Estimation of ARMA state processes by particle filtering

Litigo Urteaga, Petar M. Djuric. Estimation of ARMA state processes by particle filtering. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2014, Florence, Italy, May 4-9, 2014. pages 8033-8037, IEEE, 2014. [doi]

Abstract

Abstract is missing.