Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters

<i>Digital Spectral Analysis with Applications</i>

S.L. Marple, William M. Carey · The Journal of the Acoustical Society of America · 1989 · 2K citations

Engineering, Computer Engineering, Electrical Engineering +7

Discrete random signals and statistical signal processing

Miloslav Vošvrda · Automatica · 1993 · 811 citations

Natural Sciences, Electrical Engineering, Mathematics +14

A new autoregressive spectrum analysis algorithm

L. Marple · IEEE Transactions on Acoustics Speech and Signal Processing · 1980 · 436 citations

Engineering, Meteorology, Forecasting +16

An instrumental variable method for real-time identification of a noisy process

Peter C. Young · Automatica · 1970 · 408 citations

Engineering, Electrical Engineering, Instrumentation +14

Adaptive AR modeling of nonstationary time series by means of Kalman filtering

Matthias Arnold, X.H.R. Milner, Herbert Witte et al. · IEEE Transactions on Biomedical Engineering · 1998 · 314 citations

Life Sciences, Neuroscience, Physiology +17