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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Bibliographic Details
Main Author: Hu, Nan
Other Authors: Cavanaugh, Joseph E.
Format: Others
Language:English
Published: University of Iowa 2016
Subjects:
Online Access:https://ir.uiowa.edu/etd/2224
https://ir.uiowa.edu/cgi/viewcontent.cgi?article=6791&context=etd