How to write a Matlab Code for Continuous-Discrete Extended Kalman Filter?

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Owais Ahmed
Owais Ahmed on 2 Aug 2017
Most of the codes and support of EKF available at Mathworks consists of discrete/discrete EKF where the system model and measurement models are both discrete. I have to work on a continuous-discrete EKF because my system model consists on differential equations while the measurement model is a discrete one. Please help me in this regard. A sample of a script for this case will be highly beneficial.

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