The alpha - beta - Gamma tracking filter with a noisy jerk as the maneuver model

The optimal gains and covariances of an alpha - beta - Gamma filter are computed. It is assumed that the maneuver model is an uncorrelated zero mean noise jerk. Input to the tracking filter is position updates. The measurement errors are modeled as uncorrelated zero mean noise processes. >

[1]  P. Kalata.  The Tracking Index: A Generalized Parameter for α-β and α-β-γ Target Trackers , 1984, IEEE Transactions on Aerospace and Electronic Systems.