Identification of the state-space model and payload mass parameter of a flexible space manipulator using a recursive subspace tracking method

The on-orbit parameter identification of a space structure can be used for the modification of a system dynamics model and controller coefficients. This study focuses on the estimation of a system state-space model for a two-link space manipulator in the procedure of capturing an unknown object, and a recursive tracking approach based on the recursive predictor-based subspace identification (RPBSID) algorithm is proposed to identify the manipulator payload mass parameter. Structural rigid motion and elastic vibration are separated, and the dynamics model of the space manipulator is linearized at an arbitrary working point (i.e., a certain manipulator configuration). The state-space model is determined by using the RPBSID algorithm and matrix transformation. In addition, utilizing the identified system state-space model, the manipulator payload mass parameter is estimated by extracting the corresponding block matrix. In numerical simulations, the presented parameter identification method is implemented and compared with the classical algebraic algorithm and the recursive least squares method for different payload masses and manipulator configurations. Numerical results illustrate that the system state-space model and payload mass parameter of the two-link flexible space manipulator are effectively identified by the recursive subspace tracking method.     

Constant gain tracker with variable frame time

A three-parameter constant-gain recursive filter is augmented by a residual-dependent frame time algorithm that automatically increases sampling rates when a target maneuvers. Computer simulations show that tracking performance is essentially independent of the particular target trajectory. It is found that radial distance errors remain effectively constant over different trajectories. It is the number of observations dictated by the adaptive frame time algorithm that is trajectory-dependent. The filter equations along with the frame time adjustment algorithm are first described, and a comparison made with a similar procedure. Examples given use the nonlinear observations generated by a passive sensor system     

The Tracking Index: A Generalized Parameter for ? ? ? and ? ? ? ? Target Trackers

A generalized, optimal filtering solution is presented for the target tracking problem. Applying optimal filtering theory to the target tracking problem, the tracking index, a generalized parameter proportional to the ratio of the position uncertainty due to the target maneuverability to that due to the sensor measurement, is found to have a fundamental role not only in the optimal steady-state solution of the stochastic regulation tracking problem, but also in the track initiation process. Depending on the order of the tracking model, the tracking index solution yields a closed form, consistent set of generalized tracking gains, relationships, and performances. Using the tracking index parameter, an initializing and tracking procedure in recursive form, realizes the accuracy of the Kalman filter with an algorithm as simple as the well-known ? ? ? filter or ? ? ? ? ? filter depending on the tracking order.     

A tracking algorithm for maneuvering targets

A methodology for the tracking of maneuvering targets is presented. A quickest-detection scheme based on the innovation sequence is developed for a prompt detection of target maneuvers. The optimal length of a sliding window that minimizes the maneuver detection delay for a given false-alarm rate is determined. After maneuver detection, the system model is modified by adding a maneuver term. A recursive algorithm is proposed to estimate the maneuver magnitude. With this estimate, a modified Kalman filter is used for tracking. Simulation results demonstrate the superior performance of the algorithm, especially during target maneuvers     

Tracking a Maneuvering Target Using Input Estimation

The conventional Kalman tracking filter incurs mean tracking errors in the presence of a pilot-induced target maneuver. Chan,Hu, and Plant proposed a solution to this problem which used themean deviations of the residual innovation sequence to make corrections to the Kalman filter. This algorithm is further developedhere for the case of a one-dimensional Kalman filter, for which an Implementable closed-form recursive relation exists. Simulation results show that the Chan, Hu, and Plant method can accurately detect and correct an acceleration discontinuity under a variety of maneuver models and radar parameters. Also, the inclusion of thislogic into a multiple hypothesis tracking system is briefly outlined.     

