Optimal Moving Average Estimation of Noisy Random Walks using Allan Variance-informed Window Length
Author:
Affiliation:
1. University of Massachusetts Lowell,Department of Mechanical Engineering,Lowell,MA,01854
2. University of Maryland,Department of Electrical and Computer Engineering,College Park,MD,20740
Funder
National Science Foundation
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9866948/9867142/09867447.pdf?arnumber=9867447
Reference20 articles.
1. Elements of Random Walk and Diffusion Processes
2. Global random walk modelling of transport in complex systems
3. Random walk models in biology
4. Modeling non-Fickian transport in geological formations as a continuous time random walk
5. Application of the random walk theory for simulation of flood hazards: Jeddah flood 25 November 2009
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