DocumentCode
2796844
Title
Steady-state Kalman filter with correlated measurement noise-an analytical solution
Author
Rogers, Steven R.
Author_Institution
ELTA Electron. Ind., Ashdod, Israel
fYear
1989
fDate
22-26 May 1989
Firstpage
218
Abstract
An analytical solution is presented for a discrete-time, steady-state Kalman filter with correlated measurement noise. The measurement model is a first-order Markov process, characterized by variance and correlation parameters. The analytical results are used to study the effect of a correlation on steady-state tracking accuracies
Keywords
Kalman filters; Markov processes; correlation methods; tracking; correlated measurement noise; first-order Markov process; measurement model; steady-state Kalman filter; steady-state tracking; variance parameters; Bandwidth; Filters; Frequency; Markov processes; Measurement errors; Noise measurement; Radar tracking; Steady-state; Target tracking; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Aerospace and Electronics Conference, 1989. NAECON 1989., Proceedings of the IEEE 1989 National
Conference_Location
Dayton, OH
Type
conf
DOI
10.1109/NAECON.1989.40216
Filename
40216
Link To Document