Particle filters for tracking with out-of-sequence measurements

An extension is presented to the particle filtering toolbox that enables nonlinear/non-Gaussian filtering to be performed in the presence of out-of-sequence measurements (OOSMs) with arbitrary lag, without the need to adopt linearising approximations in the filter and without the degradation of performance that would occur if the OOSMs were simply discarded. An estimate of the performance of the OOSM particle filter (OOSM-PF) is obtained for bearings-only tracking scenarios with a single target and a small number of sensors. These performance estimates are then compared with the posterior Cramer-Rao lower bound (CRLB) for the state estimate rms error and similar performance estimates obtained from the oosm extended Kalman filter (OOSM-EKF) algorithms recently introduced in the literature. For a mildly nonlinear bearings-only tracking problem the OOSM-PF and OOSM-EKF are shown to achieve broadly similar performance.     

Observability Requirements for Three-Dimensional Tracking via Angle Measurements

Observability requirements previously established for bearings-only tracking in two dimensions are extended to a class of three-dimensional estimation algorithms capable of processing any pairwise combination of azimuth bearing, conical bearing, and depth/elevation angle measurements. Although these algorithms are intrinsically nonlinear, it is shown that they can be analyzed in a linear framework without sacrificing mathematical rigor. A simplified observability criterion, applicable to both autonomous and nonautonomous linear systems, is presented and utilized to specify conditions on own-ship motion which are both necessary and sufficient for a unique tracking solution. Further analysis reveals that observability dependence on own-ship maneuvers for the three-dimensional algorithms considered here parallels the concomitant two-dimensional requirements. An interesting difference, however, is that under certain conditions, a unique tracking solution can be obtained in three dimensions for unaccelerated own-ship motion.     

Bearings-only and Doppler-bearing tracking using instrumentalvariables

In bearings-only tracking (BOT) or Doppler and bearing tracking (DBT), both common passive sonar problems, the measurement equations are nonlinear. To apply the Kalman filter, it is necessary either to linearize the equations or to embed the nonlinearities into the noise terms. The former sometimes leads to filter divergence, while the latter produces biased estimates. A formulation of BOT and DBT which has a constant state vector and simplifies the tracking problem to one of constant parameter estimation is given. The solution is by the instrumental variable method. The instrumental variables are obtained from predictions based on past measurements and are therefore independent of the present noisy measurements. The result is a recursive unbiased estimator. The theoretical developments are verified by simulation, which also shows that the formulation leads to near optimal estimators whose errors are close to the Cramer-Rao lower bound (CRLB)     

Bearings-only tracking of maneuvering targets using abatch-recursive estimator

We present a new batch-recursive estimator for tracking maneuvering targets from bearings-only measurements in clutter (i.e., for low signal-to-noise ratio (SNR) targets), Standard recursive estimators like the extended Kalman Iter (EKF) suffer from poor convergence and erratic behavior due to the lack of initial target range information, On the other hand, batch estimators cannot handle target maneuvers. In order to rectify these shortcomings, we combine the batch maximum likelihood-probabilistic data association (ML-PDA) estimator with the recursive interacting multiple model (IMM) estimator with probabilistic data association (PDA) to result in better track initialization as well as track maintenance results in the presence of clutter. It is also demonstrated how the batch-recursive estimator can be used for adaptive decisions for ownship maneuvers based on the target state estimation to enhance the target observability. The tracking algorithm is shown to be effective for targets with 8 dB SNR     

Comments on “Discrete-time observability and estimabilityanalysis for bearings-only target motion analysis”

Discusses the extensive mathematical analysis carried out by the authors of the original paper [see ibid., vol. 33, no. 1, p. 178-201, 1997] and submits the following points. The authors used pseudo measurements for recasting the observability problem into a linear framework. They treated the bearings-only passive target tracking system as a deterministic system. It is already established that for deterministic systems, the pseudo measurements are linear functions of the states of the system, though the coefficient matrix is a nonlinear function of the original measurements, By using the pseudo measurements in a linear observer, global stability can be shown. However, if the pseudo measurement observer, for which the analysis is mostly carried out by the authors, is used in a noisy environment as a pseudo measurement filter (PMF), biased estimates are arrived at. Hence, though the approach of authors is quite direct and provides insights about the algebraic structure of the BOT problem, as pseudo measurements are used throughout the analysis is not of much use to the TMA community, as the nonlinear measurement equation along with measurement noise are required to be considered in the BOT problem to obtain unbiased results     

A non-Bayesian segmenting tracker for highly maneuvering targets

The segmenting track identifier (STI) is introduced as a new methodology for tracking highly maneuvering targets. This nonBayesian approach dynamically partitions a target track into a sequence of track segments, making hard estimates of when the target's maneuvering mode transitions occur, and then estimates the parameters of the target model for each segment. STI is compared with two variable structures interacting multiple model (VS-IMM) algorithms through simulations, where it is shown to have a three fold performance advantage in median absolute turn rate estimation errors, as well as better position estimation for very highly maneuvering targets. STI is also shown to outperform a Rauch-Tung-Striebel (RTS) fixed-interval smoother when estimates are retrospectively derived, and STI accurately characterize the temporal pattern of maneuvers.     

