This paper presents an iterative autoregressive system parameter estimation algorithm in the presence of white observation noise. The algorithm is based on the parameter estimation...
A great deal of interest has been paid to the estimation of time-varying autoregressive (TVAR) parameters. However, when the observations are disturbed by an additive white measur...
A new method for estimating multivariate autoregressive (MVAR) models of cortical connectivity from surface EEG or MEG measurements is presented. Conventional approaches to this p...
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...
A spatio-temporal autoregressive model is proposed in this paper to address the problem of frame rate up conversion. Every pixel in a skipped frame is generated as a linear combin...
Yongbing Zhang, Debin Zhao, Xiangyang Ji, Ronggang...