Maximum-likelihood Kalman filtering for switching discrete-time linear systems

Angelo Alessandri, Marco Baglietto, Giorgio Battistelli. Maximum-likelihood Kalman filtering for switching discrete-time linear systems. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, Cancún, México. pages 3192-3198, IEEE, 2008. [doi]

@inproceedings{AlessandriBB08,
  title = {Maximum-likelihood Kalman filtering for switching discrete-time linear systems},
  author = {Angelo Alessandri and Marco Baglietto and Giorgio Battistelli},
  year = {2008},
  doi = {10.1109/CDC.2008.4739297},
  url = {http://dx.doi.org/10.1109/CDC.2008.4739297},
  researchr = {https://researchr.org/publication/AlessandriBB08},
  cites = {0},
  citedby = {0},
  pages = {3192-3198},
  booktitle = {Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, Cancún, México},
  publisher = {IEEE},
}