%0 Journal Article %T A numerical filtering method for linear state‐space models with Markov switching %A Pauley, Michael %A Mclean, Christopher %A Manton, Jonathan H. %J International Journal of Adaptive Control and Signal Processing %V 34 %N 7 %P 813-838 %@ 0890-6327 %D 2020-07-01 %I Wiley Subscription Services, Inc., A Wiley Company %~ DeepDyve