Effective signal extraction via local polynomial approximation under long-range dependency conditions

DOI10.1134/S1995080218030101MaRDI QIDQ722283zbMATHOpenAlexWikidataFDO

Authors A. V. Artemov

Publication date 23 July 2018

Published in Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1995080218030101

zbMATH Keywords

long-range dependencefractional Brownian motionsignal extractionlocal polynomial estimatesmooth trend

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Fractional processes, including fractional Brownian motion (60G22) Signal detection and filtering (aspects of stochastic processes) (60G35)

Recommendations

• Optimally space localized polynomials with applications in signal processing
• Approximation of signals from local averages
• Non-linear local polynomial regression multiresolution methods using \(\ell^1\)-norm minimization with application to signal processing
• Robust locally optimum detection of signals in dependent noise
• Asymptotically exact localized expansions for signals in the time-frequency domain
• Nonparametric local polynomial approximation of the time-varying frequency and amplitude
• Optimum short-time polynomial regression for signal analysis
• A computationally efficient technique for estimating the parameters of polynomial-phase signals from noisy observations

Cites work

• scientific article; zbMATH DE number 942202 (Why is no real title available?)
• scientific article; zbMATH DE number 2118800 (Why is no real title available?)
• scientific article; zbMATH DE number 3221828 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• scientific article; zbMATH DE number 3036575 (Why is no real title available?)
• An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
• Bayesian sequential estimation of a drift of fractional Brownian motion
• Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion
• Forecasting sales by exponentially weighted moving averages
• Fractional Brownian Motions, Fractional Noises and Applications
• General approach to filtering with fractional brownian noises — application to linear systems
• Linear filtering with fractional brownian motion
• Nonlinear filtering with fractional Brownian motion
• On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
• On the prediction of fractional Brownian motion
• Optimal volume anomaly detection and isolation in large-scale IP networks using coarse-grained measurements
• Parameter estimation and optimal filtering for fractional type stochastic systems
• Statistical analysis of the fractional Ornstein--Uhlenbeck type process
• Wavelet analysis of long-range-dependent traffic

Cited in

(1)

• Seasonal signal extraction from GPS coordinate time series using low-rank matrix approximation based on nonconvex log-sum function minimization

This page was built for publication: Effective signal extraction via local polynomial approximation under long-range dependency conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q722283)