Performance evaluation of track fusion with information matrixfilter

In a multisensor environment, each sensor detects multiple targets and creates corresponding tracks. Fusion of tracks from these, possibly dissimilar, sensors yields more accurate kinematic and attribute information regarding the target. Two methodologies have been employed for such purpose, which are: measurement fusion and state vector fusion. It is well known that the measurement fusion approach is optimal but computationally inefficient and the state vector fusion algorithms are more efficient but suboptimal, in general. This is so because the state vector estimates to be fused obtained from two sensors, are not conditionally independent in general due to the common process noise from the target being tracked. It is to be noted that there are three approaches to state vector fusion, which are: weighted covariance, information matrix, and pseudomeasurement. This research is restricted solely to performance evaluation of the information matrix form of state vector fusion. Closed-form analytical solution of steady state fused covariance has been derived as a measure of performance using this approach. Note that the results are derived under the assumptions that the two sensors are synchronized and no misassociation or merged measurement is considered in the study. Results are compared with those using Monte Carlo simulation, which was used in the past to predict fusion system performance by various authors. These results provide additional insight into the mechanism of track fusion and greatly simplify evaluation of fusion performance. In addition, availability of such a solution facilitates the trade-off studies for designing fusion systems under various operating conditions     

The Effect of the Common Process Noise on the Two-Sensor Fused-Track Covariance

This note deals with the effect of the common process noise on the fusion (combination) of the state estimates of a target based on measurements obtained by two different sensors. This problem arises in a multisensor environment where each sensor has its information processing (tracking) subsystem. In the case of an ?-? tracking filter the effect of the process noise is that, over a wide range of its variance, the uncertainty area corresponding to the fused estimates is about 70 percent of the single-sensor uncertainty area as opposed to 50 percent obtained if the dependence is ignored.     

Performance evaluation for MAP state estimate fusion

This paper presents a quantitative performance evaluation method for the maximum a posteriori (MAP) state estimate fusion algorithm. Under ideal conditions where data association is assumed to be perfect, it has been shown that the MAP or best linear unbiased estimate (BLUE) fusion formula provides the best linear minimum mean squared estimate (LMMSE) given local estimates under the linear Gaussian assumption for a static system. However, for a dynamic system where fusion is recursively performed by the fusion center on local estimates generated from local measurements, it is not obvious how the MAP algorithm will perform. In the past, several performance evaluation methods have been proposed for various fusion algorithms, including simple convex combination, cross-covariance combination, information matrix, and MAP fusion. However, not much has been done to quantify the steady state behavior of these fusion methods for a dynamic system. The goal of this work is to present analytical fusion performance results for MAP state estimate fusion without extensive Monte Carlo simulations, using an approach developed for steady state performance evaluation for track fusion. Two different communication strategies are considered: fusion with and without feedback to the sensors. Analytic curves for the steady state performance of the fusion algorithm for various communication patterns are presented under different operating conditions.     

Track-to-track fusion with dissimilar sensors

An analysis is described of a kinematic state vector fusion algorithm when tracks are obtained from dissimilar sensors. For the sake of simplicity, it is assumed that two dissimilar sensors are equipped with nonidentical two-dimensional optimal linear Kalman filters. It is shown that the performance of such a track-to-track fusion algorithm can be improved if the cross-correlation matrix between candidate tracks is positive. This cross-correlation is introduced by noise associated with target maneuver that is common to the tracking filters in both sensors and is often neglected. An expression for the steady state cross-correlation matrix in closed form is derived and conditions for positivity of the cross-correlation matrix are obtained. The effect of positivity on performance of kinematic track-to-track fusion is also discussed     

Comparison of two-sensor tracking methods based on state vectorfusion and measurement fusion

There are two approaches to the two-sensor track-fusion problem. Y Bar-Shalom and L. Campo (ibid., vol.AES-22, 803-5, Nov. 1986) presented the state vector fusion method, which combines state vectors from the two sensors to form a new estimate while taking into account the correlated process noise. The measurement fusion method or data compression of D. Willner et al. (1976) combines the measurements from the two sensors first and then uses this fused measurement to estimate the state vector. The two methods are compared and an example shows the amount of improvement in the uncertainty of the resulting estimate of the state vector with the measurement fusion method     

