Sparse Estimation Techniques for l1 Mean and Trend Filtering
It is often desirable to find the underlying trends in time series data. This is a wellknown signal processing problem that has many applications in areas such as financial dataanalysis, climatology, biological and medical sciences etc. Mean filtering finds a piece-wiseconstant trend in the data whi...
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| Format: | Others |
| Language: | English |
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KTH, Reglerteknik
2015
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-179142 |