Fig. 1
From: Root tracking using time-varying autoregressive moving average models and sigma-point Kalman filters
Proposed procedure for estimating the nonlinearity \( f\left\{\hat{\boldsymbol{c}}\left(n-1\right)\right\} \) in the case of the cascade TV-ARMA structure (Eq. 16a). y(n) is fed into the inverse filter \( \frac{1}{H\left(z,n\right)} \) providing the a priori estimate \( \hat{e}(n) \). \( f\left\{\hat{\boldsymbol{c}}\left(n-1\right)\right\} \) can thus be computed as \( f\left\{\hat{\boldsymbol{c}}\left(n-1\right)\right\}=y(n)-\hat{e}(n) \)