Digital tracking filters with high order correlated measurement noise

The existing algorithms for the design of digital filters with colored measurement noise involve a restriction on the dimension of the measurement error model. Kalman filter equations and state space partition are used to formulate an optimal tracking filter without such restrictions. The input to the new filter are two consecutive measurements, and it is initialized by using the first available measurements and the error model correlation matrix. Several examples illustrate the filter formulation and initialization.     

On analytical evaluation of glint error reduction for frequency-hopping radars

Analytical techniques are presented for evaluating the glint error reduction of frequency-agile tracking radars employing discrete frequency-hopping (FH). The techniques can be used to compare the tracking accuracies obtained with different procedures for frequency selection. The cases of random, cyclic, and hybrid FH are worked out in detail. An illustration using a simple alpha-beta tracking filter indicates that the preferred type of frequency selection usually depends on the filter gains used in a specific application.<>     

一种基于三维到达角的无偏伪线性卡尔曼滤波

为了解决大场景下基于三维到达角的目标跟踪问题，提出了一种具有无偏性的伪线性卡尔曼滤波。首先，基于三维到达角信息对目标运动模型与量测模型进行建模；之后，对量测模型进行了伪线性化处理，得到了线性形式的目标量测模型。为了解决伪线性卡尔曼滤波存在的有偏性问题，提出了一种结合EKF（extend Kalman filter）的三维伪线性无偏卡尔曼滤波。仿真实验表明，该模型能够对非机动目标与机动目标有效跟踪，对于百公里级别的目标，当角测量误差从0.1°变化到0.5°，算法在仿真时间结束时均能将绝对位置误差降低至10 km以内，且算法的运行速度与EKF为同一个量级，同时兼顾了抗干扰能力、定位跟踪精度、运行效率的要求，能够为大场景下的目标跟踪提供有效方法。     

基于先验门限优化准则的探测阈值自适应选择

针对 2维测量和 4 -sigma确认门 ,把先验检测门限优化准则和修正 Riccati方程的解析近似表示相结合 ,得到了在瑞利起伏环境下使跟踪性能优化的信号探测阈值解析表示式 ,从而使在线求解自适应信号探测阈值能比较容易地实现。通过研究和仿真发现 :在滤波稳定阶段 ,本文给出的自适应信号检测门限方法的跟踪性能优于固定虚警率方法的跟踪性能 ;基于先验检测门限优化准则实现检测 -跟踪的联合优化要求信噪比要大于一定的门限 ,在瑞利起伏环境下 ,对 2维测量和 4 -sigma确认门 ,该门限为 1 .57     

The Tracking Index: A Generalized Parameter for ? ? ? and ? ? ? ? Target Trackers

A generalized, optimal filtering solution is presented for the target tracking problem. Applying optimal filtering theory to the target tracking problem, the tracking index, a generalized parameter proportional to the ratio of the position uncertainty due to the target maneuverability to that due to the sensor measurement, is found to have a fundamental role not only in the optimal steady-state solution of the stochastic regulation tracking problem, but also in the track initiation process. Depending on the order of the tracking model, the tracking index solution yields a closed form, consistent set of generalized tracking gains, relationships, and performances. Using the tracking index parameter, an initializing and tracking procedure in recursive form, realizes the accuracy of the Kalman filter with an algorithm as simple as the well-known ? ? ? filter or ? ? ? ? ? filter depending on the tracking order.     

一种基于二级变维Kalman滤波的跟踪算法

Kalman滤波器是一种高速的目标跟踪器.针对不同阶数的Kalman滤波器具有不同的跟踪能力与跟踪效率之间存在的矛盾,设计了一种自适应Kalman滤波算法.该算法使用两级滤波器,根据目标机动性的变化,适当的调整滤波器的阶数,使跟踪结果快速收敛,很好地解决了矛盾.通过对仿真结果分析表明,算法具有可靠、计算简便、快速等特点,模型滤波精度较高,并可实现实时跟踪预测,具有一定的理论价值和实用价值.     

