“…Since the orders of the analysis filterbank filters , are known, we can write a parametric version of , where denotes the vector of numerator and denominator coefficients of the filters , . For a given , we can compute an estimate of up to time as follows: (10) where the the entries , and , of the matrix and the vector , respectively, are defined by (11) (12) with , for any matrix transfer function , and ( denotes the trace operation), for any matrix discrete-time impulse responses and . We can hence define, using (7), a parametric time-varying correlation by (13) Then, the parameters up to time can be estimated by solving the following minimization problem:…”