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On the Kalman-Bucy filter with specified input

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1 Author(s)
Warwick, K. ; Imperial College, London, England

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.

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Automatic Control, IEEE Transactions on  (Volume:27 ,  Issue: 4 )