@ARTICLE{A23,
author = {I. Gorynin and S. Derrode and E. Monfrini and W. Pieczynski},
title = {Fast Filtering in Switching Approximations of Nonlinear {M}arkov Systems With Applications to Stochastic Volatility},
journal = {IEEE Trans. Autom. Control.},
volume = {62},
number = {2},
pages = {853--862},
year = {2017},
url = {https://doi.org/10.1109/TAC.2016.2569417},
doi = {10.1109/TAC.2016.2569417},
}