Regions of Pole Location of the Discrete Stationary Kalman Filter

B. Priel, U. Shaked

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)371-373
Number of pages3
JournalIEEE Transactions on Automatic Control
Volume29
Issue number4
DOIs
StatePublished - Apr 1984
Externally publishedYes

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