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Limit non-stationary behavior of large closed queueing networks with bottlenecks., and . Queueing Syst. Theory Appl., 14 (1-2): 33-55 (1993)On diffusion approximations for filtering, and . Stochastic Processes and their Applications, 38 (2): 205--238 (August 1991)Nonlinear filters for linear models (a robust approach)., and . IEEE Trans. Inf. Theory, 41 (4): 1001-1009 (1995)On Existence of Limiting Distribution for Time-Nonhomogeneous Countable Markov Process., and . Queueing Syst. Theory Appl., 46 (3-4): 353-361 (2004)Filtering of nonlinear stochastic feedback systems., , , and . CDC, page 4270-4273. IEEE, (2000)Tracking volatility (stock markets)., , and . CDC, page 1189-1193. IEEE, (2000)