For many tracking applications, the measurement errors onsuccessive observations are correlated. Using a first-order Markov model for the correlation, we present analytical expressions for the time-varying covariance and gains of an alpha-beta tracking filter.To a good approximation, the effect of correlation is to increase the time interval between measurements by a factor (1+a)/(1-a),where a is the coefficient of correlation between successive measurements.
Alpha-Beta Filter with Correlated Measurement Noise
IEEE Transactions on Aerospace and Electronic Systems ; AES-23 , 4 ; 592-594
1987-07-01
471989 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Steady-state Kalman filter with correlated measurement noise-an analytical solution
Tema Archiv | 1989
|Filtering with Perfectly Correlated Measurement Noise
AIAA | 1972
|