Frequency-domain properties of Kalman filters for linear systems with delay in output

출력에 시간지연이 있는 시스템을 위한 칼만필터의 주파수영역 특성

This paper deals with the robustness property of Kalman filters for linear systems with delay in output. The operator-type Riccati equation is transformed to algebraic equations, and the circle condition is derived. Based on the circle condition, it is shown that the same nondivergence margin, (1/2, .inf.) gain margin and +-60.deg. phase margin, is guaranteed as for ordinary systems.