Transfer Function Models with Time-Varying Coefficients

Figure 10

Example 5.3: True parameters and estimates using the Haar wavelet: (a) 𝛿₁, (b) 𝜔₀, (c) 𝛿̂₁, (d) 𝜔₀, (e) 𝛿̃₁, (f) 𝜔₀.

(a)

(b)

(c)

(d)

(e)

(f)