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。     

Target tracking in maneuver-centered coordinates

Aircraft targets normally maneuver on circular paths, which has led to tracking filters based on circular turns. A coordinate system to track circular maneuvers with a simple Kalman filter is introduced. This system is a polar coordinate system located at the center of the maneuver. It leads to a tracking filter with range, angle, and angular velocity in the state vector. Simulation results are presented, showing that the algorithm displays improved performance over methods based on constant x-y acceleration when tracking circular turns     

Reduced state estimators for consistent tracking of maneuvering targets

Linear Kalman filters, using fewer states than required to completely specify target maneuvers, are commonly used to track maneuvering targets. Such reduced state Kalman filters have also been used as component filters of interacting multiple model (IMM) estimators. These reduced state Kalman filters rely on white plant noise to compensate for not knowing the maneuver - they are not necessarily optimal reduced state estimators nor are they necessarily consistent. To be consistent, the state estimation and innovation covariances must include the actual errors during a maneuver. Blair and Bar-Shalom have shown an example where a linear Kalman filter used as an inconsistent reduced state estimator paradoxically yields worse errors with multisensor tracking than with single sensor tracking. We provide examples showing multiple facets of Kalman filter and IMM inconsistency when tracking maneuvering targets with single and multiple sensors. An optimal reduced state estimator derived in previous work resolves the consistency issues of linear Kalman filters and IMM estimators.     

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。     

Incremental maneuver estimation model for target tracking

An incremental model for maneuver detection and estimation for use in target tracking with the Kalman filter is described. The approach is similar to the multiple Kalman filter bank, but with a memory for the maneuver status for the track under consideration. The advantage of this approach is that the target acceleration can be more accurately estimated. The maneuver-detection model has shown good maneuver-following capability. Moreover, it needs only a finite number of Kalman filters to handle all possible maneuver values and it responds quickly as maneuver occurs. When there is an abrupt maneuver change the model can still track the targets in short time     

Tracking a Maneuvering Target Using Input Estimation

The conventional Kalman tracking filter incurs mean tracking errors in the presence of a pilot-induced target maneuver. Chan,Hu, and Plant proposed a solution to this problem which used themean deviations of the residual innovation sequence to make corrections to the Kalman filter. This algorithm is further developedhere for the case of a one-dimensional Kalman filter, for which an Implementable closed-form recursive relation exists. Simulation results show that the Chan, Hu, and Plant method can accurately detect and correct an acceleration discontinuity under a variety of maneuver models and radar parameters. Also, the inclusion of thislogic into a multiple hypothesis tracking system is briefly outlined.     

Suboptimal filter design with pseudomeasurements for targettracking

A suboptimal Kalman filter design method is presented for the problem of tracking a maneuvering target. The design method is essentially based on linear target dynamics and linear-like structured measurements called pseudomeasurements. The pseudomeasurements are obtained by manipulating the original nonlinear measurements algebraically. The resulting filter has computational advantages over other filters with similar performance. Also, a variant of the Berg model is proposed as a target acceleration model under the assumption of a coordinated turn maneuver. The proposed model is consistent with the underlying assumption. Monte Carlo computer simulation results are included to demonstrate the effectiveness of the proposed suboptimal filter associated with the target acceleration model     

Real-Time Tracking Filter Evaluation and Selection for Tactical Applications

Five important tracking filters that are often candidates for implementation in systems that must track maneuvering vehicles are compared in terms of tracking accuracy and computer requirements for tactical applications. A rationale for selecting among these filters, which include a Kalman filter, a simplified Kalman filter, an ?-? filter, a Wiener filter, and a two-point extrapolator, is illustrated by two examples taken from the authors' recent experience.     

An Adaptive Two-Dimensional Kalman Tracking Filter

A continuously adaptive two-dimensional Kalman tracking filter for a low data rate track-while-scan (TWS) operation is introduced which enhances the tracking of maneuvering targets. The track residuals in each coordinate, which are a measure of track quality, are sensed, normalized to unity variance, and then filtered in a single-pole filter. The magnitude Z of the output of this single-pole filter, when it exceeds a threshold Z1 is used to vary the maneuver noise spectral density q in the Kalman filter model in a continuous manner. This has the effect of increasing the tracking filter gains and containing the bias developed by the tracker due to the maneuvering target. The probability of maintaining track, with reasonably sized target gates, is thus increased, The operational characteristic of q versus Z assures that the tracker gains do not change unless there is high confidence that a maneuver is in progress.     

