论文信息 - Adaptive Fourier analysis of periodic-stochastic hydrologic sequences

Adaptive Fourier analysis of periodic-stochastic hydrologic sequences

Abstract General formulation of adaptive parameter and state estimations has been fully developed on the basis of Kalman filters, given a periodic-stochastic model coupled with an observation model. It has been successfully applied to decompose a given monthly flow sequence into periodic and stochastic components. The results show a definite advantage of using adaptive Fourier analysis over conventional analysis.

Zekâi Şen | Z. Şen

[1] Fred C. Schweppe,et al. Uncertain dynamic systems , 1973 .

[2] R. E. Kalman,et al. New Results in Linear Filtering and Prediction Theory , 1961 .

[3] R. Anderson. Distribution of the Serial Correlation Coefficient , 1942 .

[4] Arthur Gelb,et al. Applied Optimal Estimation , 1974 .

[5] R. E. Kalman,et al. A New Approach to Linear Filtering and Prediction Problems , 2002 .