Kalman filter with variance components
Mathematica slovaca, Tome 45 (1995) no. 5, pp. 523-540
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Classification : 60G35, 62M20
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Kubáček, Lubomír; Kubáčková, Ludmila. Kalman filter with variance components. Mathematica slovaca, Tome 45 (1995) no. 5, pp. 523-540. http://geodesic.mathdoc.fr/item/MASLO_1995_45_5_a6/

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