Autoregressive and adaptive estimation with an application to hurricane track prediction

DOI10.1080/00207729508929137MaRDI QIDQ4852959zbMATH OpenOpenAlexFDO

Authors Nazario D. Ramirez-Beltran

Publication date 18 March 1996

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729508929137

zbMATH Keywords

autoregressive moving- averageautoregressive processdetectionKalman filter

Mathematics Subject Classification ID

Application models in control theory (93C95) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

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Cites work

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• Detection filter design: Spectral theory and algorithms
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• scientific article; zbMATH DE number 42743 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• Recursive estimation and time-series analysis. An introduction
• Recursive fading memory filtering
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• The asymptotic local approach to change detection and model validation

Cited in

(3)

• Trajectory prediction based on long short-term memory network and Kalman filter using hurricanes as an example
• The application of conditional nonlinear optimal perturbation to targeted observations for tropical cyclone prediction
• A vector autoregressive model to predict hurricane tracks

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