Accession Number:

ADA076140

Title:

An Analytic Analysis of a Kalman Filter and Smoother

Descriptive Note:

Technical rept.

Corporate Author:

ELECTRONICS RESEARCH LAB ADELAIDE (AUSTRALIA)

Personal Author(s):

Report Date:

1979-07-01

Pagination or Media Count:

21.0

Abstract:

A Kalman filter and smoother which uses data from position measuring instrumentation to estimate changes in position, velocity, and acceleration is derived in detailed analytic form. The filtering and smoothing characteristics are shown to be completely determined by a single nondimensional parameter, which itself is a simple function of the input parameters to the filter. The concept of the bandwidth of the filter and the smoother is examined, and analytic expressions are derived for the bandwidth of the smoother, and of the filter with respect to position. The analysis highlights situations in which the smoother is clearly superior to the filter.

Subject Categories:

  • Target Direction, Range and Position Finding

Distribution Statement:

APPROVED FOR PUBLIC RELEASE