References

1. Wu Y, Hu D, Wu M, Hu X. A numerical-integration perspective on Gaussian filters. IEEE Trans. Sig. Proc. 2006;54(8):2910–2921.

2. McNamee J, Stenger F. Construction of fully symmetric numerical integration formulas. Numerische Math. 1967;10:327–344.

3. Haber S. Numerical evaluation of multiple integrals. SIAM Rev. 1970;12(4):481–526.

4. Dunavant D A. Efficient symmetrical cubature rules for complete polynomials of higher degree over the unit cube. Int. J. Numer. Methods Eng. 1986;23:397–407.

5. Genz A, Monahan J. A stochastic algorithm for higher-dimensional integrals over unbounded regions with Gaussian weights. J. Comput. Appl. Math. 1999;112:71–81.

6. Cools R. Advances in multidimensional integration. J. Comput. Appl. Math. 2002;149:1–12.

7. Lu J, Darmofal D L. Higher-dimensional integration with Gaussian weight for applications in probabilistic design. SIAM J. Sci. Comput. 2004;26(2):613–624.

8. Candy JV. Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods, Hoboken NJ: Wiley; 2009.

Get Bayesian Estimation and Tracking: A Practical Guide now with the O’Reilly learning platform.

O’Reilly members experience live online training, plus books, videos, and digital content from nearly 200 publishers.