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Numerical Covariance Evaluation for Linear Structures Subject to Non-Stationary Random Inputs.
Marco Domaneschi
Raffaele Cucuzza
Laura Sardone
Santiago Londoño Lopez
Majid Movahedi Rad
Giuseppe Carlo Marano
Published in:
Comput. (2024)
Keyphrases
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non stationary
adaptive algorithms
autoregressive
finite difference
empirical mode decomposition
white noise
change point detection
image analysis
image data
fractional brownian motion