%0 Journal Article %A Auvinen, H. %A Bardsley, J.M. %A Haario, H. %A Kauranne, T. %T Large-scale Kalman filtering using the limited memory BFGS method %J Electronic transactions on numerical analysis %D 2009 %P 217-233 %V 35 %I mathdoc %U http://geodesic.mathdoc.fr/item/ETNA_2009__35__a2/ %G en %F ETNA_2009__35__a2