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]

@article{Ait-El-FquihH15,
  title = {Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian State-Space Models},
  author = {Boujemaa Ait-El-Fquih and Ibrahim Hoteit},
  year = {2015},
  doi = {10.1109/TSP.2015.2468674},
  url = {http://dx.doi.org/10.1109/TSP.2015.2468674},
  researchr = {https://researchr.org/publication/Ait-El-FquihH15},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {63},
  number = {21},
  pages = {5853-5867},
}