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     

Variable structure multiple model fixed-interval smoothing

This paper focuses on fixed-interval smoothing for stochastic hybrid systems. When the truth-mode mismatch is encountered, existing smoothing methods based on fixed structure of model-set have significant performance degradation and are inapplicable. We develop a fixed-interval smoothing method based on forward- and backward-filtering in the Variable Structure Multiple Model (VSMM) framework in this paper. We propose to use the Simplified Equivalent model Interacting Multiple Model (SEIMM) in the forward and the backward filters to handle the difficulty of different mode-sets used in both filters, and design a re-filtering procedure in the model-switching stage to enhance the estimation performance. To improve the computational efficiency, we make the basic model-set adaptive by the Likely-Model Set (LMS) algorithm. It turns out that the smoothing performance is further improved by the LMS due to less competition among models. Simulation results are provided to demonstrate the better performance and the computational efficiency of our proposed smoothing algorithms.     

R-T-S平滑算法与抗差Kalman在数据后处理中的应用

为了提高组合导航系统后处理精度和数据稳定性,将R-T-S最优固定区间平滑算法引入数据后处理中,在前向Kalman滤波的基础上,进行了后向R-T-S最优固定区间平滑处理,并针对GPS观测值中存在异常的问题,将抗差Kalman滤波算法引入数据后处理中,并对该算法进行实物仿真。结果表明,与传统Kalman滤波相比,R-T-S平滑算法不仅可以提高位置、姿态精度,而且在卫星信号失锁的情况下精度也得到显著改善,并且在不丢星的时刻,抗差Kalman滤波可以有效处理GPS信号中的异常观测值,遏制滤波发散,是一种有效的数据处理方法。     

晃动环境下组合导航系统精度事后评估算法研究

海风、波浪、海流等因素会产生舰船的摇摆晃动,从而给舰船导航系统精度带来严重干扰.固定区间平滑滤波处理算法能够利用观测时间间隔内全部观测信息得到状态的最小方差估计,对导航精度进行事后评估.在研究晃动环境下的SINS/GP S组合导航应用平滑滤波算法的相关原理的基础上,首先利用Kalman滤波器进行组合导航,存储相关信息后按时间逆序利用固定区间平滑滤波算法进行事后分析.该方法可以针对不同的海况以及不同的海上作业需求,有效地为组合导航系统精度提供检验标准,考核各种海洋环境下的导航系统精度.     

基于固定区间最优平滑的传递对准精度评估

惯导系统传递对准是战术导弹发射前必须完成的任务,其对准精度直接影响导弹系统的制导精度。为评估传递对准精度性能,在介绍传递对准精度评估原理的基础上,研究了Kalman固定区间最优平滑算法;并从理论上分析了顺序滤波与逆序平滑的关系,得出平滑依赖于滤波的结论。通过实测数据半物理仿真试验证明了理论分析的正确性,表明固定区间最优平滑算法能有效地评估传递对准精度,并与间接法对比得出间接法与最优平滑算法具有一致性。     

A class of near optimal JPDA algorithms

The crucial problem in multiple target tracking is the hit-to-track data association. A hit is a received signal from a target or background clutter which provides positional information If an incorrect hit is associated with a track, that track could diverge and prematurely terminate or cause other tracks to also diverge. Most methods for hit-to-track data association fall into two categories: multiple hypothesis tracking (MHT) and joint probabilistic data association (JPDA). Versions of MHT use all or some reasonable hits to update a track and delay the decision on which hit was correct. JPDA uses a weighted sum of the reasonable hits to update a track. These weights are the probability that the hit originated from the target in track. The computational load for the joint probabilities increases exponentially as the number of targets increases and therefore, is not an attractive algorithm when expecting to track many targets. Reviewed here is the JPDA filter and two simple approximations of the joint probabilities which increase linearly in computational load as the number of targets increase. Then a new class of near optimal JPDA algorithms is introduced which run in polynomial time. The power of the polynomial is an input to the algorithm. This algorithm bridges the gap in computational load and accuracy between the very fast simple approximations and the efficient optimal algorithms     

