/spl alpha/-/spl beta/ filters derived from a tracking method using a weighted measurement covariance matrix
Yoshio Kosuge, Masayoshi Ito · Society of Instrument and Control Engineers of Japan · 2004
We present that a new tracking method can be obtained from replacing the measurement covariance matrix B in the Riccati difference equation of a Kalman filter by lB where l is a constant parameter. We examine the stability of an /spl alpha/-/spl beta/ filter derived from this new paper's method. We also compare the tracking performance of various /spl alpha/-/spl beta/ filters as a function of l.