Title :
On the Kalman-Bucy filter with specified input
Author_Institution :
Imperial College, London, England
fDate :
8/1/1982 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1982.1103055