A multi-rate sensor fusion approach using information filters for estimating aero-engine performance degradation

Gas-path performance estimation plays an important role in aero-engine health management, and Kalman Filter(KF) is a well-known technique to estimate performance degradation. In previous studies, it is assumed that different kinds of sensors are with the same sampling rate, and they are used for state estimation by the KF simultaneously. However, it is hard to achieve state estimation using various kinds of sensor measurements at the same sampling rate due to a complex network and physical characteristic differences between sensors, especially in an advanced multisensor architecture. For this purpose, a multi-rate sensor fusion using the information filtering approach is proposed based on the square-root cubature rule, which is called Multi-rate Squareroot Cubature Information Filter(MSCIF) to track engine performance degradation. Soft measurement synchronization of the MSCIF is designed to provide a sensor fusion condition for multiple sampling rates of measurement, and a fault sensor is isolated by maximum likelihood validation before state estimation. The contribution of this paper is to supply a novel multi-rate informationfilter approach for sensor fault tolerant health estimation of an aero-engine in a multi-sensor system. Tests are conducted for aero-engine performance degradation estimation with multiple sampling rates of sensor measurement on both digital simulation and semi-physical experiment.Experimental results illustrate the superiority of the proposed algorithm in terms of degradation estimation accuracy and robustness to sensor failure in a multi-sensor system.     

Efficient multisensor fusion using multidimensional dataassociation

We present the development of a multisensor fusion algorithm using multidimensional data association for multitarget tracking. The work is motivated by a large scale surveillance problem, where observations from multiple asynchronous sensors with time-varying sampling intervals (electronically scanned array (ESA) radars) are used for centralized fusion. The combination of multisensor fusion with multidimensional assignment is done so as to maximize the “time-depth” in addition to “sensor-width” for the number S of lists handled by the assignment algorithm. The standard procedure, which associates measurements from the most recently arrived S-1 frames to established tracks, can have, in the case of S sensors, a time-depth of zero. A new technique, which guarantees maximum effectiveness for an S-dimensional data association (S⩾3), i.e., maximum time-depth (S-1) for each sensor without sacrificing the fusion across sensors, is presented. Using a sliding window technique (of length S), the estimates are updated after each frame of measurements. The algorithm provides a systematic approach to automatic track formation, maintenance, and termination for multitarget tracking using multisensor fusion with multidimensional assignment for data association. Estimation results are presented for simulated data for a large scale air-to-ground target tracking problem     

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     

A Polynomial Prediction Filter Method for Estimating Multisensor Dynamically Varying Biases

The estimation of the sensor measurement biases in a multisensor system is vital for the sensor data fusion. A solution is provided for the estimation of dynamically varying multiple sensor biases without any knowledge of the dynamic bias model pa- rameters. It is shown that the sensor bias pseudomeasurement can be dynamically obtained via a parity vector. This is accom- plished by multiplying the sensor uncalibrated measurement equations by a projection matrix so that the measured variable is eliminated from the equations. Once the state equations of the dynamically varying sensor biases are modeled by a polynomial prediction filter, the dynamically varying multisensor biases can be obtained by Kalman filter. Simulation results validate that the proposed method can estimate the constant biases and dynamic biases of multisensors and outperforms the methods reported in literature.     

Nonstochastic adaptive decision fusion in distributed-detection systems

Implementing the optimal Neyman-Pearson (NP) fusion rule in distributed detection systems requires the sensor error probabilities to be a priori known and constant during the system operation. Such a requirement is practically impossible to fulfil for every resolution cell in a multiflying target multisensor environment. The true performance of the fusion center is often worse than expected due to fluctuations of the observed environment and instabilities of sensor thresholds. This work considers a nonparametric data fusion situation in which the fusion center knows only the number of the sensors, but ignores their error probabilities and cannot control their thresholds. A data adaptive approach to the problem is adopted, and combining P reports from Q independent distributed sensors through a least squares (LS) formulation to make a global decision is investigated. Such a fusion scheme does not entail strict stationarity of the noise environment nor strict invariance of the sensor error probabilities as is required in the NP formulation. The LS fusion scheme is analyzed in detail to simplify its form and determine its asymptotic behavior. Conditions of performance improvement as P increases and of quickness of such improvement are found. These conditions are usually valid in netted radar surveillance systems.     

