Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations - researchr publication

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Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, J. Jiménez-Carazo, Josefa Linares-Pérez. Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations. Signal Processing, 87(5):970-982, 2007. [doi]

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