Steady-State Solution for a Three-State Kalman Filter Using Range, Range Rate and Range Acceleration Measurements

摘要

Making use of the non-recursive solution for the discrete Riccati equation, a closed-form steady-state solution is derived for a three-state Kalman filter when range, range rate and range acceleration are measured.A new normalization of the steady-state error covariance is introduced, and the minimum values of the normalized steady-state error variances are obtained by numerical evaluations.