Performance evaluation of track fusion with information matrixfilter

In a multisensor environment, each sensor detects multiple targets and creates corresponding tracks. Fusion of tracks from these, possibly dissimilar, sensors yields more accurate kinematic and attribute information regarding the target. Two methodologies have been employed for such purpose, which are: measurement fusion and state vector fusion. It is well known that the measurement fusion approach is optimal but computationally inefficient and the state vector fusion algorithms are more efficient but suboptimal, in general. This is so because the state vector estimates to be fused obtained from two sensors, are not conditionally independent in general due to the common process noise from the target being tracked. It is to be noted that there are three approaches to state vector fusion, which are: weighted covariance, information matrix, and pseudomeasurement. This research is restricted solely to performance evaluation of the information matrix form of state vector fusion. Closed-form analytical solution of steady state fused covariance has been derived as a measure of performance using this approach. Note that the results are derived under the assumptions that the two sensors are synchronized and no misassociation or merged measurement is considered in the study. Results are compared with those using Monte Carlo simulation, which was used in the past to predict fusion system performance by various authors. These results provide additional insight into the mechanism of track fusion and greatly simplify evaluation of fusion performance. In addition, availability of such a solution facilitates the trade-off studies for designing fusion systems under various operating conditions     

机载探测设备目标识别算法的研究

针对机载探测设备多传感器系统具有多目标,大量观测数据的特点,提出了一种基于Demp-ster-Shafer（D-S）证据理论和主观Bayesian方法组合的数据融合算法。在数据融合过程中,为保证融合的实时性,融合系统采用时域融合和空域融合相结合的方法,首先对相同传感器的各次抽样值进行时域融合,然后传感器之间的融合采用D-S方法进行融合;最后,其融合结果经概率转化后,与来自于ELINT（Electronic Intelligence）的信息通过主观Bayesian方法进行识别级融合。最后给出一个实例,经过仿真计算证明了该算法的可行性和实用性。     

The modeling and estimation of asynchronous multirate multisensor dynamic systems

An asynchronous data fusion problem based on a kind of multirate multisensor dynamic system is studied. The system is observed by multirate sensors independently, with the state model known at the finest scale. Under the assumption that the sampling rates of sensors decrease successively by any positive integers, the discrete dynamic system models are established based on each single sensor and an asynchronous multirate multisensor state fusion estimation algorithm is presented. Theoretically, the estimate is proven to be unbiased and the optimal in the sense of linear minimum covariance, the fused estimate is better than the Kalman filtering results based on each single sensor, and the accuracy of the fused estimate will decrease if any of the sensors' information is neglected. The feasibility and effectiveness of the algorithm are shown through simulations.     

Sensor fusion for intelligent alarm analysis

The purpose of an intelligent alarm analysis system is to provide complete and manageable information to a central alarm station operator by applying alarm processing and fusion techniques to sensor information. This paper discusses the sensor fusion approach taken to perform intelligent alarm analysis for the Advanced Exterior Sensor (AES). The AES is an intrusion detection and assessment system designed for wide-area coverage, quick deployment, low false/nuisance alarm operation, and immediate visual assessment. It combines three sensor technologies (visible, infrared, and millimeter wave radar) collocated on a compact and portable remote sensor module. The remote sensor module rotates at a rate of 1 revolution per second to detect and track motion and provide assessment in a continuous 360° field-of-regard. Sensor fusion techniques are used to correlate and integrate the track data from these three sensors into a single track for operator observation. Additional inputs to the fusion process include environmental data, knowledge of sensor performance under certain weather conditions, sensor priority, and recent operator feedback. A confidence value is assigned to the track as a result of the fusion process. This helps to reduce nuisance alarms and to increase operator confidence in the system while reducing the workload of the operator     

