A parallel square-root algorithm for modified extended Kalmanfilter

A parallel square-root algorithm and its systolic array implementation are proposed for performing modified extended Kalman filtering (MEKF). The proposed parallel square-root algorithm is designed based on the singular value decomposition (SVD) and the Faddeev algorithm, and a very large scale integration (VLSI) systolic array architecture is developed for its implementation. Compared to other square root Kalman filtering algorithms, the proposed method is more numerically stable. The VLSI architecture described has good parallel and pipelining characteristics in applying to the MEKF and achieves higher efficiency. For n-dimensional state vector estimations, the proposed architecture consists of O(2n²) processing elements and uses O ((s+17)n) time-steps for a complete iteration at each instant, in contrast to the complexity of O((s+6) n³) time-steps for a sequential implementation, where s≈log n     

Decentralized CFAR signal detection

The authors develop the theory of CA-CFAR (cell-averaging constant false-alarm rate) detection using multiple sensors and data fusion, where detection decisions are transmitted from each CA-CFAR detector to the data fusion center. The overall decision is obtained at the data fusion center based on some k out of n fusion rule. For a Swerling target model I embedded in white Gaussian noise of unknown level, the authors obtain the optimum threshold multipliers of the individual detectors. At the data fusion center, they derive an expression for the overall probability of detection while the overall probability of false alarm is maintained at the desired value for the given fusion rules. An example is presented showing numerical results     

Nonparametric rank detectors on quantized radar video signals

Uniform randomization of ties is required for defining distribution-free ranks of independent and identically distributed quantized samples. Formulas of rank probabilities are given and applied to radar detection under quantized video samples. For some detectors, and assuming Gaussian noise, the asymptotic loss L_∞(q) is calculated versus the normalized quantization step q, and the loss L(q) is estimated by Monte Carlo simulations. Both of these resulted in monotonic functions of q (0<q<1.1) that are independent of the other parameters. Furthermore, L(q)≈L_∞(q )⩽0.45 dB, as q<0.8. The quantization step q is normalized with respect to the noise standard deviation     

Position and force control of coordinated multiple arms

A technique is presented for controlling multiple manipulators which are holding a single object and therefore form a closed kinematic chain. The object, which may or may not be in contact with a rigid environment, is assumed to be held rigidly by n robot end-effectors. The derivation is based on setting up constraint equations which reduce the 6×n degrees of freedom of n manipulators each having six joints. Additional constraint equations are considered when one or more degrees of freedom of the object is reduced due to external constraints. Utilizing the operational space dynamic equations, a decoupling controller is designed to control both the position and the interaction forces of the object with the environment. Simulation results for the control of a pair of two-link manipulators are presented     

Performance of receivers with linear detectors

The false-alarm and detection probabilities of a receiver summing M independent outputs of a linear detector are calculated by numerical saddlepoint integration. The saddlepoint approximation is also considered. Both constant-amplitude and Rayleigh-fading signals are treated, and the relative efficiency of the quadratic and the linear detectors for these is calculated for a broad range of values of M . The numerical integration method is the more efficient, the smaller the false-alarm probability or the false-dismissal probability, that is, under just those conditions for which the terms in the Gram-Charlier series oscillate most violently and the series becomes least reliable. The simpler saddlepoint approximation yields values that in those same regions have been found close enough to the exact probabilities to be adequate for most engineering purposes. The larger the number M of samples, the more efficient methods are     

Systolic array implementation of second-order Kalman filter

The approach for design of parallel implementation of the second-order Kalman filter using systolic array processors is proposed. The original time complexity of more than 27n³ for sequential processing can be reduced to only 21n+10r-4 in the proposed parallel implementation. The improvement is gained from the utilization of interarray pipelining, concurrent processing and substitution forwarding techniques. The approach is especially suitable for real-time application of the Kalman filter in solving second-order linear system     

Efficient algorithms for finding the K best paths througha trellis

A set of algorithms is presented for finding the best set of K mutually exclusive paths through a trellis of N nodes, with worst-case computation time bounded by N³log n for a fixed-precision computation. The algorithms are based on a transformation of the K-path trellis problem into an equivalent minimum-cost network flow (MCNF) problem. The approach allows the application of efficient MCNF algorithms, which can obtain optimal solutions orders of magnitude faster than the algorithm proposed by J.K. Wolf et al. (1989). The resulting algorithms extend the practicality of the trellis formulation (in terms of required computations) to multiobject tracking problems with much larger numbers of targets and false alarms. A response by Wolf et al. is included     

