@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},
}