MULTIVARIABLE NYQUIST PLOT OF DISCRETE-TIME STATIONARY OPTIMAL LINEAR FILTERS.

B. Priel, U. Shaked

Research output: Contribution to journalArticlepeer-review

Abstract

The behavior of the locus of the determinant of the optimal discrete-time stationary Kalman filter return difference matrix, as the z-transform variable traverses the unit circle, is considered. It is found that this locus does not enter a circle which is centered at the origin and whose radius is determined by the snr. This radius increases from zero, in the case where the measurements are free of noise, to one, in the case where all the components of the measurement noise vector have unbounded intensities.

Original languageEnglish
Pages (from-to)128-130
Number of pages3
JournalIEE Proceedings D: Control Theory and Applications
Volume130
Issue number3
DOIs
StatePublished - 1983

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