CToDRand:

Path: Common/Control

%Convert continuous noise process to a discrete noise process.

   Such that

   dx/dt = a*x + b*w

   becomes

   x[k+1] = a*x[k] + w[k]

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   Form:
   [q, r] = CToDRand( a, q, r, b, t )
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   ------
   Inputs
   ------
   a                 State matrix
   q                 Spectral density of the white noise process w.
   r                 Variance for the colored measurement noise
   b                 Continuous noise input matrix
   t                 Time step     

   -------
   Outputs
   -------
   q           (:)   Covariance matrix
   r           (:)   Measurement variance

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   Reference: Van Loan, C. F., .
              IEEE Trans. Automat. Contr. Vol. AC-23, No. 3, pp. 295-404,
              June, 1978.
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