Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian State-Space Models

Boujemaa Ait-El-Fquih, Ibrahim Hoteit. Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian State-Space Models. IEEE Transactions on Signal Processing, 63(21):5853-5867, 2015. [doi]

Authors

Boujemaa Ait-El-Fquih

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Ibrahim Hoteit

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