Reduced state estimators for consistent tracking of maneuvering targets

Linear Kalman filters, using fewer states than required to completely specify target maneuvers, are commonly used to track maneuvering targets. Such reduced state Kalman filters have also been used as component filters of interacting multiple model (IMM) estimators. These reduced state Kalman filters rely on white plant noise to compensate for not knowing the maneuver - they are not necessarily optimal reduced state estimators nor are they necessarily consistent. To be consistent, the state estimation and innovation covariances must include the actual errors during a maneuver. Blair and Bar-Shalom have shown an example where a linear Kalman filter used as an inconsistent reduced state estimator paradoxically yields worse errors with multisensor tracking than with single sensor tracking. We provide examples showing multiple facets of Kalman filter and IMM inconsistency when tracking maneuvering targets with single and multiple sensors. An optimal reduced state estimator derived in previous work resolves the consistency issues of linear Kalman filters and IMM estimators.     

IMM estimator with out-of-sequence measurements

In multisensor tracking systems that operate in a centralized information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence. In order to avoid either a delay in the output or the need for reordering and reprocessing an entire sequence of measurements, such measurements have to be processed as out-of-sequence measurements (OOSMs). Recent work developed procedures for incorporating OOSMs into a Kalman filter (KF). Since the state of the art tracker for real (maneuvering) targets is the interacting multiple model (IMM) estimator, the algorithm for incorporating OOSMs into an IMM estimator is presented here. Both data association and estimation are considered. Simulation results are presented for two realistic problems using measurements from two airborne GMTI sensors. It is shown that the proposed algorithm for incorporating OOSMs into an IMM estimator yields practically the same performance as the reordering and in-sequence reprocessing of the measurements. Also, it is shown how the range rate from a GMTI sensor can be used as a linear velocity measurement in the tracking filter.     

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     

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     

Interacting multiple model filter for tactical ballistic missile tracking

An interacting multiple model (IMM) filter is presented for the real-time tracking of tactical ballistic missiles (TBMs). The novel aspects of the proposed IMM filter include the development of a constant axial force (CAF) Kalman filter, asymmetric IMM state interaction, and an entropy-based variation of the IMM mode probability update equation. Using data from a recent TBM defense (TBMD) test event, the proposed IMM filter is shown to yield consistent state estimates throughout the entire TBM trajectory, which includes a dual-stage boost during launch.     

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...     

应用卡尔曼滤波的机载雷达跟踪系统

本文论述将滤波理论应用于机载雷达中对单个目标进行距离、速度、方位角和高低角跟踪的多环反馈系统。首先根据目标和天线的相对运动建立控制四坐标跟踪环所需的状态矢量微分方程,然后推导相应的非线性滤波算法。最后给出计算机的模拟结果。计算机模拟的结果清晰地说明采用最佳滤波的系统性能比通常的有很大改善,并且这种瞄准轴坐标系的最佳系统对目标的随机机动是不灵敏的。 本文所讨论的方法和得出的结论可以延用到地面雷达、舰载雷达以及其他有源和无源的跟踪系统。     

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     

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     

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.     

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.     

基于自适应扩展卡尔曼滤波的载波跟踪算法

精确的载波相位测量是精密测距中一个很重要的研究点。针对传统扩展卡尔曼滤波(EKF)的固定设计在先验信息不充分和动态变化环境中存在的不足,提出了一种基于自适应扩展卡尔曼滤波(AEKF)的载波跟踪算法。该算法通过实时监测滤波器新息或残差的动态变化,以修正状态噪声方差和观测噪声方差,进而调整滤波器增益,控制状态预测值和观测值在滤波结果中的权重。理论分析和仿真结果表明,本算法充分利用了观测信号的统计特性,克服了传统扩展卡尔曼滤波算法的不足,能够获得更好的载波跟踪性能。     

