Title :
Simple Tracking Filters: Closed-Form Solutions
Author :
Fitzgerald, Robert J.
Author_Institution :
Raytheon Company
Abstract :
A closed-form steady-state solution is presented for a three-state tracking filter with continuous position measurements and exponentially correlated target acceleration. Some other related closed-form solutions are discussed, and some comparative performance data is presented for the discrete measurement case.
Keywords :
Acceleration; Closed-form solution; Computer aided software engineering; Covariance matrix; Equations; Filters; Position measurement; Steady-state; Target tracking; White noise;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1981.309128