Andrey V. Borisov, Alexey I. Stefanovich. Optimal Filtering for HMM Governed by Special Jump Processes. In 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, CDC/ECC 2005, Seville, Spain, 12-15 December, 2005. pages 5935-5940, IEEE, 2005. [doi]
Abstract is missing.