Robust γ-filter using support vector machines

[摘要] This Letter presents a new approach to time-series modelling using the support vector machines (SVM). Although the T-filter can provide stability in several time-series models, the SVM is proposed here to provide robustness in the estimation of the gamma-filter coefficients. Examples in chaotic time-series prediction and channel equalization show the advantages of the joint SVM gamma-filter. (C) 2004 Elsevier B.V. All rights reserved.

[发布日期] 2004-12-01

[关键词] support vector machines;gamma-Filter;iterated prediction;channel equalization