• 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