The Calculation of Quadratic Forms for Turn Detector.

Abstract

The Kalman filter equations contain terms for an expression known as the 'quadratic form'. This expression provides a useful criterion for deciding whether the target being tracked by the Kalman filter has maneuvered. This note shows that the value of the quadratic form is, in certain circumstances, independent of the precise time for which it is calculated. (Author)

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1972
Accession Number
AD0744582

Entities

People

  • A. L. C. Quigley

Organizations

  • Admiralty Surface Weapons Establishment

Tags

DTIC Thesaurus Topics

  • Detectors
  • Equations
  • Filters
  • Kalman Filters
  • Mathematics
  • Warning Systems

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.