The Location of the Continuous-Time Stationary Kalman Filter Poles

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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 languageEnglish
Pages (from-to)373-376
Number of pages4
JournalIEEE Transactions on Automatic Control
Volume29
Issue number4
DOIs
StatePublished - Apr 1984
Externally publishedYes

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