@INCOLLECTION\{IMM2006-04422,
    author       = "J. B. J{\o}rgensen and M. R. Kristensen and P. G. Thomsen and H. Madsen",
    title        = "New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations",
    year         = "2006",
    booktitle    = "International Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control",
    volume       = "",
    number       = "",
    series       = "",
    publisher    = "",
    address      = "",
    edition      = "",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/4422-full.html"
}