STUDY ON ALGORITHM OF SENSOR MANAGEMENT BASED ON FUNCTIONS OF EFFICIENCY AND WASTE

The sensor management system is a subsys-tem of a multisensor data fusion system,and itspurpose is to satisfy requests of multitarget andscanned space by using the limited sensor resourcesin order to gain optimal measurement values of allspecified characteristics ( detection and captureprobability,emission power of sensor,trackingprecision or target losing probability and so on) .By the optimal principle listed above,sensor re-sources are distributed in science and reason.In aword,itis a key p…     

多传感器数据融合方法在加力燃烧室试验中的应用研究

在航空发动机加力燃烧室试验中,为实现同一截面真实气流状态参数的多传感器精确测量,提出了1种多传感器数据融合方法。该方法运用格拉布斯准则剔除多传感器测量数据中的无效数据,运用方差自适应加权融合方法对有效数据进行融合计算并获取真实参数,并分别利用算术平均值方法和自适应加权融合方法对试验数据进行处理分析。结果表明:通过多传感器融合方法获取的数据均方差明显优于算术平均值方法获取的方差,具有更高的测试精度和可靠性。     

Centralized and distributed multisensor integration withuncertainties in communication networks

Algorithms in which each sensor is represented in a local coordinate system and the communication networks between sensors have uncertainties are considered. The algorithms are general and can be applied to various integration tasks. The effects of the communication network uncertainties are minimized in the local estimation and central fusion processes. In the centralized multisensor integration, the local measurements and local measurement models are transferred to the central coordinate system and the optimal integration is obtained at the central process. In contrast, the local measurements, together with the previous central estimate transmitted from the communication network, are locally processed in the distributed multisensor integration algorithm. Because the distributed algorithm uses the communication networks twice, more errors are introduced, so that when the uncertainties are large, the centralized algorithm is preferred. Although the algorithms are developed in the three-dimensional coordinate system, with straightforward extension they can be applied to N-dimensional coordinate systems     

SEQUENTIAL ALGORITHM FOR MULTISENSOR PROBABILISTIC DATA ASSOCIATION

Jointprobabillsticdataassociation(JPDA)isanalgorithmusedinsinglesensormultipletargettrackingsystems.Itemploysthenon-uniqueassignmentof"allneighbor"strategytoadaptforthedensemultitargettrackingenvironments[1].Becauseofitswideapplications,itisnecessarytoextendJPDAintosomemultiplesensortrackingsystems.Suchamultisensorsystem,forexample,canbeformedbycollocatingradarandinfraredsearchandtrack(IRST)whichcantakeadvantagesofboththesensorsbodatafusion.Undertheconditionofthesamesensors,acommonmeasure…     

Removal of Out-of-Sequence Measurements from Tracks

In multisensor tracking systems that operate in a centralized or distributed information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence due to system latencies. In order to avoid either a delay in the output or the need for reordering and reprocessing entire sequences of measurements, such latent measurements have to be processed by the tracking filter as out-of-sequence measurements (OOSM). Recent work developed a "one-step" procedure for incorporating OOSM with multiple-time-step latency into the tracking filter, which, while suboptimal, was shown to yield results very close to those obtained by reordering and reprocessing an entire sequence of measurements. The counterpart of this problem is the need to remove (revocate) measurements that have already been used to update a track state. This can happen in real-world systems when such measurements are reassigned to another track. Similarly to the problem of update with an OOSM, it is desired to carry out the removal of an earlier measurement without recomputing the track estimate (and the data association) using possibly a long sequence of subsequent measurements one at a time. A one-step algorithm is presented for this problem of removing a multistep OOSM.     

