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