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     

Analytical solution for continuous-time Kalman tracking filterswith colored measurement noise in frequency domain

New expressions are given for analytical solutions to the steady-state Kalman gains of the two-state exponentially correlated velocity (ECV) and the three-state exponentially correlated acceleration (ECA) tracking filters with position measurements by using spectral factorization method. The measurement colored noise model is characterized by a correlation time 1/λ. The vehicle oscillations such as wind-induced-bending is also considered in the modeling of the system which leads to the most generalized state transition matrix     

Closed-Form Solutions of Target-Tracking Filters with Discrete Measurements

Using two separate algorithms, called Kalman's recursive and Vaughan's nonrecursive, exact closed-form solutions of the steady-state two-state exponentially correlated velocity (ECV) and three-state exponentially correlated acceleration (ECA) target-tracking filters are derived for discrete position measurements. For this particular application, the superiority of Vaughan's nonrecursive over Kalman's recursive algorithm is observed.     

A Tracking Filter in Spherical Coordinates Enhanced by De-noising of Converted Doppler Measurements

Tracking problem in spherical coordinates with range rate (Doppler) measurements, which would have errors correlated to the range measurement errors, is investigated in this paper. The converted Doppler measurements, constructed by the product of the Doppler measurements and range measurements, are used to replace the original Doppler measurements. A de-noising method based on an unbiased Kalman filter (KF) is proposed to reduce the converted Doppler measurement errors before updating the target states for the constant velocity (CV) model. The states from the de-noising filter are then combined with the Cartesian states from the converted measurement Kalman filter (CMKF) to produce final state estimates. The nonlinearity of the de-noising filter states are handled by expanding them around the Cartesian states from the CMKF in a Taylor series up to the second order term. In the mean time, the correlation between the two filters caused by the common range measurements is handled by a minimum mean squared error (MMSE) estimation-based method. These result in a new tracking filter, CMDN-EKF2. Monte Carlo simulations demonstrate that the proposed tracking filter can provide efficient and robust performance with a modest computational cost.     

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。     

Simple Tracking Filters: Closed-Form Solutions

A closed-form steady-state solution is presented for a three-state tracking filter with continuous position measurements and exponentially correlated target acceleration. Some other related closed-form solutions are discussed, and some comparative performance data is presented for the discrete measurement case.     

双星编队对空间非合作目标的仅测角跟踪方法

针对单星仅测角对目标跟踪误差较大和不良测量条件下跟踪精度下降的问题,提出利用编队卫星对非合作目标进行联合跟踪的方法。采用考虑地球非球形J2引力摄动的轨道动力学模型,建立多视线测量模型,融合编队卫星对目标的观测数据。然后,基于新息设计增益调节矩阵提高滤波器在测量故障条件下的鲁棒性。最后,建立仿真模型进行验证。仿真结果表明,相比单星跟踪,该方法的位置误差和速度误差分别减少了27.06%和26.96%。在系统存在异常量测时,相比常规滤波,该方法也具有更高的精确性和更好的鲁棒性。     

Maneuvering target tracking using IMM method at high measurementfrequency

The problem of tracking a maneuvering target with a high measurement frequency is considered. The measurement noise is significantly correlated when the measurement frequency is high. A simple decorrelation process is proposed to enhance the interacting multiple model (IMM) algorithm to track a maneuvering target with correlated measurement noise. It is found that the decorrelation process may improve system performance significantly, especially in velocity and acceleration estimations     

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...     

Optimal Cooperative Sensing using a Team of UAVs

The authors investigates the joint optimal estimation of both the position and velocity of a ground moving target (GMT) using pulse Doppler radars on-board unmanned aerial vehicles (UAVs). The problem of cooperative estimation using a UAV team and the optimization of the team's configuration to achieve optimal GMT position and velocity estimates are addressed. Based on the Cramer-Rao bound, the minimum achievable error variance of the GMT position and velocity estimates is derived. The expression of the minimum achievable estimation error variance for unbiased estimation provided by the Cramer-Rao bound is minimized yielding the optimal configuration of the UAV team. Our solution is complete in that it addresses various GMT tracking scenarios and an arbitrary number of UAVs. Optimal sensor geometries for typical applications are illustrated     

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。     

Self-Tuning Multisensor Weighted Measurement Fusion Kalman Filter

For the multisensor systems with unknown noise variances, based on the solution of the matrix equations for the correlation function, the on-line estimators of the noise variance matrices are obtained, whose consistency is proved using the ergodicity of sampled correlation function. Further, two self-tuning weighted measurement fusion Kalman filters are presented for the multisensor systems with identical and different measurement matrices, respectively. Based on the stability of the dynamic error system, a new convergence analysis tool is presented for a self-tuning fuser, which is called the dynamic error system analysis (DESA) method. A new concept of convergence in a realization is presented, which is weaker than the convergence with probability one. It is rigorously proved that the proposed self-tuning Kalman fusers converge to the steady-state optimal Kalman fusers in a realization or with probability one, so that they have asymptotic global optimality. A simulation example for a target tracking system with 3 sensors shows their effectiveness.     