Estimating Optimal Tracking Filter Performance for Manned Maneuvering Targets

The majority of tactical weapons systems require that manned maneuverable vehicles, such as aircraft, ships, and submarines, be tracked accurately. An optimal Kalman filter has been derived for this purpose using a target model that is simple to implement and that represents closely the motions of maneuvering targets. Using this filter, parametric tracking accuracy data have been generated as a function of target maneuver characteristics, sensor observation noise, and data rate and that permits rapid a priori estimates of tracking performance to be made when maneuvering targets are to be tracked by sensors providing any combination of range, bearing, and elevation measurements.     

Performance evaluation of multi-sensor classification systems

A common problem in classification is to use one/more sensors to observe repeated measurements of a target's features/attributes, and in turn update the targets' posterior classification probabilities to aid in target identification. This paper addresses the following questions: 1. How do we quantify the classification performance of a sensor? 2. What happens to the posterior probabilities as the number of measurements increase? 3. Will the targets be classified correctly? While the Kalman filter allows for off-line estimation of kinematic performance (covariance matrix), a comparable approach for studying classification accuracy has not been done previously. We develop a new analytical approach for computing the long-run classification performance of a sensor and also present recursive formulas for efficient calculation of the same. We show that, under a minimal condition, a sensor will eventually classify all targets perfectly. We also develop a methodology for evaluating the classification performance of multi-sensor fusion systems involving sensors of varying quality. The contributions of this paper are 1. A simple metric to quantify a sensor's ability to discriminate between the targets being identified, and its use in comparing multiple sensors, 2. An approximate formula based on this metric to compute off-line estimates of the rate of convergence toward perfect classification, and the number of measurements required to achieve a desired level of classification accuracy, and 3. The use of this metric to evaluate classification performance of multi-sensor fusion systems.     

非线性系统中多传感器目标跟踪融合算法研究

 研究了在非线性系统中 ,基于转换坐标卡尔曼滤波器的多传感器目标跟踪融合算法。通过分析得出 :在非线性系统的多传感器目标跟踪中 ,基于转换坐标卡尔曼滤波器 ( CMKF)的分布融合估计基本可以重构中心融合估计。仿真实验也证明了此结论。由此可见分布的 CMKFA是非线性系统中较优的分布融合算法     

Temporally staggered sensors in multi-sensor target tracking systems

For a multi-sensor target tracking system, the effects of temporally staggered sensors on system performance are investigated and compared with those of synchronous sensors. To capture system performance over time, a new metric, the average estimation error variance (AEV), is proposed. For a system that has N sensors with equal measurement noise variance, numerical results show that the optimal staggering pattern is to use N uniformly staggered sensors. We have also shown analytically that the AEV of the system with N uniformly staggered sensors is always smaller than that of the system with N synchronous sensors. For sensors with different measurement noise variances, the optimal staggering pattern can be found numerically. Practical guidelines on selecting the optimal staggering pattern have been presented for different target tracking scenarios. Due to its simplicity, uniform staggering can be used as an alternative scheme with relatively small performance degradation.     

Fusion of distributed extended forgetting factor RLS state estimators

For single-target multisensor systems, two fusion methods are presented for distributed recursive state estimation of dynamic systems without knowledge of noise covariances. The estimator at every local sensor embeds the dynamics and the forgetting factor into the recursive least squares (RLS) method to remedy the lack of knowledge of noise statistics, developed before as the extended forgetting factor recursive least squares (EFRLS) estimator. It is proved that the two fusion methods are equivalent to the centralized EFRLS that uses all measurements from local sensors directly and their good performance is shown by simulation examples.     

