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Recursive Multikernel Filters Exploiting Nonlinear Temporal Structure
[article]
2017
arXiv
pre-print
In kernel methods, temporal information on the data is commonly included by using time-delayed embeddings as inputs. Recently, an alternative formulation was proposed by defining a gamma-filter explicitly in a reproducing kernel Hilbert space, giving rise to a complex model where multiple kernels operate on different temporal combinations of the input signal. In the original formulation, the kernels are then simply combined to obtain a single kernel matrix (for instance by averaging), which
arXiv:1706.03533v1
fatcat:uklhpkyvrbacta6ca3nptvkn7q