@Author: WANG Shixiong (Email: s.wang@u.nus.edu; wsx.gugo@gmail.com)
@Affiliate: Department of Industrial Systems Engineering and Management, National University of Singapore
@Uploaded on: July 6, 2020; Updated on: Jan 12, 2021
MATLAB Version: 2016A or later
Online supplementary materials of the paper titled
A Model for Non-Stationary Time Series and Its Applications in Filtering and Anomaly Detection
Published in the IEEE Transactions on Instrumentation and Measurement (DOI: 10.1109/TIM.2021.3059321)
By Shixiong Wang, Chongshou Li, and Andrew Lim
From the Department of Industrial Systems Engineering and Management, National University of Singapore.
See Also
Please refer to another application-oriented paper for more details and practical issues of using TVLAP-KF in practice:
https://github.com/Spratm-Asleaf/Range-Correction
Inventory
The file "RangeCorrection.m" is used to generate the Fighre 4 and Figure 5 in the paper.
The file "Shortcomings.m" is used to generate the Figure 9, Figure 10, and Figure 11 in the paper.
The file "KFPolynomial.m" implements the TVLAP-KF method in the paper.