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Theory and application of adaptive fading memory Kalman filters

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1 Author(s)
T. S. Lee ; MIT Lincoln Lab., Lexington, MA, USA

To resolve difficulties encountered in estimating rigid body motion from noisy radar measurements, the behavior of an adaptive fading-memory Kalman filter is studied. How adaptive fading-memory Kalman filters can be constructed to estimate rigid body motion from radar measurements is described. A review of fading-memory Kalman filters is contained, with emphasis on their interpretation in the frequency domain. The stability analysis of an adaptive fading-memory Kalman filter is performed. Sample behavior of the error state vector is also examined. The application of the adaptive fading-memory Kalman filters to rigid-body motion estimation is briefly described

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IEEE Transactions on Circuits and Systems  (Volume:35 ,  Issue: 4 )