Multiple model PMHT and its application to the benchmark radar tracking problem

The probabilistic multiple hypothesis tracker (PMHT) uses the expectation-maximization (EM) algorithm to solve the measurement-origin uncertainty problem. Here, we explore some of its variants for maneuvering targets and in particular discuss the multiple model PMHT. We apply this PMHT to the six "typical" tracking scenarios given in the second benchmark problem from W. D. Blair and G. A. Watson (1998). The manner in which the PMHT is used to track the targets and to manage radar allocation is discussed, and the results compared with those of the interacting multiple model probabilistic data association filter (IMM/PDAF) and IMM/MHT (multiple hypothesis tracker). The PMHT works well: its performance lies between those of the IMM/PDAF and IMM/MHT both in terms of tracking performance and computational load.     

A simple fixed-lag algorithm for tracking frequency rate-of-change

A family of simple fixed-lag frequency smoothing algorithms which provide good estimates of both frequency and frequency rate-of-change is reported. The smoothers were developed from a fixed-gain αβ tracker by replacing the recursive derivative estimator with a finite-impulse-response (FIR) differentiator. Simulation results are presented which show that the smoothing algorithms provide frequency estimates with a similar variance to those produced by the αβ filter but with greatly improved frequency-rate estimates. The smoothing algorithms and the αβ filter are also compared on the basis of the bias and delay introduced in the frequency-rate estimates. Although the results presented are for frequency estimation, the smoothing algorithms can be used in any single-input tracking application where some lag in the estimates is allowable     

Track labeling and PHD filter for multitarget tracking

Multiple target tracking requires data association that operates in conjunction with filtering. When multiple targets are closely spaced, the conventional approaches (as, e.g., MHT/assignment) may not give satisfactory results. This is mainly because of the difficulty in deciding what the number of targets is. Recently, the probability hypothesis density (PHD) filter has been proposed and particle filtering techniques have been developed to implement the PHD filter. In the particle PHD filter, the track labeling problem is not considered, i.e., the PHD is obtained only for a frame at a time, and it is very difficult to perform the multipeak extraction, particularly in high clutter environments. A track labeling method combined with the PHD approach, as well as considering the finite resolution, is proposed here for multitarget tracking, i.e., we keep a separate tracker for each target, use the PHD in the resolution cell to get the estimated number and locations of the targets at each time step, and then perform the track labeling ("peak-to-track" association), whose results can provide information for PHD peak extraction at the next time step. Besides, by keeping a separate tracker for each target, our approach provides more information than the standard particle PHD filter. For example, in group target tracking, if we are interested in the motion of a specific target, we can track this target, which is not possible for the standard particle PHD filter, since the standard particle PHD filter does not keep track labels. Using our approach, multitarget tracking can be performed with automatic track initiation, maintenance, spawning, merging, and termination     

Detection and Estimation with Fixed Lag for Abruptly Changing Systems

The problem of state estimation and system structure detection for discrete-time stochastic systems with parameters which may switch among a finite set of values is considered. The switchings are modeled by a semi-Markov, or Markov, chain with known transition statistics. A fixed time delay (lag) is allowed in estimation (smoothing) and detection. The optimal solutions require geometrically increasing computations and storage with time. Suboptimal solutions are proposed to alleviate this problem and simulation results are presented to illustrate the effectiveness of the proposed algorithms and the advantages of introducing a delay in processing of the observations.     

Sequential track extraction

Sensors like radar or sonar usually produce data on the basis of a single frame of observation: target detections. The detection performance is described by quantities like detection probability Pd and false alarm density f. A different task of detection is formation of tracks of targets unknown in number from data of multiple consecutive frames of observation. This leads to quantities which are of a higher level of abstraction: extracted tracks. This again is a detection process. Under benign conditions (high Pd, low f and well separated targets) conventional methods of track initiation are recommended to solve a simple task. However, under hard conditions the process of track extraction is known to be difficult. We here concentrate on the case of well separated targets and derive an optimal combinatorial method which can be used under hard operating conditions. The method relates to MHT (multiple hypothesis tracking), uses a sequential likelihood ratio test and derives benefit from processing signal strength information. The performance of the track extraction method is described by parameters such as detection probability and false detection rate on track level, while Pd and f are input parameters which relate to the signal-to-noise interference ratio (SNIR), the clutter density, and the threshold set for target detection. In particular the average test lengths are analyzed parametrically as they are relevant for a user to estimate the time delay for track formation under hard conditions     

