N. Abbassi, D. Benboudjema, S. Derrode, and W. Pieczynski, Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models, IEEE Transactions on Automatic Control, vol.60, issue.4, pp.1104-1109, 2015.
DOI : 10.1109/TAC.2014.2340591

URL : https://hal.archives-ouvertes.fr/hal-01157814

S. Derrode and W. Pieczynski, Exact Fast Computation of Optimal Filter in Gaussian Switching Linear Systems, IEEE Signal Processing Letters, vol.20, issue.7, pp.701-704, 2013.
DOI : 10.1109/LSP.2013.2261494

URL : https://hal.archives-ouvertes.fr/hal-00830241

W. Pieczynski and F. Desbouvries, Kalman filtering using pairwise Gaussian models, 2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03)., pp.57-60, 2003.
DOI : 10.1109/ICASSP.2003.1201617

B. Ait-el-fquih and F. Desbouvries, Bayesian smoothing algorithms in pairwise and triplet markov chains, IEEE/SP 13th Workshop on Statistical Signal Processing, 2005, pp.721-726, 2005.
DOI : 10.1109/SSP.2005.1628688

B. Ait-el-fquih, F. Desbouvries, G. Mclachlan, and T. Krishnan, Unsupervised Signal Restoration in Partially Observed Markov Chains The EM Algorithm and Extensions, III-III, 2006.

V. Némesin and S. Derrode, Robust Blind Pairwise Kalman Algorithms Using QR Decompositions, IEEE Transactions on Signal Processing, vol.61, issue.1, pp.5-9, 2013.
DOI : 10.1109/TSP.2012.2222383

A. P. Dempster, N. M. Laird, D. B. Rubin, N. J. Doucet, V. Gordon et al., Maximum Likelihood from Incomplete Data via the EM Algorithm Particle Filters for State Etimation of Jump Markov Linear Systems, 11] B. Ristic, S. Arulampalam, and N. Gordon. Beyond the Kalman Filter: Particle Filters for Tracking Applications, pp.1-38, 1977.

]. I. Gorynin, S. Derrode, E. Monfrini, W. E. Pieczynski14-]-l, T. Baum et al., Exact Fast Smoothing in Switching Models with Application to Stochastic Volatility, Eusipco conference [13] S. Derrode and W. Pieczynski, Signal and Image Segmentation using Pairwise Markov Chains A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains, 15] S. Derrode and W. Pieczynski, Unsupervised Classification using Hidden Markov Chain with Unknown Noise Copulas and Margins, pp.2477-89, 1970.