Figure 3.

Approximation with a velocity component. Dashed blue lines/dots: One run. Thick black line: ${(1-KH)}^{T/\Delta T}K$, where K is found by solving the DARE. $\Delta T$ = 1/5, Q = 0.01$\left[\begin{array}{cc}0& 0\\ 0& 1\end{array}\right]$, R = 1, H = [1 0], $F=\left[\begin{array}{cc}1& \Delta T\\ 0& 1\end{array}\right].$ (a) position; (b) velocity.