Velocity Estimation from Position Outputs of a Three-Dimensional Radar

Kalman filtering equations to obtain estimates of velocity from radar position information are defined. In a track-while-scan operation, a three-dimensional radar sensor measures range, bearing, and elevation (r, ?, ?) of an airborne target at uniform sampling intervals of time T. The noisy position measurements are converted to x, y, z coordinates and put through a Kalman filter to obtain x, y, z velocity components. The filtering equations together with steady-state error estimates are given.     

Heading and Speed Errors for x, y Tracking Filters

Heading and speed errors are analytically determined for noneumavering targets at the output of an x, y tracking filter which processes range and bearing measurements from a radar sensor in a track-while-scan (TWS) operation. These errors are shown to depend upon target range and speed, the angle between the radius and velocity vectors, sensor accuracies, and tracking filter parameters. eters. Depending upon the tracking filter implementation, these errors may also be a function of target bearing.     

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.     

基于卡尔曼滤波的星敏感器在轨校准方法

根据星敏感器光学镜头以径向畸变为主的特点,采用一阶径向畸变模型,利用摄像机标定中的径向排列约束(RAC),对其外部姿态和内参数进行在轨校准。以采集到的星点的图像坐标和对应导航星在天球坐标系下的赤经、赤纬信息作为滤波器的输入,外部姿态和内参数作为输出,构造相应的状态方程和观测方程,进行两次卡尔曼滤波迭代,结果作为校准参数的最优估计。仿真实验表明:本方法能消除内部参数与外部参数的耦合,校准过程不依赖外部姿态,且状态方程和观测方程均为线性方程,满足卡尔曼滤波迭代的最优条件,能够精确估计出星敏感器内外参数,在星点成像位置噪声标准差为0.05像素时,校准后x、y方向上的平均误差分别为0.044像素和0.049像素。     

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.     

混合线性/非线性模型的准高斯Rao-Blackwellized粒子滤波法

 针对混合线性/非线性模型,提出一种新的递推估计滤波算法,称为准高斯Rao-Blackwellized粒子滤波器（Q-GRBPF）。算法采用Rao-Blackwellized思想,将线性状态与非线性状态进行分离,对非线性状态运用准高斯粒子滤波（Q-GPF）算法进行估计,并将其后验分布近似为单个高斯分布,再利用非线性状态的估计值对线性状态进行卡尔曼滤波（KF）估计。将Q-GRBPF应用于目标跟踪的仿真结果表明,与Rao-Blackwellized粒子滤波器（RBPF）相比,Q-GRBPF在保证估计精度的前提下有效降低了计算复杂度,计算时间约为RBPF的58%;与Q-GPF相比,x坐标与y坐标的估计精度分别提升了45％和30％,而计算时间也节省了约30％。     

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.     

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.     

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.     

Analytical Steady State Solution for a Kalman Tracking Filter

Analytical expressions are given for the steady state solution to a Kalman tracking filter used in a track-while-scan radar system. The radar sensor measures range and range rate, and both these measurements are utilized in the filter. The solution for range measurements only is obtained as a special case. Graphs are also given which show how the solution depends on different parameters.     

A three-state Kalman tracker using position and rate measurements

A three-state Kalman tracker is described for tracking a moving target, such as an aircraft, making use of the position and rate measurements obtained by a track-white-scan radar sensor which employs pulsed Doppler processing, such as the moving target detector providing unambiguous Doppler data. The steady-state filter parameters have been analytically obtained under the assumption of white noise maneuver capability. The numerical computations of these parameters are in excellent agreement with those obtained from the recursive Kalman filter matrix equations. The solution for the case when only the range measurements are available is obtained as a special case of this model. Graphs of normalized covariances and gains are presented to illustrate how the solution depends on different parameters     

