On the derivation of a suboptimal filter for signal estimation
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References listed on IDEAS
- Tjøstheim, Dag, 1986. "Estimation in nonlinear time series models," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 251-273, February.
- A. Thavaneswaran & Jagbir Singh, 1993. "A note on smoothed estimating functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(4), pages 721-729, December.
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- Ruiz-Molina, Juan Carlos & Navarro, Jesús & Valderrama, J. Mariano, 1999. "Differentiation of the modified approximative Karhunen-Loeve expansion of a stochastic process," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 91-98, March.
More about this item
KeywordsCausal filter Approximative Karhunen-Loeve expansion Suboptimal filter;
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