Geometrical entropy approach for variable structure multiple-model estimation

The variable structure multiple-model(VSMM) estimation approach, one of the multiple-model(MM) estimation approaches, is popular in handling state estimation problems with mode uncertainties.In the VSMM algorithms, the model sequence set adaptation(MSA) plays a key role.The MSA methods are challenged in both theory and practice for the target modes and the real observation error distributions are usually uncertain in practice.In this paper, a geometrical entropy(GE) measure is proposed so that the MSA is achieved on the minimum geometrical entropy(MGE) principle.Consequently, the minimum geometrical entropy multiple-model(MGEMM) framework is proposed, and two suboptimal algorithms, the particle filter k-means minimum geometrical entropy multiple-model algorithm(PF-KMGEMM) as well as the particle filter adaptive minimum geometrical entropy multiple-model algorithm(PF-AMGEMM), are established for practical applications.The proposed algorithms are tested in three groups of maneuvering target tracking scenarios with mode and observation error distribution uncertainties.Numerical simulations have demonstrated that compared to several existing algorithms, the MGE-based algorithms can achieve more robust and accurate estimation results when the real observation error is inconsistent with a priori.     

Multiple-model estimation with variable structure. III. Model-groupswitching algorithm

A general multiple-model (MM) estimator with a variable structure (VSMM), railed model-group switching (MGS) algorithm, is presented. It assumes that the total set of models can be covered by a number of model groups, each representing a cluster of closely related system behavior patterns or structures, and a particular group is running at any given time determined by a hard decision. This algorithm is the first VSMM estimator that is generally applicable to a large class of problems with hybrid (continuous and discrete) uncertainties. It is also easily implementable. It is illustrated, via a simple fault detection and identification example, that the MGS algorithm provides a substantial reduction in computation while having identical performance with the fixed-structure Interacting Multiple-Model (FSIMM) estimator     

A novel variable structure multi-model approach based on error-ambiguity decomposition

Model Set Adaptation (MSA) plays a key role in the Variable Structure Multi-Model tracking approach (VSMM). In this paper, the Error-Ambiguity Decomposition (EAD) principle is adopted to derive the EAD-MSA criterion that is optimal in the sense of minimizing the square error between the estimate and the truth. Consequently, the EAD Variable Structure first-order General Pseudo Bayesian (EAD-VSGPB1) algorithm and the EAD Variable Structure Interacting Multiple Model (EAD-VSIMM) algorithm are constructed. The proposed algorithms are tested in two groups of maneuvering target tracking scenarios under different modes and observation error conditions. The simulation results demonstrate the effectiveness of the EAD-VSMM approach and show that, compared to some existing multi-model algorithms, the proposed EAD-VSMM algorithms achieve more robust and accurate tracking results.     

Multiple-model estimation with variable structure. IV. Design andevaluation of model-group switching algorithm

For pt. III see ibid., vol. 35, pp. 225-41 (1999). A variable-structure multiple-model (VSMM) estimator, called model-group switching (MGS) algorithm, has been presented in Part III, which is the first VSMM estimator that is generally applicable to a large class of problem with hybrid (continuous and discrete) uncertainties. In this algorithm, the model-set is made adaptive by switching among a number of predetermined groups of models. It has the potential to be substantially more cost-effective than fixed-structure MM (FSMM) estimators, including the Interacting Multiple-Model (IMM) estimator. A number of issues of major importance in the application of this algorithm are investigated here, including the model-group adaptation logic and model-group design. The results of this study are implemented via a detailed design for a problem of tracking a maneuvering target using a time-varying set of models, each characterized by a representative value of the expected acceleration of the target. Simulation results are given to demonstrate the performance (based on more reasonable and complete measures than commonly used rms errors alone) and computational complexity of the MGS algorithm, relative to the fixed-structure IMM (FSIMM) estimator using all models, under carefully designed and fair random and deterministic scenarios     

Minimal submodel-set algorithm for maneuvering target tracking

The variable structure multiple model (VSMM) approach to the maneuvering target tracking problem is considered. A new VSMM design, the minimal submodel-set switching (MSMSS) algorithm for tracking a maneuvering target is presented. The MSMSS algorithm adaptively determines the minimal set of models from the total model set and uses this to perform multiple models (MM) estimation. In addition, an iterative MSMSS algorithm with improved maneuver detection and termination properties is developed. Simulations results demonstrate that, compared with a standard interacting MM (IMM), the proposed algorithms require significantly lower computation while maintaining similar tracking performance. Alternatively, for a computational load similar to IMM, the new algorithms display significantly improved performance.     

