Title :
Fixed-lag alpha-beta filter for target trajectory smoothing
Author :
Ogle, Terrence L. ; Blair, William D.
Author_Institution :
Georgia Tech Res. Inst., Georgia Inst. of Technol., Atlanta, GA, USA
Abstract :
A fixed-lag Kalman smoother can be used for target trajectory reconstruction in postmission data analysis from noisy sensor data, where lag is the time difference between the time of the latest available measurement (or the latest measurement used for estimation) and the time of the smoothed estimate. Based on the steady-state conditions of a Kalman smoother, a recursive method for calculating the steady-state gains and covariance matrix of a fixed-lag alpha-beta smoother is derived and presented. The equations derived for the alpha-beta fixed-lag smoother were verified using a Kalman smoother in steady-state, and the results are used to characterize the benefits achieved with fixed-lag smoothing.
Keywords :
Kalman filters; covariance matrices; signal reconstruction; smoothing methods; covariance matrix; fixed-lag Kalman smoother; fixed-lag alpha-beta filter; fixed-lag smoothing; noisy sensor data; postmission data analysis; recursive method; steady-state conditions; steady-state gains; target trajectory reconstruction; target trajectory smoothing; time difference; Covariance matrix; Equations; Gaussian noise; Kalman filters; Noise measurement; Smoothing methods; State estimation; Steady-state; Time measurement; Trajectory;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.2004.1386894
