Fast Kalman Filtering and Forward–Backward Smoothing via a Low-Rank Perturbative Approach

Author： Pnevmatikakis Eftychios A. Rad Kamiar Rahnama Huggins Jonathan Paninski Liam

ISSN： 1061-8600

Source： Journal of Computational and Graphical Statistics, Vol.23, Iss.2, 2014-04, pp. : 316-339

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