@inproceedings{schmidt2023rrkf,
  author    = {Schmidt, Jonathan and Hennig, Philipp and Nick, J\"{o}rg and Tronarp, Filip},
  booktitle = {Advances in Neural Information Processing Systems},
  editor    = {A. Oh and T. Naumann and A. Globerson and K. Saenko and M. Hardt and S. Levine},
  pages     = {61364--61376},
  publisher = {Curran Associates, Inc.},
  title     = {The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions},
  volume    = {36},
  year      = {2023}
}