Title :
Steady-State Noise Reduction Factors for the Exponential Filter
Author_Institution :
J.H. Wiggins Company Redondo Beach, CA. 90277
Abstract :
A technique is presented using state notation for deriving the steady-state noise reduction factors for an exponential filter. The technique is carried through to derive those factors for the third-order exponential filter.
Keywords :
Acceleration; Covariance matrix; Equations; Filters; Noise reduction; Polynomials; Signal design; State estimation; Steady-state; White noise;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1973.309780