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A new Kalman filter approach for the estimation of high-dimensional time-variant multivariate AR models and its application in analysis of laser-evoked brain potentials

State EstimationLaser-evoked Brain PotentialsEngineeringRobust ModelingComputational NeuroscienceEeg Signal ProcessingGaussian ProcessNeuroimagingBrain ElectrophysiologyNeuroscienceEstimation TheorySignal ProcessingSocial Sciences