Now showing items 5-7 of 7

  • Multivariable ARMA systems and practicable calculations 

    Hannan, E. J. (Universitat Politècnica de Barcelona. Centre de Càlcul, 1984-03)
    Open Access
    The representation of ARMA systems in canonical state space is described and the idea of order and the manifold structure of spaces of systems are introduced. Some neighbourhood systems are described and related to other ...
  • Retrieval of boundary layer height from lidar using extended Kalman filter approach, classic methods, and backtrajectory cluster analysis 

    Banks, Robert Franklin; Tiana Alsina, Jordi; Baldasano Recio, José María; Rocadenbosch Burillo, Francisco (International Society for Photo-Optical Instrumentation Engineers (SPIE), 2014)
    Conference report
    Restricted access - publisher's policy
    This contribution evaluates an approach using an extended Kalman filter (EKF) to estimate the planetary boundary layer height (PBLH) from lidar measurements obtained in the framework of the European Aerosol Research LIdar ...
  • The formulation of structural time series models in discrete and continuous time 

    Harvey, A. C. (Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
    Open Access
    This paper sets out an approach for modelling univariate time series, including those in which observations are available on a daily basis. An underlying continuous time model is formulated and it is shown that this model ...