Track segment association, fine-step IMM and initialization with Doppler for improved track performance

In this work we present a new track segment association technique to improve track continuity in large-scale target tracking problems where track breakages are common. A representative airborne early warning (AEW) system scenario, which is a challenging environment due to highly maneuvering targets, close target formations, large measurement errors, long sampling intervals, and low detection probabilities, provides the motivation for the new technique. Previously, a tracker using the interacting multiple model (IMM) estimator combined with an assignment algorithm was shown to be more reliable than a conventional Kalman filter based approach in tracking similar targets but it still yielded track breakages due to the difficult environment. In order to combine the broken track segments and improve track continuity, a new track segment association algorithm using a discrete optimization approach is presented. Simulation results show that track segment association yields significant improvements in mean track life as well as in position, speed, and course rms errors. Also presented is a modified one-point initialization technique with range rate measurements, which are typically ignored by other initialization techniques, and a fine-step IMM estimator, which improves performance in the presence of long revisit intervals. Another aspect that is investigated is the benefit of "deep" (multiframe or N-dimensional, with N > 2) association, which is shown to yield significant benefit in reducing the number of false tracks.     

Exact multisensor dynamic bias estimation with local tracks

An exact solution is provided for the multiple sensor bias estimation problem based on local tracks. It is shown that the sensor bias estimates can be obtained dynamically using the outputs of the local (biased) state estimators. This is accomplished by manipulating the local state estimates such that they yield pseudomeasurements of the sensor biases with additive noises that are zero-mean, white, and with easily calculated covariances. These results allow evaluation of the Cramer-Rao lower bound (CRLB) on the covariance of the sensor bias estimates, i.e., a quantification of the available information about the sensor biases in any scenario. Monte Carlo simulations show that this method has significant improvement in performance with reduced rms errors of 70% compared with commonly used decoupled Kalman filter. Furthermore, the new method is shown to be statistically efficient, i.e., it meets the CRLB. The extension of the new technique for dynamically varying sensor biases is also presented.     

Low observable target motion analysis using amplitude information

In conventional passive and active sonar system, target amplitude information (AI) at the output of the signal processor is used only to declare detections and provide measurements. We show that the AI can be used in passive sonar system, with or without frequency measurements, in the estimation process itself to enhance the performance in the presence of clutter where the target-originated measurements cannot be identified with certainty, i.e., for “low observable” or “dim” (low signal-to-noise ratio (SNR)) targets. A probabilistic data association (PDA) based maximum likelihood (ML) estimator for target motion analysis (TMA) that uses amplitude information is derived. A track formation algorithm and the Cramer-Rao lower bound (CRLB) in the presence of false measurements, which is met by the estimator even under low SNR conditions, are also given. The CRLB is met by the proposed estimator even at 6 dB in a cell (which corresponds to 0 dB for 1 Hz bandwidth in the case of a 0.25 Hz frequency cell) whereas the estimator without AI works only down to 9 dB. Results demonstrate improved accuracy and superior global convergence when compared with the estimator without AI. The same methodology can be used for bistatic radar     

Application of the Kalman-Levy Filter for Tracking Maneuvering Targets

Among target tracking algorithms using Kalman filtering-like approaches, the standard assumptions are Gaussian process and measurement noise models. Based on these assumptions, the Kalman filter is widely used in single or multiple filter versions (e.g., in an interacting multiple model (IMM) estimator). The oversimplification resulting from the above assumptions can cause degradation in tracking performance. In this paper we explore the application of Kalman-Levy filter to handle maneuvering targets. This filter assumes a heavy-tailed noise distribution known as the Levy distribution. Due to the heavy-tailed nature of the assumed distribution, the Kalman-Levy filter is more effective in the presence of large errors that can occur, for example, due to the onset of acceleration or deceleration. However, for the same reason, the performance of the Kalman-Levy filter in the nonmaneuvering portion of track is worse than that of a Kalman filter. For this reason, an IMM with one Kalman and one Kalman-Levy module is developed here. Also, the superiority of the IMM with Kalman-Levy module over only Kalman-filter-based IMM for realistic maneuvers is shown by simulation results.     

Maximum likelihood angle extractor for two closely spaced targets

In a scenario of closely spaced targets special attention has to be paid to radar signal processing. We present an advanced processing technique, which uses the maximum likelihood (ML) criterion to extract from a monopulse radar separate angle measurements for unresolved targets. This processing results in a significant improvement, in terms of measurement error standard deviations, over angle estimators using the monopulse ratio. Algorithms are developed for Swerling I as well as Swerling III models of radar cross section (RCS) fluctuations. The accuracy of the results is compared with the Cramer Rao lower bound (CRLB) and also to the monopulse ratio technique. A novel technique to detect the presence of two unresolved targets is also discussed. The performance of the ML estimator was evaluated in a benchmark scenario of closely spaced targets - closer than half power beamwidth of a monopulse radar. The interacting multiple model probabilistic data association (IMMPDA) track estimator was used in conjunction with the ML angle extractor     

Tracker and signal processing for the benchmark problem with unresolved targets

Radar signal processing is particularly important in tracking closely spaced targets and targets in the presence of sea-surface-induced multipath. Closely spaced targets can produce unresolved measurements when they occupy the same range cell of the radar. These issues are the salient features of the benchmark problem for tracking unresolved targets combined with radar management, for which this paper presents the only complete solution to date. In this paper a modified version of a recently developed maximum likelihood (ML) angle estimator, which can produce two measurements from a single (unresolved) detection, is presented. A modified generalized likelihood ratio test (GLRT) is also described to detect the presence of two unresolved targets. Sea-surface-induced multipath can produce a severe bias in the elevation angle measurement when the conventional monopulse ratio angle extractor method is used. A modified version of a recently developed ML angle extractor, which produces nearly unbiased elevation angle measurements and significantly improves the track accuracy, is presented. Efficient radar resource allocation algorithms for two closely spaced targets and targets flying close to the sea surface are also presented. Finally, the IMMPDAF (interacting multiple model estimator with probabilistic data association filter modules) is used to track these targets. It is found that a two-model IMMPDAF performs better than the three-model version used in the previous benchmark. Also, the IMMPDAF with a coordinated turn model works better than the one using a Wiener process acceleration model. The signal processing and tracking algorithms presented here, operating in a feedback manner, form a comprehensive solution to the most realistic tracking and radar management problem to date.     

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.     

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.     

Performance measure for Markovian switching systems using best-fitting Gaussian distributions

This paper considers the theoretical posterior Cramer-Rao lower bound (PCRLB) for the case of tracking a manoeuvring target with Markovian switching dynamics. In a recent article [2] it was proposed to calculate the PCRLB conditional on the manoeuvre sequence and then determine the bound as a weighted average, giving an unconditional PCRLB. However, we demonstrate that this approach can produce an overly optimistic lower bound, because the sequence of manoeuvres is implicitly assumed known. Motivated by this, we develop a general approach and derive a closed-form estimate of the PCRLB in the case of Markovian switching systems. The basis of the approach is to, at each time step, replace the multi-modal prior target probability density function (pdf) with a best-fitting Gaussian (BFG) approximation. We present a recursive formula for calculating the mean and covariance of this Gaussian distribution, and demonstrate how the covariance increases as a result of the potential manoeuvres. We are then able to calculate the PCRLB for this BFG model using an existing Riccati-like recursion. Because of the BFG approximation, we are no longer guaranteed a bound and so we refer to our estimate as an "error performance measure" rather than a bound. The presented approach is applied both to filtering and smoothing cases. The simulation results indicate a very close agreement between the proposed performance measure and the error performance of an interacting multiple model estimator.