Continuous-time ECV and ECA track filters with colored measurement noise

Author

Rogers, Steven R.

Author_Institution

ELTA Electron., Ashdod

Volume

26

Issue

4

fYear

1990

fDate

7/1/1990 12:00:00 AM

Firstpage

663

Lastpage

666

Abstract

Analytical solutions are presented for two continuous-time track filters with correlation in both the measurement errors and the target maneuvers. The measurement error model is a first-order Markov process, characterized by a correlation time (γ) and a position error variance (r). The target motion is described by one of two dynamic models: the exponentially correlated velocity (ECV) model, and the exponentially correlated acceleration (ECA) model. For both models, the steady-state velocity variance exhibits resonant behavior. The analytical solutions include as special cases several previously published results

Keywords

Markov processes; filtering and prediction theory; measurement errors; tracking systems; colored measurement noise; continuous-time track filters; correlation; dynamic models; exponentially correlated acceleration; exponentially correlated velocity; first-order Markov process; measurement errors; position error variance; steady-state velocity variance; target maneuvers; target motion; Bandwidth; Colored noise; Filters; Measurement errors; Noise measurement; Position measurement; Radar tracking; Steady-state; Target tracking; Velocity measurement;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/7.55559

Filename

55559