This paper describes a methodology for implementing bidirectional/break frequency-selective filters in cases where the data sequence is short and nonstationary. A sime method is proposed for dealing with start-up problem. The method has a firm theoretical basis and it is computationally efficient.
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Paper provided by Universite Aix-Marseille III in its series G.R.E.Q.A.M. with number
00a04.
Length: 17 pages Date of creation: 2000 Date of revision: Handle: RePEc:fth:aixmeq:00a04
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