Regions of pole location of the discrete stationary Kalman filter
B. Priel, U. Shaked · IEEE Transactions on Automatic Control · 1984
Two regions are found inside the complex unit circle that exclude all the poles of the discrete stationary Kalman filter. The sizes of these regions depend on the ratio between the intensities of the signal and the measurement noise, and in the limit where this ratio tends to infinity, one of the regions shrinks to the origin.