CFAR data fusion center with inhomogeneous receivers

Detection systems with distributed sensors and data fusion are increasingly used by surveillance systems. A system formed by N inhomogeneous constant false alarm rate (CFAR) detectors (cell-averaging (CA) and ordered statistic (OS) CFAR detectors) is studied. A recursive formulation of an algorithm that permits a fixed level of false alarms in the data fusion center is presented, to set the optimum individual threshold levels in the CFAR receivers and the optimum `K out of N' decision rule in order to maximize the total probability of detection. The algorithm also considers receivers of different quality or with different communication channel qualities connecting them with the fusion center. This procedure has been applied to several hypothetical networks with distributed CA-CFAR and OS-CFAR receivers and for Rayleigh targets and interference, and it was seen that in general the fusion decision OR rule is not always the best     

Performance evaluation of a cascaded logic for track formation inclutter

The authors present a Markov-chain-based performance evaluation technique for two-stage sliding-window cascaded logic (2/2×m /n) for track formation in a cluttered environment. The main features of this technique are that it avoids the need for extensive simulations and it is more realistic than previous methods, accounting for the association gate size variation. The gates are obtained from a Kalman filter and fully account for the transient observed for the cascaded logic following the two-point initiation from its first stage. Numerical examples of performance evaluation are given along with a logic design example     

Estimation of radar detection and false alarm probability

The accuracy with which detection and false alarm probabilities can be estimated with a limited amount of measured radar data is addressed. A simple simulation method for estimating the statistical performance of a radar detection system is presented. Confidence limits and a rule of thumb for accuracy for the estimated probabilities are presented along with procedures for calculating them. It is concluded that the minimum value of N used in a detection radar signal simulation should be 10/P_FA when the simple simulation method is used, where P_FA is the probability of false alarm, and that a value closer to 100/P _FA is preferable     

Optimum gain control for A/D conversion using digitized I/Q data inquadrature sampling

Calculation of optimum gain for minimum distortion due to A/D (analog-to-digital) conversion requires the estimation of the input signal strength. To use a common AGC (automatic gain control) for both the I/Q (in-phase and quadrature) signals, it is efficient to estimate the input signal strength using the quantized A/D output from both channels. Assuming a Gaussian input, the relationship between σ of the input of the A/D converter and E(|x|+|y|) and E(max(|x|,|y|)+1/2 min (|x|,|y|)) for t quantized I/Q output x and y is derived. Numerical results obtained using the derived expression and the statistical data obtained through simulation show excellent agreement. It is concluded that, because of its simplicity, the cubic equation obtained by fitting the numerical results should be useful     

Cascaded detector for multiple high-PRF pulse Doppler radars

A postdetection design methodology for a multiple high-pulse-repetition frequency (PRF) pulse Doppler radar has been developed. The postdetection processor consists of an M out of N detector where range and target ambiguities are resolved, followed by a square-law detector which enhances the minimum signal-to-noise (S/N) power-ratio per pulse burst performance. For given probabilities of false alarm and detection, formulas are derived from which the three thresholds associated with the cascaded detector can be found. Fundamental tradeoffs between the minimum S/N required, number of ghosts, and the number of operations (NOPs) that the cascaded detector must perform are identified. It is shown that the NOPs and the number of ghosts increase and the minimum S/N required decreases as the binary M out of N detector passes more detections to the square-law detector     

Optimal speckle reduction in polarimetric SAR imagery

Speckle is a major cause of degradation in synthetic aperture radar (SAR) imagery. With the availability of fully polarimetric SAR data, it is possible to use the three complex elements (HH, HV, VV) of the polarimetric scattering matrix to reduce speckle. The optimal method for combining the elements of the scattering matrix to minimize image speckle is derived, and the solution is shown to be a polarimetric whitening filter (PWF). A simulation of spatially correlated, K-distributed, fully polarimetric clutter is then used to compare the PWF with other, suboptimal speckle-reduction methods. Target detection performance of the PWF, span, and single-channel |HH|² detectors is compared with that of the optimal polarimetric detector (OPD). A novel, constant-false-alarm-rate (CFAR) detector (the adaptive PWF) is as a simple alternative to the OPD for detecting targets in clutter. This algorithm estimates the polarization covariance of the clutter, uses the covariance to construct the minimum-speckle image, and then tests for the presence of a target. An exact theoretical analysis of the adaptive PWF is presented; the algorithm is shown to have detection performance comparable with that of the OPD     

