Statistical description of monopulse parameters for trackingRayleigh targets

The conditional probability density function (pdf) is developed for each monopulse measurement of a Rayleigh target by conditioning the pdf of the complex monopulse ratio on the measured amplitude of the sum signal. The conditional pdf is used to develop the conditional Cramer-Rao Lower Bound (CRLB) for any unbiased estimator of the direction-of-arrival (DOA). Conditional maximum likelihood (CML) and conditional method of moments (CMM) estimators of the DOA are developed along with estimates of the variances associated with the monopulse ratio and DOA estimate. Using simulation results, the performances of the CML and CMM estimators of the DOA are compared with the performance of standard monopulse ratio and the performances of the variance estimators are also studied     

DOA estimation by exploiting the amplitude modulation induced by antenna scanning

We propose a beamsplitting-like approach to estimate the directions of arrival (DOA) of multiple radar targets present in the mainlobe of a rotating antenna. The proposed method is based on the maximum likelihood (ML) technique and it avoids the need for a difference channel by exploiting knowledge of the antenna main beam pattern. Two scenarios are considered: multiple targets with unknown deterministic complex amplitudes and multiple targets with Gaussian distributed random complex amplitudes. The performance of the proposed estimator is investigated through Monte Carlo simulation and it is compared with the Cramer-Rao lower bound (CRLB).     

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     

Maximum Likelihood Elevation Angle Estimates of Radar Targets Using Subapertures

The maximum likelihood estimates of the elevation angles of two closely spaced targets within the beamwidth is considered. For an array divided into three subapertures, a simple, closed form solution is found whose accuracy compares favorably to the maximum likelihood estimate which uses all the individual elements. Simulation results are presented for the case of a radar target located over a smooth reflecting surface.     

Estimation techniques for GMSK using linear detectors in satellite communications

This paper describes data-aided signal level and noise variance estimators for Gaussian minimum shift keying (GMSK) when the observations are limited to the output of a filter matched to the first pulse-amplitude modulation (PAM) pulse in the equivalent PAM representation. The estimators are based on the maximum likelihood (ML) principle and assume burst-mode transmission with known timing and a block of L₀ known bits. While it is well known that ML estimators are asymptotically unbiased and efficient, the analysis quantifies the rate at which the estimators approach these asymptotic properties. It is shown that the carrier phase, amplitude, and noise variance estimators are unbiased and can achieve their corresponding Cramer-Rao bounds with modest combinations of signal-to-noise ratio and observation length. The estimates are used to estimate the signal-to-noise ratio. It is shown that the mean squared error performance of the ratio increases with signal-to-noise ratio while the mean squared error performance of the ratio in decibels decreases with signal-to-noise ratio. Simulation results are provided to confirm the accuracy of the analytic results.     

The exact Cramer-Rao bound for Gaussian autoregressive processes

An explicit expression is derived for the Cramer-Rao bound (CRB) on unbiased estimates of the parameters of autoregressive (AR) processes, given a finite number of measurements. The expression converges to the well-known asymptotic form of the CRB when the number of measurements tends to infinity. The behavior of the bound is illustrated by some numerical examples     

Pursuer identification and time-to-go estimation using passive measurements from an evader

We present an algorithm for identifying the parameters of a proportional navigation guidance missile (pursuer) pursuing an airborne target (evader) using angle-only measurements from the latter. This is done for the purpose of classifying the missile so that appropriate counter-measures can be taken. Mathematical models are constructed for a pursuer with a changing velocity, i.e., a direction change and a speed change. Assuming the pursuer is launched from the ground with fixed thrust, its motion can be described by a four-dimensional parameter vector consisting of its proportional navigation constant and three parameters related to thrusting. Consequently, the problem can be solved as a parameter estimation problem, rather than state estimation and we provide an estimator based on maximum likelihood (ML) to solve it. The parameter estimates obtained can be mapped into the time-to-go until intercept estimation results are presented for different scenarios together with the Cramer-Rao lower bound (CRLB), which quantifies the best achievable estimation accuracy. The accuracy of the time-to-go estimate is also obtained. Simulation results demonstrate that the proposed estimator is efficient by meeting the CRLB.     

