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. 2016 May 23;3(3):031410. doi: 10.1117/1.NPh.3.3.031410

Fig. 1.

Fig. 1

Schematic of the adaptive estimator illustrating the flow of information between two linear Kalman filters. Filter 1 estimates the model and passes the prediction error to filter 2, which estimates an AR model and passes AR coefficients back to filter 1 for the modified update steps.