An improved multiple target angle tracking algorithm

An improved version of a multiple-target-angle tracking algorithm using sensor array outputs is presented. While retaining all the good features of the original algorithm, the improved version greatly reduces the error propagation due to the use of recursive approximations in updating target angle estimates. The assumption of a constant signal covariance matrix is no longer necessary. The improved performance of the proposed algorithm is demonstrated by computer simulations dealing with the tracking of two moving targets     

Multiple target angle tracking using sensor array outputs

The use of the output of an array of sensors to track multiple independently moving targets is reported. The output of each sensor in the array is the sum of signals received from each of the targets. The results of direction-of-arrival estimation by eigenvalue analysis are extended to derive a recursive procedure based on a matrix quadratic equation. The solution of this matrix quadratic equation is used to provide updated target positions. A linear approximation method for estimating the solution of the matrix equation is presented. The algorithm is demonstrated by the simulated tracking of two targets. The main advantage of the algorithm is that a closed-form solution for updating the target angle estimates has been obtained. Also, its application is straightforward, and the data association problem due to uncertainty in the origin of the measurements is avoided. However, it requires the inversion of an N×N as well as other linear operations, so that the computational burden becomes substantial as N becomes very large     

Bearings-only tracking of maneuvering targets using abatch-recursive estimator

We present a new batch-recursive estimator for tracking maneuvering targets from bearings-only measurements in clutter (i.e., for low signal-to-noise ratio (SNR) targets), Standard recursive estimators like the extended Kalman Iter (EKF) suffer from poor convergence and erratic behavior due to the lack of initial target range information, On the other hand, batch estimators cannot handle target maneuvers. In order to rectify these shortcomings, we combine the batch maximum likelihood-probabilistic data association (ML-PDA) estimator with the recursive interacting multiple model (IMM) estimator with probabilistic data association (PDA) to result in better track initialization as well as track maintenance results in the presence of clutter. It is also demonstrated how the batch-recursive estimator can be used for adaptive decisions for ownship maneuvers based on the target state estimation to enhance the target observability. The tracking algorithm is shown to be effective for targets with 8 dB SNR     

MAP estimation of target manoeuvre sequence with theexpectation-maximization algorithm

Two algorithms are derived for the problem of tracking a manoeuvring target based on a sequence of noisy measurements of the state. Manoeuvres are modeled as unknown input (acceleration) terms entering linearly into the state equation and chosen from a discrete set. The expectation maximization (EM) algorithm is first applied, resulting in a multi-pass estimator of the MAP sequence of inputs. The expectation step for each pass involves computation of state estimates in a bank of Kalman smoothers tuned to the possible manoeuvre sequences. The maximization computation is efficiently implemented using the Viterbi algorithm. A second, recursive estimator is then derived using a modified EM-type cost function. To obtain a dynamic programming recursion, the target state is assumed to satisfy a Markov property with respect to the manoeuvre sequence. This results in a recursive but suboptimal estimator implementable on a Viterbi trellis. The transition costs of the latter algorithm, which depend on filtered estimates of the state, are compared with the costs arising in a Viterbi-based manoeuvre estimator due to Averbuch, et al. (1991). It is shown that the two criteria differ only in the weighting matrix of the quadratic part of the cost function. Simulations are provided to demonstrate the performance of both the batch and recursive estimators compared with Averbuch's method and the interacting multiple model filter     

Improved multi-target tracking in clutter by PDA smoothing

An algorithm is presented for the recursive tracking of multiple targets in cluttered environment by making use of the joint probabilistic data association fixed-lag smoothing (JPDAS) techniques. It is shown that a significant improvement in the accuracy of track estimation of both nonmaneuvering and maneuvering targets may be achieved by introducing a time lag of one or two sampling periods between the instants of estimation and latest measurement. Results of simulation experiments for a radar tracking problem that demonstrate the effects of fixed-lag smoothing are also presented     

