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     

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     

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     

一种基于模糊遗传算法的多传感器多目标跟踪数据关联算法

基于模糊遗传算法发展了一种新的数据关联算法。数据关联的静态部分靠一个模糊遗传算法来得出量测组合序列和S-D分配的m个最优解。在数据关联的动态部分，将得到的S-D分配的m个最优解在一个基于多种群模糊遗传算法的动态2D分配算法中依靠一个卡尔曼滤波估计器估计出移动目标各个时刻的状态。这一基于分配的数据关联算法的仿真试验内容为被动式传感器的航迹形成和维持的问题。仿真试验的结果表明该算法在多传感器多目标跟踪中应用的可行性。另外，对算法发展和实时性问题进行了简单讨论。     

Adaptive Estimation for a System with Unknown Measu rement Bias

An adaptive state estimator for passive underwater tracking of maneuvering targets is developed. The state estimator is designed specifically for a system containing unknown or randomly switching biased measurements. In modeling the stochastic system, it is assumed that the bias sequence dynamics can be modeled by a semi-Markov process. By incorporating the semi-Markovian concept into a Bayesian estimation technique, an estimator consisting of a bank of parallel, adaptively weighted, Kalman filters has been developed. Despite the large and randomly varying measurement biases, the proposed estimator, provides an accurate estimate of the system states.     

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.     

双重未知干扰解耦的多传感器系统偏差校正与状态估计

具有未知干扰输入的随机系统状态估计问题广泛存在于控制、通信、信号处理和故障诊断等领域，但目前的研究成果大多局限于单传感器动态离散系统。针对状态方程含有未知干扰、量测方程含有未知偏差的多传感器系统状态估计问题开展了研究，提出了一种双重未知干扰解耦下的最小方差无偏估计滤波器。首先，建立量测偏差通用演化模型；然后，解耦偏差演化模型中的未知输入，设计最小方差无偏估计器对量测干扰偏差进行估计；之后，利用估计出的量测偏差来校正动态系统测量值；最后，根据量测偏差校正后的系统模型设计最优状态观测器，获得具有最小方差无偏的状态估计。径向飞行控制系统的例子验证了所提方法的有效性，与相关方法的仿真对比反应了所提方法的优越性。     

Stability of Parameter Estimates for a Gaussian Process

Maximum-likelihood estimates for the levels of the mean value function and the covariance function of a Gaussian random process are investigated. The stability of these estimates is examined as the actual covariance function of the process deviates from the form assumed in the estimators. It is found that the time-bandwidth product for stationary processes represents an upper bound on the number of estimator terms that can be safely used when estimating with uncertainty about the process covariance function. This result is consistent with other interpretations of the time-bandwidth product and tempers the conclusion that, in principle, an infinite number of estimator terms can be used to obtain a perfect estimate of the covariance level. In practice, the estimate of the level can never be perfect, and the accuracy of the estimate depends on the observation interval. Finally, conditions are established to ensure asymptotic stability of the estimates and physical interpretations are presented.     

State estimation using an approximate reduced statistics algorithm

The problem of state estimation using nonlinear additive Gaussian noise measurements is addressed. A geometric model for the posterior state density is assumed based on a multidimensional Haar basis representation. An approximate reduced statistics (ARS) algorithm, suggested by the parameter estimator of Kulhavy is then developed, using successive minimization of relative entropy between model densities and an approximate posterior density. The state estimator thus derived is applied to a bearings-only target tracking problem in a multiple sensor scenario     

MMAE-Based Control with Space-Time Point Process Observations

A multiple model adaptive estimator (MMAE) has been formulated to estimate the state of a dynamic system modeled by a linear stochastic differential equation, from which measurements, described as a noise-corrupted space-time point process functionally related to that state, are extracted. Assumed certainty equivalence is used to combine such an estimator with the LQ full-state feedback controller to synthesize a practical, implementable controller. Performance of the estimator and resultant controller characteristics are investigated via simulation as a function of approximation method used to limit the full-scale estimator to finite dimensionality and also as a function of important parameters defining the dynamics and observation processes.     

