Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models
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Publication:2982787
DOI10.1109/TAC.2014.2340591zbMath1360.93683MaRDI QIDQ2982787
Wojciech Pieczynski, N. Abbassi, D. Benboudjema, Stéphane Derrode
Publication date: 16 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
93E11: Filtering in stochastic control theory
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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