Ground target tracking with variable structure IMM estimator

In this paper we present the design of a Variable Structure Interacting Multiple Model (VS-IMM) estimator for tracking groups of ground targets on constrained paths using Moving Target Indicator (MTI) reports obtained from an airborne sensor. The targets are moving along a highway, with varying obscuration due to changing terrain conditions. In addition, the roads can branch, merge or cross-the scenario represents target convoys along a realistic road network with junctions, changing terrains, etc. Some of the targets may also move in an open field. This constrained motion estimation problem is handled using an IMM estimator with varying mode sets depending on the topography, The number of models in the IMM estimator, their types and their parameters are modified adaptively, in real-time, based on the estimated position of the target and the corresponding road/visibility conditions. This topography-based variable structure mechanism eliminates the need for carrying all the possible models throughout the entire tracking period as in the standard IMM estimator, significantly improving performance and reducing computational load. Data association is handled using an assignment algorithm. The estimator is designed to handle a very large number of ground targets simultaneously. A simulated scenario consisting of over one hundred targets is used to illustrate the selection of design parameters and the operation of the tracker. Performance measures are presented to contrast the benefits of the VS-IMM estimator over the Kalman filter and the standard IMM estimator, The VS-IMM estimator is then combined with multidimensional assignment to gain “time-depth.” The additional benefit of using higher dimensional assignment algorithms for data association is also evaluated     

Use of map information for tracking targets on airport surface

A generic and novel approach for integrating airport map information with sensor measurements in the track estimation process is proposed and evaluated. The surface restrictions imposed by the network of roads, taxiways, and runways, represented by a simplified geometric model, are included in both the target observation and the dynamic models, to derive the target state estimates. The performance of the methods proposed is illustrated in representative airport surface scenarios, taking as a reference for comparison other tracking alternatives such as VS-IMM (variable structure interacting multiple model estimator) ground target tracking, or standard ones that do not make use of ground information.     

基于均值漂移无味粒子滤波的地面运动目标变结构交互多模型跟踪(英文)

为了跟踪地面运动目标,本文提出在变结构交互多模型基础上使用均值漂移无味粒子滤波的算法。模型滤波中,通过均值漂移将无味粒子滤波产生的采样粒子向目标状态最大后验密度估计方向移动。"停止"模型基础上,提出了"遮蔽"模型:出现地形遮蔽时,使用上一时刻的预测代替下一时刻的测量,且保持道路模型与遮蔽前一致。仿真实验采用地面运动目标指示雷达,考虑地面运动目标的三种常见场景:进入或离开道路、经过道路交叉点以及无测量值。使用了RMSE和ANEES两种评价指标,实验结果表明本文算法有效地提高了目标改变行驶道路时的跟踪精度;且目标速度过低或被遮蔽时,可以避免轨迹中断。     

New assignment-based data association for tracking move-stop-move targets

We present a new assignment-based algorithm for data association in tracking ground targets employing evasive move-stop-move maneuvers using ground moving target indicator (GMTI) reports obtained from an airborne sensor. To avoid detection by the GMTI sensor, the targets deliberately stop for some time before moving again. The sensor does not detect a target when the latter's radial velocity (along the line-of-sight from the sensor) falls below a certain minimum detectable velocity (MDV). Even in the absence of move-stop-move maneuvers, the detection has a less-than-unity probability (P/sub D/<1) due to obscuration and thresholding. Then, it is of interest, when a target is not detected, to develop a systematic technique that can distinguish between lack of detection due to P/sub D/<1 and lack of detection due to a stop (or a near stop). Previously, this problem was solved using a variable structure interacting multiple model (VS-IMM) estimator with a stopped target model (VS-IMM-ST) without explicitly addressing data association. We develop a novel "two-dummy" assignment approach for move-stop-move targets that considers both the problem of data association as well as filtering. Typically, in assignment-based data association a "dummy" measurement is used to denote the nondetection event. The use of the standard single-dummy assignment, which does not handle move-stop-move motion explicitly, can result in broken tracks. The new algorithm proposed here handles the evasive move-stop-move motion by introducing a second dummy measurement to represent nondetection due to the MDV. We also present a likelihood-ratio-based track deletion scheme for move-stop-move targets. Using this two-dummy data association algorithm, the track corresponding to a move-stop-move target is kept "alive' during missed detections both due to MDV and due to P/sub D/<1. In addition, one can obtain reductions in both rms estimation errors as well as the total number of track breakages.     

