Hi to all,

Another question of mine is about the transfer function of an observer designed using a Kalman filter. How can we convert the observer
equation to a good form to analyze the frequency response of the
oberserver?

The observer equation is:

xdot=Ax+Bu+L(y-Cx);

where L is the Kalman gain, y is the measurement and the input u=0.

I want to get the transfer function between some states inside x and y. I have acceleration estimates inside x, and y measurements are speed measurements. If I take the input as y, and choose the acceleration states from x, I am supposed to get a differentiator characteristic.

I have 9 states which means my Kalman gain is a vector with 9 elements. My Kalman gain is updated in everytime step and converges to constant values for all of the states.

Regards

Volkan

Another question of mine is about the transfer function of an observer designed using a Kalman filter. How can we convert the observer

The observer equation is:

xdot=Ax+Bu+L(y-Cx);

where L is the Kalman gain, y is the measurement and the input u=0.

I want to get the transfer function between some states inside x and y. I have acceleration estimates inside x, and y measurements are speed measurements. If I take the input as y, and choose the acceleration states from x, I am supposed to get a differentiator characteristic.

I have 9 states which means my Kalman gain is a vector with 9 elements. My Kalman gain is updated in everytime step and converges to constant values for all of the states.

Regards

Volkan