PMHT: problems and some solutions

The probabilistic multihypothesis tracker (PMHT) is a target tracking algorithm of considerable theoretical elegance. In practice, its performance turns out to be at best similar to that of the probabilistic data association filter (PDAF); and since the implementation of the PDAF is less intense numerically the PMHT has been having a hard time finding acceptance. The PMHT's problems of nonadaptivity, narcissism, and over-hospitality to clutter are elicited in this work. The PMHT's main selling-point is its flexible and easily modifiable model, which we use to develop the "homothetic" PMHT; maneuver-based PMHTs, including those with separate and joint homothetic measurement models; a modified PMHT whose measurement/target association model is more similar to that of the PDAF; and PMHTs with eccentric and/or estimated measurement models. Ideally, "bottom line" would be a version of the PMHT with clear advantages over existing trackers. If the goal is of an accurate (in terms of mean square error (MSE)) track, then there are a number of versions for which this is available.     

A formulation of multitarget tracking as an incomplete data problem

Traditional multihypothesis tracking methods rely upon an enumeration of all the assignments of measurements to tracks. Pruning and gating are used to retain only the most likely hypotheses in order to drastically limit the set of feasible associations. The main risk is to eliminate correct measurement sequences. The probabilistic multiple hypothesis tracking (PMHT) method has been developed by Streit and Luginbuhl in order to reduce the drawbacks of "strong" assignments. The PMHT method is presented in a general mixture densities perspective. The Expectation-Maximization (EM) algorithm is the basic ingredient for estimating mixture parameters. This approach is then extended and applied to multitarget tracking for nonlinear measurement models in the passive sonar perspective.     

面向目标的概率多假设跟踪算法

 概率多假设跟踪(PMHT)算法由于其计算量与目标和量测的个数成线性关系而成为一种重要的数据关联方法,但该算法采用的是一种面向量测的参数模型,容易受到杂波的干扰。针对这个问题,提出一种面向目标的PMHT（TO/PMHT）算法,将量测与目标的距离作为权重,使计算出的后验关联概率能够真实地反映量测和目标的关联可能性。通过多种典型环境的仿真计算表明：TO/PMHT算法和面向量测的PMHT算法相比,跟踪性能有了明显的提高;与多假设跟踪(MHT)算法相比,在保持跟踪性能的同时,极大地提高了计算效率。     

Multiple model PMHT and its application to the benchmark radar tracking problem

The probabilistic multiple hypothesis tracker (PMHT) uses the expectation-maximization (EM) algorithm to solve the measurement-origin uncertainty problem. Here, we explore some of its variants for maneuvering targets and in particular discuss the multiple model PMHT. We apply this PMHT to the six "typical" tracking scenarios given in the second benchmark problem from W. D. Blair and G. A. Watson (1998). The manner in which the PMHT is used to track the targets and to manage radar allocation is discussed, and the results compared with those of the interacting multiple model probabilistic data association filter (IMM/PDAF) and IMM/MHT (multiple hypothesis tracker). The PMHT works well: its performance lies between those of the IMM/PDAF and IMM/MHT both in terms of tracking performance and computational load.     

The turbo PMHT

The PMHT (probabilistic multihypothesis tracker) uses "soft" a posteriori probability associations between measurements and targets. Its implementation is a straightforward iterative application of a Kalman smoother operating on "synthetic" (i.e., modified) measurements, and of recalculation of these synthetic measurements based on the current track estimate. In this correspondence, we first discuss the basic PMHT and some of the older PMHT variants that have been used to enhance convergence. We then introduce the new turbo PMHT, which is informed by the recent success of turbo decoding in the digital communication context. This new PMHT has performance substantially improved versus any of the previous versions.     

Mixture Reduction Algorithms for Point and Extended Object Tracking in Clutter

The Bayesian solution to the problem of tracking a target with measurement association uncertainty gives rise to mixture distributions, which are composed of an ever increasing number of components. To produce a practical tracking filter, the growth of components must be controlled by approximating the mixture distribution. Two mixture reduction schemes (a joining algorithm and a clustering algorithm) have been derived for this purpose. If significant well spaced mixture components are present, these techniques can provide a useful improvement over the probabilistic data association filter (PDAF) approach, which reduces the mixture to a single Gaussian component at each time step. For the standard problem of tracking a point target in uniform random clutter, a Monte Carlo simulation study has been employed to identify the region of the problem parameter space where significant performance improvement is obtained over the PDAF. In the second part of this paper, the formal Bayesian filter is derived for an extended target consisting of an array of measurement sources with association uncertainty. A practical multiple hypothesis filter is implemented using mixture reduction and simulation results are presented.     

