Consider the following two models:
x(k) = Fx(k-1)+v(k)
y(k) = Hx(k)+w(k),
and
x(k+1) = Fx(k)+v(k)
y(k) = Hx(k)+w(k).
Federico Wadehn
So the only interesting equation is the one describing the state dynamics, i.e. x(k+1) =...
There the difference is the index of the input, i.e. v(k) or v(k+1). Starting from a continuous time model and discretizing it with a first-order hold element, v(k) seems a good choice, but you're free in that.
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