General Solution to Constant Gain Tracking Filters

This report presents a general solution to Constant Gain Tracking Filters, which are nothing more than matrix difference equations. These equations can be solved regardless of the measurement model provided the model is deterministic. The general solution can then be used to compute the covariance matrix under very general assumptions about the noise. In this report, the general case will be solved, and the alpha-beta will be solved as an illustrative example.Naval Surface Warfare Center Dahlgren Div VA is the author of 'General Solution to Constant Gain Tracking Filters', published 2001 under ISBN 9781423526421 and ISBN 1423526422.