Maximum likelihood track-before-detect with fluctuating targetamplitude

An important problem in target tracking is the detection and tracking of targets in very low signal-to-noise ratio (SNR) environments. In the past, several approaches have been used, including maximum likelihood. The major novelty of this work is the incorporation of a model for fluctuating target amplitude into the maximum likelihood approach for tracking of constant velocity targets. Coupled with a realistic sensor model, this allows the exploitation of signal correlation between resolution cells in the same frame, and also from one frame to the next. The fluctuating amplitude model is a first order model to reflect the inter-frame correlation. The amplitude estimates are obtained using a Kalman filter, from which the likelihood function is derived. A numerical maximization technique avoids problems previously encountered in “velocity filtering” approaches due to mismatch between assumed and actual target velocity, at the cost of additional computation. The Cramer-Rao lower bound (CRLB) is derived for a constant, known amplitude case. Estimation errors are close to this CRLB even when the amplitude is unknown. Results show track detection performance for unknown signal amplitude is nearly the same as that obtained when the correct signal model is used     

The Exact Cramer-Rao Bound for Gaussian Autoregressive Processes

An explicit expression is derived for the Cramer-Rao bound(CRB)on unbiased estimates of the parameters of autoregressiveprocesses, given a finite number of measurements. The expressionconverges to the well-known asymptotic form of the CRB when thenumber of measurements tends to infinity. The behavior of thebound is illustrated by some numerical examples.     

Ballistic missile track initiation from satellite observations

An algorithm is presented to initiate tracks of a ballistic missile in the initial exoatmospheric phase, using line of sight (LOS) measurements from one or more moving platforms (typically satellites). The major feature of this problem is the poor target motion observability which results in a very ill-conditioned estimation problem. The Gauss-Newton iterative least squares minimization algorithm for estimating the state of a nonlinear deterministic system with nonlinear noisy measurements has been previously applied to the problem of angles-only orbit determination using more than three observations. A major shortcoming of this approach is that convergence of the algorithm depends strongly on the initial guess. By using the more sophisticated Levenberg-Marquardt method in place of the simpler Gauss-Newton algorithm and by developing robust new methods for obtaining the initial guess in both single and multiple satellite scenarios, the above mentioned difficulties have been overcome. In addition, an expression for the Cramer-Rao lower bound (CRLB) on the error covariance matrix of the estimate is derived. We also incorporate additional partial information as an extra pseudomeasurement and determine a modified maximum likelihood (ML) estimate of the target state and the associated bound on the covariance matrix. In most practical situations, probabilistic models of the target altitude and/or speed at the initial point constitute the most useful additional information. Monte Carlo simulation studies on some typical scenarios were performed, and the results indicate that the estimation errors are commensurate with the theoretical lower bounds, thus illustrating that the proposed estimators are efficient     

基于自适应步长选择的周期格型线搜索估计

稀疏、含噪观测条件下周期点过程的周期估计是一个经典的信号处理问题。针对该问题,提出了一种格型线搜索(LLS)算法,该算法通过数值方式搜索似然函数的最大值,但其性能取决于人为预先选取的搜索步长。推导了一个步长计算公式,并利用该公式改进了LLS算法。改进的LLS算法能够自适应选择搜索步长,其达到的克拉美-罗界(CRLB)的信噪比(SNR)门限与最大似然估计(MLE)算法一致,但计算复杂度比后者低一个多的数量级。性能分析与仿真实验表明,所提算法比已有算法能更好地实现估计精度与复杂度的折中。     

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.     

Range and Bearing Estimation in Passive Sonar

Passive sonar systems are used for estimating the range and bearing of signal sources, such as ships or submarines. In this study, the Cramer-Rao bounds on estimation errors are used as measures of the accuracy of the estimates. The bounds show how parameters such as observation time, signal bandwidth, signal-to-noise ratio, and array geometry can be chosen to obtain maximum accuracy. When the array geometry satisfies certain conditions, the bound for range estimate is shown to be independent of the actual source bearing and the bound for bearing estimate independent of both the range and bearing of the source. It is also shown that the same conditions on array geometry ensure that the range or bearing estimation accuracy is not degraded when tne other pammeter is not known.     

Track formation with bearing and frequency measurements in clutter

Target motion analysis from a narrowband passive sonar that yields bearing and frequency measurements in the presence of false detections (clutter) in a low-SNR (low signal-to-noise ratio) environment is discussed. The likelihood function used to compute the maximum likelihood estimation of the track parameters (localization and frequency) incorporates the false alarms via the probabilistic data association technique. The Cramer-Rao lower bound is calculated and results obtained from simulations are shown to be compatible with it. A test of track acceptance is also presented     

Trajectory Estimation with Uncertain and Nonassociated Data

The local behavior of a maximum likelihood estimator that adaptively weights data of uncertain origin to make a probabilistic measurement-to-track assignment is examined. The results are placed in the framework of the classic estimation theory of Fisher and Cramer. The Cramer-Rao bound is derived and the MLS error level is compared with this lower bound and the level achieved with known data association. Deterioration in performance was found to depend solely on the false-detection to valid-contact ratio, and the actual (measured) covariance matrix is a scalar multiple of the covariance matrix computed for associated data.     

