Optimum Steady State Position, Velocity, and Acceleration Estimation Using Noisy Sampled Position Data

A one-dimensional tracking filter based on the Kalman filtering techniques for tracking of a dynamic target such as an aircraft is discussed. The target is assumed to be moving with constant acceleration and is acted upon by a plant noise which perturbs its constant acceleration motion. The plant noise accounts for maneuvers and/or other random factors. Analytical results for estimating optimum steady state position, velocity, and acceleration of the target are obtained.