Title :
Covariance Matrix for α-β-γ Filtering
Author_Institution :
Rca Astro Electronics MS T-2-B P.O. Box 800 Princeton, NJ 08540
Abstract :
Closed-form expressions are derived for the output noise response of an α-β-γ filter in steady-state operation with constant measurement noise statistics. To the author´s knowledge such expressions have been unavailable until now. These formulas are useful for target tracking applications.
Keywords :
Acceleration; Closed-form solution; Covariance matrix; Equations; Filtering; Filters; Gaussian noise; Noise measurement; State feedback; Steady-state;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1985.310549
