Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
865520 | Tsinghua Science & Technology | 2009 | 4 Pages |
Abstract
For certain system models, the structure of the Kalman filter is equivalent to a second-order variable gain digital phase-locked loop (DPLL). To apply the knowledge of DPLLs to the design of Kalman filters, this paper studies the steady-state performance of Kalman filters for these system models. The results show that the steady-state Kalman gain has the same form as the DPLL gain. An approximate simple form for the steady-state Kalman gain is used to derive an expression for the equivalent loop bandwidth of the Kalman filter as a function of the process and observation noise variances. These results can be used to analyze the steady-state performance of a Kalman filter with DPLL theory or to design a Kalman filter model with the same steady-state performance as a given DPLL.
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Authors
Qian (é± é±), Cui (å´æä¼), Lu (éææ³), Feng (å¯æ¯æ),