A new smoothing algorithm for jump Markov linear systems (Q2125500)
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English | A new smoothing algorithm for jump Markov linear systems |
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A new smoothing algorithm for jump Markov linear systems (English)
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14 April 2022
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Bayesian estimation
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smoothing
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jump Markov linear systems (JMLS)
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switched linear dynamical systems (SLDS)
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interacting multiple models (IMM)
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