Track filters for correlated measurements and target maneuvers
Steven R. Rogers · IEEE Conference on Aerospace and Electronics · 2002
The effect of correlated measurement errors on target tracking accuracies is studied by means of Kalman filter theory. The measurement error is modeled as a first-order Markov process characterized by a correlation time ( tau ) and a position error variance. The target motion is described by one of two dynamic models: the exponentially correlated velocity (ECV) model and the exponentially correlated acceleration (ECA) model. The analysis is based on two new solutions for the continuous-time, steady-state Kalman covariance. For both the ECV and ECA target models, the velocity variance exhibits resonant behavior whenever the target maneuver bandwidth is close to 1/ tau .>