Arnaud Doucet, Christophe Andrieu. Iterative algorithms for optimal state estimation of jump Markov linear systems. In Proceedings of the 1999 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '99, Phoenix, Arizona, USA, March 15-19, 1999. pages 2487-2490, IEEE Computer Society, 1999. [doi]
Abstract is missing.