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.


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    Title :

    Closed-Form Solution of a Recursive Tracking Filter with a Priori Velocity Initialization


    Contributors:
    Yu, M.h. (author) / Meyer, M.P. (author)

    Published in:

    Publication date :

    1985-03-01


    Size :

    423487 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English



    Recursive Filter Initialization

    RICHARD H. BATTIN / STEVEN R. CROOPNICK / AND JAMES M. HABBE | AIAA | 1972


    Recursive filter initialization.

    Battin, R. H. / Croopnick, S. R. / Habbe, J. M. | NTRS | 1972