Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters.
David LabarreÉric GrivelYannick BerthoumieuEzio TodiniMohamed NajimPublished in: Signal Process. (2006)
Keyphrases
- autoregressive
- kalman filter
- noisy observations
- non stationary
- moving average
- state estimation
- random fields
- gaussian markov random field
- parameter estimation
- global motion
- kalman filtering
- object tracking
- sar images
- particle filter
- particle filtering
- mean shift
- autoregressive moving average
- three dimensional
- maximum likelihood
- hidden markov models
- multiresolution
- arma model
- video sequences