Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain

Fortià V. Vergés, Marcelo D. Fragoso. Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain. In 59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020. pages 4865-4870, IEEE, 2020. [doi]

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