Abstract: In target tracking, white noise characteristic of innovation sequence outputted by Kalman filtering is very important. But in the pratical engineering, α-β-γ filter is often applied instead of Kalman filter due to its simpler arithmetic operations. So correlation characteristic of innovation sequence outputted by the filtering needs to be studied, which guides the redesign for its outlier restraint and target maneuver detection. Theory calculation formula for correlation characteristic of innovation sequence outputted by α-β-γ filter is derived. With two groups of particular values for α, β and γ, the correlation characteristic of innovation sequence is analysed and studied in stationary filtering condition. A simulation is implemented to validate the theory results. The theory and simulation results both show that the innovation sequence has correlation characteristic.

Key words: Singer model, α-β-&gamma, filtering, innovation, correlation characteristic

摘要： 卡尔曼滤波条件下新息序列的白噪声特性在跟踪过程中具有十分重要的作用。但在实际工程中，α-β-γ滤波器因其较小的计算量常取代卡尔曼滤波器得以应用，这时需要对该滤波条件下的新息相关特性进行研究，以此来指导野值剔除和机动检测方案的重新设计。从理论上推导了Singer模型下α-β-γ滤波的新息序列相关特性计算的一般表达式，在两组特定的取值下，研究和分析了滤波达到稳态时新息序列的相关特性，用仿真验证了理论推导的正确性。理论和仿真结果均表明，两种情况下的新息序列都具有一定的相关性。

关键词: Singer模型, &alpha, -&beta, -&gamma, 滤波, 新息, 相关特性