• DocumentCode
    3079397
  • Title

    State space forecasting and noise reduction

  • Author

    Eubank, S. ; Casdagli, M. ; Farmer, J.D. ; Gibson, J.

  • Author_Institution
    Los Alamos Nat. Lab., NM, USA
  • fYear
    1990
  • fDate
    5-7 Dec 1990
  • Firstpage
    641
  • Abstract
    Effects of nonlinearity and noise on the problem of finding states and dynamics are discussed. The problems which arise in the construction of the state-space models for scalar time series are described. Solutions are presented for the case when error due to noise dominates parameter estimation error, and a framework for the general case is outlined
  • Keywords
    forecasting theory; modelling; noise; state-space methods; time series; noise reduction; nonlinearity; scalar time series; state-space forecasting; Ambient intelligence; Coils; Gas insulated transmission lines; Laboratories; Markov processes; Noise reduction; State-space methods;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
  • Conference_Location
    Honolulu, HI
  • Type

    conf

  • DOI
    10.1109/CDC.1990.203672
  • Filename
    203672
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3079397