From: Root tracking using time-varying autoregressive moving average models and sigma-point Kalman filters

Model | Recursive estimator | Candidate solution form |
---|---|---|

TV-ARMA direct-form | KF-RPLS | \( \left[p,q,{R}_1,{R}_2,{P}_0,{\hat{\boldsymbol{c}}}^T(0)\right] \) |

TV-ARMA cascade-form | KF-RPEM | \( \left[{p}_r,{p}_c,{q}_r,{q}_c,{R}_1,{R}_2,{P}_0,{\hat{\boldsymbol{c}}}^T(0)\right] \) |

RB-UKF | \( \left[{p}_r,{p}_c,{q}_r,{q}_c,\alpha, \beta, \kappa, {R}_1,{R}_2,{P}_0,{\hat{\boldsymbol{c}}}^T(0)\right] \) | |

RB-CDKF | \( \left[{p}_r,{p}_c,{q}_r,{q}_c,\gamma, {R}_1,{R}_2,{P}_0,{\hat{\boldsymbol{c}}}^T(0)\right] \) |