Recursive 3-D motion estimation from a monocular image sequence

Consideration is given to the design and application of a recursive algorithm to a sequence of images of a moving object to estimate both its structure and kinematics. The object is assumed to be rigid, and its motion is assumed to be smooth in the sense that it can be modeled by retaining an arbitrary number of terms in the appropriate Taylor series expansions. Translational motion involves a standard rectilinear model, while rotational motion is described with quaternions. Neglected terms of the Taylor series are modeled as process noise. A state-space model is constructed, incorporating both kinematic and structural states, and recursive techniques are used to estimate the state vector as a function of time. A set of object match points is assumed to be available. The problem is formulated as a parameter estimation and tracking problem which can use an arbitrarily large number of images in a sequence. The recursive estimation is done using an iterated extended Kalman filter (IEKF), initialized with the output of a batch algorithm run on the first few frames. Approximate Cramer-Rao lower bounds on the error covariance of the batch estimate are used as the initial state estimate error covariance of the IEKF. The performance of the recursive estimator is illustrated using both real and synthetic image sequences     

混合线性/非线性模型的准高斯Rao-Blackwellized粒子滤波法

 针对混合线性/非线性模型,提出一种新的递推估计滤波算法,称为准高斯Rao-Blackwellized粒子滤波器（Q-GRBPF）。算法采用Rao-Blackwellized思想,将线性状态与非线性状态进行分离,对非线性状态运用准高斯粒子滤波（Q-GPF）算法进行估计,并将其后验分布近似为单个高斯分布,再利用非线性状态的估计值对线性状态进行卡尔曼滤波（KF）估计。将Q-GRBPF应用于目标跟踪的仿真结果表明,与Rao-Blackwellized粒子滤波器（RBPF）相比,Q-GRBPF在保证估计精度的前提下有效降低了计算复杂度,计算时间约为RBPF的58%;与Q-GPF相比,x坐标与y坐标的估计精度分别提升了45％和30％,而计算时间也节省了约30％。     

Receiver-channel based adaptive blind equalization approach for GPS dynamic multipath mitigation

Aiming at mitigating multipath effect in dynamic global positioning system (GPS) satellite navigation applications, an approach based on channel blind equalization and real-time recursive least square (RLS) algorithm is proposed, which is an application of the wireless communication channel equalization theory to GPS receiver tracking loops. The blind equalization mechanism builds upon the detection of the correlation distortion due to multipath channels; therefore an increase in the number of correlator channels is required compared with conventional GPS receivers. An adaptive estimator based on the real-time RLS algorithm is designed for dynamic estimation of multipath channel response. Then, the code and carrier phase receiver tracking errors are compensated by removing the estimated multipath components from the correlators’ outputs. To demonstrate the capabilities of the proposed approach, this technique is integrated into a GPS software receiver connected to a navigation satellite signal simulator, thus simulations under controlled dynamic multipath scenarios can be carried out. Simulation results show that in a dynamic and fairly severe multipath environment, the proposed approach achieves simultaneously instantaneous accurate multipath channel estimation and significant multipath tracking errors reduction in both code delay and carrier phase.     

Adaptive Interpolated Time-Delay Estimation

An adaptive delay-estimation (ADE) algorithm is proposed for the continuous tracking of time-delay. The method uses an adaptive delay line which is interpolated by a first-order filter. Two delay-line interpolating filters are considered, each having a single coefficient which is estimated in real time. The first implements linear interpolation, and the second interpolates using a first-order allpass filter. Since the ADE algorithm is derived from recursive Gauss-Newton optimization, it can be viewed as a recursive maximum likelihood (RML) algorithm for time-delay estimation.     