一种基于高斯混合模型粒子滤波的故障预测算法

针对一类故障预测问题提出了一种基于粒子滤波的故障预测算法。在算法的状态估计阶段,采用联合估计和粒子滤波同时估计对象系统故障演化模型状态和未知参数的后验分布。在算法的状态预测阶段,采用了两种不同的计算方法：一种方法是对状态变量当前时刻的后验分布进行迭代采样,从而获得未来时刻的状态变量的先验分布;另一种方法是采用数据驱动的方法预测未来一段时间内对象系统的量测信息,从而将未来时刻状态变量的先验分布的预测问题转化为一个求解后验分布的估计问题。采用高斯混合模型近似随机变量分布密度,从而将两种方法的计算结果在一个统一的预测框架之下进行有效交互,进一步提高了预测的准确性和可靠性。在算法的决策阶段,在获取的故障演化模型状态变量分布基础上,结合一定的故障判据近似计算出对象系统剩余寿命分布。故障预测仿真实验结果证明了所提算法的有效性。     

On-line Vehicle Motion Estimation from Visual Terrain Information Part II: Ground Velocity and Position Estimation

An algorithm, combining velocity/height estimates, obtained from an airborne body fixed image shift estimator with auxiliary on-board measurements and sparsely stored terrain profile information constitutes an entirely passive autonomous navigation system suitable for moderate-g flight missions. Two versions are addressed. The "naive estimator," in which altitude estimates are multiplied by velocity/height estimaters, yields ground velocity. Position, obtained by integration, diverges with time. The "extended Kalman filter" (EKF) version, in which velocity and position are defined as state space components, locks on the stored terrain profile and does not diverge with time. It degenerates into the "naive estimator" if the terrain is completely flat. Numerical examples indicate excellent performance potential of the EKF estimator.     

The Estimation of the "Center of Gravity" of a Photon Density Profile in Noise

A model for an optical position estimation system is developed employing the photon Poisson process theory. The position estimate is based upon the definition of a center of gravity (CG) of the power density profile of the optical source on the focal plane. An estimator structure is derived using maximum likelihood estimates of the image profile. The resulting estimate of the CG is shown to be unbiased and its variance is obtained. The variance is shown to depend upon the signal energy and noise level as well as upon the distance of the center from the initial counting point. Thus, a composite estimation system is presented which reduces the variance and yet yields a simple structure. Studies on star estimation have yielded position accuracies better than 0.1 seconds of arc for a 2.5 visual magnitude star in a background of equivalent intensity.     

空间绳系机器人捕获目标后的面内自适应回收方法

在空间绳系机器人(TSR)捕获目标星后,操作机构与目标星形成质量、惯量和系绳连接点位置等参数未知的组合体,且系绳长度、偏角与组合体姿态严重耦合,控制输入严格受限,回收控制十分困难。针对其回收难题,综合考虑系绳长度、系绳偏角与组合体姿态,利用拉格朗日法建立了轨道面内的动力学模型,并基于动态逆理论设计了一种自适应抗饱和回收控制方法。首先,在对组合体质量、惯量与系绳连接点进行在线估计的基础上,设计一种自适应动态逆回收控制器;然后,设计辅助变量对控制输入进行补偿,解决控制输入受限问题;最后进行仿真验证。仿真结果表明,在线估计器能够快速有效地估计组合体动力学参数,回收控制系统能够利用受限的控制输入克服抓捕时刻的系绳偏角和组合体姿态扰动,并沿设计的回收轨迹实现稳定有效回收。     

Super resolution SAR imaging via parametric spectral estimationmethods

Super resolution synthetic aperture radar (SAR) image formation via sophisticated parametric spectral estimation algorithms is considered. Parametric spectral estimation methods are devised based on parametric data models and are used to estimate the model parameters. Since SAR images rather than model parameters are often used in SAR applications, we use the parameter estimates obtained with the parametric methods to simulate data matrices of large dimensions and then use the fast Fourier transform (FFT) methods on them to generate SAR images with super resolution. Experimental examples using the MSTAR and Environmental Research Institute of Michigan (ERIM) data illustrate that robust spectral estimation algorithms can generate SAR images of higher resolution than the conventional FFT methods and enhance the dominant target features     

