Modeling time‐varying higher‐order conditional moments: A survey

2021 ◽  
Author(s):  
Sylvia J. Soltyk ◽  
Felix Chan
Keyword(s):  
Higher Order ◽  
Time Varying ◽  
Conditional Moments

Time-varying higher order spectra

1991 ◽  
Author(s):  
Boualem Boashash ◽  
Peter O'Shea
Keyword(s):  
Higher Order ◽  
Time Varying ◽  
Higher Order Spectra

scholarly journals Asymptotically Convergent Higher-Order Switching Differentiator

Mathematics ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 185
Author(s):  
Jang-Hyun Park ◽  
Tae-Sik Park ◽  
Seong-Hwan Kim
Keyword(s):  
Time Derivative ◽  
Higher Order ◽  
Time Varying ◽  
Tracking Errors ◽  
Order Tracking ◽  
Barbalat’S Lemma ◽  
Derivatives Of

A novel switching-differentiator (SD) that can asymptotically track the time derivative of time-varying signal was previously proposed. This paper extends the previous SD to estimation of higher-order time derivatives. This study shows that higher-order time-derivatives can be estimated by connecting multiple SDs in cascade form. By successive applying the generalized Barbalat’s lemma, all higher-order tracking errors also approach zeros asymptotically. To illustrate the performance of the proposed higher-order switching differentiator, simulations were performed for estimating higher-order time-derivatives of a signal.

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