Maneuvering Target Tracking with Hypothesis Testing

A new approach is proposed for maneuvering target tracking.Target motion is described by nonlinear models in a sphericalcoordinate system. States of these models are estimated byquantization, multiple hypothesis testing, and a suboptimumdecoding algorithm of information theory. This approach does notrequire linearization of nonlinear models. Hence it is superior toclassical estimation techniques, such as the extended Kalman filter.Simulation results, some of which are presented here, haveshown the superiority of the proposed approach over target trackingwith the extended Kalman filter.     

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.     

改进的Sage-Husa自适应滤波算法在MEMS航姿参考系统中的应用

针对经典Kalman滤波和扩展Kalman滤波融合算法存在的计算量大、精度低、实时性差的缺点,引入了改进的Sage-Husa自适应扩展Kalman滤波算法。该算法对经典扩展Kalman滤波算法进行了自适应改进,并在此基础上利用加权渐消记忆法获取了遗忘因子,并通过预测残差得出了最优解。同时,用调整有偏增益估计的措施来保证系统噪声预测方差矩阵与噪声预测方差矩阵的对称性和正定性,对滤波器发散进行了有效的抑制,减少了算法的计算量。实验结果表明,该算法有效改善了可靠性、精确性及自适应能力。     

一种基于组合导航系统的新融合滤波算法

本文设计了一种可用于地面用户的低成本组合导航系统，提出了基于该系统的新信息融合方法，即模糊卡尔曼滤波算法和地图匹配技术联合起来。仿真结果表明模糊卡尔曼滤波算法相当于一数据平滑处理窗口，具有比常规卡尔曼滤波算法更高的精度。     

Extended solution to multiple maneuvering target tracking

An improved algorithm for tracking multiple maneuvering targets is presented. This approach is implemented with an approximate adaptive filter consisting of the one-step conditional maximum-likelihood technique together with the extended Kalman filter and an adaptive maneuvering compensator. In order to avoid the extra computational burden of considering events with negligible probability, a validation matrix is defined in the tracking structure. With this approach, data-association and target maneuvering problems can be solved simultaneously. Detailed Monte Carlo simulations of the algorithm for many tracking situations are described. Computer simulation results indicate that this approach successfully tracks multiple maneuvering targets over a wide range of conditions     

基于自适应扩展卡尔曼滤波的载波跟踪算法

精确的载波相位测量是精密测距中一个很重要的研究点。针对传统扩展卡尔曼滤波(EKF)的固定设计在先验信息不充分和动态变化环境中存在的不足,提出了一种基于自适应扩展卡尔曼滤波(AEKF)的载波跟踪算法。该算法通过实时监测滤波器新息或残差的动态变化,以修正状态噪声方差和观测噪声方差,进而调整滤波器增益,控制状态预测值和观测值在滤波结果中的权重。理论分析和仿真结果表明,本算法充分利用了观测信号的统计特性,克服了传统扩展卡尔曼滤波算法的不足,能够获得更好的载波跟踪性能。     

Interlaced Kalman filtering of 3D angular motion based on Euler'snonlinear equations

A novel Kalman filtering technique is presented that reduces the mean-square-error (MSE) between three-dimensional (3D) actual angular velocity values and estimated ones by an order of magnitude (when compared with the MSE resulting from direct measurements) even under extremely low signal-to-noise ratio conditions. The filtering problem is nonlinear in nature because the dynamics of 3D angular motion are described by Euler's equations. This nonlinear set of differential equations state that the angular acceleration in one axis is proportional to the torque applied to that axis, and to the products of angular velocity components in the other two axes of rotation. Instead of using extended Kalman filtering techniques to solve this complex problem, the authors developed a new approach where the nonlinear Euler's model is decomposed into two pseudolinear models (primary and secondary). The first model describes the time progression of the state vector containing the linear terms, while the other characterizes the propagation of the state vector containing the nonlinearities. This makes it possible to run two interlaced discrete-linear Kalman filters simultaneously. One filter estimates the values of the state vector containing the linear terms, while the other estimates the values of the state vector containing the nonlinear terms in the system. These estimates are then recombined, solving the nonlinear estimation process without linearizing the system. Thus, the new approach takes advantage of the simplicity, computational efficiency and higher convergence speed of the linear Kalman filter form and it overcomes many of the drawbacks typical of conventional extended Kalman filtering techniques. The high performance and effectiveness of this method is demonstrated through a computer simulation case study     

A fusion and learning algorithm for landing aircraft tracking:compensating for exhaust plume disturbance

An algorithm is presented for tracking a landing aircraft using fusion of two different passive sensors, a laser range finder (LRF) and a forward-looking infrared (FLIR) camera. The main feature of this algorithm is its ability to identify and compensate for an exhaust plume disturbance. The algorithm is based on the extended Kalman filter (EKF) and the filtering confidence function (FCF) which introduces a learning approach to the tracking problem. The results of a simulation using the learning tracking algorithm and the EKF alone are presented and compared     

Tracking an incoming ballistic missile using an extended interval Kalman filter

The important tracking problem by radar of an incoming ballistic missile system, which contains uncertainty in modeling and noise in both dynamics and measurements, is studied. The classical extended Kalman filter (EKF) is no longer applicable to such an uncertain system, and so a new extended interval Kalman filter (EIKF) is developed for tracking the missile system. Computer simulation is presented to show the effectiveness of the EIKF algorithm for this uncertain and nonlinear ballistic missile tracking problem.     

