Exploiting Rauch-Tung-Striebel formulae for IMM-based smoothing of Markovian switching systems

Remy Lopez, Patrick Danès. Exploiting Rauch-Tung-Striebel formulae for IMM-based smoothing of Markovian switching systems. In 2012 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2012, Kyoto, Japan, March 25-30, 2012. pages 3953-3956, IEEE, 2012. [doi]

Abstract

Abstract is missing.