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"Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian ..."
Boujemaa Ait-El-Fquih, Ibrahim Hoteit (2015)
- 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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