Radar power multiplier for acquisition of low observables using anESA radar

In this paper the acquisition of a low observable (LO) incoming tactical ballistic missile using the measurements from a surface based electronically scanned array (ESA) radar is presented. We present a batch maximum likelihood (ML) estimator to acquire the missile while it is exo-atmospheric. The proposed estimator, which combines ML estimation with the probabilistic data association (PDA) approach resulting in the ML-PDA algorithm to handle false alarms, also uses target features. The use of features facilitates target acquisition under low signal-to-noise ratio (SNR) conditions. Typically, ESA radars operate at 13-20 dB, whereas the new estimator is shown to be effective even at 4 dB SNR (in a resolution cell, at the end of the signal processing chain) for a Swerling III fluctuating target, which represents a significant counter-stealth capability. That is, this algorithm acts as an effective “power multiplier” for the radar by about an order of magnitude. An approximate Cramer-Rao lower bound (CRLB), quantifying the attainable estimation accuracies and shown to be met by the proposed estimator, is derived as well     

Passive ranging of a low observable ballistic missile in agravitational field

In this paper we present an estimation algorithm for tracking the motion of a low-observable target in a gravitational field, for example, an incoming ballistic missile (BM), using angle-only measurements. The measurements, which are obtained from a single stationary sensor, are available only for a short time. Also, the low target detection probability and high false alarm density present a difficult low-observable environment. The algorithm uses the probabilistic data association (PDA) algorithm in conjunction with maximum likelihood (ML) estimation to handle the false alarms and the less-than-unity target detection probability. The Cramer-Rao lower bound (CRLB) in clutter, which quantifies the best achievable estimator accuracy for this problem in the presence of false alarms and nonunity detection probability, is also presented. The proposed estimator is shown to be efficient, that is, it meets the CRLB, even for low-observable fluctuating targets with 6 dB average signal-to-noise ratio (SNR). For a BM in free flight with 0.6 single-scan detection probability, one can achieve a track detection probability of 0.99 with a negligible probability of false track acceptance     

Correlation between horizontal and vertical monopulse measurements

Many radar systems use the monopulse ratio to extract angle of arrival (AOA) measurements in both azimuth and elevation angles. The accuracies of each such measurement are reasonably well known: each measurement is, conditioned on the sum-signal return, Gaussian-distributed with calculable bias (relative to the true AOA), and variance. However, we note that the two monopulse ratios are functions of basic radar measurements that are not entirely independent, specifically in that the sum signal is common to both. The effect of this is that the monopulse ratios are dependent, and a simple explicit expression is given for their correlation; this is of considerable interest when the measurements are supplied to a tracking algorithm that requires a measurement covariance matrix. The system performance improvement when this is taken into account is quantified: while it makes little difference for a tracking radar with small pointing errors, there are more substantial gains when a target is allowed to stray within the beam, as with a rotating (track-while-scan) radar or when a single radar dwell interrogates two or more targets at different ranges. But in any case, the correct covariance expression is so simple that there is little reason not to use it. We additionally derive the Cramer-Rao lower bound (CRLB) on joint azimuth/elevation angle estimation and discover that it differs only slightly from the covariance matrix corresponding to the individual monopulse ratios. Hence, using the individual monopulse ratios and their simple joint accuracy expression is an adequate and quick approximation of the optimal maximum likelihood procedure for single resolved targets.     

Multisensor resource deployment using posterior Cramer-Rao bounds

The development of a general framework for the systematic management of multiple sensors in target tracking in the presence of clutter is described. The basis of the technique is to quantify, and subsequently control, the accuracy of target state estimation. The posterior Cramer-Rao lower bound (PCRLB) provides the means of achieving this aim by enabling us to determine a bound on the performance of all unbiased estimators of the unknown target state. The general approach is then to use optimization techniques to control the measurement process in order to achieve accurate target state estimation. We are concerned primarily with the deployment and utilization of limited sensor resources. We also allow for measurement origin uncertainty, with sensor measurements either target-generated or false alarms. An example in which the aim is to track a submarine by deploying a series of constant false-alarm rate passive sonobuoys is presented. We show that by making some standard assumptions, the effect of the measurement origin uncertainty can be expressed as a state-dependent information reduction factor which can be calculated off-line. This enables the Fisher information matrix (FIM) to be calculated quickly, allowing Cramer-Rao bounds to be utilized for real-time, dynamic sensor management. The sensor management framework is shown to determine deployment strategies that enable the target to be accurately localized, and at the same time efficiently utilize the limited sensor resources.