Performance of multiple-model filters and parameter-sensitivity analysis for likelihood evaluation with shock variance models

The performance of multiple-model filtering algorithms is examined for shock-variance models, which are a form of linear Gaussian switching models. The primary aim is to determine whether existing multiple-model filters are suitable for evaluating measurement likelihoods in classification applications, and under what conditions such classification models are viable. Simulation experiments are used to empirically examine the likelihood-evaluation performance of suboptimal merging and pruning algorithms as the number of state hypotheses per time step (i.e., algorithm order) increases. The second-order generalized pseudo-Bayes or (GPB(2)) algorithm is found to provide excellent performance relative to higher order GPB algorithms through order five. Likelihoods from fixed-size pruning (FSP) algorithms with increasing numbers of state hypotheses are used to validate the GPB likelihoods, and convergence of the FSP likelihoods to the GPB values is observed. These results suggest that GPB(2) is a reasonable approximation to the unrealizable optimal algorithm for classification. In all cases except very-low-noise situations, the interacting multiple model (IMM) algorithm is found to provide an adequate approximation to GPB(2). Sensitivity of likelihood estimates to certain model parameters is also investigated via a mismatch analysis. As a classification tool, the discrimination capabilities of the measurement likelihoods are tested using an idealized forced-choice experiment, both with ideal and with mismatched models     

Efficient particle filtering for road-constrained target tracking

The variable-structure multiple-model particle filtering approach for state estimation of road-constrained targets is addressed. The multiple models are designed to account for target maneuvers including "move-stop-move" and motion ambiguity at an intersection; the time-varying active model sets are adaptively selected based on target state and local terrain condition. The hybrid state space is partitioned into the mode subspace and the target subspace. The mode state is estimated based on random sampling; the target state as well as the relevant likelihood function associated with a mode sample sequence is approximated as Gaussian distribution, of which the conditional mean and covariance are deterministically computed using a nonlinear Kalman filter which accounts for road constraints in its update. The importance function for the sampling of the mode state approximates the optimal importance function under the same Gaussian assumption of the target state.     

Detection and diagnosis of sensor and actuator failures using IMMestimator

An approach to detection and diagnosis of multiple failures in a dynamic system is proposed. It is based on the interacting multiple-model (IMM) estimation algorithm, which is one of the most cost-effective adaptive estimation techniques for systems involving structural as well as parametric changes. The proposed approach provides an integrated framework for fault detection, diagnosis, and state estimation. It is able to detect and isolate multiple faults substantially more quickly and more reliably than many existing approaches. Its superiority is illustrated in two aircraft examples for single and double faults of both sensors and actuators, in the forms of “total”, “partial”, and simultaneous failures. Both deterministic and random fault scenarios are designed and used for testing and comparing the performance fairly. Some new performance indices are presented. The robustness of the proposed approach to the design of model transition probabilities, fault modeling errors, and the uncertainties of noise statistics are also evaluated     

Variable structure multiple model fixed-interval smoothing

This paper focuses on fixed-interval smoothing for stochastic hybrid systems. When the truth-mode mismatch is encountered, existing smoothing methods based on fixed structure of model-set have significant performance degradation and are inapplicable. We develop a fixed-interval smoothing method based on forward- and backward-filtering in the Variable Structure Multiple Model (VSMM) framework in this paper. We propose to use the Simplified Equivalent model Interacting Multiple Model (SEIMM) in the forward and the backward filters to handle the difficulty of different mode-sets used in both filters, and design a re-filtering procedure in the model-switching stage to enhance the estimation performance. To improve the computational efficiency, we make the basic model-set adaptive by the Likely-Model Set (LMS) algorithm. It turns out that the smoothing performance is further improved by the LMS due to less competition among models. Simulation results are provided to demonstrate the better performance and the computational efficiency of our proposed smoothing algorithms.     

