Tracking and Kalman filtering made easy P5

Chia sẻ: Khinh Kha Kha | Ngày: | Loại File: PDF | Số trang:28

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Tracking and Kalman filtering made easy P5

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FIXED-MEMORY POLYNOMIAL FILTER 5.1 INTRODUCTION In Section 1.2.10 we presented the growing-memory g–h filter. For n fixed this filter becomes a fixed-memory filter with the n most recent samples of data being processed by the filter, sliding-window fashion. In this chapter we derive a higher order form of this filter. We develop this higher order fixed-memory polynomial filter by applying the least-squares results given by (4.1-32). As in Section 1.2.10 we assume that only measurements of the target range, designated as xðtÞ, are available, that is, the measurements are onedimensional, hence r ¼ 0 in (4.1-1a). The state vector is given...

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