relationship between Kalman-Bucy state estimation and blended-model state estimation

This correspondence shows the relationship between Kalman-Bucy (K-B) state estimation and blended-model state estimation-a technique used in the aerospace industry. The purpose in presenting this comparison is to aid in the interpretation of the K-B filter when used in a control system and, hopefully, to give the designer a more intuitive "feel" for application of the K-B filter.