Richard S. Laugesen, Prashant G. Mehta, Sean P. Meyn, Maxim Raginsky. Poisson's Equation in Nonlinear Filtering. SIAM J. Control and Optimization, 53(1):501-525, 2015. [doi]
@article{LaugesenMMR15,
title = {Poisson's Equation in Nonlinear Filtering},
author = {Richard S. Laugesen and Prashant G. Mehta and Sean P. Meyn and Maxim Raginsky},
year = {2015},
doi = {10.1137/13094743X},
url = {http://dx.doi.org/10.1137/13094743X},
researchr = {https://researchr.org/publication/LaugesenMMR15},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {53},
number = {1},
pages = {501-525},
}