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Analytical solution for a steady-state Kalman filter tracker with random power spectral density process noise

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1 Author(s)
Sudano, J.J. ; Gov. Electron. Syst., Martin Marietta, Moorestown, NJ

An analytical solution is obtained for a steady-state Kalman filter tracker with a random power spectral density as process noise. Great insight is obtained from these analytic solutions of trackers. Optimal relationships are obtained between the gain variables. A unitless tracking index is defined as the only variable driving the steady-state Kalman filter tracker. This unitless tracking index value is defined as: Λ=√(psd8(ΔT)3/σm 2). Optimal gains and minimum covariance are analytically calculated given the tracking index ΛA

Published in:
Aerospace and Electronics Conference, 1995. NAECON 1995., Proceedings of the IEEE 1995 National  (Volume:2 )

Date of Conference: 22-26 May 1995

Page(s):
748 - 751 vol.2
Meeting Date :
22 May 1995-26 May 1995
ISSN :
0547-3578
Print ISBN:
0-7803-2666-0
INSPEC Accession Number:
5182893
Conference Location :
Dayton, OH
Digital Object Identifier :
10.1109/NAECON.1995.522020
Product Type:
Conference Publications

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