Xue Luo, Stephen S.-T. Yau. The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems. Automatica, 94:9-17, 2018. [doi]
@article{LuoY18-0,
title = {The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems},
author = {Xue Luo and Stephen S.-T. Yau},
year = {2018},
doi = {10.1016/j.automatica.2018.04.004},
url = {https://doi.org/10.1016/j.automatica.2018.04.004},
researchr = {https://researchr.org/publication/LuoY18-0},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {94},
pages = {9-17},
}