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prewhitening

analyse économique - iate.europa.eu
Deterministic prewhitening to improve subspace parameter estimation techniques in severely colored noise environments... For such applications the prewhitening step becomes essential, since parameter estimation without prewhitening can be severely degraded....
Problèmes inverses avec dictionnaires temps-fréquences en présence de bruit gaussien non blanc... Notre approche est évaluée sur des simulations en comparant plusieurs stratégies qui suppose que le bruit est blanc, ou qui utilise un simple pré-blanchiment....
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Iterative sequential gsvd (i-sgsvd) based prewhitening for multidimensional hosvd based subspace estimation without knowledge of the noise covariance informationbased prewhitening scheme has been proposed to im-prove R-dimensional subspace-based parameter estimation schemes in the presence of colored noise or interference with Kronecker structure....
Spectral density bandwidth choice and prewhitening in the generalized method of moments estimators for the asset pricing modelThis paper investigates the performances of GMM estimates using kernel methods with and without prewhitening and the VARHAC method in a representative agent exchange economy....
Blind unitary prewhitening with a real-valued eigendecomposition*... Prewhitening is a standard step for the processing of noisy signals....
Projection versus prewhitening for eeg interference suppression... The most com-mon way of dealing with such interference is through the use of a prewhitening transformation based on an estimate of the covari-ance of the interference plus noise....


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