Time series modeling via general linear estimation theory.

James A. Cadzow Thomas P. Bronez

Published in: ICASSP (1983)

Keyphrases

special case
closed form solutions
general theory
robust estimation
hilbert spaces
closely related
non stationary
estimation algorithm
data sets
nonlinear dynamical systems
temporal patterns
parameter estimation
linear systems
hidden markov models
formal models
financial time series
quasi periodic
neural network