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Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models.

Noufel AbbassiDalila BenboudjemaStéphane DerrodeWojciech Pieczynski
Published in: IEEE Trans. Autom. Control. (2015)
Keyphrases
  • pairwise
  • analytical expressions
  • similarity measure
  • multiscale
  • cost function
  • optimal filter
  • data sets
  • markov random field
  • marginal distributions