A simple algorithm for discretizing linear stationary continuous time systems

• 1 January 1966
• journal article
• Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
• Vol. 54  (12) , 2010-2011
• https://doi.org/10.1109/PROC.1966.5343

Abstract

Keywords

• CONTINUOUS TIME SYSTEMS
• COVARIANCE MATRIX
• VECTORS
• WHITE NOISE
• TIMING
• STATISTICAL ANALYSIS
• LINEAR SYSTEMS
• STATE ESTIMATION
• TIME MEASUREMENT
• EQUATIONS