Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters

D. Labarre, Eric Grivel, Yannick Berthoumieu, E. Todini, Mohamed Najim. Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters. Signal Processing, 86(10):2863-2876, 2006. [doi]

Abstract

Abstract is missing.