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.     

Coordinate Conversion and Tracking for Very Long Range Radars

The problem of tracking with very long range radars is studied in this paper. First, the measurement conversion from a radar's r-u-v coordinate system to the Cartesian coordinate system is discussed. Although the nonlinearity of this coordinate transformation appears insignificant based on the evaluation of the bias of the converted measurements, it is shown that this nonlinearity can cause significant covariance inconsistency in the conventionally converted measurements (CM1). Since data association depends critically on filter consistency, this issue is very important. Following this, it is shown that a suitably corrected conversion (CM2) eliminates the inconsistency. Then, initialized with the converted measurements (using CM2), four Cartesian filters are evaluated. It is shown that, among these filters, the converted measurement Kalman filter with second order Taylor expansion (CM2KF) is the only one that is consistent for very long range tracking scenarios. Another two approaches, the range-direction-cosine extended Kalman filter (ruvEKF) and the unscented Kalman filter (UKF) are also evaluated and shown to suffer from consistency problems. However, the CM2KF has the disadvantage of reduced accuracy in the range direction. To fix this problem, a consistency-based modification for the standard extended Kalman filter (E1KF) is proposed. This leads to a new filtering approach, designated as measurement covariance adaptive extended Kalman filter (MCAEKF). For very long range tracking scenarios, the MCAEKF is shown to produce consistent filtering results and be able to avoid the loss of accuracy in the range direction. It is also shown that the MCAEKF meets the posterior Carmer-Rao lower bound for the scenarios considered.     

均方意义下三维雷达无偏转换测量误差协方差阵的推导

在以前的研究中,无偏转测量误差协方差阵是基于当前测量值得到的.为了能利用所有历史数据以得到更精确的转换测量误差协方差阵估计,文中在均方意义下,推导了三维雷达的最优无偏转换测量误差协方差阵.     

Analysis of upgraded GPS internal Kalman filter

GPS receivers with provisions for inertial navigation system (INS) aiding are designed with internal Kalman filters that model generic INSs and process the basic GPS pseudorange and deltarange (range-rate) data to produce an output of inertially-smoothed, “GPS-derived” position and velocity. These Kalman filters model only the basic nine INS errors (position, velocity, and tilt) and do not model any INS gyro or accelerometer errors. It was found that a significant performance improvement could be achieved under conditions of degraded GPS satellite availability by augmenting this type of filter with the six INS gyro and accelerometer bias errors. It is, therefore, recommended that serious consideration be given to incorporating these states into the design of the GPS internal Kalman filter     

基于UKF的大失准角船舶行进间对准技术研究

由于标准卡尔曼滤波只适用于线性系统,通常在SINS/GPS组合导航初始对准过程中,先通过基于惯性系的粗对准方法,将失准角转化为小量,然后再进行卡尔曼滤波精对准。由于杆臂效应,使用的基准信息存在一定误差,导致初始对准精度降低。因此,首先设计UKF的大失准角初始对准算法;其次将基准信息杆臂在UKF方程中建模,对杆臂误差进行补偿;最后通过仿真验证算法的可行性,并利用海试实验数据对UKF算法与传统动基座算法进行对比,实验结果表明该方法具有明显优势。     

多测速系统中系统误差实时估计与校准算法

在实际目标跟踪系统中,测量设备都存在系统误差,会导致跟踪滤波精度显著下降。针对多测速系统,对其测速系统误差进行了简化数学建模;然后将其增广为状态变量,应用扩维无迹卡尔曼滤波对目标运动状态和系统误差进行联合估计,以实时校准系统误差、提高状态估计精度。在存在主副站2类系统误差的条件下,设定恒定和线性时变2类系统误差场景,对算法进行仿真分析。仿真结果表明,算法在2类系统误差情形下都能有效校准系统误差,位置、速度滤波精度可提高80%以上;尤其是当系统误差恒定时,算法可完全消除系统误差的影响。     

无迹增量滤波方法

提出无迹增量滤波(UIF)的概念,建立一般无迹增量滤波模型及其分析方法,并对具有加性噪声的无迹增量滤波进行了详细讨论,给出其递推算法.在工程实际中,由于环境因素的影响、测量设备的不稳定性、模型和参数的选取不当等原因往往带来未知的系统误差.在这种情况下,传统的无迹Kalman滤波方法(UKF)在递推过程中会产生较大误差,甚至导致发散.提出的无迹增量滤波方法能够成功消除这种未知的系统误差,提高滤波的精度.该方法计算简单,便于工程应用.      

