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Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature

Ienkaran Arasaratnam, Simon Haykin, Robert J. Elliott
2007 Proceedings of the IEEE  

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doi:10.1109/jproc.2007.894705 fatcat:ws33bnan5vgbhoktjkeo4nya44
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Ienkaran Arasaratnam, Simon Haykin, Robert J. Elliott. "Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature." Proceedings of the IEEE 95.5 (2007) 953-977