Closed-form solutions of ECV and ECA tracking filters based on a transfer-function approach

New expressions are given for analytical solutions to the steady-state gains of the two-state exponentially correlated velocity (ECV) and three-state exponentially correlated acceleration (ECA) tracking filters with continuous-time position measurements. The present solution method is based on a transfer-function approach, and there is no need to know about the knowledge of the estimation error covariance. For a case when the steady-state error covariance or RMS error value is desired, such gains can be incorporated with the algebraic Riccati equation.