Title :
The location of the continuous-time stationary Kalman filter poles
Author_Institution :
University of California, Berkeley, CA, USA
fDate :
4/1/1984 12:00:00 AM
Abstract :
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.
Keywords :
Kalman filtering, linear systems; Poles and zeros, linear systems; Eigenvalues and eigenfunctions; H infinity control; Kalman filters; Poles and zeros; Riccati equations; Signal to noise ratio;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103528
