Filtering of the ARMAX process with generalized t -distribution noise : the influence function approach
The commonly made assumption of Gaussian noise is an approximation to reality. In this paper, influence function, an analysis tool in robust statistics, is used to formulate a recursive solution for the filtering of the ARMAX process with generalized t-distribution noise. By being a superset encompa...
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| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/103383 http://hdl.handle.net/10220/19958 |
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| Institution: | Nanyang Technological University |
| Language: | English |