Title :
Regions of pole location of the discrete stationary Kalman filter
Author :
Priel, B. ; Shaked, U.
Author_Institution :
Tel-Aviv University, Tel-Aviv, Israel
fDate :
4/1/1984 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103529
