Title :
/spl alpha/-/spl beta/ filters derived from a tracking method using a weighted measurement covariance matrix
Author :
Kosuge, Yoshio ; Ito, Masayoshi
Author_Institution :
Inf. Technol. R&D Center, Mitsubishi Electr. Corp., Kanagawa, Japan
Abstract :
We present that a new tracking method can be obtained from replacing the measurement covariance matrix B in the Riccati difference equation of a Kalman filter by lB where l is a constant parameter. We examine the stability of an /spl alpha/-/spl beta/ filter derived from this new paper´s method. We also compare the tracking performance of various /spl alpha/-/spl beta/ filters as a function of l.
Keywords :
Kalman filters; Riccati equations; covariance matrices; difference equations; position measurement; sensors; target tracking; tracking filters; /spl alpha/-/spl beta/ filters; Kalman filter; Riccati difference equation; tracking filter; weighted measurement covariance matrix;
Conference_Titel :
SICE 2004 Annual Conference
Conference_Location :
Sapporo
Print_ISBN :
4-907764-22-7
