On the Kalman-Bucy filter with specified inputWarwick, K. (1982) On the Kalman-Bucy filter with specified input. IEEE Transactions on Automatic Control, 27 (4). pp. 1004-1005. ISSN 0018-9286 Full text not archived in this repository. It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. To link to this item DOI: 10.1109/TAC.1982.1103055 Abstract/SummaryIn 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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