Title :
State space forecasting and noise reduction
Author :
Eubank, S. ; Casdagli, M. ; Farmer, J.D. ; Gibson, J.
Author_Institution :
Los Alamos Nat. Lab., NM, USA
Abstract :
Effects of nonlinearity and noise on the problem of finding states and dynamics are discussed. The problems which arise in the construction of the state-space models for scalar time series are described. Solutions are presented for the case when error due to noise dominates parameter estimation error, and a framework for the general case is outlined
Keywords :
forecasting theory; modelling; noise; state-space methods; time series; noise reduction; nonlinearity; scalar time series; state-space forecasting; Ambient intelligence; Coils; Gas insulated transmission lines; Laboratories; Markov processes; Noise reduction; State-space methods;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203672
