@article{diva2:699061,
  author = {Axelsson, Patrik and Gustafsson, Fredrik},
  title = {{Discrete-time Solutions to the Continuous-time Differential Lyapunov Equation With Applications to Kalman Filtering}},
  journal = {IEEE Transactions on Automatic Control},
  year = {2015},
  volume = {60},
  number = {3},
  pages = {632--643}
}