@article{etna_vol35_pp217-233,
  author  = {H. Auvinen and J. M. Bardsley and H. Haario and T. Kauranne},
  title   = {Large-scale Kalman filtering using the limited memory BFGS method},
  journal = {Electron. Trans. Numer. Anal.},
  volume  = {35},
  year    = {2009},
  pages   = {217--233},
}