Discrete-time equivalent of continuous-time filtering processes

Bernard Friedland

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


The continuous-time Kalman filtering problem over a finite time interval can be made equivalent to a discrete-time filtering problem. The matrices in the latter are related to the submatrices of the transition matrix of a Hamiltonian system that corresponds to the continuous-time filtering problem.

Original languageEnglish (US)
Pages (from-to)417-419
Number of pages3
JournalJournal of Dynamic Systems, Measurement and Control, Transactions of the ASME
Issue number4
StatePublished - Dec 1981
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Information Systems
  • Instrumentation
  • Mechanical Engineering
  • Computer Science Applications


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