Discrete-Time Solutions to the Continuous-Time Differential Lyapunov Equation With Applications to Kalman Filtering

Patrik Axelsson, Fredrik Gustafsson. Discrete-Time Solutions to the Continuous-Time Differential Lyapunov Equation With Applications to Kalman Filtering. IEEE Trans. Automat. Contr., 60(3):632-643, 2015. [doi]

Abstract

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