Sequential Estimation of Hidden ARMA Processes by Particle Filtering—Part II
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DOI: 10.1109/tsp.2016.2598309
Abstract: This is Part II of a series of two papers where we address sequential estimation of wide-sense stationary autoregressive moving average (ARMA) state processes by particle filtering. In Part I, we considered a state-space model… read more here.
Keywords: state; part; processes particle; arma ... See more keywords