Medium PRF set selection using evolutionary algorithms

This paper presents a new and novel method of selecting multiple pulse repetition frequency (PRF) sets for use in medium PRF pulsed-Doppler radars. Evolutionary algorithms are used to minimise the blind areas in the range/Doppler space. The evolutionary algorithm allows optimal solutions to be generated quickly, far faster than with exhaustive searches, and is fully automatic, unlike existing techniques. The evolved solutions compare very favorably against the results of both an exhaustive search and existing published PRF set selection methods. This evolutionary approach to generation of PRF sets is a major advance in medium PRF radar design.     

Track-before-detect for Infrared Maneuvering Dim Multi-target via MM-PHD

In this paper, we present a novel and efficient track-before-detect (TBD) algorithm based on multiple-model probability hypothesis density (MM-PHD) for tracking infrared maneuvering dim multi-target. Firstly, the standard sequential Monte Carlo probability hypothesis density (SMC-PHD) TBD-based algorithm is introduced and sequentially improved by the adaptive process noise and the importance re-sampling on particle likelihood, which result in the improvement in the algorithm robustness and convergence speed. Secondly, backward recursion of SMC-PHD is derived in order to ameliorate the tracking performance especially at the time of the multi-target arising. Finally, SMC-PHD is extended with multiple-model to track maneuvering dim multi-target. Extensive experiments have proved the efficiency of the presented algorithm in tracking infrared maneuvering dim multi-target, which produces better performance in track detection and tracking than other TBD-based algorithms including SMC-PHD, multiple-model particle filter (MM-PF), histogram probability multi-hypothesis tracking (H-PMHT) and Viterbi-like.     

Survey of maneuvering target tracking. Part V. Multiple-model methods

This is the fifth part of a series of papers that provide a comprehensive survey of techniques for tracking maneuvering targets without addressing the so-called measurement-origin uncertainty. Part I and Part II deal with target motion models. Part III covers measurement models and associated techniques. Part IV is concerned with tracking techniques that are based on decisions regarding target maneuvers. This part surveys the multiple-model methods $the use of multiple models (and filters) simultaneously - which is the prevailing approach to maneuvering target tracking in recent years. The survey is presented in a structured way, centered around three generations of algorithms: autonomous, cooperating, and variable structure. It emphasizes the underpinning of each algorithm and covers various issues in algorithm design, application, and performance.     

基于平滑先验分析和模糊熵的滚动轴承故障诊断

由于机械系统的复杂性,振动信号的随机性表现在不同尺度上,基于对振动信号进行多尺度的模糊熵(FE)分析,提出了基于平滑先验分析(SPA)和模糊熵的滚动轴承故障诊断方法。采用SPA方法对振动信号进行自适应分解,得到振动信号的趋势项和波动项;分别计算趋势项和波动项的模糊熵;将模糊熵值作为特征向量,输入至基于优化算法的支持向量机(OSVM)。将该方法应用于滚动轴承实验数据,分析结果表明:该方法在仅提取两个分量特征的情况下即可达到100%的故障诊断精度,可有效实现滚动轴承的故障诊断。      

改进的MMPHD机动目标跟踪方法

基于序列蒙特卡罗方法的经典多模概率假设密度滤波方法及其各种衍生方法,在预测过程中依据多个并行的状态转移模型,通过将大量粒子散布到下一时刻目标所有可能出现的状态空间实现目标状态的捕获,造成计算量大、目标跟踪精度差。为此,提出一种改进的多模粒子概率假设密度机动目标跟踪方法。该方法利用最新量测信息估计目标运动模型概率及模型参数,并将估计得到的目标模型应用到粒子概率假设密度滤波方法的预测过程中生成预测粒子,从而将大部分粒子聚合在目标最可能出现的状态空间邻域中,实现粒子的有效利用。数值仿真表明,所提方法不仅显著地减少了目标丢失个数,而且提高了目标跟踪精度。     

