DocumentCode
1147542
Title
An Extension of "Closed-Form Solutions of Target-Tracking Filters with Discrete Measurements"
Issue
6
fYear
1984
Firstpage
839
Lastpage
841
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;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/TAES.1984.310474
Filename
4103997
Link To Document