Song Fang, Hideaki Ishii, Jie Chen, Karl Henrik Johansson. A Frequency-Domain Characterization of Optimal Error Covariance for the Kalman-Bucy Filter. In 57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018. pages 6366-6371, IEEE, 2018. [doi]
Abstract is missing.