6533b85cfe1ef96bd12bd0e9

RESEARCH PRODUCT

Robust g-filter using support vector method

Gustavo Camps-vallsManel Martínez-ramónJosé Luis Rojo-álvarezE. Soria-olivas

subject

TelecomunicacionesChannel equalizationGamma filterIterated predictionSuuport vector machines

description

This Letter presents a new approach to time series modelling using the support vector machines (SVM). Although the g filter can provide stability in several time series models, the SVM is proposed here to provide robustness in the estimation of the g filter coefficients. Examples in chaotic time series prediction and channel equalization show the advantages of the joint SVM g filter. Publicado

yearjournalcountryeditionlanguage
2004-12-01
10.1016/j.neucom.2004.07.003http://hdl.handle.net/10016/7264