@article{ETNA_2009__35__a2, author = {Auvinen, H. and Bardsley, J.M. and Haario, H. and Kauranne, T.}, title = {Large-scale {Kalman} filtering using the limited memory {BFGS} method}, journal = {Electronic transactions on numerical analysis}, pages = {217--233}, publisher = {mathdoc}, volume = {35}, year = {2009}, language = {en}, url = {http://geodesic.mathdoc.fr/item/ETNA_2009__35__a2/} }