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.     

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.     

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.     

Precision large scale air traffic surveillance using IMM/assignmentestimators

We present the development and implementation of a multisensor-multitarget tracking algorithm for large scale air traffic surveillance based on interacting multiple model (IMM) state estimation combined with a 2-dimensional assignment for data association. The algorithm can be used to track a large number of targets from measurements obtained with a large number of radars. The use of the algorithm is illustrated on measurements obtained from 5 FAA radars, which are asynchronous, heterogeneous, and geographically distributed over a large area. Both secondary radar data (beacon returns from cooperative targets) as well as primary radar data (skin returns from noncooperative targets) are used. The target IDs from the beacon returns are not used in the data association. The surveillance region includes about 800 targets that exhibit different types of motion. The performance of an IMM estimator with linear motion models is compared with that of the Kalman filter (KF). A number of performance measures that can be used on real data without knowledge of the ground truth are presented for this purpose. It is shown that the IMM estimator performs better than the KF. The advantage of fusing multisensor data is quantified. It is also shown that the computational requirements in the multisensor case are lower than in single sensor case, Finally, an IMM estimator with a nonlinear motion model (coordinated turn) is shown to further improve the performance during the maneuvering periods over the IMM with linear models     

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     

A Fault-Tolerant Multisensor Navigation System Design

The problem of soft-failure tolerant estimation in navigationsystems composed of multiple inertial measurement clusters and oneor more reference sensors is addressed. A new approach ispresented that achieves containment of failed sensor data, andisolates the historic good data provided by the unfailed sensors.Multiple (local) estimates are computed where the estimates areconditioned on different subsets of the sensors. A statistical overlaptest is used to determine the validity of the local estimates, and afailed sensor can be identified from analysis of the invalid localestimates. After the time of detection the most accurate estimatebased on all but the failed sensor is identified. The results areapplied to a dual-inertial/Doppler radar navigation system andsimulation results are presented.     

A recursive multiple model approach to noise identification

Correct knowledge of noise statistics is essential for an estimator or controller to have reliable performance. In practice, however, the noise statistics are unknown or not known perfectly and thus need to be identified. Previous work on noise identification is limited to stationary noise and noise with slowly varying statistics only. An approach is presented here that is valid for nonstationary noise with rapidly or slowly varying statistics as well as stationary noise. This approach is based on the estimation with multiple hybrid system models. As one of the most cost-effective estimation schemes for hybrid system, the interacting multiple model (IMM) algorithm is used in this approach. The IMM algorithm has two desirable properties: it is recursive and has fixed computational requirements per cycle. The proposed approach is evaluated via a number of representative examples by both Monte Carlo simulations and a nonsimulation technique of performance prediction developed by the authors recently. The application of the proposed approach to failure detection is also illustrated     

A multi-rate sensor fusion approach using information filters for estimating aero-engine performance degradation

Gas-path performance estimation plays an important role in aero-engine health management, and Kalman Filter(KF) is a well-known technique to estimate performance degradation. In previous studies, it is assumed that different kinds of sensors are with the same sampling rate, and they are used for state estimation by the KF simultaneously. However, it is hard to achieve state estimation using various kinds of sensor measurements at the same sampling rate due to a complex network and physical characteristic differences between sensors, especially in an advanced multisensor architecture. For this purpose, a multi-rate sensor fusion using the information filtering approach is proposed based on the square-root cubature rule, which is called Multi-rate Squareroot Cubature Information Filter(MSCIF) to track engine performance degradation. Soft measurement synchronization of the MSCIF is designed to provide a sensor fusion condition for multiple sampling rates of measurement, and a fault sensor is isolated by maximum likelihood validation before state estimation. The contribution of this paper is to supply a novel multi-rate informationfilter approach for sensor fault tolerant health estimation of an aero-engine in a multi-sensor system. Tests are conducted for aero-engine performance degradation estimation with multiple sampling rates of sensor measurement on both digital simulation and semi-physical experiment.Experimental results illustrate the superiority of the proposed algorithm in terms of degradation estimation accuracy and robustness to sensor failure in a multi-sensor system.     

