Theory and application of adaptive fading memory Kalman filters

To resolve difficulties encountered in estimating rigid body motion from noisy radar measurements, the behavior of an adaptive fading-memory Kalman filter is studied. How adaptive fading-memory Kalman filters can be constructed to estimate rigid body motion from radar measurements is described. A review of fading-memory Kalman filters is contained, with emphasis on their interpretation in the frequency domain. The stability analysis of an adaptive fading-memory Kalman filter is performed. Sample behavior of the error state vector is also examined. The application of the adaptive fading-memory Kalman filters to rigid-body motion estimation is briefly described