Analytical solution for continuous-time kalman tracking filters with colored measurement noise in frequency domain

IEEE Transactions on Aerospace and Electronic Systems

Volumn 30, Issue 4, 1994, Pages 1059-1063

  Arcasoy, C C ^a   Koc, B ^b  

^a EASTERN MEDITERRANEAN UNIVERSITY   (Turkey)

^b KIRIKKALE UNIVERSITY   (Turkey)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; FREQUENCY DOMAIN ANALYSIS; MATHEMATICAL MODELS; MATRIX ALGEBRA; SPECTRUM ANALYSIS; SPURIOUS SIGNAL NOISE;

COLORED MEASUREMENT NOISE; CONTINUOUS TIME KALMAN TRACKING FILTERS; SPECTRAL FACTORIZATION METHOD; THREE STATE EXPONENTIALLY CORRELATED ACCELERATION TRACKING FILTERS;

KALMAN FILTERING;

EID: 0028530539     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/7.328761     Document Type: Article

References (6)

1. Arcasoy, C. C. (1972) Vector frequency response method in optimal filtering and control. Ph.D. dissertation, UMIST, Manchester, UK, 1972.
2. Arcasoy, C. C. (1992) Multivariable frequency response methods for optimal Kalman-Bucy filters with applications to radar tracking systems. In AGARD Conference Proceedings 524, Advances in Guidance and Control of Precision Guided Weapons. Also presented at the Guidance and Control Panel 54th Symposium, Ottawa, Canada, May 1992.
3. Maybeck, P. S. (1979) Stochastic Models, Estimation and Control, Vol. 1. London: Academic Press, 1979.
4. Rogers, S. R. (1990) Continuous-time ECV and ECA track filters with colored measurement noise. IEEE Transactions on Aerospace and Electronic Systems, AES-26 (July 1990), 663–666.
5. Rogers, S. R. (1987) Alpha-beta filter with correlated measurement noise. IEEE Transactions on Aerospace and Electronic Systems, AES-23 (July 1987), 592–594.
6. Stear, E. B., and Stubberud, A. R. (1968) Optimal filtering for Gauss-Markov noise. International Journal of Control, 8, 2 (1968), 123–130.