Dynamic Cramer-Rao bound for target tracking in clutter

Recently, there have been several new results for an old topic, the Cramer-Rao lower bound (CRLB). Specifically, it has been shown that for a wide class of parameter estimation problems (e.g. for objects with deterministic dynamics) the matrix CRLB, with both measurement origin uncertainty (i.e., in the presence of false alarms or random clutter) and measurement noise, is simply that without measurement origin uncertainty times a scalar information reduction factor (IRF). Conversely, there has arisen a neat expression for the CRLB for state estimation of a stochastic dynamic nonlinear system (i.e., objects with a stochastic motion); but this is only valid without measurement origin uncertainty. The present paper can be considered a marriage of the two topics: the clever Riccati-like form from the latter is preserved, but it includes the IRF from the former. The effects of plant and observation dynamics on the CRLB are explored. Further, the CRLB is compared via simulation to two common target tracking algorithms, the probabilistic data association filter (PDAF) and the multiframe (N-D) assignment algorithm.     

EM-ML algorithm for track initialization using possibly noninformative data

Initializing and maintaining a track for a low observable (LO) (low SNR, low target detection probability and high false alarm rate) target can be very challenging because of the low information content of measurements. In addition, in some scenarios, target-originated measurements might not be present in many consecutive scans because of mispointing, target maneuvers, or erroneous preprocessing. That is, one might have a set of noninformative scans that could result in poor track initialization and maintenance. In this paper an algorithm based on the expectation-maximization (EM) algorithm combined with maximum likelihood (ML) estimation is presented for tracking slowly maneuvering targets in heavy clutter and possibly noninformative scans. The adaptive sliding-window EM-ML approach, which operates in batch mode, tries to reject or weight down noninformative scans using the Q-function in the M-step of the EM algorithm. It is shown that target features in the form of, for example, amplitude information (AI), can also be used to improve the estimates. In addition, performance bounds based on the supplemented EM (SEM) technique are also presented. The effectiveness of new algorithm is first demonstrated on a 78-frame long wave infrared (LWIR) data sequence consisting of an Fl Mirage fighter jet in heavy clutter. Previously, this scenario has been used as a benchmark for evaluating the performance of other track initialization algorithms. The new EM-ML estimator confirms the track by frame 20 while the ML-PDA (maximum likelihood estimator combined with probabilistic data association) algorithm, the IMM-MHT (interacting multiple model estimator combined with multiple hypothesis tracking) and the EVIM-PDA estimator previously required 28, 38, and 39 frames, respectively. The benefits of the new algorithm in terms of accuracy, early detection, and computational load are illustrated using simulated scenarios as well.     

基于RF-SVR的燃油计量装置性能衰退检测和剩余寿命估计方法

为了实现航空发动机燃油系统的安全状态监测和健康管理,开展了燃油系统性能衰退检测和剩余使用寿命估计方面的研究。以燃油系统燃油计量装置为例,分析了其主要的性能衰退模式,设计了基于电流-速度数据的健康指标(HIs)选取方案,并考虑环境及模型参数不确定性,进行模型不确定性仿真,基于健康数据与性能衰退数据间的马氏距离对部件性能衰退进行检测。提出了基于随机森林-支持向量回归(RF-SVR)的剩余使用寿命(RUL)估计方法,利用通过RF特征选择优化的SVR模型实现部件RUL估计。最后基于某型民用涡扇发动机机械液压模型仿真数据对该方法进行了验证,结果表明:该方法的性能衰退检测虚警率及漏报率低于2%,RUL估计误差低于3%,可为航空发动机燃油系统的预测性维护提供参考。      

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.     

