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