论文信息 - Covariance Matrix for a--? Filtering

Covariance Matrix for a--? Filtering

Closed-form expressions are derived for the output noise response of an α-β-γ filter in steady-state operation with constant measurement noise statistics. To the author's knowledge such expressions have been unavailable until now. These formulas are useful for target tracking applications.

Daniel L. Solomon

[1] S. Barnett,et al. Simplification of the Lyapunov matrix equation A_{T}PA - P = -Q , 1974 .

[2] H. Simpson,et al. Performance measures and optimization condition for a third-order sampled-data tracker , 1963 .