Fixed-lag alpha-beta filter for target trajectory smoothing
A fixed-lag Kalman smoother can be used for target trajectory reconstruction in postmission data analysis from noisy sensor data, where lag is the time difference between the time of the latest available measurement (or the latest measurement used for estimation) and the time of the smoothed estimat...
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Veröffentlicht in: | IEEE transactions on aerospace and electronic systems 2004-10, Vol.40 (4), p.1417-1421 |
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description | A fixed-lag Kalman smoother can be used for target trajectory reconstruction in postmission data analysis from noisy sensor data, where lag is the time difference between the time of the latest available measurement (or the latest measurement used for estimation) and the time of the smoothed estimate. Based on the steady-state conditions of a Kalman smoother, a recursive method for calculating the steady-state gains and covariance matrix of a fixed-lag alpha-beta smoother is derived and presented. The equations derived for the alpha-beta fixed-lag smoother were verified using a Kalman smoother in steady-state, and the results are used to characterize the benefits achieved with fixed-lag smoothing. |
doi_str_mv | 10.1109/TAES.2004.1386894 |
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The equations derived for the alpha-beta fixed-lag smoother were verified using a Kalman smoother in steady-state, and the results are used to characterize the benefits achieved with fixed-lag smoothing.</description><identifier>ISSN: 0018-9251</identifier><identifier>EISSN: 1557-9603</identifier><identifier>DOI: 10.1109/TAES.2004.1386894</identifier><identifier>CODEN: IEARAX</identifier><language>eng</language><publisher>New York: IEEE</publisher><subject>Aircraft components ; Covariance matrix ; Data processing ; Electronic systems ; Equations ; Estimates ; Gain ; Gaussian noise ; Kalman filters ; Mathematical analysis ; Noise measurement ; Smoothing ; Smoothing methods ; State estimation ; Steady-state ; Time measurement ; Trajectories ; Trajectory</subject><ispartof>IEEE transactions on aerospace and electronic systems, 2004-10, Vol.40 (4), p.1417-1421</ispartof><rights>Copyright The Institute of Electrical and Electronics Engineers, Inc. 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The equations derived for the alpha-beta fixed-lag smoother were verified using a Kalman smoother in steady-state, and the results are used to characterize the benefits achieved with fixed-lag smoothing.</description><subject>Aircraft components</subject><subject>Covariance matrix</subject><subject>Data processing</subject><subject>Electronic systems</subject><subject>Equations</subject><subject>Estimates</subject><subject>Gain</subject><subject>Gaussian noise</subject><subject>Kalman filters</subject><subject>Mathematical analysis</subject><subject>Noise measurement</subject><subject>Smoothing</subject><subject>Smoothing methods</subject><subject>State estimation</subject><subject>Steady-state</subject><subject>Time measurement</subject><subject>Trajectories</subject><subject>Trajectory</subject><issn>0018-9251</issn><issn>1557-9603</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2004</creationdate><recordtype>article</recordtype><sourceid>RIE</sourceid><recordid>eNqNkUFLAzEQhYMoWKs_QLwsHvS0NZNkNwmepLQqFDxYzyG7O9tu2XZrkoL992ZpQfAgnoZhvvd4wyPkGugIgOqH-dPkfcQoFSPgKldanJABZJlMdU75KRlQCirVLINzcuH9Kq5CCT4gj9PmC6u0tYvEttulTQsMNqmbNqBL6s4lwboFhiQ4u8IydG6f-HXXhWWzWVySs9q2Hq-Oc0g-ppP5-CWdvT2_jp9maRmjhFRyK6xWGgvgWFBGQVe5xEpozXOmsooDUoyJSlnzvM6wYFwWUjAQEAPXfEjuD75b133u0AezbnyJbWs32O280RQkKKl5JO_-JJlSmkHO_gEyKSjLInj7C1x1O7eJ7xqleKZBqd4NDlDpOu8d1mbrmrV1ewPU9PWYvh7T12OO9UTNzUHTIOIPf7x-A4vmiPE</recordid><startdate>20041001</startdate><enddate>20041001</enddate><creator>Ogle, T.L.</creator><creator>Blair, W.D.</creator><general>IEEE</general><general>The Institute of Electrical and Electronics Engineers, Inc. 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subjects | Aircraft components Covariance matrix Data processing Electronic systems Equations Estimates Gain Gaussian noise Kalman filters Mathematical analysis Noise measurement Smoothing Smoothing methods State estimation Steady-state Time measurement Trajectories Trajectory |
title | Fixed-lag alpha-beta filter for target trajectory smoothing |
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