Large-scale Kalman filtering using the limited memory BFGS method.
Auvinen, H. ; Bardsley, J.M. ; Haario, H. ; Kauranne, T.
ETNA. Electronic Transactions on Numerical Analysis [electronic only], Tome 35 (2009), p. 217-233 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:231746 
@article{05692969,
     title = {Large-scale Kalman filtering using the limited memory BFGS method.},
     journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
     volume = {35},
     year = {2009},
     pages = {217-233},
     zbl = {1188.65084},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05692969}
}

Auvinen, H.; Bardsley, J.M.; Haario, H.; Kauranne, T. Large-scale Kalman filtering using the limited memory BFGS method.. ETNA. Electronic Transactions on Numerical Analysis [electronic only], Tome 35 (2009) pp. 217-233. http://gdmltest.u-ga.fr/item/05692969/