Corrections to Probabilistic state estimation for labeled continuous time Markov models with applications to attack detection

This short note provides a correction for a flaw in the proof of Lemma 2 in (Lefebvre et al. 2022). The statement of Lemma 2 is correct by itself but its proof requires a slightly different definition of the e-transition probability matrix given in Definition 5 of (Lefebvre et al. 2022).