Nonstochastic adaptive decision fusion in distributed-detection systems

Implementing the optimal Neyman-Pearson (NP) fusion rule in distributed detection systems requires the sensor error probabilities to be a priori known and constant during the system operation. Such a requirement is practically impossible to fulfil for every resolution cell in a multiflying target multisensor environment. The true performance of the fusion center is often worse than expected due to fluctuations of the observed environment and instabilities of sensor thresholds. This work considers a nonparametric data fusion situation in which the fusion center knows only the number of the sensors, but ignores their error probabilities and cannot control their thresholds. A data adaptive approach to the problem is adopted, and combining P reports from Q independent distributed sensors through a least squares (LS) formulation to make a global decision is investigated. Such a fusion scheme does not entail strict stationarity of the noise environment nor strict invariance of the sensor error probabilities as is required in the NP formulation. The LS fusion scheme is analyzed in detail to simplify its form and determine its asymptotic behavior. Conditions of performance improvement as P increases and of quickness of such improvement are found. These conditions are usually valid in netted radar surveillance systems.     

Optimal Decision Fusion in Multiple Sensor Systems

The problem of optimal data fusion in the sense of the Neyman-pearson (N-P) test in a centralized fusion center is considered. The fusion center receives data from various distributed sensors. Each sensor implements a N-P test individually and independently of the other sensors. Due to limitations in channel capacity, the sensors transmit their decision instead of raw data. In addition to their decisions, the sensors may transmit one or more bits of quality information. The optimal, in the N-P sense, decision scheme at the fusion center is derived and it is seen that an improvement in the performance of the system beyond that of the most reliable sensor is feasible, even without quality information, for a system of three or more sensors. If quality information bits are also available at the fusion center, the performance of the distributed decision scheme is comparable to that of the centralized N-P test. Several examples are provided and an algorithm for adjusting the threshold level at the fusion center is provided.     

Efficient multisensor fusion using multidimensional dataassociation

We present the development of a multisensor fusion algorithm using multidimensional data association for multitarget tracking. The work is motivated by a large scale surveillance problem, where observations from multiple asynchronous sensors with time-varying sampling intervals (electronically scanned array (ESA) radars) are used for centralized fusion. The combination of multisensor fusion with multidimensional assignment is done so as to maximize the “time-depth” in addition to “sensor-width” for the number S of lists handled by the assignment algorithm. The standard procedure, which associates measurements from the most recently arrived S-1 frames to established tracks, can have, in the case of S sensors, a time-depth of zero. A new technique, which guarantees maximum effectiveness for an S-dimensional data association (S⩾3), i.e., maximum time-depth (S-1) for each sensor without sacrificing the fusion across sensors, is presented. Using a sliding window technique (of length S), the estimates are updated after each frame of measurements. The algorithm provides a systematic approach to automatic track formation, maintenance, and termination for multitarget tracking using multisensor fusion with multidimensional assignment for data association. Estimation results are presented for simulated data for a large scale air-to-ground target tracking problem     

Censoring sensors: a low-communication-rate scheme for distributeddetection

We consider a new scheme for distributed detection based on a “censoring” or “send/no-send” idea. The sensors are assumed to “censor” their observations so that each sensor sends to the fusion center only “informative” observations, and leaves those deemed “uninformative” untransmitted. The main result of this work is that with conditionally independent sensor data and under a communication rate constraint, in order to minimize the probability of error, transmission should occur if and only if the local likelihood ratio value observed by the sensor does not fall in a certain single interval. Similar results are derived from Neymarr-Pearson and distance-measure viewpoints. We also discuss simplifications for the most interesting case that the fusion center threshold is high and the communication constraint is severe. We compare censoring with the more common binary-transmission framework and observe its considerable decrease in communication needs. Finally, we explore the use of feedback to achieve optimal performance with very little communication     

An improved quaternion Gauss–Newton algorithm for attitude determination using magnetometer and accelerometer

For the vector attitude determination, the traditional optimal algorithms which are based on quaternion estimator(QUEST) measurement noise model are complicated for just two observations. In our application, the magnetometer and accelerometer are not two comparable kinds of sensors and both are not small field-of-view sensors as well. So in this paper a new unit measurement model is derived. According to the Wahba problem, the optimal weights for each measurement are obtained by the error variance researches. Then an improved quaternion Gauss–Newton method is presented and adopted to acquire attitude. Eventually, simulation results and experimental validation employed to test the proposed method demonstrate the usefulness of the improved algorithm.     

