A Gaussian approximation recursive filter for nonlinear systems with correlated noises

@article{Wang2012AGA,
  title={A Gaussian approximation recursive filter for nonlinear systems with correlated noises},
  author={Xiaoxu Wang and Yan Liang and Quan Pan and Feng Yang},
  journal={Automatica},
  year={2012},
  volume={48},
  pages={2290-2297}
}
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