Works (1)

Updated: July 5th, 2023 15:41

2015 journal article

An algebraic method for constructing stable and consistent autoregressive filters


By: J. Harlim*, H. Hong n & J. Robbins n

author keywords: Autoregressive filter; Kalman filter; Parameter estimation; Model error
TL;DR: An algebraic method to construct stable and consistent univariate autoregressive (AR) models of low order for filtering and predicting nonlinear turbulent signals with memory depth finds that the proposed AR models produce significantly more accurate short-term predictive skill and comparable filtering skill relative to the linear regression-based AR models. (via Semantic Scholar)
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Added: August 6, 2018

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