A novel signal extraction approach for filtering and forecasting noisy exponential series

DOI10.1016/j.crma.2018.03.006zbMath1426.62275OpenAlexW2795672692WikidataQ115578011 ScholiaQ115578011MaRDI QIDQ1747420

Mahdi Kalantari, Hossein Hassani

Publication date: 8 May 2018

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2018.03.006

zbMATH Keywords

linear recurrent relationsnoisy exponential time series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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