Numerically robust implementation of multiple-model algorithms

Standard implementation of multiple-model (MM) estimation algorithms may suffer from numerical problems, especially numerical underflows, which occur when the true model is vastly different from one or more models used in the algorithm. This may be devastating to the performance of the MM algorithm. Numerical robust implementations of some of the most popular MM algorithms are presented. Simulation results are provided to verify the proposed implementation and to compare with the implementations with a lower bound     

Synthesis of binary sequences with good autocorrelation andcrosscorrelation properties by simulated annealing

Simulated annealing is a statistical computational technique for obtaining approximate solutions to combinatorial optimization problems. An efficient simulated annealing algorithm is used to design binary sequence sets which have good autocorrelation and crosscorrelation properties. Some of the synthesized results are presented, and their properties are better than any other known in the literature. The synthesized binary sequence sets promise to be practically applicable     

Robust autofocus algorithm for ISAR imaging of moving targets

A robust autofocus approach, referred to as AUTOCLEAN (AUTOfocus via CLEAN), is proposed for the motion compensation in ISAR (inverse synthetic aperture radar) imaging of moving targets. It is a parametric algorithm based on a very flexible data model which takes into account arbitrary range migration and arbitrary phase errors across the synthetic aperture that may be induced by unwanted radial motion of the target as well as propagation or system instability. AUTOCLEAN can be classified as a multiple scatterer algorithm (MSA), but it differs considerably from other existing MSAs in several aspects: (1) Dominant scatterers are selected automatically in the 2D image domain; (2) scatterers may not be well isolated or very dominant; (3) phase and RCS information from each selected scatterer are combined in an optimal way; (4) the troublesome phase unwrapping step is avoided. AUTOCLEAN is computationally efficient and involves only a sequence of FFTs. Another good feature associated with AUTOCLEAN is that its performance can be progressively improved by assuming a larger number of dominant scatterers for the target. Numerical and experimental results have shown that AUTOCLEAN is a very robust autofocus tool for ISAR imaging     

Integrated active fault-tolerant control using IMM approach

An integrated fault detection, diagnosis, and reconfigurable control scheme based on interacting multiple model (IMM) approach is proposed. Fault detection and diagnosis (FDD) is carried out using an IMM estimator. An eigenstructure assignment (EA) technique is used for reconfigurable feedback control law design. To achieve steady-state tracking, reconfigurable feedforward controllers are also synthesized using input weighting approach. The developed scheme can deal with not only actuator and sensor faults, but also failures in, system components. To achieve fast and reliable fault detection, diagnosis, and controller reconfiguration, new fault diagnosis and controller reconfiguration mechanisms have been developed by a suitable combination of the information provided by the mode probabilities from the IMM algorithm and an index related to the closed-loop system performance. The proposed approach is evaluated using an aircraft example, and excellent results have been obtained     

A quantum inspired genetic algorithm for multimodal optimization of wind disturbance alleviation flight control system

This paper develops a Quantum-inspired Genetic Algorithm (QGA) to find the sets of optimal parameters for the wind disturbance alleviation Flight Control System (FCS). To search the problem domain more evenly and uniformly, the lattice rule based stratification method is used to create new chromosomes. The chromosomes are coded and updated according to quantum-inspired strategies. A niching method is used to ensure every chromosome can converge to its corresponding local minimum in the optimization process. A parallel archive system is adopted to monitor the chromosomes on-line and save all potential feasible solutions in the optimization process. An adaptive search strategy is used to gradually adjust the search domain of each niche to finally approach the local minima. The solutions found by the QGA are compared with some other Multimodal Optimization (MO) algorithms and are tested on the FCS of the Boeing 747 to demonstrate the effectiveness of the proposed algorithm.