Title :
Steady-State Covariance Matrix Determination for a Three-Dimensional Kalman Tracking Filter
Author :
Ramachandra, K.V.
Author_Institution :
Computer Group Electronics and Radar Development Establishment Bangalore-560001 India
Abstract :
The steady-state components of the covariance matrix of estimation errors after processing an observation have been analytically determined ined for a tree-dimensional Kalman tracking filter.
Keywords :
Acceleration; Accelerometers; Covariance matrix; Estimation error; Gain measurement; Kalman filters; Noise measurement; Steady-state; Vehicles;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1979.308775