From discrete to continuous time

Discrete-time Equivalents to Continuous-time Systems

From Discrete to Continuous

From a development of an original idea due to Schwinger, it is shown that it is possible to recover, from the quantum description of a degree of freedom characterized by a finite number of states (i.e., without classical counterpart) the usual canonical variables of position/momentum and angle/angular momentum .

Continuous-time AR process parameter estimation from discrete-time data

The problem of estimating continuous-time autoregressive process parameters from discrete-time data is considered. The basic approach used here is based on replacing the derivatives in the model by discrete-time di erences, forming a linear regression and using the least squares method. It is known, however, that all standard approximations of the highest order derivative give a biased least sq...

A continuous approximation fitting to the discrete distributions using ODE

The probability density functions fitting to the discrete probability functions has always been needed, and very important. This paper is fitting the continuous curves which are probability density functions to the binomial probability functions, negative binomial geometrics, poisson and hypergeometric. The main key in these fittings is the use of the derivative concept and common differential ...

Discrete-time and Continuous-time Approaches to Dynamic Microsimulation Reconsidered

In this paper the continuous-time competing-risk approach to dynamic microsimulation modelling and approaches based on a discrete-time framework are compared in a systematic way. Besides the basic modelling approaches the possibilities to extend the models to include quantitative and qualitative dependent variables, to use macroeconomic explanatory variables, and to account for dependencies bet...