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Approximate Forward–backward Algorithm for a Switching Linear Gaussian Model

Computational Statistics and Data Analysis - Netherlands
doi 10.1016/j.csda.2010.06.008
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Abstract

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Categories
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
Date

January 1, 2011

Authors
Hugo HammerHåkon Tjelmeland
Publisher

Elsevier BV


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