Sangho Ko, Robert R. Bitmead. Covariance calculation for floating-point state-space realizations. IEEE Transactions on Signal Processing, 52(12):3370-3377, 2004. [doi]
@article{KoB04-1,
title = {Covariance calculation for floating-point state-space realizations},
author = {Sangho Ko and Robert R. Bitmead},
year = {2004},
doi = {10.1109/TSP.2004.837439},
url = {http://dx.doi.org/10.1109/TSP.2004.837439},
researchr = {https://researchr.org/publication/KoB04-1},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {52},
number = {12},
pages = {3370-3377},
}