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Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility.
Ivan Gorynin
Stéphane Derrode
Emmanuel Monfrini
Wojciech Pieczynski
Published in:
IEEE Trans. Autom. Control. (2017)
Keyphrases
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markov model
management system
neural network
information retrieval
building blocks
complex systems
multiscale
expert systems
graphical models
intelligent systems
learning systems
monte carlo
linear systems
markov process