Determination of Optimum Filter Parameters for α-β-γ Filtering

K. V. Ramachandra · IETE Journal of Research · 1982

Recursive relationships are developed for an optimal α—β—γ filter having an imperfect predictor. The statistics of the measurement and prediction errors are incorporated in the determination of oprimalα, β and γ and parameters. When the prediction uncertainties and the measurement statistics are white Gaussian, the optimal α—β—γ filter is shown to be equivalent to the Kalman filter.

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