Support Vector Machines Framework for Time Series Linear Signal Processing - Applications to parametric spectral estimation, stability of IIR filters, and digital communications applications

This paper presents a Support Vector Machines (SVM) framework that allows to deal with linear signal processing problems. The approach relies on three basic steps for model building: (1) identify- ing the suitable base of the Hilbert signal space in the model, (2) using a robust cost function, and (3) minimizing a constrained, regularized...More