Fast Kalman Filtering and Forward–Backward Smoothing via a Low-Rank Perturbative Approach
出版年份 2013 全文链接
标题
Fast Kalman Filtering and Forward–Backward Smoothing via a Low-Rank Perturbative Approach
作者
关键词
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出版物
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Volume 23, Issue 2, Pages 316-339
出版商
Informa UK Limited
发表日期
2013-01-17
DOI
10.1080/10618600.2012.760461
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