Robust Regression Computation Using Iteratively Reweighted Least Squares
نویسندگان
چکیده
منابع مشابه
Robust spectrotemporal decomposition by iteratively reweighted least squares.
Classical nonparametric spectral analysis uses sliding windows to capture the dynamic nature of most real-world time series. This universally accepted approach fails to exploit the temporal continuity in the data and is not well-suited for signals with highly structured time-frequency representations. For a time series whose time-varying mean is the superposition of a small number of oscillator...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 1990
ISSN: 0895-4798,1095-7162
DOI: 10.1137/0611032