Fast Kalman Filtering and Forward–Backward Smoothing via a Low-Rank Perturbative Approach

Title
Fast Kalman Filtering and Forward–Backward Smoothing via a Low-Rank Perturbative Approach
Authors
Keywords
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Journal
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Volume 23, Issue 2, Pages 316-339
Publisher
Informa UK Limited
Online
2013-01-17
DOI
10.1080/10618600.2012.760461

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