Exact Fast Computation of Optimal Filter in Gaussian Switching Linear Systems

Stéphane Derrode, Wojciech Pieczynski. Exact Fast Computation of Optimal Filter in Gaussian Switching Linear Systems. IEEE Signal Process. Lett., 20(7):701-704, 2013. [doi]

Authors

Stéphane Derrode

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Wojciech Pieczynski

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