Robust online signal extraction from multivariate time series
Computational Statistics & Data Analysis
| Hi-index | 0.01 |
A class of nonlinear filters for multivariate data is introduced. A robust error criterion is minimized. Approximate algorithms for computing the filter output are developed. A polynomial signal model is used in applications where the signal amplitude has to be retained with high fidelity. Simulated data and RGB color image data are used in experiments