Bayesian tracking of two possibly unresolved maneuvering targets

The paper studies the problem of maintaining tracks of two targets that may maneuver in and out formation flight, whereas the sensor and measurement extraction chain produces false and possibly unresolved or missing measurements. If the possibility of unresolved measurements is not modelled then it is quite likely that either the two tracks coalesce or that one of the two tracks diverges on false measurements. In literature a robust measurement resolution model has been incorporated within an interacting multiple model/multiple hypothesis tracking (IMM/MHT) track maintenance setting. A straightforward incorporation of the same model within an IMM and probabilistic data association (PDA)-like hypothesis merging approach suffers from track coalescence. In order to improve this situation, the paper develops a track-coalescence avoiding hypotheses merging version for the two target problem considered. Through Monte Carlo simulations, the novel filters are compared with applying hypotheses merging approaches that ignore the possibility of unresolved measurements or track-coalescence.     

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.     

Multisensor tracking of a maneuvering target in clutter

An algorithm is presented for tracking a highly maneuvering target using two different sensors, a radar and an infrared sensor, assumed to operate in a cluttered environment. The nonparametric probabilist data association filter (PDAF) has been adapted for the multisensor (MS) case, yielding the MSPDAF. To accommodate the fact that the target can be highly maneuvering, the interacting multiple model (IMM) approach is used. The results of single-model-based filters and of the IMM/MSPDAF algorithm with two and three models are presented and compared. The IMM has been shown to be able to adapt itself to the type of motion exhibited by the target in the presence of heavy clutter. It yielded high accuracy in the absence of acceleration and kept the target in track during the high acceleration periods     

Variational Bayesian labeled multi-Bernoulli filter with unknown sensor noise statistics

It is difficult to build accurate model for measurement noise covariance in complex back-grounds. For the scenarios of unknown sensor noise variances, an adaptive multi-target tracking algorithm based on labeled random finite set and variational Bayesian (VB) approximation is pro-posed. The variational approximation technique is introduced to the labeled multi-Bernoulli (LMB) filter to jointly estimate the states of targets and sensor noise variances. Simulation results show that the proposed method can give unbiased estimation of cardinality and has better performance than the VB probability hypothesis density (VB-PHD) filter and the VB cardinality balanced multi-target multi-Bernoulli (VB-CBMeMBer) filter in harsh situations. The simulations also confirm the robustness of the proposed method against the time-varying noise variances. The computational complexity of proposed method is higher than the VB-PHD and VB-CBMeMBer in extreme cases, while the mean execution times of the three methods are close when targets are well separated.     

Temporally staggered sensors in multi-sensor target tracking systems

For a multi-sensor target tracking system, the effects of temporally staggered sensors on system performance are investigated and compared with those of synchronous sensors. To capture system performance over time, a new metric, the average estimation error variance (AEV), is proposed. For a system that has N sensors with equal measurement noise variance, numerical results show that the optimal staggering pattern is to use N uniformly staggered sensors. We have also shown analytically that the AEV of the system with N uniformly staggered sensors is always smaller than that of the system with N synchronous sensors. For sensors with different measurement noise variances, the optimal staggering pattern can be found numerically. Practical guidelines on selecting the optimal staggering pattern have been presented for different target tracking scenarios. Due to its simplicity, uniform staggering can be used as an alternative scheme with relatively small performance degradation.     

Particle flters for probability hypothesis density flter with the presence of unknown measurement noise covariance

In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.     

