Detection and diagnosis of sensor and actuator failures using IMMestimator

An approach to detection and diagnosis of multiple failures in a dynamic system is proposed. It is based on the interacting multiple-model (IMM) estimation algorithm, which is one of the most cost-effective adaptive estimation techniques for systems involving structural as well as parametric changes. The proposed approach provides an integrated framework for fault detection, diagnosis, and state estimation. It is able to detect and isolate multiple faults substantially more quickly and more reliably than many existing approaches. Its superiority is illustrated in two aircraft examples for single and double faults of both sensors and actuators, in the forms of “total”, “partial”, and simultaneous failures. Both deterministic and random fault scenarios are designed and used for testing and comparing the performance fairly. Some new performance indices are presented. The robustness of the proposed approach to the design of model transition probabilities, fault modeling errors, and the uncertainties of noise statistics are also evaluated     

Maneuvering target tracking using IMM method at high measurementfrequency

The problem of tracking a maneuvering target with a high measurement frequency is considered. The measurement noise is significantly correlated when the measurement frequency is high. A simple decorrelation process is proposed to enhance the interacting multiple model (IMM) algorithm to track a maneuvering target with correlated measurement noise. It is found that the decorrelation process may improve system performance significantly, especially in velocity and acceleration estimations     

Interacting multiple model methods in target tracking: a survey

The Interacting Multiple Model (IMM) estimator is a suboptimal hybrid filter that has been shown to be one of the most cost-effective hybrid state estimation schemes. The main feature of this algorithm is its ability to estimate the state of a dynamic system with several behavior modes which can “switch” from one to another. In particular, the IMM estimator can be a self-adjusting variable-bandwidth filter, which makes it natural for tracking maneuvering targets. The importance of this approach is that it is the best compromise available currently-between complexity and performance: its computational requirements are nearly linear in the size of the problem (number of models) while its performance is almost the same as that of an algorithm with quadratic complexity. The objective of this work is to survey and put in perspective the existing IMM methods for target tracking problems. Special attention is given to the assumptions underlying each algorithm and its applicability to various situations     

Tracking for maneuvering target trajectories via the 3D circular filter

A circular prediction algorithm is proposed, which integrates the measured data into the filter and constrains the prediction to lie on a smooth curve modeled by an arc of a circle. The circular prediction is entirely defined in relation to three measurements in three-dimensional space. It is therefore not necessary to calculate the center and the radius of the circle. To obtain the statistics of the circular prediction, the unscented transformation has been utilized. The proposed hybrid filter combines the circular prediction and a constant velocity prediction by utilizing the covariance intersection (CI). This combined prediction can be updated with the subsequent measurement using a linear estimator. The proposed technique is compared with standard filters and the interacting multiple model (IMM) approach on a benchmark trajectory which includes coordinated turns and straight line maneuvers.     

An interacting multiple model approach for target tracking withglint noise

The application of the interacting multiple model (IMM) estimation approach to the problem of target tracking when the measurements are perturbed by glint noise is considered. The IMM is a very effective approach when the system has discrete uncertainties in the dynamic or measurement model as well as continuous uncertainties. It is shown that this method performs better than the “score function” method. It is also shown that the IMM method performs robustly when the exact prior information of the glint noise is not available     

Integrated active fault-tolerant control using IMM approach

An integrated fault detection, diagnosis, and reconfigurable control scheme based on interacting multiple model (IMM) approach is proposed. Fault detection and diagnosis (FDD) is carried out using an IMM estimator. An eigenstructure assignment (EA) technique is used for reconfigurable feedback control law design. To achieve steady-state tracking, reconfigurable feedforward controllers are also synthesized using input weighting approach. The developed scheme can deal with not only actuator and sensor faults, but also failures in, system components. To achieve fast and reliable fault detection, diagnosis, and controller reconfiguration, new fault diagnosis and controller reconfiguration mechanisms have been developed by a suitable combination of the information provided by the mode probabilities from the IMM algorithm and an index related to the closed-loop system performance. The proposed approach is evaluated using an aircraft example, and excellent results have been obtained     

Minimal submodel-set algorithm for maneuvering target tracking

The variable structure multiple model (VSMM) approach to the maneuvering target tracking problem is considered. A new VSMM design, the minimal submodel-set switching (MSMSS) algorithm for tracking a maneuvering target is presented. The MSMSS algorithm adaptively determines the minimal set of models from the total model set and uses this to perform multiple models (MM) estimation. In addition, an iterative MSMSS algorithm with improved maneuver detection and termination properties is developed. Simulations results demonstrate that, compared with a standard interacting MM (IMM), the proposed algorithms require significantly lower computation while maintaining similar tracking performance. Alternatively, for a computational load similar to IMM, the new algorithms display significantly improved performance.     

