Fig. 6
From: Root tracking using time-varying autoregressive moving average models and sigma-point Kalman filters
Simulated (a, d) and estimated (b, c, e, f) TV PSDs (averaged over all 30 realizations) for Scenario I (upper panel) and Scenario II (bottom panel), under 40 dB SNR and either with (right panel) or without (middle panel) smoothing. The estimation technique used was RB-CDKF combined with the cascade-form ARMA models