Kalman filter -natural frequency

Other Hardware Sensors
1

Hi everyone,

I am starting working with Kalman filters and I would like to ask you some clarifications about the concept of natural frequency of Kalman filters.Specifically I would like to know if it makes sense to talk about
natural frequency when I use an adaptive Kalman filter (with variable covariance matrix). I understood that the natural frequency concept makes sense in case of steady state ( namely when the covariance matrix is not changing anymore). So my doubt is what happens if I have a self tuning covariance matrix whose terms can change over time?In this case when I get the steady state and can I define a natural frequency?
I really hope you can help me!
Many thanks in advance,
Me

2

As you are aware, a Kalman Filter is part of a larger overall calculation that includes the definition of the system model. Until you have completely defined that model, it seems to me that the concept of "natural frequency" would make no general sense.