Laplace State Space Filter with Exact Inference and Moment Matching

Julian Neri, Philippe Depalle, Roland Badeau. Laplace State Space Filter with Exact Inference and Moment Matching. In 2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020. pages 5880-5884, IEEE, 2020. [doi]

Abstract

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