Ground target tracking with variable structure IMM estimator

In this paper we present the design of a Variable Structure Interacting Multiple Model (VS-IMM) estimator for tracking groups of ground targets on constrained paths using Moving Target Indicator (MTI) reports obtained from an airborne sensor. The targets are moving along a highway, with varying obscuration due to changing terrain conditions. In addition, the roads can branch, merge or cross-the scenario represents target convoys along a realistic road network with junctions, changing terrains, etc. Some of the targets may also move in an open field. This constrained motion estimation problem is handled using an IMM estimator with varying mode sets depending on the topography, The number of models in the IMM estimator, their types and their parameters are modified adaptively, in real-time, based on the estimated position of the target and the corresponding road/visibility conditions. This topography-based variable structure mechanism eliminates the need for carrying all the possible models throughout the entire tracking period as in the standard IMM estimator, significantly improving performance and reducing computational load. Data association is handled using an assignment algorithm. The estimator is designed to handle a very large number of ground targets simultaneously. A simulated scenario consisting of over one hundred targets is used to illustrate the selection of design parameters and the operation of the tracker. Performance measures are presented to contrast the benefits of the VS-IMM estimator over the Kalman filter and the standard IMM estimator, The VS-IMM estimator is then combined with multidimensional assignment to gain “time-depth.” The additional benefit of using higher dimensional assignment algorithms for data association is also evaluated     

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.     

Joint parameter and state estimation for stochastic uncertain system with multivariate skew t noises

Due to the pulse interference, measurement outliers and artificial modeling errors, the multivariate skew t noise widely exists in the real environment. However, to date, little attention has been paid to the state estimation for systems in which the process noise and the measurement noise are both modeled as the heavy-tailed and skew non-Gaussian noise. In this paper, the multivariate skew t distribution is utilized to model the heavy-tailed and skew non-Gaussian noise. Then a probabilistic gra...     

A Kalman Tracker with a Simple Input Estimator

Two Kalman filter based schemes are proposed for tracking maneuvering targets. Both schemes use least squares to estimate a target's acceleration input vector and to update the tracker by this estimate. The first scheme is simpler and by an approximation to its input estimator the computation can be considerably reduced with insignificant performance degradation. The second scheme requires two Kalman filters and hence is more complex. However, since one of its two filters assumes input noise, it may outperform the first scheme when input noise is indeed present. A detector that compares the weighted norm of the estimated input vector to a threshold is used in each scheme. Its function is to guard against false updating of the trackers and to keep the error covariance small during constant velocity tracks. Simulation results for various target profiles are included. They show that in terms of tracking performance, both schemes are comparable. However, because of its computation simplicity, the first scheme is far superior.     

引入UPF的交互式多模型的算法

融合交互式多模型和UPF（the unscented particle filter）,提出了一种新的多模型滤波算法。多模型结构能适应目标高度机动,粒子滤波能处理非线性、非高斯问题,而UKF（the unscented Kalman filte,）可以提高估计精度。与其它交互式多模型算法进行了比较,试验仿真结果证实了新滤波算法的有效性。     

引入神经网络的交互式多模型算法

在交互式多模型算法中引入神经网络算法以改进目标跟踪的精度。利用神经网络算法对基于机动目标“当前”统计模型的均值和方差自适应滤波算法进行修改,提高该算法的性能,然后采用交互作用多模型算法跟踪机动目标,提高了机动目标的跟踪精度。     

Interacting acceleration compensation algorithm for trackingmaneuvering targets

The two-stage Kalman estimator has been studied for state estimation in the presence of random bias and applied to the tracking of maneuvering targets by treating the target acceleration as a bias vector. Since the target acceleration is considered a bias, the first stage contains a constant velocity motion model and estimates the target position and velocity, while the second stage estimates the target acceleration when a maneuver is detected, the acceleration estimate is used to correct the estimates of the first stage. The interacting acceleration compensation (IAC) algorithm is proposed to overcome the requirement of explicit maneuver detection of the two-stage estimator. The IAC algorithm is viewed as a two-stage estimator having two acceleration models: the zero acceleration of the constant velocity model and a constant acceleration model. The interacting multiple model (IMM) algorithm is used to compute the acceleration estimates that compensate the estimate of the constant velocity filter. Simulation results indicate the tracking performance of the IAC algorithm approaches that of a comparative IMM algorithm while requiring approximately 50% of the computations     

ALGORITHMS FOR TRACKING MANEUVERING TARGET WITH PHASED ARRAY RADAR

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