Interacting acceleration compensation algorithm for trackingmaneuvering targets

The two-stage Kalman estimator has been studied for state estimation in the presence of random bias and applied to the tracking of maneuvering targets by treating the target acceleration as a bias vector. Since the target acceleration is considered a bias, the first stage contains a constant velocity motion model and estimates the target position and velocity, while the second stage estimates the target acceleration when a maneuver is detected, the acceleration estimate is used to correct the estimates of the first stage. The interacting acceleration compensation (IAC) algorithm is proposed to overcome the requirement of explicit maneuver detection of the two-stage estimator. The IAC algorithm is viewed as a two-stage estimator having two acceleration models: the zero acceleration of the constant velocity model and a constant acceleration model. The interacting multiple model (IMM) algorithm is used to compute the acceleration estimates that compensate the estimate of the constant velocity filter. Simulation results indicate the tracking performance of the IAC algorithm approaches that of a comparative IMM algorithm while requiring approximately 50% of the computations     

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     

Multiple-model estimation with variable structure. V. Likely-modelset algorithm

For pt. IV see ibid., vol. 35, no. 1, p. 242-254 (1999). A multiple-model (MM) estimator with a variable structure, called likely-model set (LMS) algorithm, is presented, which is generally applicable to most hybrid estimation problems and is easily implementable. It uses a set of models that are not unlikely to match the system mode in effect at any given time. Different versions of the algorithm are discussed. The model set is made adaptive in the simplest version by deleting all unlikely models and activating all models to which a principal model may jump so as to anticipate the possible system mode transitions. The generality, simplicity, and ease in the design and implementation of the LMS estimator are illustrated via an example of tracking a maneuvering target and an example of fault detection and identification. Comparison of its cost-effectiveness with other fixed- and variable-structure MM estimators is given     

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     

Precision large scale air traffic surveillance using IMM/assignmentestimators

We present the development and implementation of a multisensor-multitarget tracking algorithm for large scale air traffic surveillance based on interacting multiple model (IMM) state estimation combined with a 2-dimensional assignment for data association. The algorithm can be used to track a large number of targets from measurements obtained with a large number of radars. The use of the algorithm is illustrated on measurements obtained from 5 FAA radars, which are asynchronous, heterogeneous, and geographically distributed over a large area. Both secondary radar data (beacon returns from cooperative targets) as well as primary radar data (skin returns from noncooperative targets) are used. The target IDs from the beacon returns are not used in the data association. The surveillance region includes about 800 targets that exhibit different types of motion. The performance of an IMM estimator with linear motion models is compared with that of the Kalman filter (KF). A number of performance measures that can be used on real data without knowledge of the ground truth are presented for this purpose. It is shown that the IMM estimator performs better than the KF. The advantage of fusing multisensor data is quantified. It is also shown that the computational requirements in the multisensor case are lower than in single sensor case, Finally, an IMM estimator with a nonlinear motion model (coordinated turn) is shown to further improve the performance during the maneuvering periods over the IMM with linear models     

基于PLKF的固定单站无源定位与跟踪算法研究

利用到达方向（DOA）和多普勒频率（DF）建立了固定单站对空中运动辐射源的无源定位与跟踪模型,推导了该模型下的伪线性测量方程,用伪线性卡尔曼滤波（PLKF）算法实现了定位与跟踪;在此基础上用k时刻的状态估计值代替一步预测值对该算法进行了改进;最后与扩展卡尔曼滤波（EKF）算法进行比较。仿真结果表明,改进的PLKF算法具有更快的收敛速度和更高的收敛精度,PLKF算法克服了EKF算法的一些缺点。     

