A Kalman Tracker with a Simple Input Estimator

Two Kalman filter based schemes are proposed for tracking maneuvering targets. Both schemes use least squares to estimate a target's acceleration input vector and to update the tracker by this estimate. The first scheme is simpler and by an approximation to its input estimator the computation can be considerably reduced with insignificant performance degradation. The second scheme requires two Kalman filters and hence is more complex. However, since one of its two filters assumes input noise, it may outperform the first scheme when input noise is indeed present. A detector that compares the weighted norm of the estimated input vector to a threshold is used in each scheme. Its function is to guard against false updating of the trackers and to keep the error covariance small during constant velocity tracks. Simulation results for various target profiles are included. They show that in terms of tracking performance, both schemes are comparable. However, because of its computation simplicity, the first scheme is far superior.     

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     

Interacting acceleration compensation algorithm for trackingmaneuvering targets

The two-stage Kalman estimator has been studied for state estimation in the presence of random bias and applied to the tracking of maneuvering targets by treating the target acceleration as a bias vector. Since the target acceleration is considered a bias, the first stage contains a constant velocity motion model and estimates the target position and velocity, while the second stage estimates the target acceleration when a maneuver is detected, the acceleration estimate is used to correct the estimates of the first stage. The interacting acceleration compensation (IAC) algorithm is proposed to overcome the requirement of explicit maneuver detection of the two-stage estimator. The IAC algorithm is viewed as a two-stage estimator having two acceleration models: the zero acceleration of the constant velocity model and a constant acceleration model. The interacting multiple model (IMM) algorithm is used to compute the acceleration estimates that compensate the estimate of the constant velocity filter. Simulation results indicate the tracking performance of the IAC algorithm approaches that of a comparative IMM algorithm while requiring approximately 50% of the computations     

Novel Nonlinear Filtering & Prediction Method for Maneuvering Target Tracking

A new nonlinear filtering and prediction (NFP) algorithm with input es?imation is proposed for maneuvering target tracking. In the proposed method, the acceleration level is determined by a decision process, where a least squares (LS) estimator plays a major role in detecting target maneuvering within a sliding window. We first illustrate that the optimal solution to minimize the mean squared error (MSE) must consider a trade-off between the bias and error variance. For the application of target tracking, we then derive the MSE of target positions in a closed form by using orthogonal space decompositions. Then we discuss the NFP estimator, and evaluate how well the approach potentially works in the case of a set of given system parameters. Comparing with the traditional unbiased minimum variance filter (UMVF), Kalman filter, and interactive multiple model (IMM) algorithms, numerical results show that the newly proposed NFP method performs comparable or better in all scenarios with significantly less computational requirements.     

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.     

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.     

Optimum Steady State Position, Velocity, and Acceleration Estimation Using Noisy Sampled Position Data

A one-dimensional tracking filter based on the Kalman filtering techniques for tracking of a dynamic target such as an aircraft is discussed. The target is assumed to be moving with constant acceleration and is acted upon by a plant noise which perturbs its constant acceleration motion. The plant noise accounts for maneuvers and/or other random factors. Analytical results for estimating optimum steady state position, velocity, and acceleration of the target are obtained.     

机动多目标跟踪问题中关联区域的研究

 本文研究了跟踪多个机动目标时,由滤波算法所获得的新息向量范数的统计性质,关联区域的大小以及接收正确回波的概率。借助拉蒙特卡洛方法,考察了不同的目标状态模型、目标机动加速度及状态噪声方差等因素对所研究的问题的影响。研究表明,文献[1]所提出的机动目标状态模型及相应的自适应算法具有较好的适应目标机动的能力,关联区域的大小及接收正确回波的概率均较为稳定。     

Improved tracking of maneuvering targets: The use of turn-ratedistributions for acceleration modeling

Tactically maneuvering targets are difficult to track since acceleration cannot be observed directly and the accelerations are induced by human control or an autonomous guidance system therefore they are not subject to deterministic models. A common tracking system is the two-state Kalman filter with a Singer maneuver model where the second-order statistics of acceleration is the same as a first-order Markov process. The Singer model assumes a uniform probability distribution on the targets acceleration which is independent of the x and y direction. In practice, it is expected that targets have constant forward speed and an acceleration vector normal to the velocity vector, a condition not present in the Singer model. The work of Singer is extended by presenting a maneuver model which assumes constant forward speed and a probability distribution on the targets turn-rate. Details of the model are presented along with sample simulation results     