Multiple-Model Probability Hypothesis Density Filter for Tracking Maneuvering Targets

Tracking multiple targets with uncertain target dynamics is a difficult problem, especially with nonlinear state and/or measurement equations. With multiple targets, representing the full posterior distribution over target states is not practical. The problem becomes even more complicated when the number of targets varies, in which case the dimensionality of the state space itself becomes a discrete random variable. The probability hypothesis density (PHD) filter, which propagates only the first-order statistical moment (the PHD) of the full target posterior, has been shown to be a computationally efficient solution to multitarget tracking problems with a varying number of targets. The integral of PHD in any region of the state space gives the expected number of targets in that region. With maneuvering targets, detecting and tracking the changes in the target motion model also become important. The target dynamic model uncertainty can be resolved by assuming multiple models for possible motion modes and then combining the mode-dependent estimates in a manner similar to the one used in the interacting multiple model (IMM) estimator. This paper propose a multiple-model implementation of the PHD filter, which approximates the PHD by a set of weighted random samples propagated over time using sequential Monte Carlo (SMC) methods. The resulting filter can handle nonlinear, non-Gaussian dynamics with uncertain model parameters in multisensor-multitarget tracking scenarios. Simulation results are presented to show the effectiveness of the proposed filter over single-model PHD filters.     

基于导向滤波的深度图优化方法

很多低成本设备输出的深度图存在明显的边缘不匹配、深度信息缺失导致孔洞等问题,而现有的优化算法实时性差,提出的基于导向滤波的深度图优化方法可以兼顾实时性和视觉效果。首先,采用基于单尺度的Retinex方法对配准的灰度图像进行增强处理,消除光照阴影等导致的虚假边缘,增强真实边缘。然后,将处理后的灰度图像作为引导基础,通过具有边缘保持能力的导向滤波器优化深度图像,实现边缘保持的同时填充孔洞。最后,通过标准数据库和实际深度图进行实验验证。结果表明,处理后的深度图能够很好地反映基本形态,兼具实时运算竞争力。     

基于混合系统粒子滤波和二元估计的故障预测算法

针对一类故障预测问题提出了一种基于粒子滤波的故障预测算法。在算法的状态估计阶段,采用混合系统粒子滤波和二元估计算法同时估计对象系统故障演化模型混合状态和未知参数的后验分布。在算法的状态预测阶段,在一定的假设条件的前提下,将混合模型连续状态变量的预测问题转化为一个基本状态空间模型的状态预测问题。通过对连续状态变量当前时刻的后验分布进行迭代采样从而获得其未来时刻的先验分布。在算法的决策阶段,在获取的故障演化模型连续状态变量分布基础上,结合一定的故障判据近似计算出对象系统剩余寿命分布。故障预测仿真实验结果证明了算法的有效性。     

受地效影响飞机起飞着陆运动模型的参数辨识

利用基于最小模型误差法和线性不连续跳跃多重打靶法建立的非线性辨识法，辨识了飞机起飞着陆过程的非线性动态模型。对于包含复杂非线性项的动态系统，本方法可以从实际试验测量的系统非线性数据，确定飞机处于地面效应影响运动过程的系统模型，而不需要预先详细描述系统的非线性形式。算例表明该方法对于原始近似动态系统的状态估计是足够精确的。     

考虑连接非线性的大型桁架天线分散协调控制

针对含非线性连接的大型桁架式天线,考虑铰链非线性所产生的影响,基于连接子结构模态综合建模方法,建立其低阶非线性动力学模型。在此基础上,将动力学模型转换为分散参数化模型,并考虑状态变量不完全可测因素,设计适用于一致性理论的最优观测器。然后基于图论的思想提出桁架式天线的一致性形面保持控制方法,不仅实现了桁架式天线的高精度形面保持控制,同时对作动执行机构的失效具有容错性。仿真结果表明了所提控制方法的有效性。