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 Tracking Filter in Spherical Coordinates Enhanced by De-noising of Converted Doppler Measurements

Tracking problem in spherical coordinates with range rate (Doppler) measurements, which would have errors correlated to the range measurement errors, is investigated in this paper. The converted Doppler measurements, constructed by the product of the Doppler measurements and range measurements, are used to replace the original Doppler measurements. A de-noising method based on an unbiased Kalman filter (KF) is proposed to reduce the converted Doppler measurement errors before updating the target states for the constant velocity (CV) model. The states from the de-noising filter are then combined with the Cartesian states from the converted measurement Kalman filter (CMKF) to produce final state estimates. The nonlinearity of the de-noising filter states are handled by expanding them around the Cartesian states from the CMKF in a Taylor series up to the second order term. In the mean time, the correlation between the two filters caused by the common range measurements is handled by a minimum mean squared error (MMSE) estimation-based method. These result in a new tracking filter, CMDN-EKF2. Monte Carlo simulations demonstrate that the proposed tracking filter can provide efficient and robust performance with a modest computational cost.     

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.     

Discrete-time min-max tracking

The problem of optimal state estimation of linear discrete-time systems with measured outputs that are corrupted by additive white noise is addressed. Such estimation is often encountered in problems of target tracking where the target dynamics is driven by finite energy signals, whereas the measurement noise is approximated by white noise. The relevant cost function for such tracking problems is the expected value of the standard H/sub /spl infin// performance index, with respect to the measurement noise statistics. The estimator, serving as a tracking filter, tries to minimize the mean-square estimation error, and the exogenous disturbance, which may represent the target maneuvers, tries to maximize this error while being penalized for its energy. The solution, which is obtained by completing the cost function to squares, is shown to satisfy also the matrix version of the maximum principle. The solution is derived in terms of two coupled Riccati difference equations from which the filter gains are derived. In the case where an infinite penalty is imposed on the energy of the exogenous disturbance, the celebrated discrete-time Kalman filter is recovered. A local iterations scheme which is based on linear matrix inequalities is proposed to solve these equations. An illustrative example is given where the velocity of a maneuvering target has to be estimated utilizing noisy measurements of the target position.     

Tracking a Maneuvering Target Using Input Estimation

The conventional Kalman tracking filter incurs mean tracking errors in the presence of a pilot-induced target maneuver. Chan,Hu, and Plant proposed a solution to this problem which used themean deviations of the residual innovation sequence to make corrections to the Kalman filter. This algorithm is further developedhere for the case of a one-dimensional Kalman filter, for which an Implementable closed-form recursive relation exists. Simulation results show that the Chan, Hu, and Plant method can accurately detect and correct an acceleration discontinuity under a variety of maneuver models and radar parameters. Also, the inclusion of thislogic into a multiple hypothesis tracking system is briefly outlined.     

Tracking Accuracies with Position and Rate Measurements

Tracking accuracies for the radial component of motion are computed for a track-while-scan radar system which obtains position and rate data during the dwell time on a target These results will be of interest to persons developing trackers for pulse Doppler surveillance radars. The normalized accuracies, computed for a two state Kalman tracking filter with white noise maneuver capability, are shown to depend upon two parameters, r = 4?0/?aT2 and s = ?dT/?0. The symbols ?0 and ?d are the position and rate measurement accuracies, respectively, ?a is the standard deviation of the white noise maneuver process and T is the antenna scan time. The scalar tracking filter equations are derived and numerical results are presented. Lower steady state tracking errors plus the earlier attainment of steady state accuracies are the direct consequence of incorporating the rate measurements into the tracking filter.     

