Dynamic linear models with switching. Shumway, R. H. & Stoffer, D. S. Journal of the American Statistical Association, 86:763–769, 1991.
bibtex   
@article{shumway_dynamic_1991,
	title = {Dynamic linear models with switching},
	volume = {86},
	journal = {Journal of the American Statistical Association},
	author = {Shumway, R. H. and Stoffer, D. S.},
	year = {1991},
	pages = {763--769}
}

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