Description: Calculates adaptive autoregressive (AAR) and adaptive autoregressive moving average estimates (AARMA) of real-valued data series using Kalman filter algorithm.
REFERENCE:
A. Schloegl (2000), The electroencephalogram and the adaptive autoregressive model: theory and applications.ISBN 3-8265-7640-3 Shaker Verlag, Aachen, Germany.
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aar.m
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