Frequency-domain properties of Kalman filters

DOI10.1080/00207178708933777zbMath0656.93066OpenAlexW1997843640MaRDI QIDQ3804581

M. J. Grimble, Karl Johan Åström

Publication date: 1987

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178708933777

zbMATH Keywords

notch filtersteady-state Kalman filterfrequency-domain performance

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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