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Closed-form solutions of ECV and ECA tracking filters based on a transfer-function approach

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1 Author(s)
Watanabe, Keigo ; Shizuoka University, College of Engineering, Hamamatsu, Japan

New expressions are given for analytical solutions to the steady-state gains of the two-state exponentially correlated velocity (ECV) and three-state exponentially correlated acceleration (ECA) tracking filters with continuous-time position measurements. The present solution method is based on a transfer-function approach, and there is no need to know about the knowledge of the estimation error covariance. For a case when the steady-state error covariance or RMS error value is desired, such gains can be incorporated with the algebraic Riccati equation.

Published in:

Control Theory and Applications, IEE Proceedings D  (Volume:134 ,  Issue: 6 )

Date of Publication:

November 1987

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