Journal ArticleDOI
On the Kalman-Bucy filter with specified input
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TLDR
In this paper, it was shown that the Kalman-Bucy filter is a special case of the filter with a specified input, and that it can be used for linear filtering problems.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.read more
References
More filters
Journal ArticleDOI
A new configuration for linear filtering problems
TL;DR: In this paper, a filter configuration which is distinctly different from the conventional Kalman-Bucy type filter is presented, and it is shown that the performance of this filter is identical to the traditional Kalman filter.