Discrete-time equivalent of continuous-time filtering processes

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

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
Volume103
Issue number4
DOIs
StatePublished - Dec 1981
Externally publishedYes

All Science Journal Classification (ASJC) codes

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

Fingerprint Dive into the research topics of 'Discrete-time equivalent of continuous-time filtering processes'. Together they form a unique fingerprint.

Cite this