Synthesis of structure of Kalman-Bucy hybrid filters

An approach to the design of economical high-speed observers of adaptive automatic control systems on the basis of the concept of hybrid (digital-to-analog) tunable circuits is proposed. In the framework of the known technique of synthesis of ARC circuits having an extended frequency and dynamic range, the generalized structure of the Kalman-Bucy filter is investigated and characteristic features of the synthesis of basic circuits are formulated. An example of a cyclic second-order Kalman-Bucy filter is given.