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 :
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