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Frequency-domain properties of Kalman filters |
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| Authors: | M. J. GRIMBLE K. J. ÅsTRÖM |
| Affiliation: | 1. Industrial Control Unit, Department of Electronic and Electrical Engineering , University of Strathclyde , Royal College Building, 204 George Street, Glasgow, Gl 1XW, Scotland;2. Department of Automatic Control , Lund Institute of Technology , P.O. Box 118, Lund 7, S- 21 07, Sweden |
| Abstract: | This paper explores the frequency-domain characteristics of the steady-state Kalman filter. It gives insight into the properties of the filter that are useful for analysis and design. The results are illustrated by a number of industrial applications. |
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