The location of the continuous-time stationary Kalman filter poles

It is shown that the closed-loop poles of the continuous-time Kalman filter reside in a region in the left half of the complex plane that is confined by two concentric circles whose radii depend on the system matrices and the signal-to-noise ratio. This region includes the system open-loop poles and excludes the imaginary axis. In the case where the system dynamic matrix has a simple eigenstructure, this region possesses an additional boundary, that is parallel to the imaginary axis at a distance that varies with the signal-to-noise ratio.