Derivation of a State-Space Model by Functional Data Analysis.

Mariano J. Valderrama Mónica Ortega-Moreno Pedro González Ana M. Aguilera

Published in: Comput. Stat. (2003)

Keyphrases

state space model
data analysis
state estimation
state vector
kalman filter
autoregressive
machine learning
dynamic programming
three dimensional
denoising
kalman filtering