Velocity Estimation from Position Outputs of a Three-Dimensional Radar

Kalman filtering equations to obtain estimates of velocity from radar position information are defined. In a track-while-scan operation, a three-dimensional radar sensor measures range, bearing, and elevation (r, ?, ?) of an airborne target at uniform sampling intervals of time T. The noisy position measurements are converted to x, y, z coordinates and put through a Kalman filter to obtain x, y, z velocity components. The filtering equations together with steady-state error estimates are given.     

大失准角下MIMU空中快速对准技术

 为了提高微小型无人机空中的反应速度和作业精度，提出将基于模型误差预测的扩展卡尔曼滤波(MEP-EKF)方法应用在大失准角下微惯性测量单元(MIMU)的空中对准中，通过不同机动飞行策略的仿真结果，证实MEP-EKF算法不仅能够实时估计出系统的模型误差，而且将其与扩展卡尔曼滤波(EKF)和Unscented卡尔曼滤波(UKF)方法进行了仿真比较，结果表明MEP-EKF算法在方位误差角的估计上，取得了比EKF和UKF精度高的仿真结果，使得方位失准角由30°快速下降到1°左右，而且MEP-EKF所需时间仅是UKF的17%。     

Kalman Filter Applications in Airborne Radar Tracking

This paper studies the application of Kalman filtering to single-target track systems in airborne radar. An angle channel Kalman filter is configured which incorporates measures of range, range rate, and on-board dynamics. Theoretical performance results are given and a discussion of methods for reducing the complexity of the Kalman gain computation is presented. A suboptimal antenna controller which operates on the outputs of the angle Kalman filter is also described. In addition, methodological improvements are shown to exist in the design of range and range-rate trackers using the Kalman filter configuration.     

Design of a practical tracking algorithm with radar measurements

The extended Kalman filter (EKF) has been widely used as a nonlinear filtering method for radar tracking problems. However, it has been found that if cross-range measurement errors of the target position are large, the performance of the conventional EKF degrades considerably due to nonnegligible nonlinear effects. A new filtering algorithm for improving the tracking performance with radar measurements is developed based on the fact that correct evaluation of the measurement error covariance is possible in the Cartesian coordinate system. The proposed algorithm may be viewed as a modification of the EKF in which the variance of the range measurement errors is evaluated in an adaptive manner. The filter structure facilitates the incorporation of the sequential measurement processing scheme, and this makes the resulting algorithm favorable to both estimation accuracy and computational efficiency. Computer simulation results show that the proposed method offers superior performance in comparison to previous methods. Moreover, our developed algorithm provides some useful insight into the radar tracking problem     

UKF方法及其在方位跟踪问题中的应用

采用UKF(Unscented Kalman Filter)方法处理了平面内地面站对目标的方位跟踪的估计问题。目标的位置和速度由选定的高斯分布采样点来近似，在每个更新过程中，采样点随着状态方程传播并随着非线性测量方程变换，由此不但得到目标位置和速度的均值及较高的计算精度，而且避免了对非线性方程的线性化过程。仿真结果表明，UKF方法比传统的扩展卡尔曼滤波(EKF)算法有更高的估计精度，并能有效地克服非线性严重时，方位跟踪问题中很容易出现的滤波发散问题。     

SINS/BDS紧组合系统中自适应 两阶段扩展卡尔曼滤波

在实际应用中，以伪距/伪距率为观测量的SINS/BDS紧组合导航系统，存在量测噪声的统计特性与实际不相符的情况，传统扩展卡尔曼滤波（EKF）方法无法有效解决这一问题，从而引起滤波误差增大。提出了一种SINS/BDS紧组合导航系统的GDOP估算及在线估计量测噪声的自适应两阶段EKF（ATEKF）方法，该方法使用经过紧组合修正后的SINS输出的位置，并结合星历数据中提供的卫星位置求解GDOP。在此基础上，利用GDOP值以及新息，实现了紧组合导航系统的量测噪声方差阵（Rk）的在线实时估计，从而达到自适应滤波的效果，改善导航精度。     

Automatic detection and tracking of a small surface watercraft in shallow water using a high-frequency active sonar

A high-frequency (HF) active sonar can be used to detect and track a small fast surface watercraft in shallow water based on the evolution of the watercraft wake observed in the sonar image sequence. An automatic detection and tracking (ADT) algorithm is described for this novel application. For each ping, the measurement of the target's polar position consists of 2 steps. First, the target bearing is estimated by finding the direction of arrival of the cavitation noise emitted by the watercraft. Then range measurements are extracted from the range profile (constant-angle cut of the sonar image) at the estimated target bearing. Range normalization and clutter map processing are used to reduce the number of false measurements. Estimates of the target's Cartesian position and velocity are updated at the sonar pulse repetition rate using the Kalman filter with debiased consistent converted measurements and nearest neighbour data association. The proposed algorithm is demonstrated using real data.     

