New analytical solutions of steady-state Kalman gains are presented for a discrete-time tracking filter with correlation in both the measurement noise and the target maneuver. The measurement noise model is a first-order discrete Markov process characterized by a correlation coefficient /spl rho/. The target motion is examined for an exponentially correlated acceleration maneuver type in which the vehicle oscillation such as wind-induced-bending is also considered. The present solution method is based on factorizing the observed spectral density matrix /spl Psi/(z) in frequency domain. The algorithm proposed here gives the Kalman gain matrix directly. For a case when the steady-state error covariance matrix is desired, such gains can be incorporated with the algebraic Riccati equation.
Analytical solution of discrete colored noise ECA tracking filter
IEEE Transactions on Aerospace and Electronic Systems ; 34 , 1 ; 93-102
01.01.1998
792343 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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