Interacting multiple model methods in target tracking: a survey

The Interacting Multiple Model (IMM) estimator is a suboptimal hybrid filter that has been shown to be one of the most cost-effective hybrid state estimation schemes. The main feature of this algorithm is its ability to estimate the state of a dynamic system with several behavior modes which can “switch” from one to another. In particular, the IMM estimator can be a self-adjusting variable-bandwidth filter, which makes it natural for tracking maneuvering targets. The importance of this approach is that it is the best compromise available currently-between complexity and performance: its computational requirements are nearly linear in the size of the problem (number of models) while its performance is almost the same as that of an algorithm with quadratic complexity. The objective of this work is to survey and put in perspective the existing IMM methods for target tracking problems. Special attention is given to the assumptions underlying each algorithm and its applicability to various situations     

EM-ML algorithm for track initialization using possibly noninformative data

Initializing and maintaining a track for a low observable (LO) (low SNR, low target detection probability and high false alarm rate) target can be very challenging because of the low information content of measurements. In addition, in some scenarios, target-originated measurements might not be present in many consecutive scans because of mispointing, target maneuvers, or erroneous preprocessing. That is, one might have a set of noninformative scans that could result in poor track initialization and maintenance. In this paper an algorithm based on the expectation-maximization (EM) algorithm combined with maximum likelihood (ML) estimation is presented for tracking slowly maneuvering targets in heavy clutter and possibly noninformative scans. The adaptive sliding-window EM-ML approach, which operates in batch mode, tries to reject or weight down noninformative scans using the Q-function in the M-step of the EM algorithm. It is shown that target features in the form of, for example, amplitude information (AI), can also be used to improve the estimates. In addition, performance bounds based on the supplemented EM (SEM) technique are also presented. The effectiveness of new algorithm is first demonstrated on a 78-frame long wave infrared (LWIR) data sequence consisting of an Fl Mirage fighter jet in heavy clutter. Previously, this scenario has been used as a benchmark for evaluating the performance of other track initialization algorithms. The new EM-ML estimator confirms the track by frame 20 while the ML-PDA (maximum likelihood estimator combined with probabilistic data association) algorithm, the IMM-MHT (interacting multiple model estimator combined with multiple hypothesis tracking) and the EVIM-PDA estimator previously required 28, 38, and 39 frames, respectively. The benefits of the new algorithm in terms of accuracy, early detection, and computational load are illustrated using simulated scenarios as well.     

一种针对恒模信号的运动单站直接定位算法

相比于常规的"测向+位置估计"两步定位模式,以Weiss等提出的目标直接位置确定(DPD)算法具有估计精度高、分辨能力强和无需数据关联等诸多优点。基于该类定位算法的基本理念,提出了一种利用单个运动天线阵列对恒模(即相位调制)信号的DPD算法。首先,依据最大似然(ML)准则以及恒模信号的恒包络特征,建立了相应的直接定位优化模型;接着,根据优化函数的代数特征提出了一种有效的多参量交替迭代算法,用以获得ML估计器的最优数值解;此外,推导了针对恒模信源的位置直接估计方差的克拉美罗界(CRB),从而为新算法的定位精度提供定量的理论下界。仿真实验表明:相比于已有的基于单个运动天线阵列的直接定位算法以及传统的两步定位算法,通过利用恒模信号的恒包络特征可以明显提高目标直接定位的估计精度。     

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     

Sequence comparison techniques for multisensor data fusion andtarget recognition

A new class of techniques for multisensor fusion and target recognition is proposed using sequence comparison by dynamic programming and multiple model estimation. The objective is to fuse information on the kinematic state and “nonkinematic” signature of unclassified targets, assessing the joint likelihood of all observed events for recognition. Relationships are shown to previous efforts in pattern recognition and state estimation. This research applies “classical” speech processing-related and other sequence comparison methods to moving target recognition, extends the efforts of previous researchers through improved fusion with kinematic information, relates the proposed techniques to Bayesian theory, and applies parameter identification methods to target recognition for improved understanding of the subject in general. The proposed techniques are evaluated and compared with existing approaches using the method of generalized ambiguity functions, which lends to a form of Cramer-Rao lower bound for target recognition     

