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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Li Shejiao Wen Chuanbo Wang Songwei Chen Zhiguo |
| Copyright Year | 2006 |
| Description | Author affiliation: Coll. of Comput. & Inf. Eng., Henan Univ., Kaifeng (Li Shejiao; Wen Chuanbo; Wang Songwei; Chen Zhiguo) |
| Abstract | There exists a great deal of periodic non-stationary processes system in nature, social and economical phenomenon et al. It is very important to realize the dynamic analysis and real-time forecast within a period. In this paper, a wavelet-Kalman hybrid estimation and forecasting algorithm based on step-by-step filtering with the real-time and recursion property is put forward. It combines the advantages of Kalman filter and wavelet transform. Utilizing the information provided by multi-sensor effectively, this algorithm can realize not only realtime tracking and dynamic multi-step forecasting within a period, but also the dynamic forecasting between periods, and has a great value to the system decision-making. Simulation results show that this algorithm is valuable. |
| Starting Page | 2122 |
| Ending Page | 2127 |
| File Size | 1723239 |
| Page Count | 6 |
| File Format | |
| ISBN | 7302139229 |
| DOI | 10.1109/CESA.2006.4281988 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2006-10-04 |
| Publisher Place | China |
| Access Restriction | Subscribed |
| Rights Holder | IMACS |
| Subject Keyword | Algorithm design and analysis Filtering hybrid estimation and forecasting step-by step filtering Wavelet analysis Random processes Application software Information analysis multi-sensor Signal processing wavelet-kalman Economic forecasting Frequency Signal analysis |
| Content Type | Text |
| Resource Type | Article |
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