Adaptive Kalman Filtering with Multivariate Generalized Laplace System Noise

P. Khawsithiwong, N. Yatawara, V. Pongsapukdee
  • Communications in Statistics - Simulation and Computation, October 2011, Taylor & Francis
  • DOI: 10.1080/03610918.2011.568153

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http://dx.doi.org/10.1080/03610918.2011.568153