Identification of rational transfer function from frequencyresponse sample

A method for identifying a transfer function, H(z)=A(z)/B(z), from its frequency response values is presented. Identifying the transfer function involves determining the unknown degrees and coefficients of the polynomials A(z) and B( z), given the frequency response samples. The method for finding the parameters of the transfer function involves solving linear simultaneous equations only. An important aspect of the method is the decoupled manner in which the polynomials A(z) and B(z) are determined. The author presents two slightly different derivations of the linear equations involved, one based on the properties of divided differences and the other using Vandermonde matrices or, equivalently, Lagrange interpolation. A matrix synthesized from the given frequency response samples is shown to have a rank equal to the number of poles in the system     

SAR resolution in the presence of phase errors

The author analyzes the effects of phase errors on synthetic aperture radar (SAR). The theory is applied to the following question: how does the achievable resolution vary with the carrier frequency when optimum quadratic focus and/or optimum processing interval (synthetic aperture length) are used? Numerous related results are given, so that much of the material is tutorial. For phase errors corresponding to uncompensated motion, the best achievable RMS resolution with any phase error spectrum satisfies the derived equation. For motion-induced phase errors it is seen that resolution improves with increasing carrier frequency when the first term in the expression applies (e.g. for phase errors concentrated at low frequencies) and resolution is independent of carrier frequency when R δ/v/v is the smaller term (e.g. with broad band or high frequency phase errors)     

The autocorrelation of m-sequences over nonprime finitefields

Nonbinary m-sequences (maximal length sequences) for spread-spectrum communication systems that have a two-level autocorrelation are presented. The autocorrelation function of an m -sequence over the Galois field of q elements GF(q), where q=p^k, for p a prime and k an integer greater than 1, is developed and shown to be bilevel when the elements of GF(q) are expressed as elements of a vector space over the pth roots of unity     

Distribution of general noncentral positive definite quadratic formin K-dimensions

The authors present a series solution using Hermite polynomials to the long-standing problem of computing the probability P that positive definite noncentral quadratic form d(x) of a Gaussian random vector x∈R satisfies d( x)⩽r² for any given r∈R. This problem has wide applications in radar, tracking, air traffic control, etc. The fast-converging series solution presented is very accurate and can be performed rapidly using the recursion relations for Hermite polynomials     

On the uniform sampling of a sinusoidal signal

It is generally accepted that a monochromatic signal such as sin 2πWt (W>0) must be sampled at a uniform rate greater than the ostensible Nyquist rate of 2W samples per to effect a reconstruction of the signal. It is shown that a sinusoid of frequency W Hz is completely determined by its samples taken at the uniform rate of 2r samples per second, where r>0 is arbitrary subject only to the restriction that W ≠kr for any positive integer k. In particular, a pure sinusoid may be sampled uniformly without loss of information at arbitrarily small rates     

Periodic ambiguity function of CW signals with perfect periodicautocorrelation

A periodic ambiguity function (PAF) is discussed which describes the response of a correlation receiver to a CW signal modulated by a periodic waveform, when the reference signal in the receiver is constructed from an integral number N, of periods T, of the transmitted signal. The PAF is a generalization of the periodic autocorrelation function, to the case of non-zero Doppler shift. It is shown that the PAF of N periods is obtained by multiplying the PAF of a single period by the universal function sin(Nπν T)/N sin(πνT), where ν is the Doppler shift, to phase-modulated signals which exhibit perfect periodic autocorrelation when there is no Doppler shift. The PAF of these signals exhibits universal cuts along the delay and Doppler axes. These cuts are functions only of t, N and the number M, the modulation bits in one period     

Finding the best set of K paths through a trellis withapplication to multitarget tracking

A solution is presented to the problem of finding the best set of K completely unmerged paths through a trellis with M _i⩾K states at depth i in the trellis, i=0, 1, 2, . . ., N. Here, `best set' means that the sum of the metrics of all K paths in the set is minimized, and `completely unmerged' means that no two paths pass through a common state. The solution involves using the Viterbi algorithm on an expanded trellis. This result is then used to separate the tracks of K targets optimally in a simplified model of a multitarget radar system. The model includes measurement errors and false alarms, but it does not include the effects of missing detections or merged measurements