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ICASSP
2011
IEEE
12 years 8 months ago
Evolutive method based on a generalized eigenvalue decomposition to estimate time varying autoregressive parameters from noisy o
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...
Hiroshi Ijima, Julien Petitjean, Eric Grivel