...Hosam E. Emara-Shabaik State estimation of linear systems under the influence of both unknown deterministic inputs as well as Gaussian noise is considered. A Kalman like filter is developed which does not require the estimation of the unknown inputs as is customarily practiced. Therefore...

... be measured themselves) confused with white Gaussian noises. Thus, the obtained optimal quadratic-linear filter can be directly used in chemical and some other engineering applications. For example, if the function f x = a 0 t I + a 1 t x + a 2 t xx T...