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     

A multi-rate sensor fusion approach using information filters for estimating aero-engine performance degradation

Gas-path performance estimation plays an important role in aero-engine health management, and Kalman Filter(KF) is a well-known technique to estimate performance degradation. In previous studies, it is assumed that different kinds of sensors are with the same sampling rate, and they are used for state estimation by the KF simultaneously. However, it is hard to achieve state estimation using various kinds of sensor measurements at the same sampling rate due to a complex network and physical characteristic differences between sensors, especially in an advanced multisensor architecture. For this purpose, a multi-rate sensor fusion using the information filtering approach is proposed based on the square-root cubature rule, which is called Multi-rate Squareroot Cubature Information Filter(MSCIF) to track engine performance degradation. Soft measurement synchronization of the MSCIF is designed to provide a sensor fusion condition for multiple sampling rates of measurement, and a fault sensor is isolated by maximum likelihood validation before state estimation. The contribution of this paper is to supply a novel multi-rate informationfilter approach for sensor fault tolerant health estimation of an aero-engine in a multi-sensor system. Tests are conducted for aero-engine performance degradation estimation with multiple sampling rates of sensor measurement on both digital simulation and semi-physical experiment.Experimental results illustrate the superiority of the proposed algorithm in terms of degradation estimation accuracy and robustness to sensor failure in a multi-sensor system.     

Adaptive Gaussian sum squared-root cubature Kalman filter with split-merge scheme for state estimation

The paper deals with state estimation problem of nonlinear non-Gaussian discrete dynamic systems for improvement of accuracy and consistency. An efficient new algorithm called the adaptive Gaussian-sum square-root cubature Kalman filter（AGSSCKF） with a split-merge scheme is proposed. It is developed based on the squared-root extension of newly introduced cubature Kalman filter（SCKF） and is built within a Gaussian-sum framework. Based on the condition that the probability density functions of process noises and initial state are denoted by a Gaussian sum using optimization method, a bank of SCKF are used as the sub-filters to estimate state of system with the corresponding weights respectively, which is adaptively updated. The new algorithm consists of an adaptive splitting and merging procedure according to a proposed split-decision model based on the nonlinearity degree of measurement. The results of two simulation scenarios（one-dimensional state estimation and bearings-only tracking） show that the proposed filter demonstrates comparable performance to the particle filter with significantly reduced computational cost.     

Automatic target recognition using sequences of high resolutionradar range-profiles

In this paper, we address the problem of joint tracking and recognition of a target using a sequence of high resolution radar (HRR) range-profiles. The likelihood function for the scene configuration combines a dynamics-based prior on the sequence of target orientations with a likelihood for range-profiles given the target orientation. A deterministic model and a conditionally Gaussian model for range-profiles are introduced, and the likelihood functions under each model are compared. Simulations are presented demonstrating recognition of mobile aircraft and ground targets, and results showing performance of the algorithm are given in terms of the expected angular estimation error and the rate of correct recognition     

On radar detection and direction finding using sparse arrays

The potential performance of radar systems employing sparse arrays is investigated. Different sparse array geometries are evaluated with respect to detection and estimation performance. We present appropriate tools for analytical computation of the detection and estimation performance of the likelihood ratio test (LRT) and the maximum likelihood estimator (MLE), respectively. Particular attention is paid to the effect of ambiguity errors on system performance. The results show that sparse arrays have several advantages over nonsparse arrays, but that ambiguities deteriorate performance when sidelobe interference is present. Some ways to mitigate the ambiguity effects on system performance are briefly discussed.     

Optimal assimilation for ionospheric weather – Theoretical aspect

Observation, specification and prediction of ionospheric weather are the key scientific pursuits of space physicists, which largely based on an optimal assimilation system. The optimal assimilation system, or commonly called data assimilation system, consists of dynamic process, observation system and optimal estimation procedure. We attempt to give a complete framework in this paper under which the data assimilation procedure carries through. We discuss some crucial issues of data assimilation as follows: modeling a dynamic system for ionospheric weather; state estimation for static or steady system in sense of optimization and likelihood; state and its uncertainty estimation for dynamic process. Meanwhile we also discuss briefly the observability of an observation system; system parameter identification. Some data assimilation procedures existed at present are reviewed in the framework of this paper. As an example, a second order dynamic system is discussed in more detail to illustrate the specific optimal assimilation procedure, ranging from modeling the system, state and its uncertainty calculation, to the quantitatively integration of dynamic law, measurement to significantly reduce the estimation error. The analysis shows that the optimal assimilation model, with mathematical core of optimal estimation, differs from the theoretical, empirical and semi-empirical models in assimilating measured data, being constrained by physical law and being optimized respectively. The data assimilation technique, due to its optimization and integration feature, could obtain better accurate results than those obtained by dynamic process, measurement or their statistical analysis alone. The model based on optimal assimilation meets well with the criterion of the model or algorithm assessment by ‘space weather metrics’. More attention for optimal assimilation procedure creation should be paid to transition matrix finding, which is usually not easy for practical space weather system. High performance computing hardware and software studies should be promoted further so as to meet the requirement of large storage and extensive computation in the optimal estimation. The discussion in this paper is appropriate for the static or steady state or transition process of dynamic system. Many phenomena in space environment are unstable and chaos. So space environment study should include and integrate these two branches of learning. This revised version was published online in August 2006 with corrections to the Cover Date.     

