DocumentCode
2944648
Title
What do filter coefficient relationships mean?
Author
Gray, John E. ; Smith-Carroll, A. Sunshine ; Murray, William J.
Author_Institution
Dept. of Syst. Res. & Technol., Naval Surfare Warfare Center Dahlgren Div., VA, USA
fYear
2004
fDate
2004
Firstpage
36
Lastpage
40
Abstract
There are three commonly used relationships between alpha and beta that are reported in the literature: Kalata, Benedict-Bordner, and continuous white noise. The Kalata relation is obtained from steady state Kalman filter theory assuming zero mean white noise in the position and velocity state equations. The Benedict-Bordner relation is derived based on good noise reduction and good tracking through maneuvers. Both the Kalata and Benedict-Bordner relationships can be derived without any reference to a Kalman filter. The question, given the variety of filter coefficient relationships, is which relationship should be chosen as part of a filter design and why? What does it mean to choose a particular filter coefficient relationship? What is the difference between filter coefficient relationship and a criteria to maximize performance? In this paper, the author tries to give the answer to these questions.
Keywords
Kalman filters; filtering theory; noise abatement; white noise; Benedict-Bordner relation; Kalata relation; cost function; filter coefficient relationships; noise reduction; position state equation; steady state Kalman filter theory; velocity state equation; zero mean white noise; Cost function; Damping; Equations; Eyes; Filters; Noise reduction; Steady-state; Target tracking; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
System Theory, 2004. Proceedings of the Thirty-Sixth Southeastern Symposium on
ISSN
0094-2898
Print_ISBN
0-7803-8281-1
Type
conf
DOI
10.1109/SSST.2004.1295615
Filename
1295615
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