Adaptive-Gain Tracking Filters Based on Minimization of the Innovation Variance

Adaptive-gain-and-tau tracking filters for correlated target maneuvers

“…The state-space equation of such a filter may be interpreted as a MA model and the tracker gain is linearly connected to the MA coefficients [7][8].…”

“…As shown, the steady-gain filter specifies a MA model whose coefficients are linearly tied to the filter gain. This link underlies the adaptive-gain tracker [7][8].…”

“…Recently [7][8], adaptation of this and higher-order models ( --, ---) have been performed using the common prediction error method (PEM). As shown, the steady-gain filter specifies a MA model whose coefficients are linearly tied to the filter gain.…”

Adaptive range tracking for radar technique

“…In the adaptive filter the steady (or slowly varying) gain k is adjusted due to the prediction error, e n . In the direct parameterization form of the steady KF [10] all unknowns are cast in k. For the parameter estimation we use the input-output equation [8,9] …”

“…[5][6][7], either rely on the universal methods of AKF or use various forms of the user experience like the expert rules, fuzzy reasoning, etc. The remaining niche can be filled in with a simple and equally fully automatic adaptive gain tracker [8,9]. The attractiveness of this filter is in that the α-β gain is adjusted in a manner similar to the usual recursive estimation of the autoregressive moving-average (ARMA) model, based upon the classical parameter identification technique [10].…”