基于神经网络的体视PIV空间标定模型

体视粒子图像测速（SPIV）中的空间标定精度对SPIV的测试结果精度有较大影响。为研究标定模型对输入误差的处理能力,定义了一个无量纲参数——误差衰减系数,来评判空间标定模型对误差的响应。在此基础上针对SPIV两相机空间标定的误差产生和传播特性,发展了一种基于神经网络的且具有联合标定能力的SPIV空间标定模型。使用仿真实验手段,证实了该神经网络模型在很大的参数空间内均具有对输入误差的抑制能力,而传统的多项式模型或小孔模型并不具备这一能力;此外,神经网络模型在高光学畸变情况下的表现也优于多项式模型及小孔模型。因此,神经网络具备替换传统空间标定模型的能力,有助于提高SPIV的测量精度。最后在实验中证实了神经网络标定模型的空间定位误差仅为传统模型的1/4。     

旋转惯导中加速度计尺寸效应误差分析及补偿

 对旋转调制惯导转位过程中系统精度受加速度计尺寸效应影响的问题进行了研究。通过分析尺寸效应引起惯导系统(INS)导航误差的机理,推导了尺寸效应作用下加速度测量误差与速度误差的解析表达式。根据理论分析结果,分别给出了以速度误差和加速度误差作为观测量进行尺寸参数辨识的方法,并进行了必要讨论。结合旋转惯导转位过程中的速度误差特征,选取加速度测量误差为观测量对尺寸参数进行试验标定,尺寸参数辨识精度优于1.29 mm(1σ)。在此基础上给出了尺寸效应误差补偿方法,并在不同初始方位下对补偿效果进行试验验证,结果表明,通过尺寸效应补偿可以有效提高旋转惯导转位过程中的速度精度。     

极轴式望远镜系统误差修正方法研究

为提高极轴式望远镜的测量精度,借鉴地平式望远镜的系统误差修正方法,推导了基于轴系和球谐函数的极轴式望远镜系统误差修正模型,在分析2种误差修正模型误差项不足的基础上,探索性地提出了一种新的误差修正模型——改进球谐函数系统误差修正模型。对实际测星数据进行误差修正的结果表明,进行改进球谐函数系统误差修正后,精度在时角和赤纬方向上比其他方法提高了50%。     

An improved quaternion Gauss–Newton algorithm for attitude determination using magnetometer and accelerometer

For the vector attitude determination, the traditional optimal algorithms which are based on quaternion estimator(QUEST) measurement noise model are complicated for just two observations. In our application, the magnetometer and accelerometer are not two comparable kinds of sensors and both are not small field-of-view sensors as well. So in this paper a new unit measurement model is derived. According to the Wahba problem, the optimal weights for each measurement are obtained by the error variance researches. Then an improved quaternion Gauss–Newton method is presented and adopted to acquire attitude. Eventually, simulation results and experimental validation employed to test the proposed method demonstrate the usefulness of the improved algorithm.     

Modeling quaternion errors in SDINS: computer frame approach

We propose new equivalent tilt error models which are applicable to the analysis of the terrestrial strapdown inertial navigation systems (SDINS), based on the quaternions. The currently available equivalent tilt error models, like the conventional Φ model of the gimbaled inertial navigation systems (GINS), are derived only by the true frame approach. The true frame approach has a computational disadvantage that it produces an error model where the attitude error equation is coupled with its position and velocity error equations. The motivation of this work is to solve this problem. As a result, two kinds of error models are derived. Among them, one is derived by the computer frame approach for practical onboard implementations. Thus, like the conventional GINS Ψ model, its attitude error equation is decoupled from the position and velocity error equations. The other is derived in order to show the relationship between the true frame approach and the computer frame approach which are applied to the quaternion-based SDINS. Thus, like the GINS δΘ model, it can be used to transform the error variables into each other which are calculated by the two different approaches     

Feedback Realization of a Continuous-Time Optimal Filter

Another derivation of a continuous-time optimal linear filter is presented. Using this result as a point of departure, a feedback version of this continuous filter is postulated and shown to be optimal in the limit as the ``feedback gain' becomes infinite. It is then demonstrated that the need for this infinite feedback gain can frequently be eliminated. This feedback realization of the continuous optimal filter has application to the problem of optimally mixing two or more redundant signals, each contaminated by random noise. The feedback configuration has the advantages of simplicity and the bounding of otherwise troublesome very large errors. A simple example is given of the mixing of two (velocity) references each having exponentially correlated error.     

Track-While-Scan Algorithm in a Clutter Environment

A track-while scan (TWS) algorithm is developed for targets in a clutter environment. The problem has been studied using only the position measurements [1, 5-8], but the simulation results have not been satisfactory. Modern processing techniques (FFT processor) ) in air traffic control and surveillance radar receivers provide both position and radial velocity. The radial velocity measurement may be conveniently used in the target-track correlation process, which will reduce the association ambiguity in the clutter environment. t. In the clear environment the algorithm using the position and radial velocity measurements has been treated in [3, 4]. A TWS algorithm, using both position and radial velocity measurements for targets in a clutter environment, is presented here. The algorithm obtained is nonlinear and adaptive. In order to evaluate the improvement due to radial velocity measurement a simulation has been performed on a digital computer. The algorithm was run with and without radial velocity measurements to compare its performances. An improvement was noted especially when the target path included an accelerated portion.     

Radar measurement accuracy for fluctuating targets

The impact of target radar cross-section (RCS) fluctuations on the thermal noise limited accuracy of radar measurements of range, range rate, and angle are evaluated for the Swerling fluctuation models. For large signal-to-noise ratios (SNRs), the accuracy criterion used is the measurement error with the same probability span as the one corresponding to the standard deviation points of the measurement error for the nonfluctuating model.<>