Reduced spatio-temporal complexity MMPP and image-based tracking filters for maneuvering targets

We present reduced-complexity nonlinear filtering algorithms for image-based tracking of maneuvering targets. In image-based target tracking, the mode of the target is observed as a Markov modulated Poisson process (MMPP) and the aim is to compute optimal estimates of the target's state. We present a reduced complexity algorithm in two steps. First, a gauge transformation is used to reexpress the filtering equations in a form that is computationally more efficient for time discretization than naive discretization of the filtering equations. Second, a spatial aggregation algorithm with guaranteed performance bounds is presented for the time-discretized filters. A numerical example illustrating the performance of the resulting reduced-complexity filtering algorithms for a switching turn-rate model is presented.     

State estimation using an approximate reduced statistics algorithm

The problem of state estimation using nonlinear additive Gaussian noise measurements is addressed. A geometric model for the posterior state density is assumed based on a multidimensional Haar basis representation. An approximate reduced statistics (ARS) algorithm, suggested by the parameter estimator of Kulhavy is then developed, using successive minimization of relative entropy between model densities and an approximate posterior density. The state estimator thus derived is applied to a bearings-only target tracking problem in a multiple sensor scenario     

Multiple-Model Probability Hypothesis Density Filter for Tracking Maneuvering Targets

Tracking multiple targets with uncertain target dynamics is a difficult problem, especially with nonlinear state and/or measurement equations. With multiple targets, representing the full posterior distribution over target states is not practical. The problem becomes even more complicated when the number of targets varies, in which case the dimensionality of the state space itself becomes a discrete random variable. The probability hypothesis density (PHD) filter, which propagates only the first-order statistical moment (the PHD) of the full target posterior, has been shown to be a computationally efficient solution to multitarget tracking problems with a varying number of targets. The integral of PHD in any region of the state space gives the expected number of targets in that region. With maneuvering targets, detecting and tracking the changes in the target motion model also become important. The target dynamic model uncertainty can be resolved by assuming multiple models for possible motion modes and then combining the mode-dependent estimates in a manner similar to the one used in the interacting multiple model (IMM) estimator. This paper propose a multiple-model implementation of the PHD filter, which approximates the PHD by a set of weighted random samples propagated over time using sequential Monte Carlo (SMC) methods. The resulting filter can handle nonlinear, non-Gaussian dynamics with uncertain model parameters in multisensor-multitarget tracking scenarios. Simulation results are presented to show the effectiveness of the proposed filter over single-model PHD filters.     

修正的概率数据互联算法

阐明了概率数据互联(PDA)算法能很好地解决密集环境下的目标跟踪问题,在该算法基础上,人们又提出了联合概率数据互联(JPDA)算法和一些基于 PDA 的修正算法。在概率数据互联算法中,有一个很重要的参数就是杂波数密度(或波门内虚假量测期望数)。然而在许多实际情况中,这个参数是很难获取的。针对这一问题,文中提出了一种修正的概率数据互联算法,该算法通过实时地调整这一参数来获得对目标较为准确的估计结果。最后,给出了算法的仿真分析。     

基于倾斜角的多目标测向无源定位技术

对多目标测向无源定位问题进行了研究。虽然无源观测站不同,针对同一目标的方位角和俯仰角数据也不同,但它们有共同的倾斜角。基于此,提出了基于倾斜角的多目标测向无源定位算法。该算法分别计算一组与多个目标对应的倾斜角,然后利用倾斜角最接近原则对这2组数据进行关联判断,解决多目标测向数据的关联和定位问题,并通过仿真实验,对算法的有效性和可行性进行了验证。     

Two-step optimal estimator for three dimensional target tracking

This study presents an adaptation of a novel estimation methodology to the general nonlinear three-dimensional problem of tracking a maneuvering target. The two-step optimal estimator (TSE) suggests an attractive alternative to the standard extended Kalman filter (EKF). A superior performance is accomplished by dividing the estimation problem into two steps: a linear first step and a nonlinear second step. The target tracking performance of the TSE is shown to be better than an EKF implemented in either inertial or modified spherical coordinates. In the passive case, where bearing/elevation angles only are measured, the TSE yields excellent range and target acceleration estimates. In the active case, where range measurement is available as well, a homing missile employing closed-loop optimal guidance based on the TSE state estimates obtains smaller miss distances than with either versions of the EKF.     