Detection of satellite attitude sensor faults using the UKF

A novel fault detection (FD) method for nonlinear systems using the residuals generated by the unscented Kalman filter (UKF) is proposed. The errors of the UKF are derived and sufficient conditions for the convergence of the UKF are presented. As the local approach is a powerful statistical technique for detecting changes in the mean of a Gaussian process, it is used to devise a hypothesis test to detect faults from residuals obtained from the UKF. Further, it is demonstrated that the selection of a sample number is important in improving the performance of the local approach. To illustrate the implementation and performance of the proposed technique, it is applied to detect sensor faults in the measurement of satellite attitude.     

Tracking a ballistic target: comparison of several nonlinear filters

This paper studies the problem of tracking a ballistic object in the reentry phase by processing radar measurements. A suitable (highly nonlinear) model of target motion is developed and the theoretical Cramer-Rao lower bounds (CRLB) of estimation error are derived. The estimation performance (error mean and standard deviation; consistency test) of the following nonlinear filters is compared: the extended Kalman filter (EKF), the. statistical linearization, the particle filtering, and the unscented Kalman filter (UKF). The simulation results favor the EKF; it combines the statistical efficiency with a modest computational load. This conclusion is valid when the target ballistic coefficient is a priori known.     

一种基于模型误差预测的UKF方法

UnscentedKalman滤波器（UKF）对本质非线性系统具有估计精度高、收敛速度快和容易实现等优点,但是对系统的模型误差比较敏感。针对这一问题,提出了一种基于模型误差预测的UKF方法,称为PUKF（PredictiveUnscentedKalmanFilter）。它利用非线性预测滤波器（NPF）的模型误差预测过程,能够对不准确的系统模型进行实时修正,弥补了UKF方法的不足。仿真结果表明,相对于原始的UKF方法,新方法从滤波精度、收敛速度和收敛的稳定性等几个方面,显著提高了非线性滤波的性能。PUKF可适用于模型不确定、非线性较强系统的滤波。     

Use of the radial velocity measurement in target tracking

A new sequential filtering algorithm that incorporates the radial velocity measurement into a Kalman filter, in the presence of correlated range and radial velocity measurement errors, is presented. An analysis is given concerning its asymptotic behavior on the basis of analysis of its stochastic controllability and observability. The simulation results verify the analysis and show that the new algorithm is superior to the conventional extended Kalman filter (EKF) and close to an ideal filter.     

Novel quaternion Kalman filter

This paper presents a novel Kalman filter (KF) for estimating the attitude-quaternion as well as gyro random drifts from vector measurements. Employing a special manipulation on the measurement equation results in a linear pseudo-measurement equation whose error is state-dependent. Because the quaternion kinematics equation is linear, the combination of the two yields a linear KF that eliminates the usual linearization procedure and is less sensitive to initial estimation errors. General accurate expressions for the covariance matrices of the system state-dependent noises are developed. In addition, an analysis shows how to compute these covariance matrices efficiently. An adaptive version of the filter is also developed to handle modeling errors of the dynamic system noise statistics. Monte-Carlo simulations are carried out that demonstrate the efficiency of both versions of the filter. In the particular case of high initial estimation errors, a typical extended Kalman filter (EKF) fails to converge whereas the proposed filter succeeds.     

捷联制导旋转弹制导信息提取研究CSCD

以捷联式半主动激光导引头为研究对象,研究其应用在旋转弹上制导信息的提取方法。根据坐标转换关系得到旋转弹惯性系视线角解耦模型,由于导引头和速率陀螺仪具有测量误差特性,直接解耦得到的制导信息会产生较大的误差。基于视线角解耦模型的非线性,采用扩展卡尔曼滤波(EKF)的方法对测量信息进行滤波处理,估计出目标的位置,从而得到捷联式半主动激光导引旋转弹的制导信息。将扩展卡尔曼滤波方法与α-β滤波方法进行对比分析,得到扩展卡尔曼滤波方法对捷联式半主动激光导引旋转弹制导信息的估计精度更高,收敛更快。