Fourier-Hermite Kalman Filter

Juha Sarmavuori, Simo Särkkä. Fourier-Hermite Kalman Filter. IEEE Trans. Automat. Contr., 57(6):1511-1515, 2012. [doi]

@article{SarmavuoriS12,
  title = {Fourier-Hermite Kalman Filter},
  author = {Juha Sarmavuori and Simo Särkkä},
  year = {2012},
  doi = {10.1109/TAC.2011.2174667},
  url = {http://dx.doi.org/10.1109/TAC.2011.2174667},
  researchr = {https://researchr.org/publication/SarmavuoriS12},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {57},
  number = {6},
  pages = {1511-1515},
}