The algebraic Riccati-equation in the frequency domain throws the bridge between the deterministic design of a state estimator (observer) and the design of a Kalman-Bucyfdter. In this paper the application of the frequency domain form is demonstrated for analysis and synthesis of optimal filters for single output systems. The graphic aids of the root locus and a display of the effect in the Bode-diagram may be used for a simplified filter design or for a comprehensive interpretation of the optimal filter.
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