Abstract
This paper is concerned with the analysis of the linear modely(n)=Xβ(n)+S(n)+γ(n) for the data sequencey(n) (n=1, 2, ..., N) whereX={x IJ} is a knownJ × M matrix of full rankM. Here, theβ(n) are unknown vectors, which we wish to estimate for eachn; S(n) (n=1, 2, ..., N) is a periodic component (which we wish to estimate or remove) superimposed on the linear structureXβ(n); andγ(n) is an error vector which is specified as having zero expectation (with possible further properties). Such models commonly occur in geophysical data analysis.
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Modified from Technical Report No. 33, Computer Centre, The Australian National University.
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Anderssen, R.S., Seneta, E. On smoothing techniques for the removal of periodic noise of known period. Mathematical Geology 3, 157–170 (1971). https://doi.org/10.1007/BF02045958
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DOI: https://doi.org/10.1007/BF02045958