Title :
An Extension of "Closed-Form Solutions of Target-Tracking Filters with Discrete Measurements"
Abstract :
Earlier, exact closed-form solutions of the steady-state exponentially correlated velocity (ECV) and exponentially correlated acceleration (ECA) target-tracking filters were obtained via Kalman\´s recursive and Vaughan\´s nonrecursive algorithms, respectively, using a "discretized" process-noise model. This analysis is now extended to the case of the most general processnoise matrix Qk for these tracking filters.
Keywords :
Acceleration; Accelerometers; Closed-form solution; Covariance matrix; Kalman filters; Noise measurement; Position measurement; Steady-state; Symmetric matrices; Velocity measurement;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1984.310474
