is matlab's kalman function continous (Kalman-Bucy) or discrete?

Hello, my question is: is kalman function continous (Kalman-Bucy) or discrete? the only difference in the function that solution of algebraic riccati equation is whether continuous or discrete. i have look @ some books if there exist any differences in the formulation of Kalman and Kalman-Bucy observer? i couldnot reach to any opinion. thanks

Answer 1

[Arkadiy Turevskiy]

It deals with both. http://www.mathworks.com/help/toolbox/control/ref/kalman.html

HTH. Arkadiy

Answer 2

[Levent]

Hi,

Thanks for the answer. I knew the fact you've mentioned. My question was related with the formulation. I've obtained continuous formulation(Kalman-Bucy) from discrete formulation (Kalman) step by step by means of 'Optimal control and estimation' (R.F. Stengel). Both are the same, there are no different assumptions or things like this. Kalman-Bucy filter can be obtained from Kalman filter by a limiting process. Meirovitch obtained the continuous formulation starting from the continuous case (dynamics and control of structures)

Best regards,