Analytical solution for continuous-time Kalman tracking filterswith colored measurement noise in frequency domain |
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| Authors: | Arcasoy CC Koc B |
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| Institution: | Dept. of Electr. & Electron. Eng., Eastern Mediterranean Univ., Mersin; |
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| Abstract: | New expressions are given for analytical solutions to the steady-state Kalman gains of the two-state exponentially correlated velocity (ECV) and the three-state exponentially correlated acceleration (ECA) tracking filters with position measurements by using spectral factorization method. The measurement colored noise model is characterized by a correlation time 1/λ. The vehicle oscillations such as wind-induced-bending is also considered in the modeling of the system which leads to the most generalized state transition matrix |
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