基于交互多模估计策略的故障检诊方法

针对多模自适应（ＭＭＡＥ）故障检诊（ＦＤＤ）方法的局限性,提出了一种基于交互多模（ＩＭＭ）估计策略的动态系统中多重故障的检诊方法。交互多模估计是针对包含有结构以及参数的系统的一种效率较好的自适应估计技术,它提供了故障检测、诊断和状态估计的集中框架。通过对在传感器和作动器中含有多个故障飞机的仿真。结果表明,所提供的方法比其它方法能够更快、更可靠地检测和隔离出多重故障。     

Efficient L-D factorization algorithms for PDA, IMM, and IMMPDAfilters

Efficient algorithms exist for the square-root probabilistic data association filter (PDAF). The same approach is extended to develop square-root versions of the interacting multiple model (IMM) Kalman filter and the IMMPDAF algorithms. The computational efficiency of the method stems from the fact that the terms needed in the overall covariance updates of PDAF, IMM, and IMMPDAF can be obtained as part of the square-root covariance update of an ordinary Kalman filter. In addition, a new square-root covariance prediction algorithm that is substantially faster than the usual modified weighted Gram-Schmidt (MWG-S) algorithm, whenever the process noise covariance matrix is time invariant, is proposed     

A nonlinear IMM algorithm for maneuvering target tracking

In target tracking, the measurement noise is usually assumed to be Gaussian. However, the Gaussian modeling of the noise may not be true. Noise can be non-Gaussian. The non-Gaussian noise arising in a radar system is known as glint noise. The distribution of glint noise is long tailed and will seriously affect the tracking performance. We develop a new algorithm that can effectively track a maneuvering target in the glint environment The algorithm incorporates the nonlinear Masreliez filter into the interactive multiple model (IMM) method. Simulations demonstrate the superiority of the new algorithm     

Interacting multiple model fixed-lag smoothing algorithm forMarkovian switching systems

We investigate a suboptimal approach to the fixed-lag smoothing problem for Markovian switching systems. A fixed-lag smoothing algorithm is developed by applying the basic Interacting Multiple Model (IMM) approach to a state-augmented system. The computational load is roughly d (the fixed lag) times beyond that of filtering for the original system. In addition, an algorithm that approximates the “fixed-lag” mode probabilities given measurements up to current time is proposed. The algorithm is illustrated via a target tracking simulation example where a significant improvement over the filtering algorithm is achieved at the cost of a time delay (i.e., data up to time k are used to produce the smoothed state estimate at time k-d where the fixed large d>0). the IMM fixed-lag smoothing performance for the given example is comparable to that of an existing IMM fixed-interval smoother. Compared with fixed-interval smoothers, the fixed-lag smoothers can be implemented in real-time with a small delay     

Maneuvering target tracking with colored noise

It is known that colored noise may degrade the performance of a tracking algorithm. A common remedy is to model colored noise as an autoregressive (AR) process and apply the measurement difference method. One problem with the approach is that the AR parameters are usually unknown. In this work, we propose a new method to adaptively estimate the AR parameters. It is shown that this method is simple and practically feasible. We incorporate oar method into the interacting multiple model (IMM) tracking algorithm and show that the performance is almost as good as that in the known parameters case     

Exact Bayesian and particle filtering of stochastic hybrid systems

The standard way of applying particle filtering to stochastic hybrid systems is to make use of hybrid particles, where each particle consists of two components, one assuming Euclidean values, and the other assuming discrete mode values. This paper develops a novel particle filter (PF) for a discrete-time stochastic hybrid system. The novelty lies in the use of the exact Bayesian equations for the conditional mode probabilities given the observations. Therefore particles are needed for the Euclidean valued state component only. The novel particle filter is referred to as the interacting multiple model (IMM) particle filter (IMMPF) because it incorporates a filter step which is of the same form as the interaction step of the IMM algorithm. Through Monte Carlo simulations, it is shown that the IMMPF has significant advantage over the standard PF, in particular for situations where conditional switching rate or conditional mode probabilities have small values     

