Performance of the g-h Filter for Tracking Maneuvering Targets
B. K. Bhagavan, Robert J. Polge · IEEE Transactions on Aerospace and Electronic Systems · 1974
The g-h filter is often used as a tracking filter. Assuming that the target under track is modelled as a constant-velocity system with a correlated random acceleration, equations are derived for the covariances of the filtered and predicted estimates. These equations are useful to predict the performance of the filter and to select suitable parameters so as to improve performance.