General Solution to Constant Gain Tracking Filters

Abstract

This report presents a general solution to Constant Gain Tracking Filters, which are nothing more than matrix difference equations. These equations can be solved regardless of the measurement model provided the model is deterministic. The general solution can then be used to compute the covariance matrix under very general assumptions about the noise. In this report, the general case will be solved, and the alpha-beta will be solved as an illustrative example.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 2001
Accession Number
ADA396720

Entities

People

  • A. Smith-carroll
  • John E. Gray

Organizations

  • Naval Surface Warfare Center

Tags

Communities of Interest

  • C4I
  • Sensors
  • Weapons Technologies

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Design Criteria
  • Difference Equations
  • Eigenvalues
  • Engineering
  • Equations
  • Equations Of State
  • Frequency Domain
  • Mathematics
  • Measurement
  • Noise Reduction
  • Simultaneous Equations
  • Statistics
  • Steady State
  • Surface Warfare
  • United States

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Microwave Engineering.
  • Statistical inference.