Analytical solution for continuous-time Kalman tracking filters with colored measurement noise in frequency domain

Author

Arcasoy, C.C. ; Koc, Basar

Author_Institution

Dept. of Electr. & Electron. Eng., Eastern Mediterranean Univ., Mersin

Volume

30

Issue

4

fYear

1994

fDate

10/1/1994 12:00:00 AM

Firstpage

1059

Lastpage

1063

Abstract

New expressions are given for analytical solutions to the steady-state Kalman gains of the two-state exponentially correlated velocity (ECV) and the three-state exponentially correlated acceleration (ECA) tracking filters with position measurements by using spectral factorization method. The measurement colored noise model is characterized by a correlation time 1/λ. The vehicle oscillations such as wind-induced-bending is also considered in the modeling of the system which leads to the most generalized state transition matrix

Keywords

Kalman filters; correlation methods; frequency-domain analysis; matrix algebra; random noise; tracking; analytical solutions; colored measurement noise; continuous-time Kalman tracking filters; correlation time; frequency domain; generalized state transition matrix; model; position measurement; spectral factorization; steady-state Kalman gains; three-state exponentially correlated acceleration; two-state exponentially correlated velocity; vehicle oscillations; wind-induced-bending; Colored noise; Covariance matrix; Frequency domain analysis; Frequency measurement; Gain measurement; Kalman filters; Noise measurement; Position measurement; Symmetric matrices; White noise;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/7.328761

Filename

328761