• DocumentCode
    1150983
  • Title

    Alpha-Beta Filter with Correlated Measurement Noise

  • Author

    Rogers, Steven R.

  • Author_Institution
    ELTA Electronics P.O. Box 330 Ashdod, Israel
  • Issue
    4
  • fYear
    1987
  • fDate
    7/1/1987 12:00:00 AM
  • Firstpage
    592
  • Lastpage
    594
  • Abstract
    For many tracking applications, the measurement errors onsuccessive observations are correlated. Using a first-order Markov model for the correlation, we present analytical expressions for the time-varying covariance and gains of an alpha-beta tracking filter.To a good approximation, the effect of correlation is to increase the time interval between measurements by a factor (1+a)/(1-a),where a is the coefficient of correlation between successive measurements.
  • Keywords
    Bandwidth; Filters; Frequency measurement; Measurement errors; Noise measurement; Radar tracking; Target tracking; Time measurement; White noise; Zinc;
  • fLanguage
    English
  • Journal_Title
    Aerospace and Electronic Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9251
  • Type

    jour

  • DOI
    10.1109/TAES.1987.310893
  • Filename
    4104388
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1150983