Self-Tuning Multisensor Weighted Measurement Fusion Kalman Filter

For the multisensor systems with unknown noise variances, based on the solution of the matrix equations for the correlation function, the on-line estimators of the noise variance matrices are obtained, whose consistency is proved using the ergodicity of sampled correlation function. Further, two self-tuning weighted measurement fusion Kalman filters are presented for the multisensor systems with identical and different measurement matrices, respectively. Based on the stability of the dynamic error system, a new convergence analysis tool is presented for a self-tuning fuser, which is called the dynamic error system analysis (DESA) method. A new concept of convergence in a realization is presented, which is weaker than the convergence with probability one. It is rigorously proved that the proposed self-tuning Kalman fusers converge to the steady-state optimal Kalman fusers in a realization or with probability one, so that they have asymptotic global optimality. A simulation example for a target tracking system with 3 sensors shows their effectiveness.     

Architectures and algorithms for track association and fusion

Target tracking using multiple sensors can provide better performance than using a single sensor. One approach to multiple target tracking with multiple sensors is to first perform single sensor tracking and then fuse the tracks from the different sensors. Two processing architectures for track fusion are presented: sensor to sensor track fusion, and sensor to system track fusion. Technical issues related to the statistical correlation between track estimation errors are discussed. Approaches for associating the tracks and combining the track state estimates of associated tracks that account for this correlation are described and compared by both theoretical analysis and Monte Carlo simulations     

ADAPTIVE MULTIPLE MODEL FILTER USING IMM AND STF

Consider a discrete- time stochastic hybridsystem　 x( k 1 ) =f( k, ( k) ,x( k) ,m( k 1 ) ) ζ( k,m( k 1 ) ) q( k) ( 1 )　 z( k 1 ) =h( k 1 ,x( k 1 ) ,m( k 1 ) ) v( k 1 ,m( k 1 ) ) ( 2 )where state x∈ Rn;measurement z∈ Rm;input∈ Rp;modeling noise q( k)∈ Rqis a zero- mean,Gaussian white noise with covariance Q( k) ;measurement noise v( k 1 )∈ Rm is also a zero-mean,Gaussian white noise with covariance R( k 1 ) ;q( k) and v( k) are statistically indepen-dent. Th…     

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。     

Tracking a 3D maneuvering target with passive sensors

A novel application of the interacting multiple models (IMM) algorithm in which passive infrared sensors are fused for tracking a target maneuvering in three dimensions is discussed. More accurate models of target motion are proposed to improve performance. When the general models are used to describe the maneuvering periods, it is shown that the IMM behaviour is not satisfactory, in that the innovations associated with the different models do not discriminate between the corresponding target maneuvering regimes. The turning of the Markov chain transition matrix, i.e., a priori information, is then crucial to obtaining the correct ordering of the a posteriori regime probabilities. On the contrary, a more satisfactory behavior of the IMM algorithm is obtained by carefully selecting the target motion models in the different regimes     

Tracking in Clutter using IMM-IPDA?Based Algorithms

We describe three single-scan probabilistic data association (PDA) based algorithms for tracking manoeuvering targets in clutter. These algorithms are derived by integrating the interacting multiple model (IMM) estimation algorithm with the PDA approximation. Each IMM model a posteriori state estimate probability density function (pdf) is approximated by a single Gaussian pdf. Each algorithm recursively updates the probability of target existence, in the manner of integrated PDA (IPDA). The probability of target existence is a track quality measure, which can be used for false track discrimination. The first algorithm presented, IMM-IPDA, is a single target tracking algorithm. Two multitarget tracking algorithms are also presented. The IMM-JIPDA algorithm calculates a posteriori probabilities of all measurement to track allocations, in the manner of the joint IPDA (JIPDA). The number of measurement to track allocations grows exponentially with the number of shared measurements and the number of tracks which share the measurements. Therefore, IMM-JIPDA can only be used in situations with a small number of crossing targets and low clutter measurement density. The linear multitarget IMM-IPDA (IMM-LMIPDA) is also a multitarget tracking algorithm, which achieves the multitarget capabilities by integrating linear multitarget (LM) method with IMM-IPDA. When updating one track using the LM method, the other tracks modulate the clutter measurement density and are subsequently ignored. In this fashion, LM achieves multitarget capabilities using the number of operations which are linear in the: number of measurements and the number of tracks, and can be used in complex scenarios, with dense clutter and a large number of targets.