@article{smoothingdynamicsystemswithstate,
  title = {Smoothing Dynamic Systems with State-Dependent Covariance Matrices},
  author = {Aleksandr Y. Aravkin and James V. Burke},
  year = {2012},
  eprint = {1211.4601},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1211.4601v2},
}