@CONFERENCE\{IMM2005-04113,
    author       = "J. B. J{\o}rgensen and M. R. Kristensen and P. G. Thomsen and H. Madsen",
    title        = "Numerically Efficient Filtering and Prediction in Stochastic Differential Algebraic Equations",
    year         = "2005",
    month        = "aug",
    pages        = "459-466",
    booktitle    = "International Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control",
    volume       = "",
    series       = "",
    editor       = "R. Findeisen, F. Allg{\"{o}}wer, L. Biegler",
    publisher    = "",
    organization = "",
    address      = "Waldhotel Zollernblick, Freudenstadt-Lauterbad, Germany",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/4113-full.html"
}