Alpha beta filter

An alpha beta filter is a simplified form of Kalman filter which has static weighting constants instead of using co-variance matrices. [ [http://www.mstarlabs.com/control/engspeed.html "Engine Speed Monitoring: The Alpha-Beta Filter", Microstar Laboratories] ] [ [http://ieeexplore.ieee.org/Xplore/login.jsp?url=/iel4/7/2265/00062250.pdf?arnumber=62250 "Reconciling steady-state Kalman and alpha-beta filter design", by Painter, J.H.; Kerstetter, D.; Jowers, S. IEEE Transactions on Aerospace and Electronic Systems, Volume 26, Issue 6, Nov 1990 Page(s):986 - 991] ] [ [http://ieeexplore.ieee.org/Xplore/login.jsp?url=/iel5/7/30189/01386894.pdf?temp=x Fixed-lag alpha-beta filter for target trajectory smoothing Ogle, T.L.; Blair, W.D. Aerospace and Electronic Systems, IEEE Transactions on Volume 40, Issue 4, Oct. 2004 Page(s): 1417 - 1421] ] [ [http://stinet.dtic.mil/oai/oai?verb=getRecord&metadataPrefix=html&identifier=AD0759011 "Description of an alpha-beta Filter in Cartesian Coordinates", by Cantrell, Ben H., NAVAL RESEARCH LAB WASHINGTON DC, March 21, 1973] ] [ [http://stinet.dtic.mil/oai/oai?verb=getRecord&metadataPrefix=html&identifier=ADA329021 "Comparison of Four Filtering Options for a Radar Tracking Problem", by Lawton, John A. ; Jesionowski, Robert J. ; Zarchan, Paul. NAVAL SURFACE WARFARE CENTER DAHLGREN DIV VA, 1979.] ] [ [http://books.google.com/books?id=HxjDMcJWLYwC&pg=PA160&lpg=PA160&dq=alpha+beta+filter&source=web&ots=kabAY3rfso&sig=7vyxtbBzxrE0cYYAcZTg_gtnP78&hl=en#PPA160,M1 "Mathematical Techniques in Multisensor Data Fusion", By David Lee Hall, Sonya A. H., Artech House, 2004, ISBN 1580533353, section 4.4.4] ]

Filter Implementation

Filter Functions

x_m is the measured value, x_s is the smoothed value, x_p is the predicted value
0 < α,β < 1
α=β=0: Measurement has no effect; α=β=1: History has no effect

Filter Usage

References