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A recursive solution for a fading memory filter derived from Kalman filter theoryA simple recursive solution for a class of fading memory tracking filters is presented. A fading memory filter provides estimates of filter states based on past measurements, similar to a traditional Kalman filter. Unlike a Kalman filter, an exponentially decaying weight is applied to older measurements, discounting their effect on present state estimates. It is shown that Kalman filters and fading memory filters are closely related solutions to a general least squares estimator problem. Closed form filter transfer functions are derived for a time invariant, steady state, fading memory filter. These can be applied in loop filter implementation of the Deep Space Network (DSN) Advanced Receiver carrier phase locked loop (PLL).
Document ID
19870001599
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Statman, J. I.
(Jet Propulsion Lab., California Inst. of Tech. Pasadena, CA, United States)
Date Acquired
August 13, 2013
Publication Date
August 15, 1986
Publication Information
Publication: The Telecommunications and Data Acquisition Report (date]
Subject Category
Electronics And Electrical Engineering
Accession Number
87N11032
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.
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