Improved multi-target tracking in clutter by PDA smoothing

An algorithm is presented for the recursive tracking of multiple targets in cluttered environment by making use of the joint probabilistic data association fixed-lag smoothing (JPDAS) techniques. It is shown that a significant improvement in the accuracy of track estimation of both nonmaneuvering and maneuvering targets may be achieved by introducing a time lag of one or two sampling periods between the instants of estimation and latest measurement. Results of simulation experiments for a radar tracking problem that demonstrate the effects of fixed-lag smoothing are also presented     

Dynamically adaptable m-best 2-D assignment algorithm andmultilevel parallelization

In recent years, there has been considerable interest within the tracking community in an approach to data association based on the m-best two-dimensional (2D) assignment algorithm. Much of the interest has been spurred by its ability to provide various efficient data association solutions, including joint probabilistic data association (JPDA) and multiple hypothesis tracking (MHT). The focus of this work is to describe several recent improvements to the m-best 2D assignment algorithm. One improvement is to utilize a nonintrusive 2D assignment algorithm switching mechanism, based on a problem sparsity threshold. Dynamic switching between two different 2D assignment algorithms, highly suited for sparse and dense problems, respectively, enables more efficient solutions to the numerous 2D assignment problems generated in the m-best 2D assignment framework. Another improvement is to utilize a multilevel parallelization enabling many independent and highly parallelizable tasks to be executed concurrently, including 1) solving the multiple 2D assignment problems via a parallelization of the m-best partitioning task, and 2) calculating the numerous gating tests, state estimates, covariance calculations, and likelihood function evaluations (used as cost coefficients in the 2D assignment problem) via a parallelization of the data association interface task. Using both simulated data and an air traffic surveillance (ATS) problem based on data from two Federal Aviation Administration (FAA) air traffic control radars, we demonstrate that efficient solutions to the data association problem are obtainable using our improvements in the m-best 2D assignment algorithm     

Novel data association schemes for the probability hypothesis density filter

The probability hypothesis density (PHD) filter is a practical alternative to the optimal Bayesian multi-target Alter based on finite set statistics. It propagates the PHD function, a first-order moment of the full multi-target posterior density. The peaks of the PHD function give estimates of target states. However, the PHD filter keeps no record of target identities and hence does not produce track-valued estimates of individual targets. We propose two different schemes according to which PHD filter can provide track-valued estimates of individual targets. Both schemes use the probabilistic data-association functionality albeit in different ways. In the first scheme, the outputs of the PHD filter are partitioned into tracks by performing track-to-estimate association. The second scheme uses the PHD filter as a clutter filter to eliminate some of the clutter from the measurement set before it is subjected to existing data association techniques. In both schemes, the PHD filter effectively reduces the size of the data that would be subject to data association. We consider the use of multiple hypothesis tracking (MHT) for the purpose of data association. The performance of the proposed schemes are discussed and compared with that of MHT.     

卫星双向时间比对的设备时延标定方法

卫星双向时间比对的设备时延包含在伪码测距的测量值之中,精确标定设备时延是提升卫星双向时间比对精度的关键。针对卫星双向时间比对中的设备时延标定问题,提出了一种基于同源零基线测量的设备时延标定方法,将中国科学院国家授时中心的1套3.7m天线地面站和2套5m天线地面站并址安装,3套地面站同时进行卫星双向时间比对模式的观测,以此来标定3套地面站之间的设备时延相对值。试验结果表明,该方法可使设备时延标定的精度达到亚ns量级,能有效减小设备时延对卫星双向时间比对精度的影响,对于多个地面站站间时间比对具有一定的实际意义。     

An Approach to Fixed-Point Smoothing Problems

This paper examines the possibility of deriving fixed-point smoothing algorithms through exploitation of the known solutions of a higher dimensional filtering problem. It is shown that a simple state augmentation serves to imbed the given n-dimensional smoothing problem into a 2n-dimensional filtering problem. It is further shown that computation of the smoothed estimate and the corresponding error covariance does not require implementation of the 2n-dimensional filtering equations. Some new results involving systems with or without multiple time delays and having colored observation noise have been derived in order to illustrate the versatility of the proposed technique. It is also demonstrated that the present approach leads to an easier derivation of the continuous-time fixed-point smoothing algorithm reported in the literature.     

