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 continuo...Show MoreMetadata
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, alpha and beta . 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.<>
Published in: IEEE Transactions on Aerospace and Electronic Systems ( Volume: 26, Issue: 6, November 1990)
DOI: 10.1109/7.62250