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Estimation Of Event Related Potentials

A study is done concerning event related potentials in coloured noise, such as evoked potential signals (EP) in EEG. Two estimators, both based on the least square version of the Prony method, combined with singular value decomposition, have been investigated. The EP is described by a sum of damped sinusoids in both estimators. In the ﬁrst estimator the noise is described by an ARMA—process and in the second by a sum of damped sinusoids.