The Relationship Between Discrete Timeand Continuous Time Linear Estimation

@inproceedings{Ninness1991TheRB,
  title={The Relationship Between Discrete Timeand Continuous Time Linear Estimation},
  author={Brett Ninness and Graham C. GoodwinDepartment},
  year={1991}
}
We examine the problem of discrete time system estimation while not ignoring the underlying continuous time system. This leads to the use of a new discrete time operator , the operator, which approximates the continuous time derivative operator d dt. We use this to formulate system estimation algorithms, and discuss their signiicantly superior numerical properties when compared to the equivalent shift operator formulated algorithms. We provide an overview of this new operator and also discuss… CONTINUE READING