... constraints, take the continuous-timeKalman±Bucy estimator equations of Section 4.3, letting F, G, and H be constants,the noises be stationary (Q and R constant), and the ®lter reach steady state (Pconstant). ... Grewal, Angus P. AndrewsCopyright # 2001 John Wiley & Sons, Inc.ISBNs: 0-4 7 1-3 925 4-5 (Hardback); 0-4 7 1-2 663 8-8 (Electronic)and^xtraceMP4:57only if^x Ex; 4:58where it ... steady-state solutionand converge, instead, to the nonnegative steady-state solution.Convergent and Divergent Solutions. The eventual convergence of a solutionto the nonnegative steady-state...