Closed-Form Solution of ECA Target-Tracking Filter using Position and Velocity Measurements

Presented are closed-form expressions of the three-state exponentially correlated acceleration(ECA) target-tracking filter. The steady-state solution is derived based on Vaughan's approach for the case that the measurements of target position and velocity are available at discrete points in time. The solution for the ECA tracking filter using only position measurements and the solution for the constant acceleration(CA) tracking filter are obtained as a special case of the presented results.