基于UKF准开环结构的高动态载波跟踪环路

 对高动态环境下的全球卫星导航系统（GNSS）载波信号跟踪方法进行了研究。在分析高动态载波信号模型的基础上,提出了一种基于无迹卡尔曼滤波（UKF）的准开环载波跟踪方法。此方法能够消除导航数据二进制相移键控(BPSK)调制的影响,并采用四维UKF相位估计模型提高跟踪精度,同时对估计值进行补偿以减少滤波器的滞后性。通过模拟接收机的高动态运动轨迹,从跟踪误差、跟踪结果和补偿效果3个方面,与基于卡尔曼滤波（KF）的锁频环(FLL)辅助锁相环(PLL)结构的传统跟踪方法进行比较,结果表明基于UKF的准开环跟踪方法能够有效地完成高动态环境下的载波跟踪。     

Estimating Optimal Tracking Filter Performance for Manned Maneuvering Targets

The majority of tactical weapons systems require that manned maneuverable vehicles, such as aircraft, ships, and submarines, be tracked accurately. An optimal Kalman filter has been derived for this purpose using a target model that is simple to implement and that represents closely the motions of maneuvering targets. Using this filter, parametric tracking accuracy data have been generated as a function of target maneuver characteristics, sensor observation noise, and data rate and that permits rapid a priori estimates of tracking performance to be made when maneuvering targets are to be tracked by sensors providing any combination of range, bearing, and elevation measurements.     

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。     

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.     

Adaptive Tracking Filter for Maneuvering Targets

A general method of continually restructuring an optimum Bayes-Kalman tracking filter is proposed by conceptualizing a growing tree of filters to maintain optimality on a target exhibiting maneuver variables. This tree concept is then constrained from growth by quantizing the continuously sensed maneuver variables and restricting these to a small value from which an average maneuver is calculated. Kalman filters are calculated and carried in parallel for each quantized variable. This constrained tree of several parallel Kalman filters demands only modest om; puter time, yet provides very good performance. This concept is implemented for a Doppler tracking system and the performance is compared to an extended Kalman filter. Simulation results are presented which show dramatic tracking improvement when using the adaptive tracking filter.     

自由段弹道目标跟踪算法在工程中的应用

在对弹道目标跟踪预警的工程实践中,雷达系统对目标运动的信息处理速度尤为重要,因而,文章选取自适应跟踪模型与卡尔曼滤波相结合的方法解决自由段弹道目标的跟踪问题,并与扩展卡尔曼跟踪算法做了对比分析。仿真显示,2种滤波方式分别与自适应跟踪模型相结合后,卡尔曼滤波和扩展卡尔曼滤波跟踪性能相差不大,但其算法简单、运算时间短,可以较好满足自由段弹道目标跟踪的工程需求。     

The Tracking Index: A Generalized Parameter for ? ? ? and ? ? ? ? Target Trackers

A generalized, optimal filtering solution is presented for the target tracking problem. Applying optimal filtering theory to the target tracking problem, the tracking index, a generalized parameter proportional to the ratio of the position uncertainty due to the target maneuverability to that due to the sensor measurement, is found to have a fundamental role not only in the optimal steady-state solution of the stochastic regulation tracking problem, but also in the track initiation process. Depending on the order of the tracking model, the tracking index solution yields a closed form, consistent set of generalized tracking gains, relationships, and performances. Using the tracking index parameter, an initializing and tracking procedure in recursive form, realizes the accuracy of the Kalman filter with an algorithm as simple as the well-known ? ? ? filter or ? ? ? ? ? filter depending on the tracking order.     

Tracking a maneuvering target using sensors of variable quality

In an environment subject to sudden change, the accuracy of tracking and prediction is strongly influenced both by the sensor architecture and by the quality of the sensors. An image-enhanced algorithm is presented for both path following and covariance estimation in applications where the sensors are subject to sudden and unpredictable variation in quality. For an illustrative trajectory, the performance of the algorithm is contrasted with an extended Kalman filter (EKF) and an image-enhanced algorithm based upon the nominal sensors     

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.