涡扇发动机变参数鲁棒H_∞滤波器设计

针对存在建模误差及测量噪声干扰条件下的涡扇发动机性能参数估计问题,标准卡尔曼滤波及其改进算法滤波估计误差收敛速度慢,滤波估计精度低,对不确定测量噪声及建模误差较为敏感,为此本文提出了一种变参数鲁棒H_∞滤波器设计方法。该方法采用仿射参数依赖Lyapunov函数设计满足H_∞性能指标要求的鲁棒滤波器,通过引入凸多胞技术,将参数依赖线性矩阵不等式(Linear Matrix Inequality,LMI)中变参数Lyapunov矩阵与系统系数矩阵之间耦合乘积导致的非凸优化问题,转化为常规LMI约束下的凸优化问题进行求解,降低了线性变参数(Linear Parameter Varying,LPV)鲁棒滤波器设计的保守性,得到了全局解。针对涡扇发动机的仿真结果表明:与扩展卡尔曼滤波器对比,采用该方法设计的滤波器具有较快的动态跟踪速度和较高的滤波精度,ΔFn的稳态估计误差不大于0.1%,ΔFn的相对估计误差不大于2.5%,同时对建模误差和测量噪声干扰具有较强的抑制能力。     

基于IMMKF算法的ADS-B监视应用目标跟踪

目标跟踪是机载广播式自动相关监视（ADS-B）应用的基础功能,对提升航空器周边的弱机动民航飞机目标跟踪性能具有重要意义。提出一种基于交互式多模型卡尔曼滤波（IMMKF）算法的ADS-B 监视应用目标跟踪方法。首先,针对弱机动背景下的民航飞机的飞行特点,建立包含匀速模型和标准协同转弯模型的运动模型集,并对模型进行线性化近似;然后,将模型预测和ADS-B 状态矢量量测数据作为IMMKF 算法中多个并行卡尔曼滤波器的输入,进行并行滤波;最后,计算得到目标状态矢量的估计和模型近似概率,并作为下一次迭代的输入。结果表明：相比于基于匀速模型的卡尔曼滤波目标跟踪方法,IMMKF 方法的位置跟踪误差降低了59%,速度跟踪误差降低了77%,显著提升了状态估计性能,具备较高的跟踪精度、稳健性与计算效率,在ADS-B 监视应用中具有实际应用价值与借鉴意义。     

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。     

Adaptive robust cubature Kalman filtering for satellite attitude estimation

This paper is concerned with the adaptive robust cubature Kalman filtering problem for the case that the dynamics model error and the measurement model error exist simultaneously in the satellite attitude estimation system. By using Hubel-based robust filtering methodology to correct the measurement covariance formulation of cubature Kalman filter, the proposed filtering algorithm could effectively suppress the measurement model error. To further enhance this effect and reduce the impact of the dynamics model error, two different adaptively robust filtering algorithms, one with the optimal adaptive factor based on the estimated covariance matrix of the predicted residuals and the other with multiple fading factors based on strong tracking algorithm, are developed and applied for the satellite attitude estimation. The quaternion is employed to represent the global attitude parameter, and three-dimensional generalized Rodrigues parameters are introduced to define the local attitude error. A multiplicative quaternion error is derived from the local attitude error to maintain quaternion normalization constraint in the filter. Simulation results indicate that the proposed novel algorithm could exhibit higher accuracy and faster convergence compared with the multiplicative extended Kalman filter, the unscented quaternion estimator, and the adaptive robust unscented Kalman filter.     

Alpha-beta filters in polar coordinates with accelerationcorrections

The use of polar coordinates is sometimes computationally advantageous for tracking, but complications arise because the position of constant velocity targets is no longer a linear function of time as it is for cartesian coordinates. However, this difficulty can be avoided by using pseudoacceleration correction factors which are added to the prediction equations to give approximately correct system dynamics, but at the expense of an increase in system noise. For alpha-beta tracking filters, these correction factors can be included with minimal degradation in the steady-state error performance of the filter while simultaneously providing substantial reductions in bias errors     

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.     

Analytical Results for the x, y Kalman Tracking Filter

A two-dimensional x, y Kalman tracking filter is analyzed for a track-while-scan (TWS) operation when the radar sensor measures range and bearing (r, ?) at uniform sampling intervals T seconds apart. This development explicitly considers the coupling between the quantities measured by the sensor (r, ?) and the Cartesian x, y coordinate system selected for the tracking operation. The steadystate components of the gain and error covariance matrixes are analytically determined under the assumption of a white noise maneuver acceleration model in two dimensions. These results are verified by computer calculation of the Kalman filter matrix equations.     

