Tracking time-varying signals is an important part of forecasting in complex time-series data. Recently, signal processing techniques have been developed to improve tracking performance when the signal of interest is known a-priori to be sparse. In this talk we will review a collection of related algorithms we have developed for dynamic filterin...
Creator:
Rozell, Christopher (Georgia Institute of Technology)
Created:
2018-04-25
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.