Canonical transform for tracking with kinematic models

A canonical transform is presented that converts a coupled or uncoupled kinematic model for target tracking into a decoupled dimensionless canonical form. The coupling is due to non-zero off-diagonal terms in the covariance matrices of the process noise and/or the measurement noise, which can be used to model the coupling of motion and/or measurement between coordinates. The decoupled dimensionless canonical form is obtained by simultaneously diagonalizing the noise covariance matrices, followed by a spatial-temporal normalization procedure. This canonical form is independent of the physical specifications of an actual system. Each subsystem corresponding to a canonical coordinate is characterized by its process noise standard deviation, called the maneuver index as a generalization of the tracking index for target tracking, which characterizes completely the performance of a steady-state Kalman filter. A number of applications of this canonical form are discussed. The usefulness of the canonical transform is illustrated via an example of performance analysis of maneuvering target tracking in an air traffic control (ATC) system.     

Analytical solution of discrete colored noise ECA tracking filter

New analytical solutions of steady-state Kalman gains are presented for a discrete-time tracking filter with correlation in both the measurement noise and the target maneuver. The measurement noise model is a first-order discrete Markov process characterized by a correlation coefficient ρ. The target motion is examined for an exponentially correlated acceleration maneuver type in which the vehicle oscillation such as wind-induced-bending is also considered. The present solution method is based on factorizing the observed spectral density matrix Ψ(z) in frequency domain. The algorithm proposed here gives the Kalman gain matrix directly. For a case when the steady-state error covariance matrix is desired, such gains can be incorporated with the algebraic Riccati equation     

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density (PHD) filter has been recognized as a promising tech-nique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation (APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter (PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking mul-tiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.     

A nonlinear IMM algorithm for maneuvering target tracking

In target tracking, the measurement noise is usually assumed to be Gaussian. However, the Gaussian modeling of the noise may not be true. Noise can be non-Gaussian. The non-Gaussian noise arising in a radar system is known as glint noise. The distribution of glint noise is long tailed and will seriously affect the tracking performance. We develop a new algorithm that can effectively track a maneuvering target in the glint environment The algorithm incorporates the nonlinear Masreliez filter into the interactive multiple model (IMM) method. Simulations demonstrate the superiority of the new algorithm     

基于交互式多模型的主被动站跟踪算法

在高斯白噪声下，使用交互式多模型算法融合主动站和被动站量测信息，在各类机动状态模型切换，完成对机动目标的定位跟踪。根据主动站到达目标然后到达被动站的距离和以及目标到达主被动站的方位角和俯仰角信息建立量测模型；在交互式多模型算法的基础上，在常规直线机动模型基础上引入Singer模型，模拟目标机动运动；以几何关系求解得到的目标位置作为目标初始解，相较于其他初始模型，算法具有更好的收敛性。仿真实验表明，在主被动站间距几十千米，目标与主被动站间距几百千米，到达角误差2°左右，到达时间误差20 m左右的情况下，使用交互式多模型算法跟踪目标，收敛误差在百米级别。     

机动多目标跟踪问题中关联区域的研究

 本文研究了跟踪多个机动目标时,由滤波算法所获得的新息向量范数的统计性质,关联区域的大小以及接收正确回波的概率。借助拉蒙特卡洛方法,考察了不同的目标状态模型、目标机动加速度及状态噪声方差等因素对所研究的问题的影响。研究表明,文献[1]所提出的机动目标状态模型及相应的自适应算法具有较好的适应目标机动的能力,关联区域的大小及接收正确回波的概率均较为稳定。     

Discrete-time min-max tracking

The problem of optimal state estimation of linear discrete-time systems with measured outputs that are corrupted by additive white noise is addressed. Such estimation is often encountered in problems of target tracking where the target dynamics is driven by finite energy signals, whereas the measurement noise is approximated by white noise. The relevant cost function for such tracking problems is the expected value of the standard H/sub /spl infin// performance index, with respect to the measurement noise statistics. The estimator, serving as a tracking filter, tries to minimize the mean-square estimation error, and the exogenous disturbance, which may represent the target maneuvers, tries to maximize this error while being penalized for its energy. The solution, which is obtained by completing the cost function to squares, is shown to satisfy also the matrix version of the maximum principle. The solution is derived in terms of two coupled Riccati difference equations from which the filter gains are derived. In the case where an infinite penalty is imposed on the energy of the exogenous disturbance, the celebrated discrete-time Kalman filter is recovered. A local iterations scheme which is based on linear matrix inequalities is proposed to solve these equations. An illustrative example is given where the velocity of a maneuvering target has to be estimated utilizing noisy measurements of the target position.     

