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.     

Sequential nonlinear tracking using UKF and raw range-rate measurements

The three-dimensional (3D) converted measurements filtering (CMF) with both converted position and raw range-rate measurement is proposed to solve the Doppler radar target tracking, where the error between radar-target range and range rate are correlated. Firstly, not using pseudomeasurement constructed by product of range and range rate to reduce the high nonlinearity, the raw range-rate measurements are utilized by unscented Kalman filter (UKF), where the converted errors of the position and the range rate are decorrelated, then linear part (position measurements) and nonlinear part (range-rate measurement) are sequentially processed by Kalman filter (KF) and UKF. Secondly, based on the assumption of small measurement error, the mean and covariance of converted measurement errors are derived by second-order Taylor series expansion. Finally, the influence of the correlated coefficient rho between the range and range rate, and the range-rate noise deviation sigma_r are taken into account and extreme values of rho and sigma_r are used in Monte Carlo simulations. The results show that the proposed method is, in a sense, effective and practical     

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     

Limits in tracking with extended Kalman filters

The classical linearized conversion of measurements from polar or spherical coordinates to Cartesian ones generates a bias restricting the use of this conversion to cases where the bias can be neglected. In this work, the validity limits for the classical 2D transformation from polar to Cartesian coordinates, as derived in previous work, are shown to be too restrictive and the limits for the 3D transformation from spherical to Cartesian coordinates are introduced. Furthermore, quantitative measures for the performance degradation of the commonly used extended Kalman filter (EKF) in comparison with the best linear unbiased estimation (BLUE) filter are obtained by simulating typical tracking scenarios.     

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.     

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.     

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.     

Kalman filtering for matrix estimation

A general discrete-time Kalman filter (KF) for state matrix estimation using matrix measurements is presented. The new algorithm evaluates the state matrix estimate and the estimation error covariance matrix in terms of the original system matrices. The proposed algorithm naturally fits systems which are most conveniently described by matrix process and measurement equations. Its formulation uses a compact notation for aiding both intuition and mathematical manipulation. It is a straightforward extension of the classical KF, and includes as special cases other matrix filters that were developed in the past. Beyond the analytical value of the matrix filter, it is shown through various examples arising in engineering problems that this filter can be computationally more efficient than its vectorized version.     

Sensor Netting via the Discrete Time Extended Kalman Filter

An implementation is presented of the discrete time extended Kalman filter which the authors have found useful for sensor netting in a variety of tactical radar and ballistic missile defense (BMD) applications. A Potter square root version of the extended Kalman filter is used where vector measurements are processed serially. Both the state and covariance equations are initialized by processing past measurements. The initialization technique and the filter are used in two tactical radar tracking examples.     

On a decoupled multitarget tracking algorithm

An analysis is conducted of the optimality of a decoupled tracking filtering algorithm for addressing the problem of tracking multiple targets with correlated measurements and maneuvers. It is proved that the decoupled filters are, in general, suboptimal and are not in fact Kalman filters. However, it is shown also that if the standard Kalman filter is asymptotically stable, the decoupled filters will converge asymptotically to the stable version of the standard Kalman filter. For the case of time-invariant measurement and process noise covariance, a simple sufficient condition guaranteeing the asymptotical stability of the decoupled filters are given     

Linear Regression Filtering and Prediction for Tracking Maneuvering Aircraft Targets

A Cartesian coordinate linear regression filter is utilized for tracking maneuvering aircraft targets. Measurements of target position are made in a line-of-sight coordinate frame, but filtering is performed in Cartesian coordinates. Numerical results are given for optimizing the truncation time constant such that a good balance is obtained between the dynamic errors and the standard deviations. Lower bounds on the dynamic errors are established for the Cartesian coordinate linear regression filter and compared with a line-of-sight coordinate Kalman filter.     

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.     

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.     

Efficient Approximation of Kalman Filter for Target Tracking

A Kalman filter in the Cartesian coordinates is described for a maneuvering target when the radar sensor measures range, bearing, and elevation angles in the polar coordinates at high data rates. An approximate gain computation algorithm is developed to determine the filter gains for on-line microprocessor implementation. In this approach, gains are computed for three uncoupled filters and multiplied by a Jacobian transformation determined from the measured target position and orientation. The algorithm is compared with the extended Kalman filter for a typical target trajectory in a naval gun fire control system. The filter gains and the tracking errors for the proposed algorithm are nearly identical to the extended Kalman filter, while the computation requirements are reduced by a factor of four.     

Multiradar Tracking System Using Radial Velocity Measurements

Multiradar tracking using both position and radial velocity measurements is discussed. The measurement of two or more different radial velocity components allows the calculation of rectangular velocity components. The measurement noise of the velocity components is filtered using a Kalman filter in the same way as the Cartesian position components. Before the conversion of velocity components from radial to Cartesian coordinates, the radial velocities are aligned on a time scale to account for the time shift of the radar measurements. In order to compare multiradar tracking system performance with and without radial velocity, some simulation tests have been performed for typical paths. The simulation results show a significant improvement when radial velocity is used for tracking.     

Steady State Results for the X, Y, Z Kalman Tracking Filter

An X, Y, Z Kalman tracking filter is described and its steady state characteristics are analytically determined when the radar sensor meaures range, bearing, and elevation (?, ?, ?) at uniform intervals of time, T seconds. The relationship between the quantities measured by the sensor (?, ?,?) and the Cartesian coordinate system (X, Y, Z) is explicitly considered.     

非线性系统中多传感器目标跟踪融合算法研究

 研究了在非线性系统中 ,基于转换坐标卡尔曼滤波器的多传感器目标跟踪融合算法。通过分析得出 :在非线性系统的多传感器目标跟踪中 ,基于转换坐标卡尔曼滤波器 ( CMKF)的分布融合估计基本可以重构中心融合估计。仿真实验也证明了此结论。由此可见分布的 CMKFA是非线性系统中较优的分布融合算法     

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。     

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.     

基于变分贝叶斯的星载雷达非线性滤波

星载雷达由于其探测范围广、距离远、全天候等优点，在预警防御系统中占有十分重要的地位。然而，由于观测平台的高速运动以及摄动干扰、传感器观测非线性等问题，使得星载雷达目标高精度跟踪带来严峻挑战。针对星载雷达非线性状态估计问题，采用一种基于变分贝叶斯的非线性滤波方法，该方法通过将非线性状态估计问题转化为优化问题，通过迭代优化获得了闭环解析解。此外，针对坐标变换中俯仰角量测缺失问题，提出了一种基于先验目标高度的俯仰角估计方法。通过数值仿真，验证了所提方法较传统非线性滤波方法，如扩展卡尔曼滤波、不敏卡尔曼滤波、转换量测卡尔曼滤波，具有更好的估计精度。