IMM estimator with out-of-sequence measurements

In multisensor tracking systems that operate in a centralized information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence. In order to avoid either a delay in the output or the need for reordering and reprocessing an entire sequence of measurements, such measurements have to be processed as out-of-sequence measurements (OOSMs). Recent work developed procedures for incorporating OOSMs into a Kalman filter (KF). Since the state of the art tracker for real (maneuvering) targets is the interacting multiple model (IMM) estimator, the algorithm for incorporating OOSMs into an IMM estimator is presented here. Both data association and estimation are considered. Simulation results are presented for two realistic problems using measurements from two airborne GMTI sensors. It is shown that the proposed algorithm for incorporating OOSMs into an IMM estimator yields practically the same performance as the reordering and in-sequence reprocessing of the measurements. Also, it is shown how the range rate from a GMTI sensor can be used as a linear velocity measurement in the tracking filter.     

交互作用的双自适应模型估计器

 通过对目标的不确定机动分析和对不确定机动的模式分类(非机动、临界机动、弱机动、强机动),建立了一种新的目标状态自适应估计器——交互作用的双自适应模型估计器。它通过具有机动识别特性的二阶自适应模型和具有机动水平特性的三阶自适应模型,以及它们之间交互作用自适应组合方式的结合,达到了跟踪估计目标各种运动的“全面”自适应能力。应用新估计器对目标的5种基本运动进行了Monto-carlo仿真。仿真表明,它具有所期望的良好性能。     

基于IMMKF算法的ADS-B监视应用目标跟踪

目标跟踪是机载广播式自动相关监视（ADS-B）应用的基础功能,对提升航空器周边的弱机动民航飞机目标跟踪性能具有重要意义。提出一种基于交互式多模型卡尔曼滤波（IMMKF）算法的ADS-B 监视应用目标跟踪方法。首先,针对弱机动背景下的民航飞机的飞行特点,建立包含匀速模型和标准协同转弯模型的运动模型集,并对模型进行线性化近似;然后,将模型预测和ADS-B 状态矢量量测数据作为IMMKF 算法中多个并行卡尔曼滤波器的输入,进行并行滤波;最后,计算得到目标状态矢量的估计和模型近似概率,并作为下一次迭代的输入。结果表明：相比于基于匀速模型的卡尔曼滤波目标跟踪方法,IMMKF 方法的位置跟踪误差降低了59%,速度跟踪误差降低了77%,显著提升了状态估计性能,具备较高的跟踪精度、稳健性与计算效率,在ADS-B 监视应用中具有实际应用价值与借鉴意义。     

基于交互多模估计策略的故障检诊方法

针对多模自适应（ＭＭＡＥ）故障检诊（ＦＤＤ）方法的局限性,提出了一种基于交互多模（ＩＭＭ）估计策略的动态系统中多重故障的检诊方法。交互多模估计是针对包含有结构以及参数的系统的一种效率较好的自适应估计技术,它提供了故障检测、诊断和状态估计的集中框架。通过对在传感器和作动器中含有多个故障飞机的仿真。结果表明,所提供的方法比其它方法能够更快、更可靠地检测和隔离出多重故障。     

一种时域稳定参数预报与最优估计兼容的参数辨识法

 本文导出一种基于时域稳定的参数预报与最优估计兼容的状态估计和参数辨识算法。这种算法将系统辨识分为三步:1.以辨识系统预报误差渐近稳定为准则的参数预报;2.以预报参数为条件的状态估计;3.对参数和状态的后验修正。即一般分割辨识算法（GPIA）与模型参考辨识算法（MRIA）相结合的兼容辨识算法。本文将这一算法用于飞行器气动系数和控制导数的辨识,并与GPIA算法所得结果相比较。