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]

@article{AbbassiBDP15,
  title = {Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models},
  author = {Noufel Abbassi and Dalila Benboudjema and Stéphane Derrode and Wojciech Pieczynski},
  year = {2015},
  doi = {10.1109/TAC.2014.2340591},
  url = {http://dx.doi.org/10.1109/TAC.2014.2340591},
  researchr = {https://researchr.org/publication/AbbassiBDP15},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {60},
  number = {4},
  pages = {1104-1109},
}