Computationally efficient algorithms for state estimation with ellipsoidal approximations. Maksarov, D. & Norton, J. International Journal of Adaptive Control and Signal Processing, 16(6):411--434, Wiley Online Library, 2002.
bibtex   
@ARTICLE{maksarov2002computationally,
  author = {Maksarov, DG and Norton, JP},
  title = {Computationally efficient algorithms for state estimation with ellipsoidal
	approximations},
  journal = {International Journal of Adaptive Control and Signal Processing},
  year = {2002},
  volume = {16},
  pages = {411--434},
  number = {6},
  publisher = {Wiley Online Library}
}

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