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The stochastic systems are described by the discrete-time equations \\[ \\left\\{ \\begin{array}{ll} x(k + 1) = Ax(k) + Bu(k) + w(k), \\\\ y(k) = Cx(k) + Du(k) + v(k), \\end{array}\\right. \\] where \\(x(k)\\in\\mathbb R^{n_x} , y(k)\\in\\mathbb R^{n_y}\\) and \\(u(k)\\in\\mathbb R^{n_u}\\) are the system state, the measurement output, and the unknown input to be estimated, respectively, \\(A, B, C, D\\) are system matrices. The noises \\(w(k)\\) and \\(v(k)\\) are zero-mean Gaussian random variables with covariances \\(E{w(k)w^{\\top} (j)} = Q\\delta_{kj}\\) and \\(E{v(k)v^{\\top} (j)} = R\\delta_{kj}\\), respectively. The initial state \\(x(0)\\) is a Gaussian random variable with mean \\(\\bar{x}(0)\\) and covariance matrix \\(S(0)\\). The Gaussian random processes \\(w(k), v(k)\\) and the initial state \\(x(0)\\) are mutually independent for all \\(k\\). The authors derived a Kalman filter under condition that the unknown input \\(u(k)\\) in the system is a white Gaussian noise with finite mean and finite variance. For the considered system of equations the authors present the SISE design given in [\\textit{H. Fang} and \\textit{R. A. De Callafon}, Automatica 48, No. 12, 3183--3186 (2012; Zbl 1255.93134)] and [\\textit{S. Gillijns} and \\textit{B. De Moor}, Automatica 43, No. 5, 934--937 (2007; Zbl 1117.93366)]. It is demonstrated that the SISE can be obtained from a standard KF under some mild conditions. For linear discrete-time systems without direct feedthrough, a relationship between the Kalman filter and the simultaneous input and state estimator is 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