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     

Improving performance in pulse radar detection using neuralnetworks

A new approach using a multilayered feed forward neural network for pulse compression is presented. The 13 element Barker code was used as the signal code. In training this network, the extended Kalman filtering (EKF)-based learning algorithm which has faster convergence speed than the conventional backpropagation (BP) algorithm was used. This approach has yielded output peak signal to sidelobe ratios which are much superior to those obtained with the BP algorithm. Further, for use of this neural network for real time processing, parallel implementation of the EKF-based learning algorithm is indispensable. Therefore, parallel implementation has also been developed     

Passive Position Location Estimation Using the Extended Kalman Filter

Several papers have been published recently using the method ofleast squares for passive position location estimation. While the Kalman filter is mentioned as an alternative approach in most ofthese papers, none of the papers actually compare the performanceof the Kalman filter with the method of least squares. In this paper,the performances of the extended Kalman filter and the iteratedextended Kalman filter are compared with the method of leastsquares. Monte Carlo results are given showing how the a prioricovariance matrix influences the accuracy of the extended Kalmanfilter.     

基于超球体平方根无迹Kalman滤波算法的涡扇发动机气路部件故障诊断

研究了一种超球体平方根无迹Kalman滤波算法用来有效跟踪涡扇发动机气路部件发生渐变性和突变性故障的健康参数.该算法通过超球体单形采样来降低算法的计算量,采用测量残差协方差阵的平方根代替方差阵进行递推运算,提高了算法的计算效率和数值稳定性.分别采用扩展Kalman滤波算法、无迹Kalman滤波算法和超球体平方根无迹Kalman滤波算法对某型涡扇发动机进行仿真,结果表明:超球体平方根无迹Kalman滤波算法的滤波时间减少50%左右,能够实现渐变性和突变性故障中健康参数的准确估计,是一种有效的涡扇发动机气路部件参数估计和故障诊断方法.      

Optimal nonlinear filtering in GPS/INS integration

The application of optimal nonlinear/non-Gaussian filtering to the problem of INS/GPS integration in critical situations is described. This approach is made possible by a new technique called particle filtering, and exhibits superior performance when compared with classical suboptimal techniques such as extended Kalman filtering. Particle filtering theory is introduced and GPS/INS integration simulation results are discussed.     

基于PnP和自适应线性卡尔曼滤波的实时位姿估计

针对实时位姿估计中扩展卡尔曼滤波(EKF)线性化引入非线性误差和依赖已知噪声分布的缺点,提出一种基于PnP的自适应线性卡尔曼滤波位姿估计求解方法。将PnP位姿估计求解策略引入卡尔曼滤波观测方程,通过对动态方程误差统计参数实时估计,自适应调节卡尔曼滤波递推参数。所提算法求解精度高,固定了观测方程的观测向量维度,提高了算法实用性。通过仿真试验,比较了该算法与EKF的位姿估计精度,通过量化误差分析,证明了该方法可以提高三维运动位姿估计精度,也验证了该方法的有效性。     

绕月探测器的自主光学导航研究

提出了一种利用高斯-马尔科夫过程和Unscented卡尔曼滤波的绕月探测器自主光学导航算法。针对很难事先确定精确地绕月探测器轨道动力学模型问题,提出利用高斯-马尔科夫过程来近似轨道动力学中的无模型加速度,进而提高了轨道动力学模型的精度;考虑到基于扩展卡尔曼滤波的轨道确定存在的问题,提出利用基于Unscented卡尔曼滤波来估计探测器的位置、速度及无模型加速度,提高了轨道估计精度和保证了算法的稳定性。最后,通过数学仿真验证了自主光学导航算法的有效性。     

Use of the radial velocity measurement in target tracking

A new sequential filtering algorithm that incorporates the radial velocity measurement into a Kalman filter, in the presence of correlated range and radial velocity measurement errors, is presented. An analysis is given concerning its asymptotic behavior on the basis of analysis of its stochastic controllability and observability. The simulation results verify the analysis and show that the new algorithm is superior to the conventional extended Kalman filter (EKF) and close to an ideal filter.     

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     

Convolution Particle Filter for Parameter Estimation in General State-Space Models

The state-space modeling of partially observed dynamical systems generally requires estimates of unknown parameters. The dynamic state vector together with the static parameter vector can be considered as an augmented state vector. Classical filtering methods, such as the extended Kalman filter (EKF) and the bootstrap particle filter (PF), fail to estimate the augmented state vector. For these classical filters to handle the augmented state vector, a dynamic noise term should be artificially added to the parameter components or to the deterministic component of the dynamical system. However, this approach degrades the estimation performance of the filters. We propose a variant of the PF based on convolution kernel approximation techniques. This approach is tested on a simulated case study.     

基于自适应联邦滤波的相对导航信息融合

针对基于GPS/MV组合导航方式的无人机空中加油问题,分析了对接阶段GPS及视觉传感器存在的条件约束。在建立导航传感器非线性相对位置测量模型的基础上,设计了基于扩展卡尔曼滤波的自适应联邦滤波器,并与集中式滤波进行了对比仿真。结果表明,提出的算法保证了部分传感器失效时导航数据输出的平稳性和容错性,滤波精度完全满足无人机空中加油相对导航系统要求。