Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review
| Publication date | 1998 |
|---|---|
| Number of pages | 10 |
| Pages | 234-243 |
| <mark>Original language</mark> | English |
| Event | Proceedings of the 1998 8th IEEE Workshop on Neural Networks for Signal Processing VIII - Cambridge, Engl Duration: 31/08/1998 → 2/09/1998 |
| Conference | Proceedings of the 1998 8th IEEE Workshop on Neural Networks for Signal Processing VIII |
|---|---|
| City | Cambridge, Engl |
| Period | 31/08/98 → 2/09/98 |
The adaptive, off-line signal processing and forecasting of nonstationary signals described by an unobserved component (UC) model is presented. The off-line signal processing based on a dynamic harmonic regression (DHR) model of the UC type and its performance via a typical problem of audio signal restoration are discussed. The simplest possible method of detecting outliers is used but more sophisticated approaches based on either their statistical properties of the KF innovations or the difference between the KF and FIS estimates are possible.