Comments on ‘Frequency domain properties of Kalman filters’
Michael A. Johnson, J. S. O. Odonde · International Journal of Control · 1988
In their recent paper, Grimble and Åström (1987) were motivated by several industrial examples to derive some frequency domain properties of the application of Kalman filters. The analysis presented related the Kalman filter application to the classical solution for such problems, namely the use of a notch filter. This note reports a more general framework for the Grimble and Åström results and presents an alternative derivation of the Kalman filter zero frequency gain property.