A recursive moving-target-indication algorithm for optical imagesequences

A recursive track-before-detect algorithm, producing potentially large signal-to-noise ratio (SNR) gains under realizable conditions, is described. The basic relation has the form of a linear, constant-coefficient difference equation with a unity magnitude damping factor. Known as recursive moving-target-indication (RMTI), this procedure adapts easily to digital processing and achieves SNR gains comparable to those from other robust track-before-detect algorithms. Examples are given to demonstrate the performance of the moving target indicator (MTI) procedure     

Interacting multiple model tracking with target amplitude feature

A recursive tracking algorithm is presented which uses the strength of target returns to improve track formation performance and track maintenance through target maneuvers in a cluttered environment. This technique combines the interacting multiple model (IMM) approach with a generalized probabilistic data association (PDA), which uses the measured return amplitude in conjunction with probabilistic models for the target and clutter returns. Key tracking decisions can be made automatically by assessing the probabilities of target models to provide rapid and accurate decisions for both true track acceptance and false track dismissal in track formation. It also provides the ability to accurately continue tracking through coordinated turn target maneuvers     

基于B样条模型的参数化卡尔曼滤波器设计

以标准B样条函数为基础,建立了以位置、样条系数为状态变量的参数化卡尔曼滤波器,用于解决外测数据的实时滤波问题。按照时间更新跨节点与否,分2种情况给出了状态转移方程。在时间更新跨样条节点时,使用样条函数的一阶连续导数条件,估计新增样条节点系数,由此实现滤波器在跨节点处的平滑过渡。通过仿真数据对新方法进行验证,并与已有的2类典型滤波方法进行比较,结果表明,本方法的滤波精度与另一类直接基于弹道信号表示的样条递推滤波方法精度相当,且可表现出更优的收敛性。新方法具有样条参数化模型的相同优点,可对时域信号全时段建模,可利用先验信息设计弹道优选节点而实现滤波性能优化,缺点在于状态更新的策略较为复杂。     

Closed-form posterior Cramer-Rao bounds for bearings-only tracking

We address the classical bearings-only tracking problem (BOT) for a single object, which belongs to the general class of nonlinear filtering problems. Recently, algorithms based on sequential Monte-Carlo methods (particle filtering) have been proposed. As far as performance analysis is concerned, the posterior Cramer-Rao bound (PCRB) provides a lower bound on the mean square error. Classically, under a technical assumption named "asymptotic unbiasedness assumption", the PCRB is given by the inverse Fisher information matrix (FIM). The latter is computed using Tichavsky's recursive formula via Monte-Carlo methods. Two major problems are studied here. First, we show that the asymptotic unbiasedness assumption can be replaced by an assumption which is more meaningful. Second, an exact algorithm to compute the PCRB is derived via Tichavsky's recursive formula without using Monte-Carlo methods. This result is based on a new coordinate system named logarithmic polar coordinate (LPC) system. Simulation results illustrate that PCRB can now be computed accurately and quickly, making it suitable for sensor management applications     

Analytical steady-state solution for a three-state Kalman filter

A closed-form steady-state solution is presented for the discrete Kalman-Buch filter when only position is measured. The procedure is based on a comparison between the Wiener and Kalman approaches. The solution obtained is more straightforward than the one given by S.N. Gupta (see ibid., vol.AES-20, p.839-49, Nov. 1984), which is difficult to handle when the eigenvalues are complex. The results agree perfectly with those obtained by simulation of Kalman's recursive equations extended until the steady-state is reached. The results supply apriori tracking performances and are therefore useful for preliminary design. This approach is also applied to the Singer and Fitzgerald model, because of the latter's physical importance     

Diffusion analysis of track loss in clutter

In tracking a target through clutter, the selection of incorrect measurements for track updating causes track divergence and eventual loss of track. The plot-to-track association algorithm is modeled as a Markov process and the tracking error is modeled as a diffusion process in order to study the mechanism of track loss analytically, without recourse to Monte Carlo simulations, for nearest-neighbor association in two space dimensions. The time evolution of the error distribution is examined, and the connection of the approach with diffusion theory is discussed. Explicit results showing the dependence of various performance parameters, such as mean time to lose track and track half-life, on the clutter spatial density are presented. The results indicate the existence of a critical density region in which the tracking performance degrades rapidly with increasing clutter density. An optimal gain adaptation procedure that significantly improves the tracking performance in the critical region is proposed