Analytical solution of discrete colored noise ECA tracking filter

IEEE Transactions on Aerospace and Electronic Systems

Volumn 34, Issue 1, 1998, Pages 93-102

  Özkaya, Birol ^a   Arcasoy, C Cengiz ^a  

^a EASTERN MEDITERRANEAN UNIVERSITY   (Turkey)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CORRELATION METHODS; DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; FREQUENCY DOMAIN ANALYSIS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; RICCATI EQUATIONS;

EXPONENTIALLY CORRELATED ACCELERATION (ECA);

KALMAN FILTERING;

EID: 0031647186     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/7.640266     Document Type: Article

References (13)

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3. Rogers, S. R. (1987) Alpha-beta filter with correlated measurement noise. IEEE Transactions on Aerospace and Electronic Systems, AES-23 (July 1987), 592-594.
4. Fitzgerald, R. J. (1981) Simple tracking filters: Closed-form solutions. IEEE Transactions on Aerospace and Electronic Systems, AES-17 (Nov. 1981), 781-785.
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9. Rogers, S. R. (1989) Steady-state Kalman filter with correlated measurement noise - An analytical solution. In Proceedings of the National Aerospace and Electronics Conference (NAECON), May 1989.
10. Maybeck, P. S. (1979) Stochastic Models, Estimation and Control, Vol. 1. London: Academic Press, 1979.
11. Arcasoy, C. C. (1996) Multivariable frequency response methods for colored-noise optimal discrete-time Kalman filter. In Preprints of 13th World Congress of IFAC, Vol. H, San Francisco, July 1996, 497-502.
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13. Koc, B. (1993) Frequency domain analytical solution of optimal radar tracking filters (in Turkish). M.S. thesis, Hacettepe University, Ankara, Turkey, 1993.