Title :
Solutions of matrix equations arising in track filter theory
Author :
Gray, John E. ; Foster, George
Author_Institution :
Naval Surface Warfare Center, Dahlgren, VA, USA
Abstract :
The general solution of the equations that arise in constant coefficient filter theory are solved for arbitrary number of dimensions. Namely, we solve the first order matrix equation for the special case of scalar measurements. We also determine the covariance matrix for the general case. We then illustrate these results for the specific case of an alpha-beta filter
Keywords :
covariance matrices; filtering theory; tracking filters; alpha-beta filter; constant coefficient filter theory; covariance matrix; first order matrix equation; scalar measurements; track filter theory; Artificial intelligence; Covariance matrix; Difference equations; Differential equations; Filtering theory; Gain measurement; Inspection; Kalman filters; Matrices; Steady-state;
Conference_Titel :
System Theory, 1998. Proceedings of the Thirtieth Southeastern Symposium on
Conference_Location :
Morgantown, WV
Print_ISBN :
0-7803-4547-9
DOI :
10.1109/SSST.1998.660098
