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"Time discretization of continuous-time filters and smoothers for HMM ..."

Matthew R. James, Vikram Krishnamurthy, F. Le Gland (1996)

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DOI: 10.1109/18.485727

access: closed

type: Journal Article

metadata version: 2020-03-10

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  - journals/tit/JamesKG96
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Matthew R. James, Vikram Krishnamurthy, F. Le Gland:
Time discretization of continuous-time filters and smoothers for HMM parameter estimation. IEEE Trans. Inf. Theory 42(2): 593-605 (1996)

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