Maximum Likelihood Estimation of Transition Probabilities of Jump Markov Linear Systems

Title
Maximum Likelihood Estimation of Transition Probabilities of Jump Markov Linear Systems
Authors
Keywords
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Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 56, Issue 10, Pages 5093-5108
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Online
2008-09-19
DOI
10.1109/tsp.2008.928936

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