Bernard Hanzon, Raimund J. Ober. A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering. SIAM J. Control and Optimization, 40(3):724-740, 2001. [doi]
@article{HanzonO01,
title = {A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering},
author = {Bernard Hanzon and Raimund J. Ober},
year = {2001},
doi = {10.1137/S036301299731610X},
url = {http://dx.doi.org/10.1137/S036301299731610X},
researchr = {https://researchr.org/publication/HanzonO01},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {40},
number = {3},
pages = {724-740},
}