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Reconciling steady-state Kalman and alpha-beta filter design

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dc.creator Painter, John H.
dc.creator Kerstetter, D.
dc.creator Jowers, S.
dc.date.accessioned 2010-02-18T19:42:56Z
dc.date.available 2010-02-18T19:42:56Z
dc.date.issued 1990-11
dc.identifier.citation Painter, J.H., Kerstetter, D., Jowers, S. (1990). Reconciling steady-state Kalman and alpha-beta filter design. IEEE Transactions on Aerospace and Electronic Systems, vol.26, issue 6: 986-991. en
dc.identifier.issn 0018-9251
dc.identifier.uri 10.1109/7.62250
dc.identifier.uri http://hdl.handle.net/1969.1/90474
dc.description ©1990 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. en
dc.description.abstract 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. en
dc.description.sponsorship Aerospace & Electronic Systems Society en
dc.language.iso en_US en
dc.publisher IEEE en
dc.subject Kalman filters en
dc.subject network synthesis en
dc.subject nomograms en
dc.subject signal processing en
dc.subject stochastic systems en
dc.subject tracking en
dc.title Reconciling steady-state Kalman and alpha-beta filter design en
dc.type Article en
local.department Aerospace Engineering en

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