Bearings-only tracking of maneuvering targets using abatch-recursive estimator

We present a new batch-recursive estimator for tracking maneuvering targets from bearings-only measurements in clutter (i.e., for low signal-to-noise ratio (SNR) targets), Standard recursive estimators like the extended Kalman Iter (EKF) suffer from poor convergence and erratic behavior due to the lack of initial target range information, On the other hand, batch estimators cannot handle target maneuvers. In order to rectify these shortcomings, we combine the batch maximum likelihood-probabilistic data association (ML-PDA) estimator with the recursive interacting multiple model (IMM) estimator with probabilistic data association (PDA) to result in better track initialization as well as track maintenance results in the presence of clutter. It is also demonstrated how the batch-recursive estimator can be used for adaptive decisions for ownship maneuvers based on the target state estimation to enhance the target observability. The tracking algorithm is shown to be effective for targets with 8 dB SNR     

面向再入目标跟踪的估计与辨识联合优化算法

准确的弹道系数辨识和精确的目标状态估计是再入目标高精度跟踪与高可靠识别的关键。一方面,状态估计的误差会造成模型参数(弹道系数)的辨识风险;另一方面,模型参数的辨识偏差又会导致模型失配从而降低目标状态的估计精度。因此,需要实现再入目标的状态估计和参数辨识的联合优化。针对再入目标弹道系数未知情形,提出了一种基于期望最大化(EM)框架并采用粒子滤波(PF)平滑器实现的PF-EM联合优化算法。在E步基于粒子平滑器得到目标状态的后验平滑估计,M步采用数值优化算法更新上一次迭代的弹道系数,通过E步和M步的不断迭代,以保证状态估计和弹道系数辨识的一致性。算法仿真对比表明:所提算法的状态估计和参数辨识精度均优于传统的状态增广算法。     

幅度及多普勒信息辅助的多目标跟踪算法

针对现有的多目标跟踪（MTT）算法在强杂波环境下会出现严重的性能衰退,利用目标的幅度及多普勒特征,基于随机有限集（RFS）理论,提出了一种幅度及多普勒信息辅助的δ广义标签多伯努利（ADI-δ-GLMB）滤波器。首先,利用幅度及多普勒信息对目标状态进行扩展,在此基础上建立了新的量测似然函数。然后,基于δ-GLMB滤波器框架推导了新的更新方程。最后,进行仿真验证,结果表明：强杂波下,ADI-δ-GLMB滤波器跟踪性能明显优于δ-GLMB滤波器,估计精度及稳定性更高,且计算量更低;同信息辅助的概率假设密度（PHD）、多目标多伯努利（MeMBer）滤波器相比,ADI-δ-GLMB滤波器状态估计精度更高。     

A localized adaptive MTD processor

The problem of achieving the optimum moving target indicator (MTI) detection performance in strong clutter of unknown spectrum when the set of data available to the estimation of clutter statistics is small due to a severely nonhomogeneous environment is studied. A new adaptive implementation, called the Doppler domain localized generalized likelihood ratio processor (DDL-GLR), is proposed, and its detection performance is studied in detail. It is shown that the DDL-GLR is a data-efficient implementation of the high-order optimum detector and has several advantages of practical importance over the adaptive processors     

Bayesian Detection of Targets of Unknown Location

In this paper the array detection problem for certain deterministic signals in spatially uncorrelated Gaussian noise is formulated in Bayesian terms and the required likelihood ratios and resulting performance characteristics are obtained. Primary emphasis is on detection of targets of unknown spatial location using a likelihood ratio approach, with the target location treated as a random parameter, rather than an estimator-correlator approach. The tradeoff among array parameters and signal parameters is demonstrated. It is shown that the dominant uncertainty affecting detection performance seems to be that of location when compared with uncertainty on energy and/or phase.     

