Expectation correction for smoothed inference in switching linear dynamical systems

MaRDI QIDQ3174049zbMATH OpenFDO

Authors David Barber

Publication date 12 October 2011

Full work available at URL http://www.jmlr.org/papers/v7/barber06a.html

zbMATH Keywords

expectation propagationswitching Kalman filterGaussian sum smoother

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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