Robust estimation of autoregressive processes using a mixture-based filter-bank

Systems and Control Letters

Volumn 54, Issue 4, 2005, Pages 315-323

  Šmídl, Václav ^a   Quinn, Anthony ^a   Kárný, Miroslav ^b   Guy, Tatiana V ^b  

^a TRINITY COLLEGE DUBLIN   (Ireland)

^b INSTITUTE OF MATHEMATICS   (Czech Republic)

Author keywords

Adaptive systems; Bayesian estimation; Filter bank; Outlier detection; Probabilistic mixtures; Recursive estimation

Indexed keywords

ELECTRIC DISTORTION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RECURSIVE FUNCTIONS; REGRESSION ANALYSIS; STATISTICAL METHODS; VECTORS;

AUTOREGRESSIVE PROCESSES; FILTER-BANK; MIXTURE-BASED FILTER-BANK; OUTLIER DETECTION; RECURSIVE ESTIMATION;

ROBUSTNESS (CONTROL SYSTEMS);

EID: 14544291892     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2004.09.002     Document Type: Article

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