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On the Kalman-Bucy filter with specified input

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Warwick, K. (1982) On the Kalman-Bucy filter with specified input. IEEE Transactions on Automatic Control, 27 (4). pp. 1004-1005. ISSN 0018-9286 doi: 10.1109/TAC.1982.1103055

Abstract/Summary

In a recent paper, Vathsal suggested that a new configuration had been obtained for linear filtering problems, which was distinctly different from the Kalman-Bucy filter. It is shown that this in fact is merely a special case of the filter with a specified input.

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/17803
Identification Number/DOI 10.1109/TAC.1982.1103055
Refereed Yes
Divisions Science
Publisher IEEE
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