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Continuous-time ECV and ECA track filters with colored measurement noise

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1 Author(s)
S. R. Rogers ; ELTA Electron., Ashdod

Analytical solutions are presented for two continuous-time track filters with correlation in both the measurement errors and the target maneuvers. The measurement error model is a first-order Markov process, characterized by a correlation time (γ) and a position error variance (r). The target motion is described by one of two dynamic models: the exponentially correlated velocity (ECV) model, and the exponentially correlated acceleration (ECA) model. For both models, the steady-state velocity variance exhibits resonant behavior. The analytical solutions include as special cases several previously published results

Published in:

IEEE Transactions on Aerospace and Electronic Systems  (Volume:26 ,  Issue: 4 )