The modelling and numerical simulation of causal non-linear systems
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Optimal multilinear estimation of a random vector under constraints of causality and limited memory
2007, Computational Statistics and Data AnalysisBibliography
2007, Mathematics in Science and EngineeringBest approximation of the identity mapping: The case of variable finite memory
2006, Journal of Approximation TheoryConstructing fixed rank optimal estimators with method of best reccurent approximations
2003, Journal of Multivariate AnalysisCitation Excerpt :We establish quite an unrestrictive condition (see inequality (71) in Section 5.3), under which our estimator provides a significantly smaller estimation error than the error associated with the PCA's method [9,10,17,23], previously known. The proposed approach develops some ideas from Refs. [4,6,8–11,13–15,17,21]. We note that estimator (58) is not unique due to the arbitrary matrix Kγ.
Method of recurrent best estimators of second degree for optimal filtering of random signals
2003, Signal ProcessingToward best approximation of nonlinear systems: A case of models with memory
2006, Numerical Functional Analysis and Optimization
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