Analytical solution of discrete colored noise ECA tracking filter

New analytical solutions of steady-state Kalman gains are presented for a discrete-time tracking filter with correlation in both the measurement noise and the target maneuver. The measurement noise model is a first-order discrete Markov process characterized by a correlation coefficient ρ. The target motion is examined for an exponentially correlated acceleration maneuver type in which the vehicle oscillation such as wind-induced-bending is also considered. The present solution method is based on factorizing the observed spectral density matrix Ψ(z) in frequency domain. The algorithm proposed here gives the Kalman gain matrix directly. For a case when the steady-state error covariance matrix is desired, such gains can be incorporated with the algebraic Riccati equation     

Suboptimal filter design with pseudomeasurements for targettracking

A suboptimal Kalman filter design method is presented for the problem of tracking a maneuvering target. The design method is essentially based on linear target dynamics and linear-like structured measurements called pseudomeasurements. The pseudomeasurements are obtained by manipulating the original nonlinear measurements algebraically. The resulting filter has computational advantages over other filters with similar performance. Also, a variant of the Berg model is proposed as a target acceleration model under the assumption of a coordinated turn maneuver. The proposed model is consistent with the underlying assumption. Monte Carlo computer simulation results are included to demonstrate the effectiveness of the proposed suboptimal filter associated with the target acceleration model     

基于变分贝叶斯的星载雷达非线性滤波

星载雷达由于其探测范围广、距离远、全天候等优点,在预警防御系统中占有十分重要的地位。然而,由于观测平台的高速运动以及摄动干扰、传感器观测非线性等问题,使得星载雷达目标高精度跟踪带来严峻挑战。针对星载雷达非线性状态估计问题,采用一种基于变分贝叶斯的非线性滤波方法,该方法通过将非线性状态估计问题转化为优化问题,通过迭代优化获得了闭环解析解。此外,针对坐标变换中俯仰角量测缺失问题,提出了一种基于先验目标高度的俯仰角估计方法。通过数值仿真,验证了所提方法较传统非线性滤波方法,如扩展卡尔曼滤波、不敏卡尔曼滤波、转换量测卡尔曼滤波,具有更好的估计精度。     

Multiple model nonlinear filtering for low signal ground target applications

The design and implementation of a multiple model nonlinear filter (MMNLF) for ground target tracking using ground moving target indicator (GMTI) radar measurements is described. Like the well-known interacting multiple model Kalman filter (IMMKF), the MMNLF is based on the theory of hybrid stochastic systems. However, since it models the probability distribution for the target in a region, rather than just the distribution's first and second moments, a nonlinear filter is able to capture more fine-grained detail of the target motion and requires fewer models than typical IMMKF implementations. This is illustrated here with a two-model MMNLF in which one motion model incorporates terrain constraints while the second is a nearly constant velocity (CV) model. Another feature of the MMNLF is that it enables incorporation of prethresholded measurements. To implement the filter, the target state conditional probability density is discretized on a set of moving grids and recursively updated with sensor measurements via Bayes' formula. The conditional density is time updated between sensor measurements using alternating direction implicit (ADI) finite difference methods, generalized for this hybrid application. In simulation testing against low signal-to-interference-plus-noise ratio (SINR) targets, the MMNLF is able to maintain track in situations where single model filters based on either of the component models or filters that use thresholded data fail. Potential applications of this work include detection and tracking of foliage-obscured moving targets.     

Analytical Steady-State Solution for a Continuous Time Kalman Filter

Analytical expressions are given for the steady-state solution to a continuous time Kalman filter for a two-state model where both states are measured. The solution is obtained by a limiting operation on the known solution for the corresponding discrete time case. The solution is visualized in two graphs. The filter transfer function is also given.     

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)     

Best linear unbiased filtering with nonlinear measurements for target tracking

In tracking applications, target dynamics are usually modeled in the Cartesian coordinates, while target measurements are directly available in the original sensor coordinates. Measurement conversion is widely used such that the Kalman filter can be applied in the Cartesian coordinates. A number of improved measurement-conversion techniques have been proposed recently. However, they have fundamental limitations, resulting in performance degradation, as pointed out in a recent survey conducted by the authors. A filter is proposed here that is theoretically optimal in the sense of minimizing the mean-square error among all linear unbiased filters in the Cartesian coordinates. The proposed filter is free of the fundamental limitations of the measurement-conversion approach. Results of an approximate, recursive implementation are compared with those obtained by two state-of-the-art conversion techniques. Simulation results are provided.     