基于强跟踪滤波的GPS/INS组合导航系统对准技术研究

针对卡尔曼滤波鲁棒性较差的问题,研究了基于强跟踪滤波方法的GPS/INS对准。建立了GPS/INS组合导航系统对准的误差模型,对机载装备系统进行GPS/INS组合导航系统的对准仿真分析,验证该方案的可行性及强跟踪滤波器的性能。仿真结果表明,采用强跟踪滤波能够根据残差的变化求出渐消因子,能够在机动过程中有效跟踪系统状态量,从而提高对准精度和速度。采用强跟踪滤波的GPS/INS组合导航系统对准技术可以保证对准的快速性及对准精度,对工程应用具有重要的参考价值。     

A tracking algorithm for maneuvering targets

A methodology for the tracking of maneuvering targets is presented. A quickest-detection scheme based on the innovation sequence is developed for a prompt detection of target maneuvers. The optimal length of a sliding window that minimizes the maneuver detection delay for a given false-alarm rate is determined. After maneuver detection, the system model is modified by adding a maneuver term. A recursive algorithm is proposed to estimate the maneuver magnitude. With this estimate, a modified Kalman filter is used for tracking. Simulation results demonstrate the superior performance of the algorithm, especially during target maneuvers     

Track-to-track fusion with dissimilar sensors

An analysis is described of a kinematic state vector fusion algorithm when tracks are obtained from dissimilar sensors. For the sake of simplicity, it is assumed that two dissimilar sensors are equipped with nonidentical two-dimensional optimal linear Kalman filters. It is shown that the performance of such a track-to-track fusion algorithm can be improved if the cross-correlation matrix between candidate tracks is positive. This cross-correlation is introduced by noise associated with target maneuver that is common to the tracking filters in both sensors and is often neglected. An expression for the steady state cross-correlation matrix in closed form is derived and conditions for positivity of the cross-correlation matrix are obtained. The effect of positivity on performance of kinematic track-to-track fusion is also discussed     

A Decision?Directed Adaptive Tracker

In the design of a tracking filter for air traffic control (ATC) applications, a maneuvering aircraft can be modelled by a linear system with random noise accelerations. A Kalman filter tracker, designed on the basis of a variance chosen according to the distribution of the potential maneuver accelerations, will maintain track during maneuvers and provide some improvement in position accuracy. However, during those portions of the flight path where the aircraft is not maneuvering, the tracking accuracy will not be as good as if no acceleration noise had been allowed in the tracking filter. In this paper, statistical decision theory is used to derive an optimal test for detecting the aircraft maneuver; a more practical suboptimal test is then deduced from the optimal test. As long as no maneuver is declared, a simpler filter, based on a constant-velocity model, is used to track the aircraft. When a maneuver is detected, the tracker is reinitialized using stored data, up-dated to the present time, and then normal tracking is resumed as new data arrives. In essence, the tracker performs on the basis of a piecewise linear model in which the breakpoints are defined on-line using the maneuver detector. Simulation results show that there is a significant improvement in tracking capability using the decision-directed adaptive tracker.     

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。     

Canonical transform for tracking with kinematic models

A canonical transform is presented that converts a coupled or uncoupled kinematic model for target tracking into a decoupled dimensionless canonical form. The coupling is due to non-zero off-diagonal terms in the covariance matrices of the process noise and/or the measurement noise, which can be used to model the coupling of motion and/or measurement between coordinates. The decoupled dimensionless canonical form is obtained by simultaneously diagonalizing the noise covariance matrices, followed by a spatial-temporal normalization procedure. This canonical form is independent of the physical specifications of an actual system. Each subsystem corresponding to a canonical coordinate is characterized by its process noise standard deviation, called the maneuver index as a generalization of the tracking index for target tracking, which characterizes completely the performance of a steady-state Kalman filter. A number of applications of this canonical form are discussed. The usefulness of the canonical transform is illustrated via an example of performance analysis of maneuvering target tracking in an air traffic control (ATC) system.     

Transient Response of Tracking Filters with Randomly Interrupted Data

The transient responses during the initialization phase of a first-order ?-? tracking filter and a second-order Kalman filter are evaluated as a function of radar measurement accuracy and the probability of receiving valid data at the prescribed intervals. Monte Carlo simulation results are complemented by analysis of the filtering processes and curves are presented which clearly define the deterioration in filter performance attributable to reduced probabilities of data acquisition. In addition, the responses of ?-? and Kalman filters are shown to be identical when the ?, ? gains are selected optimally.     

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.     

Kalman filtering with state equality constraints

Kalman filters are commonly used to estimate the states of a dynamic system. However, in the application of Kalman filters there is often known model or signal information that is either ignored or dealt with heuristically. For instance, constraints on state values (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. A rigorous analytic method of incorporating state equality constraints in the Kalman filter is developed. The constraints may be time varying. At each time step the unconstrained Kalman filter solution is projected onto the state constraint surface. This significantly improves the prediction accuracy of the filter. The use of this algorithm is demonstrated on a simple nonlinear vehicle tracking problem     

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     

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.