Decentralized linear estimation in correlated measurement noise

Some results and perspectives are provided on the problem of optimally combining estimates from different sensors when the measurement noise processes are correlated. The authors consider only the static estimation problem and limit the discussion to fusion with two sensors. A necessary and sufficient condition for optimality of the decentralized estimator in the presence of correlated measurement noise processes is presented. The result ties together previously reported work, and yields additional insights.<>     

Architectures and algorithms for track association and fusion

Target tracking using multiple sensors can provide better performance than using a single sensor. One approach to multiple target tracking with multiple sensors is to first perform single sensor tracking and then fuse the tracks from the different sensors. Two processing architectures for track fusion are presented: sensor to sensor track fusion, and sensor to system track fusion. Technical issues related to the statistical correlation between track estimation errors are discussed. Approaches for associating the tracks and combining the track state estimates of associated tracks that account for this correlation are described and compared by both theoretical analysis and Monte Carlo simulations     

Optimal and self-tuning information fusion Kalman multi-step predictor

Based on the optimal fusion algorithm weighted by matrices in the linear minimum variance (LMV) sense, a distributed optimal information fusion for the steady-state Kalman multi-step predictor is given for discrete linear stochastic control systems with multiple sensors and correlated noises, where the same sample period is assumed. When the noise statistics information is unknown, the distributed information fusion estimators for the noise statistics parameters are presented based on the correlation functions and the weighting average approach. Further, a self-tuning information fusion multi-step predictor is obtained. It has a two-stage fusion structure. The first-stage fusion is to obtain the fused noise statistics information. The second-stage fusion is to obtain the fused multi-step predictor. A simulation example shows the effectiveness.     

包含乘性噪声自适应修正的非合作目标相对导航算法

无人机（UAV）态势感知的任务是利用机载传感器对未知环境进行目标识别和引导，针对无人机与非合作目标间中远距离的相对导航问题，提出了一种基于角度和距离量测的相对状态估计算法。在现有滤波算法的基础上，为了提高精度和稳定性，本文利用了列文伯格-马夸尔特（LM）优化的思想对迭代卡尔曼滤波（IEKF）算法进行改进，提出了一种LM-IEKF算法，并推导该算法在迭代过程中的状态更新方程及协方差阵的递推公式。在此基础上，考虑到距离传感器由于信号相关特性而引入的乘性噪声，现有的加性噪声模型难以适应，因此，进一步提出了基于量测噪声自适应修正的Modified LM-IEKF方法，通过在线实时更新噪声阵提高滤波的精度，并设置渐消记忆指数平滑估计结果。算法验证结果表明，与现有的EKF、IEKF算法相比，在仅含加性噪声的情况下，LM-IEKF算法具有更好的性能；在包含乘性噪声的情况下，Modified LM-IEKF可以有效地估计量测噪声，与目前广泛使用的EKF算法相比，在综合相对位置和相对速度精度上分别提高了10%和23%。     

A new distributed constant false alarm rate detector

A new constant false alarm rate (CFAR) test termed signal-plus-order statistic CFAR (S+OS) using distributed sensors is developed. The sensor modeling assumes that the returns of the test cells of different sensors are all independent and identically distributed In the S+OS scheme, each sensor transmits its test sample and a designated order statistic of its surrounding observations to the fusion center. At the fusion center, the sum of the samples of the test cells is compared with a constant multiplied by a function of the order statistics. For a two-sensor network, the functions considered are the minimum of the order statistics (mOS) and the maximum of the order statistics (MOS). For detecting a Rayleigh fluctuating target in Gaussian noise, closed-form expressions for the false alarm and detection probabilities are obtained. The numerical results indicate that the performance of the MOS detector is very close to that of a centralized OS-CFAR and it performs considerably better than the OS-CFAR detector with the AND or the OR fusion rule. Extension to an N-sensor network is also considered, and general equations for the false alarm probabilities under homogeneous and nonhomogeneous background noise are presented.