@inproceedings{xue2018the,
title={The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems},
author={Xue Luo, and Stephen S.-T. Yau},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190418113738600036248},
booktitle={Automatica},
volume={94},
pages={9-17},
year={2018},
}
Xue Luo, and Stephen S.-T. Yau. The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems. 2018. Vol. 94. In Automatica. pp.9-17. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190418113738600036248.