Modified unscented Kalman filtering and its application in autonomous satellite navigation

In this paper, a modified unscented Kalman filter (UKF) for nonlinear stochastic systems is proposed, and it is applied to autonomous orbit determination for Earth satellites. Based on some standard results about the boundedness of stochastic processes and a new formulation of the unscented transformation (UT), it is demonstrated that the design of the noise covariance matrix plays an important role in enhancing the filter stability. Furthermore, a particular design of the noise covariance matrix is proposed as a modification of the UKF. The modified UKF is less sensitive to the initial error than the usual one. High performance of the modified UKF is illustrated in comparison with the usual one by using the real data obtained from an Earth sensor.     

空管中飞行轨迹预测算法的比较研究

研究比较了用于空中交通管制中飞行轨迹预测问题的三种不同算法，即α／β或α／β／γ滤波算、自适应单一模型卡尔曼滤波算法和当前正研究应用的相互作用多模型卡尔曼波算法。针对三种算法，根据民航飞行的实际情况，分水平面和高度方面两部分设计了具体的飞行轨迹预测方案，并对这几种方案进行了蒙特卡洛仿真，给出了有关的仿真结果，证明相互作用多模型算法在空管轨迹预测中是更为有效和可行的。     

适用于矢量接收机的模糊自适应CKF方法研究

卫星导航接收机矢量跟踪环路的核心就是用一个Kalman滤波器将标量接收机的信号跟踪和导航解算一起完成,优点是能够形成通道之间的相互辅助,缺点是也会相互影响。尤其在部分卫星信号被遮挡或者部分通道信号质量较差的环境下,问题通道会影响其他通道,甚至导致矢量跟踪环路滤波器发散,常规的方法是检测故障通道然后将故障通道剔除,这样需要对导航滤波器进行变维操作。针对此问题,提出了一种新的消除问题通道对其他通道影响的方法,同时不需要对导航滤波器进行变维。首先给出了一种标度因子,用来判断通道是否存在故障通道,然后给出一种利用模糊控制的导航滤波器自适应调整方法。仿真表明,在通道卫星信号被频繁遮挡的极端情况,矢量接收机依旧能保持正常的导航精度,并没有明显受到误差通道的影响,同时避免了对导航滤波器进行变维操作。     

平台摇摆对卡尔曼滤波跟踪精度的影响

通过建立目标相对运动坐标系和目标相对运动观测模型,研究了在平台摇摆影响下,跟踪系统观测到的目标运动状态的变化。在分析捷联垂直基准补偿原理的基础上建立了捷联垂直基准平台摇摆角补偿模型,建立的模型结合捷联垂直基准系统的测量能力对其补偿算法进行了理论推导,使模型适用于实际捷联垂直基准系统。通过建立模型以及仿真研究了平台摇摆作用下卡尔曼滤波跟踪精度的变化,指出了摆造成卡尔曼滤波跟踪精度降低甚至离散的主要原因在于模型误差增大。设计仿真实验验证了结论的正确性,为进一步改进跟踪手段提供了理论参考。     

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。     

利用Singer模型的无陀螺姿态和角速度估计

 给出了一种利用Singer跟踪模型的扩展卡尔曼滤波器 (ExtendedKalmanFilter) ,用于无陀螺姿态和姿态角速度估计。在滤波器中 ,姿态和姿态误差分别由姿态四元数和误差四元数表示 ,而姿态角加速度由一阶Markov过程描述 ,从而避免采用姿态动力学模型。利用数值仿真计算验证了滤波器的性能。在所有的仿真过程 ,滤波器显示出快速收敛能力。稳态估计误差主要由测量更新频率和精度决定。     

一种新的基于机动检测的机动目标跟踪算法

针对Kalman滤波跟踪机动目标发散和目前多数自适应Kalman滤波算法对运动模型适应性不强的问题,提出了一种新的基于机动检测的机动目标跟踪算法,通过实时自适应的改变滤波模型提高对机动目标跟踪精度。对这种方法与Kalman滤波算法进行了计算机仿真比较,结果表明,该方法计算量小,可实时精确地自适应匹配目标的运动模型,可实现对机动目标稳定可靠的跟踪。