Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models

Noufel Abbassi, Dalila Benboudjema, Stéphane Derrode, Wojciech Pieczynski. Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models. IEEE Trans. Automat. Contr., 60(4):1104-1109, 2015. [doi]

Abstract

Abstract is missing.