Estimation of nonstationary AR model using the weighted recursive least square algorithm

Milan M. Milosavljevic, Mladen D. Veinovic, Branko D. Kovacevic. Estimation of nonstationary AR model using the weighted recursive least square algorithm. In 1995 International Conference on Acoustics, Speech, and Signal Processing, ICASSP '95, Detroit, Michigan, USA, May 08-12, 1995. pages 1432-1435, IEEE Computer Society, 1995. [doi]

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