Title :
Steady state analysis for discrete tracking filters
Author_Institution :
Air Force Inst. of Technol., Wright Paterson AFB, OH
fDate :
9/1/1989 12:00:00 AM
Abstract :
An analysis of a discrete constant-gain α-β-γ tracking filter is presented. Steady-state tracking filter gains are determined without solving a discrete matrix Ricatti equation. Explicit closed-form gain solutions are found as a function of the roots to a cubic equation. Gain variations as a function of process noise, measurement noise, and sampling time are investigated
Keywords :
digital filters; discrete systems; matrix algebra; tracking systems; Kalman filter; closed-form gain; cubic equation; discrete constant-gain; discrete matrix Ricatti equation; discrete tracking filters; gain variations; measurement noise; process noise; sampling time; steady state analysis; Acceleration; Closed-form solution; Covariance matrix; Filters; Noise measurement; Nonlinear equations; Q measurement; Sampling methods; Steady-state; White noise;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
