Title :
What do filter coefficient relationships mean?
Author :
Gray, John E. ; Smith-Carroll, A. Sunshine ; Murray, William J.
Author_Institution :
Dept. of Syst. Res. & Technol., Naval Surfare Warfare Center Dahlgren Div., VA, USA
Abstract :
There are three commonly used relationships between alpha and beta that are reported in the literature: Kalata, Benedict-Bordner, and continuous white noise. The Kalata relation is obtained from steady state Kalman filter theory assuming zero mean white noise in the position and velocity state equations. The Benedict-Bordner relation is derived based on good noise reduction and good tracking through maneuvers. Both the Kalata and Benedict-Bordner relationships can be derived without any reference to a Kalman filter. The question, given the variety of filter coefficient relationships, is which relationship should be chosen as part of a filter design and why? What does it mean to choose a particular filter coefficient relationship? What is the difference between filter coefficient relationship and a criteria to maximize performance? In this paper, the author tries to give the answer to these questions.
Keywords :
Kalman filters; filtering theory; noise abatement; white noise; Benedict-Bordner relation; Kalata relation; cost function; filter coefficient relationships; noise reduction; position state equation; steady state Kalman filter theory; velocity state equation; zero mean white noise; Cost function; Damping; Equations; Eyes; Filters; Noise reduction; Steady-state; Target tracking; White noise;
Conference_Titel :
System Theory, 2004. Proceedings of the Thirty-Sixth Southeastern Symposium on
Print_ISBN :
0-7803-8281-1
DOI :
10.1109/SSST.2004.1295615