Design and analysis of linear predictor-corrector digital filters
Title:
Design and analysis of linear predictor-corrector digital filters
Author:
Chui, Charles K.
Appeared in:
Linear & multilinear algebra
Paging:
Volume 15 (1984) nr. 1 pages 47-69
Year:
1984-02
Contents:
In application, it is believed that the third order linear predictor-corrector digital filter, or commonly known as the α-β-, tracking filter. can be derived from the Kaiman filter. In this paper, we characterize the values of α,β, and , so that theα-β-, tracking filter is indeed a limiting Kaiman filter, and derive the input to observation noise ratios in terms of the stochastic parameters as functions of α,β and , to allow the user to design the α-β-, filter to obtain near-optimal performancez-transform is used to uncouple the filter and to study stability.
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