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Abstract
In application, it is believed that the third order linear predictor-corrector digital filter, or commonly known as the α-β-, tracking filter. can be derived from the Kaiman filter. In this paper, we characterize the values of α,β, and , so that theα-β-, tracking filter is indeed a limiting Kaiman filter, and derive the input to observation noise ratios in terms of the stochastic parameters as functions of α,β and , to allow the user to design the α-β-, filter to obtain near-optimal performancez-transform is used to uncouple the filter and to study stability.
∗Supported in part by the U.S. Army Research Office under Contract No. DAAG 29-81-K-0133. Department of Mathematics, Texas A& M University, College Station, Texas 77843.
∗Supported in part by the U.S. Army Research Office under Contract No. DAAG 29-81-K-0133. Department of Mathematics, Texas A& M University, College Station, Texas 77843.
Notes
∗Supported in part by the U.S. Army Research Office under Contract No. DAAG 29-81-K-0133. Department of Mathematics, Texas A& M University, College Station, Texas 77843.