Siouar Bensaid

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In this paper we focus on the use of windows in the frequency domain processing of data for the purpose of spectral parameter estimation. Classical frequency domain asymptotics replace linear con-volution by circulant convolution leading to approximation errors. We show how the introduction of windows can lead to slightly more complex frequency domain(More)
—In recent years, the Kalman filter (KF) has encountered renewed interest, due to an increasing range of applications. Even though in many cases the state-space model may be linear, it is often only known up to the values of some parameters, usually related to the vector autoregressive process of the state evolution equation. In this paper, after finding(More)
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