Multiple hypothesis track confirmation for infrared surveillancesystems

An overall methodology is described for the application of a multiple hypothesis tracking (MHT) algorithm to the infrared (IR) surveillance system problem of establishing tracks on dim targets in a heavy clutter or false alarm background. The authors discuss the manner in which the detection and tracking systems are jointly designed to optimize performance. They present approximate methods that can conveniently be used for preliminary system design and performance prediction. They discuss the use of a detailed Monte Carlo simulation for final system evaluation and present results illustrating the proposed methods and comparing predicted and simulation performance     

DBV-RCS中一种提高时延性能的时隙分配方法(英文)

在DVB-RCS卫星通信中,为某个业务分配的时隙在MF-TDMA帧中的位置分布将影响该业务的时延特性。本文分别针对固定速率和实时可变速率业务,对MF-TDMA的帧长度、终端分配的时隙数量及位置分布与业务时延性能之间的关系进行了建模分析。理论分析表明时隙位置是影响业务时延的一个重要因素,位置分布越均匀,越能提高业务的时延性能;时隙均匀分配相比传统的时隙连续分配可以有效降低业务平均时延,且时延不随帧长的变化而变化;在时隙均匀分配方式下,提高实时可变速率业务的带宽分配可以更有效的提高时延性能。在DVB-RCS标准基础上,提出了一种与标准完全兼容的时隙均匀分配方法(TUAM),通过计算机仿真验证了算法的有效性以及建模分析的正确性,该算法可有效地保证业务具有极低的平均时延和时延抖动,使得VoIP等实时业务不会由于端到端时延过大而丢包,提高了DVB-RCS系统对于实时业务QoS的保障能力。     

基于改进多元优化算法的动态路径规划

为满足动态路径规划实时性强和动态跟踪精度高的需求,提出一种基于能够同时发现并追踪多条最优以及次优路径的改进多元优化算法(IMOA)的求解方法。首先,通过利用贝赛尔曲线描述路径的方法把动态路径规划问题转化为动态优化问题;然后,把相似性检测操作引入到多元优化算法(MOA)中,增加算法同时跟踪多个不同最优以及次优解的概率;最后,用IMOA对贝赛尔曲线的控制点进行寻优。实验结果表明:当最优路径由于环境变化而变为非优或者不可行时,利用IMOA对多个最优以及次优解动态跟踪的特点,能够快速调整寻优策略对其他次优路径进行寻优以期望再次找到最优路径;其综合离线性能较其他方法也有一定的提高。因此,IMOA满足动态路径规划的实际需求,适用于解决动态环境中的路径规划问题。     

Performance of multiple-model filters and parameter-sensitivity analysis for likelihood evaluation with shock variance models

The performance of multiple-model filtering algorithms is examined for shock-variance models, which are a form of linear Gaussian switching models. The primary aim is to determine whether existing multiple-model filters are suitable for evaluating measurement likelihoods in classification applications, and under what conditions such classification models are viable. Simulation experiments are used to empirically examine the likelihood-evaluation performance of suboptimal merging and pruning algorithms as the number of state hypotheses per time step (i.e., algorithm order) increases. The second-order generalized pseudo-Bayes or (GPB(2)) algorithm is found to provide excellent performance relative to higher order GPB algorithms through order five. Likelihoods from fixed-size pruning (FSP) algorithms with increasing numbers of state hypotheses are used to validate the GPB likelihoods, and convergence of the FSP likelihoods to the GPB values is observed. These results suggest that GPB(2) is a reasonable approximation to the unrealizable optimal algorithm for classification. In all cases except very-low-noise situations, the interacting multiple model (IMM) algorithm is found to provide an adequate approximation to GPB(2). Sensitivity of likelihood estimates to certain model parameters is also investigated via a mismatch analysis. As a classification tool, the discrimination capabilities of the measurement likelihoods are tested using an idealized forced-choice experiment, both with ideal and with mismatched models