Several classical industrial filtering applications have used notch filters to reject the unwanted dominant frequencies. For a class of industrial systems, it has been shown that the filter gain between the observations and the signal estimates is unity. While the gain between the observations and the disturbance state estimates is zero, the zeros of the Kalman filter are determined by the poles of the disturbance model. These results are generalised to a more representative case of a block-diagonal structure with feedback coupling.
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