Digital tracking filters with high order correlated measurement noise

Author

Gazit, Ran

Author_Institution

Stanford Univ., CA, USA

Volume

33

Issue

1

fYear

1997

Firstpage

171

Lastpage

177

Abstract

The existing algorithms for the design of digital filters with colored measurement noise involve a restriction on the dimension of the measurement error model. Kalman filter equations and state space partition are used to formulate an optimal tracking filter without such restrictions. The input to the new filter are two consecutive measurements, and it is initialized by using the first available measurements and the error model correlation matrix. Several examples illustrate the filter formulation and initialization.

Keywords

Kalman filters; correlation methods; digital filters; matrix algebra; measurement errors; network synthesis; random noise; state-space methods; tracking filters; Kalman filter equations; Monte Carlo simulation; design of digital filters; digital tracking filters; error model correlation matrix; filter formulation; high order correlated measurement noise; initialization; measurement error model; measurement noise; optimal tracking filter; state space partition; Aerodynamics; Colored noise; Digital filters; Equations; Global Positioning System; Measurement errors; Noise measurement; Radar tracking; Target tracking; Vectors; White noise;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/7.570736

Filename

570736