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A new smoothing algorithm for jump Markov linear systems - MaRDI portal

A new smoothing algorithm for jump Markov linear systems (Q2125500)

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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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