A measurement-driven adaptive probability hypothesis density filter for multitarget tracking

This paper studies the dynamic estimation problem for multitarget tracking. A novel gating strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiveness of the probability hypothesis density(PHD) filter. Firstly, a measurement-driven mechanism based on this gating technique is designed to classify the measurements. In this mechanism, only the measurements for the existing targets are considered in the update step of the existing targets while the measurements of newborn targets are used for exploring newborn targets. Secondly, the gating strategy enables the development of a heuristic state estimation algorithm when sequential Monte Carlo(SMC) implementation of the PHD filter is investigated, where the measurements are used to drive the particle clustering within the space gate.The resulting PHD filter can achieve a more robust and accurate estimation of the existing targets by reducing the interference from clutter. Moreover, the target birth intensity can be adaptive to detect newborn targets, which is in accordance with the birth measurements. Simulation results demonstrate the computational efficiency and tracking performance of the proposed algorithm.     

月面环境三维激光SLAM技术

同步建图与定位（SLAM）可实现月球车在未知复杂月面环境下的定位与导航,月球表面由陨坑、石头等起伏地形构成,缺乏树木、建筑物等地面存有的显著特征,大量特征不显著的点云数据会对月球车定位精度和实时性造成影响。本文提出了一种针对月面环境的显著特征点云提取方法以及基于曲面定位能力估计的增量式优化算法,通过Fisher信息矩阵计算曲面定位能力指标,获取机器人位姿估计的不确定性测量,利用增量式的SLAM方案进行优化,用于提高定位精度与实时性。通过在Gazebo （物理仿真平台）仿真场景下的测试,验证了算法性能。     

Optimal sensor selection strategy for discrete-time stateestimators

A novel sensor selection strategy is introduced, which can be implemented on-line in time-varying discrete-time system. We consider a case in which several measurement subsystem are available, each of which may be used to drive a state estimation algorithm. However, due to practical implementation constraints (such as the ability of the on-board computer to process the acquired data), only one of these subsystems can actually by utilized at a measurement update. An algorithm is needed, by which the optimal measurement subsystem to be used is selected at each sensor selection epoch. The approach described is based on using the square root V-Lambda information filter as the underlying state estimation algorithm. This algorithm continuously provides its user with the spectral factors of the estimation error covariance matrix, which are used in this work as the basis for an on-line decision procedure by which the optimal measurement strategy is derived. At each sensor selection epoch, a measurement subsystem is selected, which contributes the largest amount of information along the principal state space direction associated with the largest current estimation error. A numerical example is presented, which demonstrates the performance of the new algorithm. The state estimation problem is solved for a third-order time-varying system equipped with three measurement subsystem, only one of which can be used at a measurement update. It is shown that the optimal measurement strategy algorithm enhances the estimator by substantially reducing the maximal estimation error     

GLRT Detectors for Aircraft Wake Vortices in Clear Air

 In this article, radar echoes of aircraft wake vortices are modeled as weighted sums of the frequency components of the echoes with a special covariance matrix for the weighted coefficients. With a proposed detection scheme, two generalized likelihood ratio test (GLRT) detectors are derived respectively for aircraft wake vortices with time-varying and time-invariant Doppler spectra. Then the analytical expressions for detection and false alarm probabilities of the detectors are derived and three factors are investigated which mainly influence the detection performance, i.e., the Doppler extension and uncertainty of the aircraft wake vortex, and the number of the detection cells. The results indicate that, the signal-to-noise ratio (SNR) loss induced by Doppler extension is generally several decibels. The SNR loss due to Doppler uncertainty is approximately proportional to the logarithm of the number of spectrum lines in the uncertain Doppler spectrum intervals. For a large number of detection cells, the SNR gain is approximately proportional to the square root of the number of the detection cells.