Missile autopilot design using quasi-LPV polynomial eigenstructure assignment

This paper presents the design of a missile autopilot over its flight envelop using quasi-linear parameter-varying polynomial eigenstructure assignment (PEA). The paper describes the extension of PEA to parameter-varying systems using a nonlinear missile model developed by Horton as an example. The autopilot is designed for a single-plane lateral acceleration control and a 5 degree of freedom (DOF) autopilot is also designed. Both lateral acceleration and augmented lateral acceleration outputs are considered. The lateral acceleration autopilot has nonminimum phase characteristics, and it is shown that the quasi-linear parameter-varying PEA approach can handle nonminimum phase systems unlike classic dynamic inversion techniques. Simulation results are presented over fast variations in Mach number and show that the design is robust.     

一种鲁棒的概率核主成分分析模型

大数据时代面临的数据维数越来越高,对数据降维处理越发显得重要。经典的主成分分析模型已被证明是一种有效的数据降维方法。但它在处理非线性、存在噪声和异常点的数据时存在效果较差的问题。对此,文章提出了一种鲁棒概率核主成分分析模型。该模型将核方法与基于高斯隐变量模型的极大似然框架相结合,用多元 t分布作为先验分布,以同时解决主成分分析在这 3个方面的弊端。提出混合鲁棒概率核主成分分析模型,使其可直接用于对混合的非线性数据进行降维和聚类分析。在不同数据集上进行的实验结果表明,与标准的混合概率核主成分分析模型相比,文中模型在数据聚类方面有更高的准确率。     

基于高斯权值-混合建议分布粒子滤波的疲劳裂纹扩展预测

飞行器结构的疲劳裂纹扩展预测对保障结构安全、实现视情维护具有重要意义。结合粒子滤波算法和结构健康监测方法进行在线的疲劳裂纹扩展预测是近年来刚刚开始研究的新方法,该方法通过状态空间模型表征疲劳裂纹扩展过程中的不确定性,同时通过贝叶斯方法将结构健康监测所获取的结构实际裂纹观测值用于修正裂纹扩展模型的预测误差,实现更准确的疲劳裂纹扩展在线预测。由于该方法的研究刚刚开展,已有研究中粒子滤波算法的重要性密度函数往往简单选取为先验转移概率密度,存在严重的粒子退化问题。另一方面出于简单考虑,仅采用表征裂纹稳定扩展区的Paris模型。针对上述问题,本文提出一种基于高斯权值-混合建议分布粒子滤波的疲劳裂纹在线预测方法,基于表征裂纹全扩展区域的NASGRO裂纹扩展模型建立疲劳裂纹扩展状态方程,以主动Lamb波监测方法实现结构裂纹的在线监测,借助在线结构健康监测的优势,在粒子滤波时选取重要性密度函数为观测概率密度和先验转移概率密度的混合分布,同时基于先验估计获取高斯权值进行权值更新。本文进一步进行了仿真研究,结果表明所提出的方法优化了疲劳裂纹扩展预测的准确性。     

Multi-Target Tracking in Clutter without Measurement Assignment

When tracking targets using radars and sonars, the number of targets and the origin of data is uncertain. Data may be false measurements or clutter, or they may be detections from an unknown number of targets whose possible trajectories and detection processes can only be described in a statistical manner. Optimal all-neighbor multi-target tracking (MTT) in clutter enumerates all possible joint measurement-to-track assignments and calculates the a posteriori probabilities of each of these joint assignments. The numerical complexity of this process is combinatorial in the number of tracks and the number of measurements. One of the key differences between most MTT algorithms is the manner in which they reduce the computational complexity of the joint measurement-to-track assignment process. We propose an alternative approach, using a form of soft assignment, that enables us to bypass this step entirely. Specifically, our approach treats possible detections of targets followed by other tracks as additional clutter measurements. It starts by approximating the a~priori probabilities of measurement origin. These probabilities are then used to modify the clutter spatial density at the location of the measurements. A suitable single target tracking (STT) filter then uses the modified clutter intensity for updating the track state. In effect, the STT filter is transformed into an MTT filter with a numerical complexity that is linear in the number of tracks and the number of measurements. Simulations show the effectiveness of this approach in a number of different multi-target scenarios.     

