Analytical computation of process noise matrix in Kalman filter for fitting curved tracks in magnetic field within dense, thick scatterers

preprint2016arXivOpen access

Abstract

In the context of track fitting problems by a Kalman filter, the appropriate functional forms of the elements of the random process noise matrix are derived for tracking through thick layers of dense materials and magnetic field. This work complements the form of the process noise matrix obtained by Mankel[1].

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