Optimal filtering of multivariate noisy AR processes

Roberto Diversi, Roberto Guidorzi. Optimal filtering of multivariate noisy AR processes. Signal, Image and Video Processing, 7(5):873-878, 2013. [doi]

@article{DiversiG13,
  title = {Optimal filtering of multivariate noisy AR processes},
  author = {Roberto Diversi and Roberto Guidorzi},
  year = {2013},
  doi = {10.1007/s11760-011-0276-y},
  url = {http://dx.doi.org/10.1007/s11760-011-0276-y},
  researchr = {https://researchr.org/publication/DiversiG13},
  cites = {0},
  citedby = {0},
  journal = {Signal, Image and Video Processing},
  volume = {7},
  number = {5},
  pages = {873-878},
}