From: Demus on

Given an extended state space representation of the form (including
disturbance- and noise model)
x´=Ax+Bu+N[v_1; v_2]
y = Cx+Du+v_2

How does one discretize this? Matlab doesn't seem to have direct support
for the representation written on this form.

I have seen a small sampling time approximation where the discrete time N
matrix is obtained in the same way as the discrete time B matrix (switching
B for N). However, I haven't seen where this equation comes from and so I
don't know under what circumstances it's applicable.

Can someone enlighten me? Do you know of any smarter way to transform this
N matrix to discrete time? With or without the built-in functions of

Thanks in advance!