Stochastic unobserved component models for adaptive signal extraction and forecasting

Neural Networks for Signal Processing - Proceedings of the IEEE Workshop

Volumn , Issue , 1998, Pages 234-243

  Young, Peter C ^a   Tych, Wlodek ^a   Pedregal, Diego J ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

HARMONIC ANALYSIS; MATHEMATICAL MODELS; OPTIMIZATION; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; RANDOM PROCESSES; REGRESSION ANALYSIS; SIGNAL DETECTION; TIME SERIES ANALYSIS;

DYNAMIC AUTOREGRESSION (DAR) MODELS; DYNAMIC HARMONIC REGRESSION (DHR) MODELS; STOCHASTIC UNOBSERVED COMPONENT (UC) MODELS;

ADAPTIVE FILTERING;

EID: 0031640660     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (16)