Jian Xu, Jianxun Li. Sparse Wiener Chaos approximations of nonlinear filtering with correlated noise. In Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China. pages 3833-3838, IEEE, 2009. [doi]
Abstract is missing.