Industry Tip: Picking the Minimum Process Noise Variance for Your NCV Track Filter
William Dale Blair · IEEE Aerospace and Electronic Systems Magazine · 2021
When tracking maneuvering targets with a nearly constant velocity (NCV) Kalman filter with discrete white noise acceleration, the selection of the process noise variance is complicated by the fact that the process noise errors are modeled as white Gaussian, while target maneuvers are deterministic or highly correlated in time. In this industry tip, guidance on picking the minimum process noise variance for the NCV Kalman filter is provided.