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Covariance Matrix for ?-?-? Filtering |
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| Authors: | Solomon DL |
| Institution: | Rca Astro Electronics MS T-2-B P.O. Box 800 Princeton, NJ 08540; |
| Abstract: | Closed-form expressions are derived for the output noise response of an ?-?-? filter in steady-state operation with constant measurement noise statistics. To the author's knowledge such expressions have been unavailable until now. These formulas are useful for target tracking applications. |
| Keywords: | |