An alternative method to using plant noise as a means of selecting filter gains in a complex tracking environment
John Edward Gray, GEORGE J. FOSTER · 2002
In this paper, we develop a methodology for comparing filter gain selection for several different filter coefficient relationships. When designing tracking filters, an important issue is the selection of the filter gains. The steady state solution of the Kalman filter leads to different filter coefficient relationships depending on what one assumes for the process noise model. Three commonly used relationships are the Benedict-Bordner relationship, the Kalata relationship, and the continuous white noise relationship. However, an analytic method for comparing these different relationships is needed. We develop a common methodology for comparing filter performance based upon cost functions in this paper and then discuss how the comparison might be used.