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A recursive errors-in-variables method for tracking time varying autoregressive parameters from noisy observations

Julien Petitjean, Eric Grivel, Roberto Diversi, Roberto Guidorzi. A recursive errors-in-variables method for tracking time varying autoregressive parameters from noisy observations. In 18th European Signal Processing Conference, EUSIPCO 2010, Aalborg, Denmark, August 23-27, 2010. pages 840-844, IEEE, 2010. [doi]

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