The application of the Kalman filter to nonstationary time series through time deformation-Reference-Cited by-同舟云学术

The application of the Kalman filter to nonstationary time series through time deformation

Published:2009-09 Issue:5 Volume:30 Page:559-574
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:

Author:

Wang Zhu,Woodward Wayne A.,Gray Henry L.

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2009.00628.x/fullpdf

Reference13 articles.

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3. Forbes, E. and Schaik, A. (2000). Fourier transform and wavelet transform for the time-frequency analysis of bat echolocation signals. Technical report, The University of Sydney. Available at: http://www.eelab.usyd.edu.au/andre/reports/batcall.pdf

4. On a class of nonstationary processes;Gray;Journal of Time Series Analysis,1988

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