Filterentwurf im Frequenzbereich für Systeme mit einer Ausgangsgröße / Filter design in the frequency domain for system with a single output variable

Abstract

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.