Robert J. Elliott, W. Paul Malcolm, François Dufour. Exact Smoothers for Discrete-Time Hybrid Stochastic Systems. 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 6917-6921, IEEE, 2005. [doi]
Abstract is missing.