Learning Nonlinear Generative Models of Time Series With a Kalman Filter in RKHS
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Publication:4578918
DOI10.1109/TSP.2013.2283842zbMath1394.94706MaRDI QIDQ4578918
Badong Chen, Pingping Zhu, Jose C. Principe
Publication date: 22 August 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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