Jan Curn, Dan C. Marinescu, Gerard Lacey, Vinny Cahill. Estimation with non-white Gaussian observation noise using a generalised ENSEMBLE KALMAN filter. In IEEE International Symposium on Robotic and Sensors Environments Proceedings, ROSE 2012, Magdeburg, Germany, November 16-18, 2012. pages 85-90, IEEE, 2012. [doi]
Abstract is missing.