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.
Original language | English |
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Pages (from-to) | 373-376 |
Number of pages | 4 |
Journal | IEEE Transactions on Automatic Control |
Volume | 29 |
Issue number | 4 |
DOIs | |
State | Published - Apr 1984 |
Externally published | Yes |