Add to ORKGLow pass filters, which are used to remove high frequency noise from time series data, smooth the signals they are applied to. In this paper we examine the action of low pass filters on discontinuous or non-differentiable signals from non-smooth dynamical systems, where this smoothing action can be thought of as a smoothing of the underlying system
In this thesis, a local smoothing method, termed the not-so-smoother, designed to estimate disconti...
The paper considers causal smoothing of the real sequences, i.e., discrete time processes in a deter...
Non-smooth dynamical systems have numerous engineering applications. They are described by a set of ...
Low pass filters, which are used to remove high frequency noise from time series data, smooth the si...
AbstractLow pass filters, which are used to remove high frequency noise from time series data, smoot...
Conference PaperWe introduce a generalized definition for "low-pass" filters that covers time-varyin...
When a physical signal is received and used, it is most of the time noisy and not smooth. In order t...
Time series data can be decomposed as signal plus noise. A good smoother should be able to recover a...
We present a novel, systematic procedure for smoothing non-smooth dynamical sys-tems. In particular ...
AbstractKalman filtering is extensively used in estimation techniques. The problem is that one tries...
Approximate nonlinear filtering formulas are applied to yield fixed-lag smoothing results for nonlin...
This paper deals with the simplified mathematical model of the transfer function of the system with ...
Summarization: A fixed-point smoothing algorithm is derived for linear time-varying systems with mul...
Problems that result into locally non-differentiable and hence non-smooth state-space equations are ...
Problems that result into locally non-differentiable and hence non-smooth state-space equations are ...
In this thesis, a local smoothing method, termed the not-so-smoother, designed to estimate disconti...
The paper considers causal smoothing of the real sequences, i.e., discrete time processes in a deter...
Non-smooth dynamical systems have numerous engineering applications. They are described by a set of ...
Low pass filters, which are used to remove high frequency noise from time series data, smooth the si...
AbstractLow pass filters, which are used to remove high frequency noise from time series data, smoot...
Conference PaperWe introduce a generalized definition for "low-pass" filters that covers time-varyin...
When a physical signal is received and used, it is most of the time noisy and not smooth. In order t...
Time series data can be decomposed as signal plus noise. A good smoother should be able to recover a...
We present a novel, systematic procedure for smoothing non-smooth dynamical sys-tems. In particular ...
AbstractKalman filtering is extensively used in estimation techniques. The problem is that one tries...
Approximate nonlinear filtering formulas are applied to yield fixed-lag smoothing results for nonlin...
This paper deals with the simplified mathematical model of the transfer function of the system with ...
Summarization: A fixed-point smoothing algorithm is derived for linear time-varying systems with mul...
Problems that result into locally non-differentiable and hence non-smooth state-space equations are ...
Problems that result into locally non-differentiable and hence non-smooth state-space equations are ...
In this thesis, a local smoothing method, termed the not-so-smoother, designed to estimate disconti...
The paper considers causal smoothing of the real sequences, i.e., discrete time processes in a deter...
Non-smooth dynamical systems have numerous engineering applications. They are described by a set of ...