Use of the Kalman filter for inference in state-space models with unknown noise distributions

John L. Maryak, James C. Spall, Bryan D. Heydon. Use of the Kalman filter for inference in state-space models with unknown noise distributions. IEEE Trans. Automat. Contr., 49(1):87-90, 2004. [doi]

Authors

John L. Maryak

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James C. Spall

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Bryan D. Heydon

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