Constant gain analysis for discrete tracking filters

An analysis of discrete constant gain alpha - beta - gamma tracking filters is presented. Through the use of a symbolic manipulation program, a steady-state closed-form solution is obtained for key error covariance elements. This in turn allows for a straight-forward calculation of the tracking filter gains without resorting to solving a discrete matrix Ricatti equation until steady-state values have been achieved. Gain variation as a function of process noise, measurement noise, and sampling time is also investigated.<>