Browsing by Author "Kerstetter, D."

Now showing 1 - 1 of 1
  • Thumbnail Image
    Item
    Reconciling steady-state Kalman and alpha-beta filter design
    (IEEE, 1990-11) Painter, John H.; Kerstetter, D.; Jowers, S.
    The deterministic design of the alpha-beta filter and the stochastic design of its Kalman counterpart are placed on a common basis. The first step is to find the continuous-time filter architecture which transforms into the alpha-beta discrete filter via the method of impulse invariance. This yields relations between filter bandwidth and damping ratio and the coefficients, α and β. In the Kalman case, these same coefficients are related to a defined stochastic signal-to-noise ratio and to a defined normalized tracking error variance. These latter relations are obtained from a closed-form, unique, positive-definite solution to the matrix Riccati equation for the tracking error covariance. A nomograph is given that relates the stochastic and deterministic designs.