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Continuous time filter Riccati equation
a continuous time linear dynamical system in state-space representation
Generalized Filter Algebraic Riccati Equation (GFARE).
Z = solution,
H = gain.
The GFARE for
H=-(B*D'+Z*C')*Ri is such that
A+H*C is stable.
- gcare — Continuous time control Riccati equation
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