Tracking in Clutter using IMM-IPDA?Based Algorithms

We describe three single-scan probabilistic data association (PDA) based algorithms for tracking manoeuvering targets in clutter. These algorithms are derived by integrating the interacting multiple model (IMM) estimation algorithm with the PDA approximation. Each IMM model a posteriori state estimate probability density function (pdf) is approximated by a single Gaussian pdf. Each algorithm recursively updates the probability of target existence, in the manner of integrated PDA (IPDA). The probability of target existence is a track quality measure, which can be used for false track discrimination. The first algorithm presented, IMM-IPDA, is a single target tracking algorithm. Two multitarget tracking algorithms are also presented. The IMM-JIPDA algorithm calculates a posteriori probabilities of all measurement to track allocations, in the manner of the joint IPDA (JIPDA). The number of measurement to track allocations grows exponentially with the number of shared measurements and the number of tracks which share the measurements. Therefore, IMM-JIPDA can only be used in situations with a small number of crossing targets and low clutter measurement density. The linear multitarget IMM-IPDA (IMM-LMIPDA) is also a multitarget tracking algorithm, which achieves the multitarget capabilities by integrating linear multitarget (LM) method with IMM-IPDA. When updating one track using the LM method, the other tracks modulate the clutter measurement density and are subsequently ignored. In this fashion, LM achieves multitarget capabilities using the number of operations which are linear in the: number of measurements and the number of tracks, and can be used in complex scenarios, with dense clutter and a large number of targets.     

对卫星目标的仅测角天基单站无源定位可观测性分析

可观测性分析是无源定位与跟踪系统的前提和基础。由于卫星运动系统方程是状态变量的隐函数形式,以及观测方程的非线性,使得对卫星目标仅测角无源定位的可观测性研究难度较大。鉴于此,从伪线性化角度对非线性系统方程进行改造,推导了关于状态变量的显性系统状态方程,对仅测角条件下的单星对星无源定位系统进行了可观测性分析,为进一步研究仅测角单星对星的无源定轨跟踪提供了理论基础。最后给出了仿真实例,验证了理论分析的正确性。     

Estimating the Doppler centroid of SAR data

After reviewing frequency-domain techniques for estimating the Doppler centroid of synthetic-aperture radar (SAR) data, the author describes a time-domain method and highlights its advantages. In particular, a nonlinear time-domain algorithm called the sign-Doppler estimator (SDE) is shown to have attractive properties. An evaluation based on an existing SEASAT processor is reported. The time-domain algorithms are shown to be extremely efficient with respect to requirements on calculations and memory, and hence they are well suited to real-time systems where the Doppler estimation is based on raw SAR data. For offline processors where the Doppler estimation is performed on processed data, which removes the problem of partial coverage of bright targets, the ΔE estimator and the CDE (correlation Doppler estimator) algorithm give similar performance. However, for nonhomogeneous scenes it is found that the nonlinear SDE algorithm, which estimates the Doppler-shift on the basis of data signs alone, gives superior performance     

Bearings-only target motion analysis with acoustic propagation models of uncertain fidelity

The augmented bearings-only target motion analysis (TMA) problem arises when the bearing measurements of the classical bearings-only TMA problem are augmented with received signal-to-noise ratio (SNR) measurements. A combined acoustic propagation and sensor (CAPS) performance prediction model specifying the conditional density of the SNR measurements is assumed given; however, mismatch may exist between the CAPS model and the real world. We present a novel "missing data" formulation of the augmented bearings-only TMA problem using an empirical maximum a posteriori (EMAP) method for target parameter estimation, and show that it provides a natural and straightforward technique for mitigating CAPS model mismatch. The EMAP approach leads to an iteratively reweighted, linear least-squares algorithm for solving both the augmented bearings-only TMA problem and the classical (nonaugmented) bearings-only TMA problem. Examples are provided.     

Efficient target tracking using dynamic programming

A dynamic programming (DP) algorithm has been developed for the detection and tracking of subpixel-sized, low signal-to-noise ratio (SNR) targets observed by side-or forward-looking imaging sensors. A distinguishing feature of this approach is that target detection and tracking are combined into a single optimization procedure that takes into account statistical models of target motion, background noise, and clutter. Current work has led to a number of technical innovations that improve the performance and efficiency of the DP tracking algorithm, including the development of a new track scoring function, and an extension to the basic DP algorithm that reduces computation requirements by over an order of magnitude. A prototype infrared (IR) target tracking system incorporating these enhancements has been implemented for a step-starting IR camera application. Sensitivity improvements of several decibels over conventional sequential detection and tracking algorithms were realized     

Biased Estimation Properties of the Pseudolinear Tracking Filter

Estimation bias in the pseudolinear filter applied to bearings-only target tracking is discussed. Approximate expressions for the pertinent error terms are developed and subsequently used to predict tracking performance under realistic operating conditions. It is shown that once own-ship executes a maneuver, only the estimated range vector remains biased; the corresponding velocity vector becomes asymptotically unbiased. Further investigation reveals that this range bias is highly dependent upon geometry and can be altered by additional own-ship maneuvers. Experimental data are presented to support these findings.     

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