A Study of α-β Filter from Kalman Filter Point

Katsumi Ohnishi
[ ID: sapt-1801-0003 ]

Abstract – The objective of this paper is to examine whether or not the α-β filter is a version of the Kalman filter. We will closely study the closed-form of the time-variant α-β filter and the stability conditions of the constant α-β filter. Since these problems were studied more than forty years ago, only final conclusions are presented in the recent literature without their derivations or the assumptions on which these derivations depended. Starting with the basic definitions of the α-β filter, its properties are derived in the state space in this paper. The analyses carried out in the time domain and some properties that were not previously reported will be derived. By examining the analysis results and assumptions required for the derivations, similarity or dissimilarity between the two filtering techniques will be concluded.