Design and Analysis of Linear Predictor-Corrector Digital Filters

Charles K. Chui

Research output: Contribution to journalJournal articlepeer-review

3 Citations (Scopus)

Abstract

In application, it is believed that the third order linear predictor-corrector digital filter, or commonly known as the α-β-γ tracking filter, can be derived from the Kalman filter. In this paper, we characterize the values of α, β and γ so that the α-β-γ tracking filter is indeed a limiting Kalman filter, and derive the input to observation noise ratios in terms of the stochastic parameters as functions of α, β and γ to allow the user to design the α-β-γ filter to obtain near-optimal performance, z-transform is used to uncouple the filter and to study stability.

Original languageEnglish
Pages (from-to)47-69
Number of pages23
JournalLinear and Multilinear Algebra
Volume15
Issue number1
DOIs
Publication statusPublished - 1 Jan 1984

Scopus Subject Areas

  • Algebra and Number Theory

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