The two-filter formula for smoothing and an implementation...

The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother

Genshiro Kitagawa
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Volume:
46
Year:
1994
Language:
english
Pages:
19
Journal:
Annals of the Institute of Statistical Mathematics
DOI:
10.1007/bf00773470
File:
PDF, 827 KB
english, 1994
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