基于局部平稳AR模型的信号结构变化点精确估计方法

研究了局部平稳AR模型，提出了基于递归辅助变量（RIV）双格型滤波算法，通过统计分析信息量AIC的变化精确估计信号结构变化点。对遥测速变参数的分析表明，该方法能够精确定位信号结构的变化点，实现局部平稳信号的精确分割。

An Approach for Estimation of the Varying Time of Signal Structure based on Locally Stationary AR Model

This paper discusses the principle of locally stationary AR model. It provides an approach for estimation of the varying time of signal structure by analyzing the variation of AIC based on the double-lattice form of the Recursive Instrumental Variable Algorithm （RIV）. Experimental results on telemetry fast-changing parameters show that the proposed method can exactly locate the varying time of signal structure, and divide the locally stationary signal accurately.