Wavelet estimation by Bayesian thresholding and model selection

DOI10.1016/j.automatica.2008.01.021zbMath1153.93031OpenAlexW2084066081MaRDI QIDQ999035

Gianluigi Pillonetto, Eugenio Cinquemani

Publication date: 30 January 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.01.021

zbMATH Keywords

regularizationnonstationary signalsGaussian processesinverse problemsBayesian filtering

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation and detection in stochastic control theory (93E10) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Cites Work

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