%0 Journal Article %A Wojciech Pieczynski %T Exact filtering in conditionally Markov switching hidden linear models %J Comptes Rendus. Mathématique %D 2011 %P 587-590 %V 349 %N 9-10 %I Elsevier %R 10.1016/j.crma.2011.02.007 %G en %F CRMATH_2011__349_9-10_587_0