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.


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    Title :

    Alpha-Beta Filter with Correlated Measurement Noise


    Contributors:

    Published in:

    Publication date :

    1987-07-01


    Size :

    471989 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English