Accession Number : AD0664486

Title :   SOME DESIGN CONSIDERATIONS FOR DIGITAL TRACKING FILTERS.

Descriptive Note : Research paper,

Corporate Author : INSTITUTE FOR DEFENSE ANALYSES ARLINGTON VA SCIENCE AND TECHNOLOGY DIV

Personal Author(s) : Steiglitz,Kenneth

Report Date : DEC 1967

Pagination or Media Count : 34

Abstract : The problem of how best to operate on sampled data to smooth and predict a polynomial corrupted by noise has received much attention. Finite memory and recursive filters have been studied. In this paper the weighting sequences for both are derived in the same notation, by designing the filters according to the criterion of minimizing the square error weighted by a function of the age of the data. When the age-weighting function is truncated, the filters become finite memory; when the age-weighting function is exponentially decaying, recursive filters result. Expressions are then derived in this uniform notation for the random error due to white measurement noise; and the systematic error, which arises because the actual track is assumed to be a higher order polynomial than the model. The random error increases with the model order m and decreases with the memory length, while the reverse is true for the systematic error. Thus numerical evaluation of these expressions provides some basis for the choice of memory length, model order, and filter type for the filtering of polynomials. The results of some explicit calculations are given for finite memory and recursive filters, one-step-ahead prediction, cubic actual track, and linear and quadratic models. (Author)

Descriptors :   (*RADAR TRACKING, ELECTROMAGNETIC WAVE FILTERS), NUMERICAL ANALYSIS, TIME SERIES ANALYSIS, POLYNOMIALS, DIGITAL SYSTEMS, ERRORS, MATRICES(MATHEMATICS), SAMPLING, TRANSFER FUNCTIONS, ACCURACY, ANALYSIS OF VARIANCE, MATHEMATICAL MODELS, MATHEMATICAL PREDICTION

Subject Categories : Cybernetics
      Active & Passive Radar Detection & Equipment

Distribution Statement : APPROVED FOR PUBLIC RELEASE