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.


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    Title :

    Analytical solution of discrete colored noise ECA tracking filter


    Contributors:
    Ozkaya, B. (author) / Arcasoy, C.C. (author)


    Publication date :

    1998-01-01


    Size :

    792343 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English