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"Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian ..."

Boujemaa Ait-El-Fquih, Ibrahim Hoteit (2015)

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DOI: 10.1109/TSP.2015.2468674

access: closed

type: Journal Article

metadata version: 2020-03-10

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Boujemaa Ait-El-Fquih, Ibrahim Hoteit:
Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian State-Space Models. IEEE Trans. Signal Process. 63(21): 5853-5867 (2015)

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