Context dependent ARMA modeling (original) (raw)

21st IEEE Convention of the Electrical and Electronic Engineers in Israel. Proceedings (Cat. No.00EX377), 2000

Abstract

ABSTRACT We propose to extend the use of Risannen's (1983) “tree source”-a relative of the partial hidden Markov model-to continuous signals. While the original algorithm is dedicated to modeling the context in which each symbol can occur in a discrete symbol space, we propose to match a specific ARMA model with each identified context. An example is presented

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