Discrete-Time Nonlinear Filtering Algorithms Using Gauss-Hermite Quadrature

Ienkaran Arasaratnam, Simon Haykin, Robert J. Elliott. Discrete-Time Nonlinear Filtering Algorithms Using Gauss-Hermite Quadrature. Proceedings of the IEEE, 95(5):953-977, 2007. [doi]

Abstract

Abstract is missing.