Tracking targets using adaptive Kalman filtering

A simple algorithm for estimating the unknown process noise variance of an otherwise known linear plant, using a Kalman filter is suggested. The process noise variance estimator is essentially dead beat, using the difference between the expected prediction error variance, computed in the Kalman filter, and the measured prediction error variance. The estimate is used to adapt the Kalman filter. The use of the adaptive filter is demonstrated in a simulated example in which a wildly maneuvering target is tracked     

考虑非高斯相关噪声的视线角速率提取算法

针对捷联导引头敏感信息存在非高斯噪声且状态噪声与观测噪声相关的问题,提出了修正球面坐标系下带有相关噪声解耦的扩展椭球集员滤波（ESMF）算法。首先,通过对弹目相对距离及其变化率的规范化处理,得到修正球面坐标系下的视线角速率提取模型;然后,利用相关噪声解耦方法去除观测方程中耦合的状态噪声项,基于泰勒级数展开推导了相关噪声解耦后的模型线性化表达式,得到包含线性化误差的虚拟噪声椭球集合,并根据最小迹和最小化尺度因子上界的优化方法得到状态更新与观测更新椭球,形成非高斯相关噪声解耦的扩展椭球集员滤波算法。仿真结果表明,所提算法能够在考虑非高斯相关噪声的情况下,实现捷联导引头视线角速率的高精度提取。     

机动目标“当前”统计模型与自适应跟踪算法

本文提出机动目标“当前”统计模型的概念并建议用修正的瑞利-马尔科夫过程描述目标随机加速机动的统计特性。文中指出了在机动目标运动模型中状态（机动加速度）估值与状态噪声之间的内在联系。在此基础上提出了具有机动加速度均值及方差自适应的卡尔曼滤波算法。对一维和三维的情形进行了计算机模拟。计算结果表明,在仅对目标位置进行观测的情况下,这类自适应估值算法无论对高度机动或无机动的目标均可绘出较好的位置、速度及加速度估值。     

一种基于短时机动试飞数据的动力学辨识优化方法

飞行动力学辨识算法的一个关键问题是,如何通过简单的机动获取所关心频率范围的响应特性。短时倍脉冲是一种易于实施的激励信号,兼顾试飞安全性与经济性,但与频域辨识法通常使用的扫频输入激励相比,短时机动频谱范围窄、信噪比低,一般难以得到准确的辨识结果。对如何基于短时机动飞行试验数据,提高辨识结果准确性的问题进行了研究。首先分析了经典Welch谱估计进行时域-频域转换过程中,影响非参数模型辨识精度的主要因素,提出了削减窗函数边缘缩减效应的数据预处理方法,并结合多窗口综合技术,提高频域特性辨识结果的精度。在参数化模型辨识过程中,针对有限频谱范围,提出了利用相干函数和功率谱密度加权综合,确定等效拟配的频率范围和频率节点的自适应方法,使得低阶等效拟配与输入激励信号高度相关,提高参数化模型辨识的精度、一致性和适应性。通过不同类型飞机的大量短时机动和少量扫频飞行试验数据模型辨识的工程应用示例,验证了动力学辨识优化方法算法稳定、结果准确,可满足飞行品质模态特性评价等应用需求。     

An Adaptive Two-Dimensional Kalman Tracking Filter

A continuously adaptive two-dimensional Kalman tracking filter for a low data rate track-while-scan (TWS) operation is introduced which enhances the tracking of maneuvering targets. The track residuals in each coordinate, which are a measure of track quality, are sensed, normalized to unity variance, and then filtered in a single-pole filter. The magnitude Z of the output of this single-pole filter, when it exceeds a threshold Z1 is used to vary the maneuver noise spectral density q in the Kalman filter model in a continuous manner. This has the effect of increasing the tracking filter gains and containing the bias developed by the tracker due to the maneuvering target. The probability of maintaining track, with reasonably sized target gates, is thus increased, The operational characteristic of q versus Z assures that the tracker gains do not change unless there is high confidence that a maneuver is in progress.     

一种IRST双机协同被动探测机动目标定位新方法

针对红外搜索跟踪系统（IRST）双机协同被动探测定位作战使用中，机动目标建模与实际运动失配造成定位误差偏大的问题，研究了一种基于曲线模型的自适应滤波新方法。该方法改进了传统方法根据方向角估计转弯率以及基于帧间插分线加速度估计切向加速度的思路，将转弯率及线加速度联合作为状态变量进行了状态扩维，并推导了扩维后的过程噪声协方差表达式，在缓解传统两层滤波结构带来的计算量大问题外，也提高了切向加速度的估计精度。另外基于反正切函数的值域，结合方向角在四象限间的转移关系，优化了方向角的设计。通过IRST双机协同仿真实例，验证了所提方法对机动目标的适应性更强、目标定位精度更高。     

