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Estimation of Vector Autoregressive Parameters and Granger Causality from Noisy Multichannel Data

OBJECTIVE: The objective of this work is to estimate the parameters of a multivariate autoregressive process from noisy multichannel data. METHODS: Using a multivariate generalization of the Cadzow method, we propose a new method for estimating autoregressive parameters from noisy data: the nonlinea...

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Bibliografski detalji
Izdano u:IEEE Trans Biomed Eng
Glavni autori: Rangarajan, Prashant, Rao, Rajesh P. N.
Format: Artigo
Jezik:Inglês
Izdano: 2018
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC6859843/
https://ncbi.nlm.nih.gov/pubmed/30575525
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1109/TBME.2018.2885812
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