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- W1569375221 abstract "A computer-oriented systematic approach to constant-gain filter design for time-invariant linear systems is developed. The trace of the error covariance matrix is minimized subject to constraints on the closed-loop filter eigenvalues. For continuous system representations, the eigenvalues are restricted to a region in the s plane defined by damping ratio and decrement factor inequalities, while discrete representations involve a decrement factor inequality in the z plane. Properties of inner determinants and Lyapunov equations are employed to allow a unified approach to both continuousand discrete-time system representations. The approach is applied to three examples which illustrate filter settling time considerations, transient/steady-state gain tradeoffs, and combined control-estimation possibilities." @default.
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- W1569375221 date "1981-05-01" @default.
- W1569375221 modified "2023-10-17" @default.
- W1569375221 title "Minimum-Variance Design of Constant-Gain Filters Subject to Stability Constraints" @default.
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- W1569375221 doi "https://doi.org/10.2514/3.56085" @default.
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