@ARTICLE\{IMM2001-01154,
    author       = "J. N. Nielsen and H. Madsen",
    title        = "Applying the {EKF} to stochastic differential equations with level effects",
    year         = "2001",
    pages        = "107-112",
    journal      = "Automatica",
    volume       = "37",
    editor       = "",
    number       = "",
    publisher    = "",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/1154-full.html"
}