
Keyword(s):  
Bayesian Analysis ◽  
Moving Average ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters ◽  
Moving Average Processes

Parameter Identification of Time Varying System Using Basic Function Expansion

2011 ◽  
Vol 403-408 ◽  
pp. 2800-2804
Author(s):  
En Wei Chen ◽  
Yi Min Lu ◽  
Zheng Shi Liu ◽  
Yong Wang
Keyword(s):  
High Efficiency ◽  
Moving Average ◽  
Arma Model ◽  
Basic Function ◽  
Least Square ◽  
Autoregressive Moving Average ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters ◽  
Time Invariant

Time-varying parameters identification in linear system is considered, which can be changed into time-invariant coefficient polynomials after Taylor expansion. Using response data to establish the time-varying autoregressive moving average (TV-ARMA) model, then utilizing least-square algorithm to obtain time-invariant coefficients of time-varying parameters. According to error analysis, to reduce errors and improve accuracy, the estimation time is divided into small internals and the above method is used in each interval. Simulation shows that, under certain error condition, the time-varying parameters obtained by the method have good agreement with the theoretical values; the measures taken have strong anti-interference and high efficiency.

Synchronization of Chaotic Systems with Uncertain Time-Varying Parameters

2015 ◽  
Vol 9 (6) ◽  
pp. 568
Author(s):  
Ahmad Al-Jarrah ◽  
Mohammad Ababneh ◽  
Suleiman Bani Hani ◽  
Khalid Al-Widyan
Keyword(s):  
Chaotic Systems ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters ◽  
Uncertain Time
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