Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue

DOI10.1007/s11760-009-0112-9zbMath1194.94125OpenAlexW4302770171MaRDI QIDQ994821

William Bobillet, Patrick Roussilhe, Eric Grivel, Julien Petitjean

Publication date: 13 September 2010

Published in: Signal, Image and Video Processing (Search for Journal in Brave)

Full work available at URL: https://zenodo.org/record/41164

zbMATH Keywords

estimationextended Kalman filtererrors-in-variablessigma-point Kalman filtermultichannel AR process

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

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