Pedersen has seen plenty of change since joining the club in 2004 having worked for four previous managers in Graeme Souness, Mark Hughes, Paul Ince and Sam Allardyce.
Yet little of that can compare to the upheaval which has engulfed the club since November, with Indian firm Venky's taking over and sacking Allardyce before appointing Kean.
But Pedersen said: "It will bring a bit more stability as we know he is going to be here for a while. We can start to look forward more and work hard every day to get better.
"We have got a few new players in now and we will try to do as best as we can for the rest of the season.
"Then hopefully we can move on next season after we've had a full pre-season together. I know Steve. He is a very good coach, he is a good guy.
"We like the way he plays football and we work on this every day. He has been with loads of clubs and has loads of experience, so hopefully we can learn from him as well."