On a state-space modelling for functional data (Q964620)
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scientific article; zbMATH DE number 5697299
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| English | On a state-space modelling for functional data |
scientific article; zbMATH DE number 5697299 |
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On a state-space modelling for functional data (English)
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22 April 2010
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State-space models are built for continuous-time first order autoregression processes and random binary signals. They are based on the Karhunen-Loève orthogonal expansion. The Kalman filtering method is applied for prediction of the processes. Results of simulations are presented.
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continuous time autoregression
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Karhunen-Loeve expansion
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filtering
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0.8487685322761536
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0.8226538896560669
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0.7823725342750549
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0.7792167067527771
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0.758809506893158
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