Transfer Function Models with Time-Varying Coefficients

Figure 2

Example 5.1: True parameters and estimates using the Daubechies D12 wavelet: (a) 𝛿₁, (b) 𝛿₂, (c) 𝜔₀, (d) 𝛿̂₁, (e) 𝛿̂₂ (f) 𝜔₀, (g) 𝛿̃₁, (h) 𝛿̃₂ (i) 𝜔₀.

(a)

(b)

(c)

(d)

(e)

(f)

(g)

(h)

(i)