Closed-form solutions of ECV and ECA tracking filters based on a transfer-function approach

DOI10.1049/IP-D.1987.0059zbMath0626.93076OpenAlexW4235305772MaRDI QIDQ3030704

Keigo Watanabe

Publication date: 1987

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1987.0059

zbMATH Keywords

algebraic Riccati equationtime-invarianttracking filtersthree-state exponentially correlated accelerationtransfer-functiontwo-state exponentially correlated velocity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Matrix equations and identities (15A24)

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