How to formulate linear control problem for Stochastic Differential Equation solvers

I have the following linear control problem:

x'(t) = A*x(t) + B*u(t)

y(t) = C*x(t) + D*u(t)

where

x(t0) = x0 ... initial condition

and

y(t) .... is system output signal

A,B,C and D .... are real square matrices with constant coefficients (in my case are matrices small ... 2 x 2)

u(t) ... is discrete (measured!!!) vector signal contaminated by noise and errors

My questions are:

• How to properly formulate this problem as Stochastic Differential Equation (SDE) task? Because of signal u(t) stochastic behavior the standard ODE solvers are not adequate tools.
• How to estimate proper noise (error) model of signal u(t)?
• what TMW toolboxes or FEX packages are available to solve this problem?