舰载捷联惯导系统的航行中快速在线标定

为实现舰载捷联惯导系统在航行中被快速标定的新需求,提出了一种捷联惯导系统在航行中快速在线标定的方法。首先,建立了简化的陀螺和加速度计输出误差方程,从而对Kalman滤波模型实现了降维。该模型以陀螺和加速度计零偏、标度因数误差等15个误差量为状态量,以速度误差和位置误差为量测量。设计了一种标定路径,该标定路径可由惯导系统中的双轴旋转机构实现。仿真结果表明,该方法能够在1800s内快速、准确地估计出15个误差量,具有工程实践价值。     

An alternate algorithm for discrete-time filtering

The discrete-time Kalman filter is an optimal estimator for the states of a linear, stochastic system. It assumes that measurements are linear combinations of the states, and all disturbances are Gaussian. The influence diagram, a decision analysis tool that provides an algorithm for discrete-time filtering equivalent to the Kalman filter when the influence diagram represents Gaussian random variables, is discussed. The influence diagram algorithm is a factored form of the Kalman filter, similar to other factored forms such as the U-D filter. Compared with the Kalman filter, it offers improved numerical properties. Compared with other factored forms, it offers a reduced computational load     

Target tracking using infrared measurements and laser illumination

A missile target tracker is designed using a filter/correlator (with adaptive target shape identification) based on forward-looking infrared (FLIR) sensor measurements to track the center-of-intensity of the hardbody/plume combination, and another filter using Doppler and/or speckle information in the return from a low-power laser illuminator to estimate the offset between the intensity centroid and the hardbody center-of-mass. The Doppler information is shown to yield smaller bias and error variance from the tracker than the speckle information. Performance of trackers based on just Doppler or both Doppler and speckle information from the laser return is portrayed as a function of important parameters in the tracking environment     

IMM estimator with out-of-sequence measurements

In multisensor tracking systems that operate in a centralized information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence. In order to avoid either a delay in the output or the need for reordering and reprocessing an entire sequence of measurements, such measurements have to be processed as out-of-sequence measurements (OOSMs). Recent work developed procedures for incorporating OOSMs into a Kalman filter (KF). Since the state of the art tracker for real (maneuvering) targets is the interacting multiple model (IMM) estimator, the algorithm for incorporating OOSMs into an IMM estimator is presented here. Both data association and estimation are considered. Simulation results are presented for two realistic problems using measurements from two airborne GMTI sensors. It is shown that the proposed algorithm for incorporating OOSMs into an IMM estimator yields practically the same performance as the reordering and in-sequence reprocessing of the measurements. Also, it is shown how the range rate from a GMTI sensor can be used as a linear velocity measurement in the tracking filter.     

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.     

Sequential nonlinear tracking using UKF and raw range-rate measurements

The three-dimensional (3D) converted measurements filtering (CMF) with both converted position and raw range-rate measurement is proposed to solve the Doppler radar target tracking, where the error between radar-target range and range rate are correlated. Firstly, not using pseudomeasurement constructed by product of range and range rate to reduce the high nonlinearity, the raw range-rate measurements are utilized by unscented Kalman filter (UKF), where the converted errors of the position and the range rate are decorrelated, then linear part (position measurements) and nonlinear part (range-rate measurement) are sequentially processed by Kalman filter (KF) and UKF. Secondly, based on the assumption of small measurement error, the mean and covariance of converted measurement errors are derived by second-order Taylor series expansion. Finally, the influence of the correlated coefficient rho between the range and range rate, and the range-rate noise deviation sigma_r are taken into account and extreme values of rho and sigma_r are used in Monte Carlo simulations. The results show that the proposed method is, in a sense, effective and practical     

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。