• DocumentCode
    839924
  • Title

    On the Kalman-Bucy filter with specified input

  • Author

    Warwick, Kevin

  • Author_Institution
    Imperial College, London, England
  • Volume
    27
  • Issue
    4
  • fYear
    1982
  • fDate
    8/1/1982 12:00:00 AM
  • Firstpage
    1004
  • Lastpage
    1005
  • Abstract
    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.
  • Keywords
    Kalman filtering, linear systems; Educational institutions; Matrices; Maximum likelihood detection; Nonlinear filters; Performance analysis; Riccati equations; State estimation; State feedback; Vectors; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1982.1103055
  • Filename
    1103055
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=839924