Discrete-Time Equivalent of Continuous-Time Filtering Processes

DOI10.1115/1.3139684zbMATH Open0467.93058OpenAlexW2086519271MaRDI QIDQ3921113FDOQ3921113

Authors: Bernard Friedland 

Publication date: 1981

Published in: Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.3139684

zbMATH Keywords

transition matrixHamiltonian systemfinite time intervalcontinuous-time filtering processescontinuous-time Kalman filtering problemdiscrete-time filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

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