State-dependent vector hybrid linear and nonlinear ARMA modeling: Applications (Q5953489)

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scientific article; zbMATH DE number 1694617
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    State-dependent vector hybrid linear and nonlinear ARMA modeling: Applications
    scientific article; zbMATH DE number 1694617

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      State-dependent vector hybrid linear and nonlinear ARMA modeling: Applications (English)
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      17 September 2002
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      This paper presents applications of the state-dependent vector hybrid and nonlinear ARMA models presented in a recent companion paper of the authors [Circuits Syst. Signal Process. 20, 551-574 (2001; Zbl 0995.93071)]. These applications include signal filtering, prediction and control.
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      extended Kalman filter
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      wavelet transform
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      ARMA models
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      signal filtering
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      prediction
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