Alpha-Beta Filter with Correlated Measurement Noise

1 July 1987

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems

Vol. AES-23 (4) , 592-594
https://doi.org/10.1109/taes.1987.310893

Abstract

For many tracking applications, the measurement errors onsuccessive observations are correlated. Using a first-order Markov model for the correlation, we present analytical expressions for the time-varying covariance and gains of an alpha-beta tracking filter.To a good approximation, the effect of correlation is to increase the time interval between measurements by a factor (1+a)/(1-a),where a is the coefficient of correlation between successive measurements.

Keywords

This publication has 4 references indexed in Scilit:

Accuracy of the decoupled Kalman filter
IEEE Transactions on Automatic Control, 1986
Decoupled Kalman filters for phased array radar tracking
IEEE Transactions on Automatic Control, 1983
Multipath Limitations on Low-Angle Radar Tracking
IEEE Transactions on Aerospace and Electronic Systems, 1978
Low-angle radar tracking
Proceedings of the IEEE, 1974