Adaptive Algorithm for Multichannel Autoregressive Estimation in Spatially Correlated Noise

<table>MSE values of MAR matrices estimate versus data samples; <svg height="11.375" id="M196" style="vertical-align:-0.17555pt" version="1.1" viewbox="0 0 69.537498 11.375" width="69.537498" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg>, SNR = 10 dB.</table>

Journal of Stochastics

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Figure 2

Figure 2: Adaptive Algorithm for Multichannel Autoregressive Estimation in Spatially Correlated Noise 