Precision large scale air traffic surveillance using IMM/assignmentestimators

We present the development and implementation of a multisensor-multitarget tracking algorithm for large scale air traffic surveillance based on interacting multiple model (IMM) state estimation combined with a 2-dimensional assignment for data association. The algorithm can be used to track a large number of targets from measurements obtained with a large number of radars. The use of the algorithm is illustrated on measurements obtained from 5 FAA radars, which are asynchronous, heterogeneous, and geographically distributed over a large area. Both secondary radar data (beacon returns from cooperative targets) as well as primary radar data (skin returns from noncooperative targets) are used. The target IDs from the beacon returns are not used in the data association. The surveillance region includes about 800 targets that exhibit different types of motion. The performance of an IMM estimator with linear motion models is compared with that of the Kalman filter (KF). A number of performance measures that can be used on real data without knowledge of the ground truth are presented for this purpose. It is shown that the IMM estimator performs better than the KF. The advantage of fusing multisensor data is quantified. It is also shown that the computational requirements in the multisensor case are lower than in single sensor case, Finally, an IMM estimator with a nonlinear motion model (coordinated turn) is shown to further improve the performance during the maneuvering periods over the IMM with linear models     

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.     

基于序贯关联算法的多目标无源跟踪

基于序贯关联算法,对多目标无源跟踪问题进行了研究。在只有角度信息可以利用的情况下,首先,利用波门技术对各个无源传感器角度测量数据进行关联和滤波,形成参数航迹;然后,将各个无源传感器的参数航迹送到融合中心进行关联配对,并在关联过程中通过构造关联质量函数对参数航迹的关联历史情况进行度量,解决参数航迹关联模糊问题;最后,通过对关联成功的参数航迹进行交叉定位,给出多个不同目标的位置信息,实现分布式无源系统对多目标的数据关联和跟踪,并通过仿真分析,对算法的有效性和可行性进行验证。     

Bayesian and Dempster-Shafer target identification for radarsurveillance

This paper considers the problem of target track identification in a radar surveillance system. To build a target identifier alongside a tracker, four features which are available for real-time processing in an air surveillance system are used here: target identity (TID) from a friend-and-foe identification (IFF) system, elevation measurement from the radar, target speed, and acceleration estimated by a tracker. These four features are combined to classify air targets into five different air target categories: friendly commercial, friendly military, hostile commercial (or unknown airline), hostile military, and false targets (clutter). Two popular statistic-based techniques, namely, the Bayesian and Dempster-Shafer methods, are applied to develop radar target identification algorithms for our application. Real-life as well as simulated air surveillance radar data are used to evaluate the practicality and effectiveness of this track identification approach in a radar surveillance system     

Joint sensor registration and track-to-track fusion for distributed trackers

Sensor registration deals with the correction of registration errors and is an inherent problem in all multisensor tracking systems. Traditionally, it is viewed as a least squares or a maximum likelihood problem independent of the fusion problem. We formulate it as a Bayesian estimation problem where sensor registration and track-to-track fusion are treated as joint problems and provide solutions in cases 1) when sensor outputs (i.e., raw data) are available, and 2) when tracker outputs (i.e., tracks) are available. The solution to the latter problem is of particular significance in practical systems as band limited communication links render the transmission of raw data impractical and most of the practical fusion systems have to depend on tracker outputs rather than sensor outputs for fusion. We then show that, under linear Gaussian assumptions, the Bayesian approach leads to a registration solution based on equivalent measurements generated by geographically separated radar trackers. In addition, we show that equivalent measurements are a very effective way of handling sensor registration problem in clutter. Simulation results show that the proposed algorithm adequately estimates the biases, and the resulting central-level trucks are free of registration errors.     

High-Reliability Strapdown Platforms Using Two-Degree-of-Freedom Gyros

This paper presents a new concept of high-reliability strapdown attitude sensing systems for space vehicles. Each system utilizes a set of redundant two-degree-of-freedom gyros. An optimum system configuration is obtained for maximum system reliability and the best measurement accuracy. Improved accuracy of the final data is obtained by using the least-square data reduction technique. Each system possesses a ?sensor performance management? feature which is capable of failure detection, faulty gyro identification, system reconfiguration, and, possibly, sensor recalibration. Improvement in reliability, as compared to other types of strapdown systems, is demonstrated. Details of the development are described in terms of a system containing four gyros.