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added 11 characters in body

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edited May 5, 2023 at 14:43

Rodrigo de Azevedo

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Update: A 2019 paper on ArxivarXiv addresses this problem. "Exact Kalman Filter for Binary Time Series" https://arxiv.org/pdf/1902.06994v1.pdf

Augusto Fasano, Giovanni Rebaudo, Daniele Durante, Sonia Petrone, Exact Kalman filter for binary time series, 2019.

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created May 5, 2023 at 14:21

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Update: A 2019 paper on Arxiv addresses this problem. "Exact Kalman Filter for Binary Time Series" https://arxiv.org/pdf/1902.06994v1.pdf