Geodesic
Transfer-function solution of the Kalman-Bucy filtering problem
Kybernetika, Tome 14 (1978) no. 2, pp. 110-122
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Classification : 60G35, 93E10, 93E11 
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     author = {Ku\v{c}era, Vladim{\'\i}r},
     title = {Transfer-function solution of the {Kalman-Bucy} filtering problem},
     journal = {Kybernetika},
     pages = {110--122},
     year = {1978},
     volume = {14},
     number = {2},
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     zbl = {0384.93048},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1978_14_2_a3/}
}
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Kučera, Vladimír. Transfer-function solution of the Kalman-Bucy filtering problem. Kybernetika, Tome 14 (1978) no. 2, pp. 110-122. http://geodesic.mathdoc.fr/item/KYB_1978_14_2_a3/

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[2] N. N. Kazanjian: Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle. Ph. D. dissertation, Polytechnic Institute of New York, Farmingdale 1977.

[3] U. Shaked: A general transfer function approach to linear stationary filtering and steady-state optimal control problems. Int. J. Control 24 (1976), 6, 741 - 770. | MR | Zbl

[4] Z. Vostrý: New algorithm for polynomial spectral factorization with quadratic convergence. Kybernetika 12 (1976), 4, 248-259. | MR

[5] D. C. Youla: On the factorization of rational matrices. IRE Trans. Information Theory IT-7 (1961), 3, 172-189. | MR