Time-variant estimation of connectivity and Kalman's filter
Sommerlade, L., Thiel, M., Platt, B., Plano, A., Riedel, G., Grebogi, C., Mader, W., Mader, M., Timmer, J., Schelter, B.
Methods in Brain Connectivity Inference through Multivariate Time Series Analysis. Sameshima, K., Baccala, L. A. (eds.). CRC Press, pp. 161-177, 17 pages
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