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added 11 characters in body

edited May 5, 2023 at 14:43

Rodrigo de Azevedo

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Update: A 2019 paper on arXiv addresses this problem.

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

answered May 5, 2023 at 14:21

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