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.<>
Reconciling steady-state Kalman and alpha-beta filter design
IEEE Transactions on Aerospace and Electronic Systems ; 26 , 6 ; 986-991
1990-11-01
436228 byte
Article (Journal)
Electronic Resource
English
Steady-state Kalman filter with correlated measurement noise-an analytical solution
Tema Archive | 1989
|