A New Reduced Rank Square Root Kalman Filter for Data Assimilation in Mathematical Models. - Dimitri Treebushny; Henrik Madsen (International Conference on Computational Science, 2003)

On the construction of a reduced rank square-root Kalman filter for efficient uncertainty propagation. - Dimitri Treebushny; Henrik Madsen (Future Gener. Comput. Syst., 2005)