Title :
A Lower Bound on Prediction Errors for Randomly Accelerating Targets
Author_Institution :
Dept. of Elec. Engrg. Ohio State University Columbus, Ohio 43210
Abstract :
A lower bound exists for the accuracy with which the future position of a randomly accelerating target can be predicted. This bound applies even when noiseless data is optimally processed. In this correspondence, the prediction error bound is evaluated and presented as a universal curve for the case of a stationary random acceleration process with an exponential autocorrelation function.
Keywords :
Acceleration; Autocorrelation; Control systems; Delay effects; Filtering theory; Kalman filters; Polynomials; Predictive models; Random processes; White noise;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1969.309981