Discrete-time state estimation of analog double integrators

The problem of minimum variance discrete-time state estimation of a continuous-time double integrator via noisy continuous-time measurements is considered. The error covariance matrices of this estimation are calculated and analyzed. The relations between these covariance matrices and the error covariance matrix of the optimal continuous-time filter are obtained, and a way for determining the required sampling period is proposed. A commonly used approximated model is investigated; it is shown to be inappropriate unless a specific improvement is introduced in the model     

Comments, with reply, on `Status of CR-like lower bounds fornonlinear filtering' by T.H. Kerr

The commenters object to criticisms of their work that appeared in the above-titled paper (ibid., vol.25, no.5, p.590-601, Sept. 1989) and provide a defense of their results. The author presents further arguments to buttress his claims