A closed-form solution is presented for the transient gains and covariances of a two-state tracking filter which is initialized with a finite a priori velocity error variance. The formulas are applied to long-range tracking and fire control problems, and are shown to agree (in the limit) with classical formulas for a least-squares line estimator and a bias-in-noise estimator.
Closed-Form Solution of a Recursive Tracking Filter with a Priori Velocity Initialization
IEEE Transactions on Aerospace and Electronic Systems ; AES-21 , 2 ; 262-264
01.03.1985
423487 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Recursive Filter Initialization
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