A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems

Sze Zheng Yong, Minghui Zhu, Emilio Frazzoli. A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems. Automatica, 63:321-329, 2016. [doi]

@article{YongZF16,
  title = {A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems},
  author = {Sze Zheng Yong and Minghui Zhu and Emilio Frazzoli},
  year = {2016},
  doi = {10.1016/j.automatica.2015.10.040},
  url = {http://dx.doi.org/10.1016/j.automatica.2015.10.040},
  researchr = {https://researchr.org/publication/YongZF16},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {63},
  pages = {321-329},
}