自适应高阶容积卡尔曼滤波在目标跟踪中的应用

针对传统容积卡尔曼滤波(CKF)在系统状态发生突变时估计精度下降的问题,将强跟踪滤波(STF)算法与高阶容积卡尔曼滤波(HCKF)算法相结合,提出了一种自适应高阶容积卡尔曼滤波(AHCKF)方法。该算法采用高阶球面-相径容积规则,可获得高于传统CKF的估计精度,同时在HCKF算法中引入STF,通过渐消因子在线修正预测误差协方差阵,强迫残差序列正交,提高了算法的鲁棒性,增强了算法应对系统状态突变等不确定因素的能力。将提出的AHCKF算法应用于具有状态突变的机动目标跟踪问题并进行数值仿真,仿真结果表明,AHCKF算法在系统状态发生突变的情况下表现出良好的滤波性能,有效地避免了状态突变造成的滤波精度下降,较传统的CKF、HCKF、交互式多模型-容积滤波(IMM-CKF)和自适应容积卡尔曼滤波(ACKF)算法有更强的鲁棒性和系统自适应能力。     

Efficient L-D factorization algorithms for PDA, IMM, and IMMPDAfilters

Efficient algorithms exist for the square-root probabilistic data association filter (PDAF). The same approach is extended to develop square-root versions of the interacting multiple model (IMM) Kalman filter and the IMMPDAF algorithms. The computational efficiency of the method stems from the fact that the terms needed in the overall covariance updates of PDAF, IMM, and IMMPDAF can be obtained as part of the square-root covariance update of an ordinary Kalman filter. In addition, a new square-root covariance prediction algorithm that is substantially faster than the usual modified weighted Gram-Schmidt (MWG-S) algorithm, whenever the process noise covariance matrix is time invariant, is proposed     

机载雷达目标跟踪与航迹信息提取

针对机动目标跟踪中航迹信息提取精度不高的问题,提出一种ECEF坐标系下基于交互多模型的多机协同跟踪算法。首先,各载机以ECEF坐标系为融合中心对目标量测进行无偏转换处理,以有效减小量测转换误差对目标跟踪的影响;然后,利用交互多模型的方法对目标进行融合跟踪,以进一步提高目标机动时的跟踪精度;最后,通过二次滤波的方法,来有效实现目标航迹信息的精确提取。仿真结果表明,该算法可较好地提高目标机动时的跟踪精度和航迹信息提取精度。     

Track segment association, fine-step IMM and initialization with Doppler for improved track performance

In this work we present a new track segment association technique to improve track continuity in large-scale target tracking problems where track breakages are common. A representative airborne early warning (AEW) system scenario, which is a challenging environment due to highly maneuvering targets, close target formations, large measurement errors, long sampling intervals, and low detection probabilities, provides the motivation for the new technique. Previously, a tracker using the interacting multiple model (IMM) estimator combined with an assignment algorithm was shown to be more reliable than a conventional Kalman filter based approach in tracking similar targets but it still yielded track breakages due to the difficult environment. In order to combine the broken track segments and improve track continuity, a new track segment association algorithm using a discrete optimization approach is presented. Simulation results show that track segment association yields significant improvements in mean track life as well as in position, speed, and course rms errors. Also presented is a modified one-point initialization technique with range rate measurements, which are typically ignored by other initialization techniques, and a fine-step IMM estimator, which improves performance in the presence of long revisit intervals. Another aspect that is investigated is the benefit of "deep" (multiframe or N-dimensional, with N > 2) association, which is shown to yield significant benefit in reducing the number of false tracks.     

ALGORITHMS FOR TRACKING MANEUVERING TARGET WITH PHASED ARRAY RADAR

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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.     

图象序列中机动目标的形心跟踪

从边检测边跟踪的角度探讨了图象序列中机动目标的形心跟踪问题,深入分析了强高斯噪声背景下目标形心估计的统计性质及用于形心估计的图象预处理方法。指出经典的图象二值化变换分割后作形心估计的方法面临着估计偏差和方差的矛盾,提出了用自适应交互三模型(ATIMM)跟踪图象序列中机动目标的方法,同时发现在了解目标形状的条件下,空间匹配滤波,二值变换点集聚类和 ATIMM三者的结合对图象序列中的机动目标具有最好的跟踪性能。     

Multisensor tracking of a maneuvering target in clutter

An algorithm is presented for tracking a highly maneuvering target using two different sensors, a radar and an infrared sensor, assumed to operate in a cluttered environment. The nonparametric probabilist data association filter (PDAF) has been adapted for the multisensor (MS) case, yielding the MSPDAF. To accommodate the fact that the target can be highly maneuvering, the interacting multiple model (IMM) approach is used. The results of single-model-based filters and of the IMM/MSPDAF algorithm with two and three models are presented and compared. The IMM has been shown to be able to adapt itself to the type of motion exhibited by the target in the presence of heavy clutter. It yielded high accuracy in the absence of acceleration and kept the target in track during the high acceleration periods     

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     

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     

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.     

