Please refer any good citation (IEEE papers or books) for extended kalman filter continuous time system with discrete measurements. I mean the prediction part is propogated using continuous model and updation or correction is done at discrete time steps as and when the measurement is available.
Thank you
I got it.
Paul Frogerais, Jean-Jacques Bellanger, and Lotfi Senha, "Various Ways to Compute the Continuous-Discrete Extended Kalman Filter", IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 4, APRIL 2012