Adaptive Tracker Field-of-View Variation Via Multiple Model Filtering

Adaptive estimation using multiple model filtering is investigated as a means of changing the field of view as well as the bandwidth of an infrared image tracker when target acceleration can vary over a wide range. The multiple models are created by tuning filters for best performance at differing conditions of exhibited target behavior and differing physical size of their respective fields of view. Probabilistically weighted averaging provides the adaptation mechanism. Each filter involves online identification of the target shape function, so that this algorithm can be used against ill-defined and/or multiple-hot-spot targets. When each individual filter has the form of an enhanced correlator/linear Kalman filter, computational loading is very low. In contrast, an extended Kalman filter processing the raw infrared data directly and assuming a nonlinear constant turn-rate dynamics model provides superior tracking capability, especially for harsh maneuvers, at the cost of a larger computational burden.     

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     

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     

Robust extended Kalman filter with input estimation for maneuver tracking

This study investigates the problem of tracking a satellite performing unknown continuous maneuvers. A new method is proposed for estimating both the state and maneuver acceleration of the satellite. The estimation of the maneuver acceleration is obtained by the combination of an unbiased minimum-variance input and state estimation method and a low-pass filter. Then a threshold-based maneuver detection approach is developed to determinate the start and end time of the unknown maneuvers. During the maneuvering period, the estimation error of the maneuver acceleration is modeled as the sum of a fluctuation error and a sudden change error. A robust extended Kalman filter is developed for dealing with the acceleration estimate error and providing state estimation. Simulation results show that, compared with the Unbiased Minimum-variance Input and State Estimation (UMISE) method, the proposed method has the same position estimation accuracy, and the velocity estimation error is reduced by about 5 times during the maneuver period. Besides, the acceleration detection and estimation accuracy of the proposed method is much higher than that of the UMISE method.     

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。     

Simplified Solution for a Class of Fading Memory Filters

A fading memory filter is a least squares estimator (LSE) thatapplies an exponentially decaying weight to past measurements.When compared with a standard Kalman filter, its key advantagesare asymptotic stability and reduced sensitivity to modeling errors.This paper derives a simple solution for a class of fading memoryfilters, resulting in a reduction in computational complexity. Steadystate filter solutions are obtained for second-and third-order filtersused in a global positioning system (GPS) receiver for high dynamicvehicles.     

Efficient recursive state estimator for dynamic systems withoutknowledge of noise covariances

An efficient recursive state estimator for dynamic systems without knowledge of noise covariances is suggested. The basic idea for this estimator is to incorporate the dynamic matrix and the forgetting factor into the least squares (LS) method to remedy the lack of knowledge of noises. We call it the extended forgetting factor recursive least squares (EFRLS) estimator. This estimator is shown to have similar asymptotic properties to a completely specified Kalman filter state estimator. More importantly, the performance of EFRLS greatly exceeds that of existing filtering techniques when the noise variance is misspecified. In addition, EFRLS also performs well when there is cross-correlation between the process and measurement noise streams or temporal dependencies within those streams. Some discussions and a number of simulations are made to provide practical guidance on the choice of an optimal forgetting factor and evaluate the performance of the EFRLS algorithms, which strongly dominates that of the standard forgetting factor recursive least squares (FRLS) and some misspecified Kalman filtering     

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     

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.     

Bearings-only and Doppler-bearing tracking using instrumentalvariables

In bearings-only tracking (BOT) or Doppler and bearing tracking (DBT), both common passive sonar problems, the measurement equations are nonlinear. To apply the Kalman filter, it is necessary either to linearize the equations or to embed the nonlinearities into the noise terms. The former sometimes leads to filter divergence, while the latter produces biased estimates. A formulation of BOT and DBT which has a constant state vector and simplifies the tracking problem to one of constant parameter estimation is given. The solution is by the instrumental variable method. The instrumental variables are obtained from predictions based on past measurements and are therefore independent of the present noisy measurements. The result is a recursive unbiased estimator. The theoretical developments are verified by simulation, which also shows that the formulation leads to near optimal estimators whose errors are close to the Cramer-Rao lower bound (CRLB)     

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.