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.     

A Self-organizing Bearings-only Target Tracking Algorithm in Wireless Sensor Network

In the bearings-only target tracking, wireless sensor network (WSN) collects observations of the target direction at various nodes and uses an adaptive filter to combine them for target tracking. An efficient network management is necessary to gain an optimal tradeoff between locating accuracy and energy consumption. This article proposes a self-organizing target tracking algorithm to select the most beneficial subset of nodes to track the target at every snapshot. Compared with traditional methods, this scheme avoids the need for keeping global position information of the network as in greedy selection. Each node judges its future usefulness depending on the knowledge of its own position and using simple mathematics computation. Simulations indicate that this scheme has locating accuracy comparable to the global greedy algorithm. Also, it has good robustness against node failure and autonomous adaptability to the change of the network scale. Furthermore, this algorithm consumes limited energy because only a portion of nodes partakes in the selection at every snapshot.     

基于交互多模型和中值滤波的加速度估计方法

针对交互多模型算法对目标加速度估计误差较大的不足,提出了一种基于交互多模型和中值滤波的目标加速度估计方法.通过对交互多模输出的加速度信息进行中值滤波提高对加速度估计的精度.计算机仿真表明,该方法比交互多模型对匀速目标,特别是机动目标具有更好的加速度估计能力,且便于工程实现.     

Fault Detection and Diagnosis of Aircraft Actuators using Fuzzy-Tuning IMM Filter

This paper proposes a new interacting multiple model (IMM) filter for actuator fault detection. Since each individual filter of the IMM filter uses the combined information of the estimation values from all the operating filters, it can effectively estimate system parameter variations, thereby it can diagnose the actuator damage with an unknown magnitude. In this study, to diagnose the actuator failure fast and accurately, fuzzy logic is used to tune a transition probability among multiple models. This makes the fault detection process smooth and reduces the possibility of false fault detection. Also, a discrete fault tolerant command tracker is derived to cope with actuator damages. To validate the performance of the proposed fault detection and diagnosis (FDD) algorithm, numerical simulations are performed for a high performance aircraft system.     

Modified input estimation technique using pseudoresiduals

An adaptive tracking filter for maneuvering targets is proposed using modified input estimation technique. Pseudoresiduals are defined using measurements and the velocity estimate at the hypothesized maneuver onset time. With the pseudoresiduals and a new target model representing transitions of nominal accelerations, a new input estimation method for tracking a maneuvering target is derived. Since the proposed detection technique is more sensitive to maneuvers than previous work, the shorter window length can be employed to detect and compensate target maneuvers. Also shown is that the tracking performance of the proposed filter is similar to that of interacting multiple model method (IMM) with 3 models, while computational loads of our method are drastically reduced     

Interacting multiple model methods in target tracking: a survey

The Interacting Multiple Model (IMM) estimator is a suboptimal hybrid filter that has been shown to be one of the most cost-effective hybrid state estimation schemes. The main feature of this algorithm is its ability to estimate the state of a dynamic system with several behavior modes which can “switch” from one to another. In particular, the IMM estimator can be a self-adjusting variable-bandwidth filter, which makes it natural for tracking maneuvering targets. The importance of this approach is that it is the best compromise available currently-between complexity and performance: its computational requirements are nearly linear in the size of the problem (number of models) while its performance is almost the same as that of an algorithm with quadratic complexity. The objective of this work is to survey and put in perspective the existing IMM methods for target tracking problems. Special attention is given to the assumptions underlying each algorithm and its applicability to various situations     

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.     

无源定位跟踪滤波算法研究及仿真分析

首先介绍了几种无源定位跟踪滤波算法原理,包括扩展卡尔曼滤波（EKF）,无迹卡尔曼滤波器（EKF）,交互多模型滤波器（IMM）;然后通过建立几种不同模型来对每一种滤波算法进行仿真,依据仿真图形和误差结果对滤波算法进行分析,从而实现不同滤波模型根据目标运动状态进行监视和切换,这对无源定位跟踪算法精度的提高和实际应用有很大的...     

Radar Measurement Noise Variance Estimation with Several Targets of Opportunity

A number of methods exist to track a target's uncertain motion through space using inherently inaccurate sensor measurements. A powerful method of adaptive estimation is the interacting multiple model (IMM) estimator. In order to carry out state estimation from the noisy measurements of a sensor, however, the filter should have knowledge of the statistical characteristics of the noise associated with that sensor. The statistical characteristics (accuracies) of real sensors, however, are not always available, in particular for legacy sensors. A method is presented of determining the measurement noise variances of a sensor, assumed to be constant, by using multiple IMM estimators while tracking targets whose motion is not known---targets of opportunity. Combining techniques outlined in [2] and [6], the likelihood functions are obtained for a number of IMM estimators, each with different assumptions on the measurement noise variances. Then a search is carried out over a varying grid of IMMs to bracket the variances of the sensor measurement noises. The end result consists of estimates of the measurement noise variances of the sensor in question.