Comparison of two measurement fusion methods forKalman-filter-based multisensor data fusion

Currently there exist two commonly used measurement fusion methods for Kalman-filter-based multisensor data fusion. The first (Method I) simply merges the multisensor data through the observation vector of the Kalman filter, whereas the second (Method II) combines the multisensor data based on a minimum-mean-square-error criterion. This paper, based on an analysis of the fused state estimate covariances of the two measurement fusion methods, shows that the two measurement fusion methods are functionally equivalent if the sensors used for data fusion, with different and independent noise characteristics, have identical measurement matrices. Also presented are simulation results on state estimation using the two measurement fusion methods, followed by the analysis of the computational advantages of each method     

Optimal sensor selection strategy for discrete-time stateestimators

A novel sensor selection strategy is introduced, which can be implemented on-line in time-varying discrete-time system. We consider a case in which several measurement subsystem are available, each of which may be used to drive a state estimation algorithm. However, due to practical implementation constraints (such as the ability of the on-board computer to process the acquired data), only one of these subsystems can actually by utilized at a measurement update. An algorithm is needed, by which the optimal measurement subsystem to be used is selected at each sensor selection epoch. The approach described is based on using the square root V-Lambda information filter as the underlying state estimation algorithm. This algorithm continuously provides its user with the spectral factors of the estimation error covariance matrix, which are used in this work as the basis for an on-line decision procedure by which the optimal measurement strategy is derived. At each sensor selection epoch, a measurement subsystem is selected, which contributes the largest amount of information along the principal state space direction associated with the largest current estimation error. A numerical example is presented, which demonstrates the performance of the new algorithm. The state estimation problem is solved for a third-order time-varying system equipped with three measurement subsystem, only one of which can be used at a measurement update. It is shown that the optimal measurement strategy algorithm enhances the estimator by substantially reducing the maximal estimation error     

Dynamic Cramer-Rao bound for target tracking in clutter

Recently, there have been several new results for an old topic, the Cramer-Rao lower bound (CRLB). Specifically, it has been shown that for a wide class of parameter estimation problems (e.g. for objects with deterministic dynamics) the matrix CRLB, with both measurement origin uncertainty (i.e., in the presence of false alarms or random clutter) and measurement noise, is simply that without measurement origin uncertainty times a scalar information reduction factor (IRF). Conversely, there has arisen a neat expression for the CRLB for state estimation of a stochastic dynamic nonlinear system (i.e., objects with a stochastic motion); but this is only valid without measurement origin uncertainty. The present paper can be considered a marriage of the two topics: the clever Riccati-like form from the latter is preserved, but it includes the IRF from the former. The effects of plant and observation dynamics on the CRLB are explored. Further, the CRLB is compared via simulation to two common target tracking algorithms, the probabilistic data association filter (PDAF) and the multiframe (N-D) assignment algorithm.     

Multiassignment for tracking a large number of overlapping objects[and application to fibroblast cells]

In this paper we present a new technique for data association using multiassignment for tracking a large number of closely spaced (and overlapping) objects. The algorithm is illustrated on a biomedical problem, namely the tracking of a group of fibroblast (tissue) cells from an image sequence, which motivated this work. Because of their proximity to one another and due to the difficulties in segmenting the images accurately from a poor-quality image sequence, the cells are effectively closely spaced objects (CSOs). The algorithm presents a novel dichotomous, iterated approach to multiassignment using successive one-to-one assignments of decreasing size with modified costs. The cost functions, which are adjusted depending on the “depth” of the current assignment level and on the tracking results, are derived. The resulting assignments are used to form, maintain and terminate tracks with a modified version of the probabilistic data association (PDA) filter, which can handle the contention for a single measurement among multiple tracks in addition to the association of multiple measurements to a single track. Estimation results are given and compared with those of the standard 2D one-to-one assignment algorithm. It is shown that iterated multiassignment results in superior measurement-to-track association. The algorithms presented can be used for other general tracking problems, including dense air traffic surveillance and control     

Efficient fault tolerant estimation using the IMM methodology

Space systems are characterized by a low-intensity process noise resulting from uncertain forces and moments. In many cases, their scalar measurement channels can be assumed to be independent, with one-dimensional internal dynamics. The nominal operation of these systems can be severely damaged by faults in the sensors. A natural method that can be used to yield fault tolerant estimates of such systems is the interacting multiple model (IMM) filtering algorithm, which is known to provide very accurate results. However, having been derived for a general class of systems with switching parameters, the IMM filter does not utilize the independence of the measurement errors in different channels, nor does it exploit the fact that the process noise is of low intensity. Thus, the implementation of the IMM in this case is computationally expensive. A new estimation technique is proposed herein, that explicitly utilizes the aforementioned properties. In the resulting estimation scheme separate measurement channels are handled separately, thus reducing the computational complexity. It is shown that, whereas the IMM complexity is exponential in the number of fault-prone measurements, the complexity of the proposed technique is polynomial. A simulation study involving spacecraft attitude estimation is carried out. This study shows that the proposed technique closely approximates the full-blown IMM algorithm, while requiring only a modest fraction of the computational cost.     

