The deterministic design of the alpha-beta filter and the stochastic design of its Kalman counterpart are placed on a common basis. The first step is to find the continuous-time filter architecture which transforms into the alpha-beta discrete filter via the method of impulse invariance. This yields relations between filter bandwidth and damping ratio and the coefficients, alpha and beta . In the Kalman case, these same coefficients are related to a defined stochastic signal-to-noise ratio and to a defined normalized tracking error variance. These latter relations are obtained from a closed-form, unique, positive-definite solution to the matrix Riccati equation for the tracking error covariance. A nomograph is given that relates the stochastic and deterministic designs.<>


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    Title :

    Reconciling steady-state Kalman and alpha-beta filter design


    Contributors:
    Painter, J.H. (author) / Kerstetter, D. (author) / Jowers, S. (author)


    Publication date :

    1990-11-01


    Size :

    436228 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English