Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian State-Space Models

DOI10.1109/TSP.2015.2468674zbMath1394.94033MaRDI QIDQ4580897

Boujemaa Ait-El-Fquih, Ibrahim Hoteit

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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