A new Kalman filter approach for the estimation of high-dimensional time-variant multivariate AR models and its application in analysis of laser-evoked brain potentials

Thomas Milde, Lutz Leistritz, Laura Astolfi, Wolfgang H. R. Miltner, Thomas Weiss, Fabio Babiloni, Herbert Witte. A new Kalman filter approach for the estimation of high-dimensional time-variant multivariate AR models and its application in analysis of laser-evoked brain potentials. NeuroImage, 50(3):960-969, 2010. [doi]

@article{MildeLAMWBW10,
  title = {A new Kalman filter approach for the estimation of high-dimensional time-variant multivariate AR models and its application in analysis of laser-evoked brain potentials},
  author = {Thomas Milde and Lutz Leistritz and Laura Astolfi and Wolfgang H. R. Miltner and Thomas Weiss and Fabio Babiloni and Herbert Witte},
  year = {2010},
  doi = {10.1016/j.neuroimage.2009.12.110},
  url = {http://dx.doi.org/10.1016/j.neuroimage.2009.12.110},
  researchr = {https://researchr.org/publication/MildeLAMWBW10},
  cites = {0},
  citedby = {0},
  journal = {NeuroImage},
  volume = {50},
  number = {3},
  pages = {960-969},
}