改进的基于隐马尔可夫模型的自适应IMM算法

针对机动目标跟踪中交互式多模型算法(IMM)的马尔可夫转移概率矩阵固定不变造成跟踪精度降低的问题,在已有的基于隐马尔科夫模型(HMM)的自适应IMM算法的基础上,对隐马尔可夫链的长度和Baum-Welch算法迭代次数的2个参数对该算法跟踪性能的影响,进行了深入研究分析,进一步明确了这2个参数选择的依据;并针对该算法在目标机动转换时峰值误差增大的问题,给出了2种修正方法,从而提出了改进的基于HMM的自适应IMM算法。最后,通过仿真分析了算法的参数和修正方法对跟踪性能的影响,并与传统IMM算法进行对比,证明了文章提出算法的有效性。     

Efficient fault tolerant estimation using the IMM methodology

Space systems are characterized by a low-intensity process noise resulting from uncertain forces and moments. In many cases, their scalar measurement channels can be assumed to be independent, with one-dimensional internal dynamics. The nominal operation of these systems can be severely damaged by faults in the sensors. A natural method that can be used to yield fault tolerant estimates of such systems is the interacting multiple model (IMM) filtering algorithm, which is known to provide very accurate results. However, having been derived for a general class of systems with switching parameters, the IMM filter does not utilize the independence of the measurement errors in different channels, nor does it exploit the fact that the process noise is of low intensity. Thus, the implementation of the IMM in this case is computationally expensive. A new estimation technique is proposed herein, that explicitly utilizes the aforementioned properties. In the resulting estimation scheme separate measurement channels are handled separately, thus reducing the computational complexity. It is shown that, whereas the IMM complexity is exponential in the number of fault-prone measurements, the complexity of the proposed technique is polynomial. A simulation study involving spacecraft attitude estimation is carried out. This study shows that the proposed technique closely approximates the full-blown IMM algorithm, while requiring only a modest fraction of the computational cost.     

引入神经网络的交互式多模型算法

在交互式多模型算法中引入神经网络算法以改进目标跟踪的精度。利用神经网络算法对基于机动目标“当前”统计模型的均值和方差自适应滤波算法进行修改,提高该算法的性能,然后采用交互作用多模型算法跟踪机动目标,提高了机动目标的跟踪精度。     

Fault Detection and Diagnosis of Aircraft Actuators using Fuzzy-Tuning IMM Filter

This paper proposes a new interacting multiple model (IMM) filter for actuator fault detection. Since each individual filter of the IMM filter uses the combined information of the estimation values from all the operating filters, it can effectively estimate system parameter variations, thereby it can diagnose the actuator damage with an unknown magnitude. In this study, to diagnose the actuator failure fast and accurately, fuzzy logic is used to tune a transition probability among multiple models. This makes the fault detection process smooth and reduces the possibility of false fault detection. Also, a discrete fault tolerant command tracker is derived to cope with actuator damages. To validate the performance of the proposed fault detection and diagnosis (FDD) algorithm, numerical simulations are performed for a high performance aircraft system.     

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.     

Radar Measurement Noise Variance Estimation with Several Targets of Opportunity

A number of methods exist to track a target's uncertain motion through space using inherently inaccurate sensor measurements. A powerful method of adaptive estimation is the interacting multiple model (IMM) estimator. In order to carry out state estimation from the noisy measurements of a sensor, however, the filter should have knowledge of the statistical characteristics of the noise associated with that sensor. The statistical characteristics (accuracies) of real sensors, however, are not always available, in particular for legacy sensors. A method is presented of determining the measurement noise variances of a sensor, assumed to be constant, by using multiple IMM estimators while tracking targets whose motion is not known---targets of opportunity. Combining techniques outlined in [2] and [6], the likelihood functions are obtained for a number of IMM estimators, each with different assumptions on the measurement noise variances. Then a search is carried out over a varying grid of IMMs to bracket the variances of the sensor measurement noises. The end result consists of estimates of the measurement noise variances of the sensor in question.