A unified discrepancy-based approach for balancing efficiency and robustness in state-space modeling estimation, selection, and diagnosis
Due to its generality and flexibility, the state-space model has become one of the most popular models in modern time domain analysis for the description and prediction of time series data. The model is often used to characterize processes that can be conceptualized as "signal plus noise,"...
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Format: | Others |
Language: | English |
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University of Iowa
2016
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Online Access: | https://ir.uiowa.edu/etd/2224 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=6791&context=etd |