TY - JOUR
T1 - MULTIVARIABLE NYQUIST PLOT OF DISCRETE-TIME STATIONARY OPTIMAL LINEAR FILTERS.
AU - Priel, B.
AU - Shaked, U.
PY - 1983
Y1 - 1983
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0020752421&partnerID=8YFLogxK
U2 - 10.1049/ip-d.1983.0022
DO - 10.1049/ip-d.1983.0022
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AN - SCOPUS:0020752421
SN - 0143-7054
VL - 130
SP - 128
EP - 130
JO - IEE Proceedings D: Control Theory and Applications
JF - IEE Proceedings D: Control Theory and Applications
IS - 3
ER -