Discrete Time H, ControlEstimation Applied to the Target Tracking Problem Using a Variation of Parameters Approach
Lockheed Martin · 2000
This paper provides a complete derivation of the discrete time H, controller and jilter using a variation of parameters approach. We show that the H,jilter has a similar structure to the Kalman filter. These results are consistent with existing derivations under alternative techniques. Conditions, derived from the variational technique, which provide for jilter existence arepresented. As an example, the Kalman, H2, and H,filters are applied to the steady state target tracking problem where their performance is examined.