双过临界喷管充气混合装置

双过临界声速喷管充气混合装置能够快速、均匀地混合两种气体,其背压适用范围比临界声速喷管提高了４０％,性能良好,结构简单。经边界层修正、实态标定和色谱检验、混合效果良好。适用 种燃烧、爆轰实验的气体混合。     

Large eddy simulation of turbulent diffusion flame combustion using a conserved scalar methodology

The present paper describes an LES prediction of turbulent diffusion flame combustion in a simplified axi-symmetric combustor geometry.The calculations are carried out using a well-tested finite volume incompressible LES code which has been modified to handle variable density and reacting flows.The basic mixture fraction conserved scalar method is used with the chemical state relationships described by fast chemistry.The turbulence-chemistry interaction is modelled by a sub-grid PDF method and the PDF is assumed to follow a Beta-function shape.The LES predictions have been time-averaged over 3.5 flow-through times to generate the mean radial profiles of mixture fraction,product mass fraction,temperature,axial velocity and axial rms.The agreement of the LES predictions with the experimental data is good for all the above quantities at four different axial positions with largest differences at the first measurement plane.The LES method also provides information on the unsteady nature of turbulent diffusion combustion. For turbulent reacting flows with large density ratio,it was found necessary to use a relaxation method in order to remove unphysical high-frequency fluctuations and to maintain numerical stability.      

基于混合粒子滤波的激光惯导系统误差的补偿

针对激光陀螺捷联惯导系统在动态尤其是高动态环境下的姿态误差显著增大的问题,提出了一种基于改进高斯混合粒子滤波的纯方位跟踪算法。算法基于混合粒子的卡尔曼滤波和粒子滤波的特点,用有限的高斯模型来近似后验状态密度、系统噪声和观测噪声的分布通过EM的算法设计实现模型的降阶,一定程度上克服了EM算法迭代的结果需要依赖初始值、可能收敛到局部最大点或可能收敛到参数空间边界的缺点,从而改善了粒子携带信息的衰减问题。通过仿真与试验结合,在纯动态应用环境下的姿态与定位精度补偿效果,与传统Kalman滤波相比,算法在保持高精度估计能力的同时,具有较强的鲁棒性,是解决非线性系统状态估计问题的一种有效方法。     

航空发动机全生命周期碳排放计量方法研究

航空是碳排放八大重点行业之一,航空产业的碳排放主要受航空发动机碳排放的影响,因此亟需开展航空发动机碳排放计量方法研究。以生命周期评价作为航空发动机碳足迹的量化方法,将航空发动机全生命周期碳排放分为燃料周期碳排放与材料周期碳排放,并分别进行统计;将航空发动机系统边界进行划分,提出各个阶段应进行的数据收集,并对数据做出要求,得到一套相对完整的航空发动机碳排放计量方法。本文得到的方法可以从生命周期的角度全面评估航空发动机碳排放,可为航空发动机全生命周期碳排放计量提供指引,从燃料角度与材料角度为减排提供理论基础。     

微小卫星太阳敏感器/磁强计实时标定算法研究

 提出了一种对磁强计/太阳敏感器的无姿态信息的在轨实时标定方法。在现有的标定算法中，仅采用地磁矢量的模作为观测量，本文引入地磁矢量与太阳矢量之间的数量积作为观测量，增强了其可观性，也使对太阳敏感器的实时标定成为可能。扩展卡尔曼滤波器(Extended Kalman Filter，EKF)虽然获得广泛应用，但其线性化过程会引入截断误差，而无香卡尔曼滤波器(Unscented Kalman Filter，UKF)是非线性滤波方法，不须对系统进行线性化。分别利用EKF与UKF的滤波标定算法进行标定研究，仿真结果表明了本文算法的有效性，如磁强计偏置的标定精度，UKF比EKF高26%。