Friedland, Bernard Discrete-time equivalent of continuous-time filtering processes. (English) Zbl 0467.93058 J. Dyn. Syst. Meas. Control 103, 417-419 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page MSC: 93E11 Filtering in stochastic control theory 93C99 Model systems in control theory 93C15 Control/observation systems governed by ordinary differential equations Keywords:continuous-time filtering processes; continuous-time Kalman filtering problem; finite time interval; discrete-time filtering problem; transition matrix; Hamiltonian system PDFBibTeX XMLCite \textit{B. Friedland}, J. Dyn. Syst. Meas. Control 103, 417--419 (1981; Zbl 0467.93058) Full Text: DOI