Optimal local polynomial regression of noisy time-varying signals

@article{Murthy2008OptimalLP,
  title={Optimal local polynomial regression of noisy time-varying signals},
  author={A. Sreenivasa Murthy and Thippur V. Sreenivas},
  journal={2008 16th European Signal Processing Conference},
  year={2008},
  pages={1-5}
}
We address the problem of local-polynomial modeling of smooth time-varying signals with unknown functional form, in the presence of additive noise. The problem formulation is in the time domain and the polynomial coefficients are estimated in the pointwise minimum mean square error (PMMSE) sense. The choice of the window length for local modeling introduces… CONTINUE READING