• DocumentCode
    844812
  • Title

    Regions of pole location of the discrete stationary Kalman filter

  • Author

    Priel, B. ; Shaked, U.

  • Author_Institution
    Tel-Aviv University, Tel-Aviv, Israel
  • Volume
    29
  • Issue
    4
  • fYear
    1984
  • fDate
    4/1/1984 12:00:00 AM
  • Firstpage
    371
  • Lastpage
    373
  • Abstract
    Two regions are found inside the complex unit circle that exclude all the poles of the discrete stationary Kalman filter. The sizes of these regions depend on the ratio between the intensities of the signal and the measurement noise, and in the limit where this ratio tends to infinity, one of the regions shrinks to the origin.
  • Keywords
    Digital filters; Kalman filtering, linear systems; Poles and zeros, linear systems; Density measurement; Filters; H infinity control; Noise measurement; Poles and zeros; Signal to noise ratio; Size measurement; State estimation; Systems engineering and theory; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103529
  • Filename
    1103529