Simple Kalman gains for filtering position and velocitymeasurements

An alternate set of equations is given for the exact computation of the Kalman gains under the conditions of no maneuvering input noise and measurements in position and velocity. They are simpler than the standard recursive equations, and are useful in applications where implementation of the standard Kalman filter is not possible due to real-time restrictions. When there is maneuvering input noise, the same gains can still approximate the optimal gains with a very minor degradation in performance, even when some parameters, for example the measurement interval, change during a track. Simulation studies have indicated that there is negligible performance degradation with this method of gain approximation     

Application of the Kalman-Levy Filter for Tracking Maneuvering Targets

Among target tracking algorithms using Kalman filtering-like approaches, the standard assumptions are Gaussian process and measurement noise models. Based on these assumptions, the Kalman filter is widely used in single or multiple filter versions (e.g., in an interacting multiple model (IMM) estimator). The oversimplification resulting from the above assumptions can cause degradation in tracking performance. In this paper we explore the application of Kalman-Levy filter to handle maneuvering targets. This filter assumes a heavy-tailed noise distribution known as the Levy distribution. Due to the heavy-tailed nature of the assumed distribution, the Kalman-Levy filter is more effective in the presence of large errors that can occur, for example, due to the onset of acceleration or deceleration. However, for the same reason, the performance of the Kalman-Levy filter in the nonmaneuvering portion of track is worse than that of a Kalman filter. For this reason, an IMM with one Kalman and one Kalman-Levy module is developed here. Also, the superiority of the IMM with Kalman-Levy module over only Kalman-filter-based IMM for realistic maneuvers is shown by simulation results.     

Adaptive cubature Kalman filter with the estimation of correlation between multiplicative noise and additive measurement noise

Mobile robots are often subject to multiplicative noise in the target tracking tasks, where the multiplicative measurement noise is correlated with additive measurement noise. In this paper,first, a correlation multiplicative measurement noise model is established. It is able to more accurately represent the measurement error caused by the distance sensor dependence state. Then, the estimated performance mismatch problem of Cubature Kalman Filter(CKF) under multiplicative noise is analyzed. An i...     

一种基于三维到达角的无偏伪线性卡尔曼滤波

为了解决大场景下基于三维到达角的目标跟踪问题，提出了一种具有无偏性的伪线性卡尔曼滤波。首先，基于三维到达角信息对目标运动模型与量测模型进行建模；之后，对量测模型进行了伪线性化处理，得到了线性形式的目标量测模型。为了解决伪线性卡尔曼滤波存在的有偏性问题，提出了一种结合EKF（extend Kalman filter）的三维伪线性无偏卡尔曼滤波。仿真实验表明，该模型能够对非机动目标与机动目标有效跟踪，对于百公里级别的目标，当角测量误差从0.1°变化到0.5°，算法在仿真时间结束时均能将绝对位置误差降低至10 km以内，且算法的运行速度与EKF为同一个量级，同时兼顾了抗干扰能力、定位跟踪精度、运行效率的要求，能够为大场景下的目标跟踪提供有效方法。     

Estimating Optimal Tracking Filter Performance for Manned Maneuvering Targets

The majority of tactical weapons systems require that manned maneuverable vehicles, such as aircraft, ships, and submarines, be tracked accurately. An optimal Kalman filter has been derived for this purpose using a target model that is simple to implement and that represents closely the motions of maneuvering targets. Using this filter, parametric tracking accuracy data have been generated as a function of target maneuver characteristics, sensor observation noise, and data rate and that permits rapid a priori estimates of tracking performance to be made when maneuvering targets are to be tracked by sensors providing any combination of range, bearing, and elevation measurements.     

一种基于加速度预估计的机动目标跟踪算法

研究分析了几种典型单机动目标模型的建模方法,针对现有单机动目标模型中机动参数需要先验假设,并且不能随目标机动情况的改变而自适应调整的问题,提出了一种加速度预估计模型(Acceleration Pre-estimation Model,APM)。该模型首先用位置量测对机动加速度进行预估计;然后,将加速度估计值作为系统的输入控制项建模;将估计误差看做系统的机动控制项,并作为系统的相关噪声建模。由于APM模型中,加速度机动参数是通过位置量测实时估计得到的,不需要先验假设。与现有单机动目标模型相比,该模型的自适应能力得到了提高。     

Data fusion and tracking using HMMs in a distributed sensor network

This work deals with the problem of multiple target tracking, from the measurements made on a field of passive sonars activated by an active sonar (multistatic network). The difficulties encountered then are of two kinds: each sensor alone does not provide full observability of a target, and multiple, possibly maneuvering targets moving in a cluttered environment must be dealt with. The algorithm presented here is based on a discrete Markovian modelization of the targets evolution in time. It starts with a fusion of the detections obtained at each measurement time. Tracking and target motion analysis (TMA) are next achieved thanks to dynamic programming (DP). This approach leads to multiple and maneuvering target tracking, with few assumptions; for instance, the use of deterministic target state models are avoided. Simulation results are presented and discussed.