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Reconciling steady-state Kalman and alpha-beta filter design

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3 Author(s)
Painter, J.H. ; Dept. of Electr. Eng., Texas A&M Univ., College Station, TX, USA ; Kerstetter, D. ; Jowers, S.

The deterministic design of the alpha-beta filter and the stochastic design of its Kalman counterpart are placed on a common basis. The first step is to find the continuous-time filter architecture which transforms into the alpha-beta discrete filter via the method of impulse invariance. This yields relations between filter bandwidth and damping ratio and the coefficients, α and β. In the Kalman case, these same coefficients are related to a defined stochastic signal-to-noise ratio and to a defined normalized tracking error variance. These latter relations are obtained from a closed-form, unique, positive-definite solution to the matrix Riccati equation for the tracking error covariance. A nomograph is given that relates the stochastic and deterministic designs

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Aerospace and Electronic Systems, IEEE Transactions on  (Volume:26 ,  Issue: 6 )