DocumentCode
3069198
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
fYear
1998
fDate
8-10 Mar 1998
Firstpage
370
Lastpage
372
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;
fLanguage
English
Publisher
ieee
Conference_Titel
System Theory, 1998. Proceedings of the Thirtieth Southeastern Symposium on
Conference_Location
Morgantown, WV
ISSN
0094-2898
Print_ISBN
0-7803-4547-9
Type
conf
DOI
10.1109/SSST.1998.660098
Filename
660098
Link To Document