UKF方法及其在方位跟踪问题中的应用

采用UKF(Unscented Kalman Filter)方法处理了平面内地面站对目标的方位跟踪的估计问题。目标的位置和速度由选定的高斯分布采样点来近似，在每个更新过程中，采样点随着状态方程传播并随着非线性测量方程变换，由此不但得到目标位置和速度的均值及较高的计算精度，而且避免了对非线性方程的线性化过程。仿真结果表明，UKF方法比传统的扩展卡尔曼滤波(EKF)算法有更高的估计精度，并能有效地克服非线性严重时，方位跟踪问题中很容易出现的滤波发散问题。     

Digital tracking filters with high order correlated measurement noise

The existing algorithms for the design of digital filters with colored measurement noise involve a restriction on the dimension of the measurement error model. Kalman filter equations and state space partition are used to formulate an optimal tracking filter without such restrictions. The input to the new filter are two consecutive measurements, and it is initialized by using the first available measurements and the error model correlation matrix. Several examples illustrate the filter formulation and initialization.     

Comments on “Discrete-time observability and estimabilityanalysis for bearings-only target motion analysis”

Discusses the extensive mathematical analysis carried out by the authors of the original paper [see ibid., vol. 33, no. 1, p. 178-201, 1997] and submits the following points. The authors used pseudo measurements for recasting the observability problem into a linear framework. They treated the bearings-only passive target tracking system as a deterministic system. It is already established that for deterministic systems, the pseudo measurements are linear functions of the states of the system, though the coefficient matrix is a nonlinear function of the original measurements, By using the pseudo measurements in a linear observer, global stability can be shown. However, if the pseudo measurement observer, for which the analysis is mostly carried out by the authors, is used in a noisy environment as a pseudo measurement filter (PMF), biased estimates are arrived at. Hence, though the approach of authors is quite direct and provides insights about the algebraic structure of the BOT problem, as pseudo measurements are used throughout the analysis is not of much use to the TMA community, as the nonlinear measurement equation along with measurement noise are required to be considered in the BOT problem to obtain unbiased results     

A pure-Cartesian formulation for tracking filters

A pure-Cartesian formulation is presented for angle-only and angle-plus-range tracking filters. Unlike conventional angle-only filters, which use target elevation and bearing as measurements, the filter expresses the sensor measurements in Cartesian coordinates. Consequently, the filter performs equally well for any line-of-sight (LOS) geometry, even when target elevation approaches or is equal to ±90°     

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.     

Sensor Netting via the Discrete Time Extended Kalman Filter

An implementation is presented of the discrete time extended Kalman filter which the authors have found useful for sensor netting in a variety of tactical radar and ballistic missile defense (BMD) applications. A Potter square root version of the extended Kalman filter is used where vector measurements are processed serially. Both the state and covariance equations are initialized by processing past measurements. The initialization technique and the filter are used in two tactical radar tracking examples.     

Passive tracking scheme for a single stationary observer

While there are many techniques for bearings-only tracking (BOT) in the ocean environment, they do not apply directly to the land situation. Generally, for tactical reasons, the land observer platform is stationary; but, it has two sensors, visible and infrared, for measuring bearings and a laser range finder (LRF) for measuring range. There is a requirement to develop a new BOT data fusion scheme that fuses the two sets of bearing readings, and together with a single LRF measurement, produces a unique track. This paper first develops a parameterized solution for the target speeds, and then heading, prior to the occurrence of the LRF measurement, when the track is unobservable. At, and after the LRF measurement, a BOT, formulated as a least squares (LS) estimator, then produces a unique LS estimate of the target states. Bearing readings from the other sensor serve as instrumental variables in a data fusion setting to eliminate the bias in the BOT estimator. The result is an unbiased and decentralized data fusion scheme. Results from two simulation experiments have corroborated the theoretical development and show also that the scheme is optimal.     

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.     

Target tracking in maneuver-centered coordinates

Aircraft targets normally maneuver on circular paths, which has led to tracking filters based on circular turns. A coordinate system to track circular maneuvers with a simple Kalman filter is introduced. This system is a polar coordinate system located at the center of the maneuver. It leads to a tracking filter with range, angle, and angular velocity in the state vector. Simulation results are presented, showing that the algorithm displays improved performance over methods based on constant x-y acceleration when tracking circular turns     

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.     

Enhanced variable dimension filter for maneuvering target tracking

An enhancement of the variable dimension (VD) filter for maneuvering-target tracking is presented. The use of measurement concatenation, a procedure whereby fast sampled measurements are stacked while maintaining their proper relationships with the states, leads to significant reduction in estimation error by low processing rate algorithms. The use of double decision logic (DDL) for the maneuver onset and ending detection as well as appropriate procedures for reinitialization of the estimation filters results in improved maneuver detection and filter adaptation. Simulation results show the performance of the proposed enhanced variable dimension (EVD) filter     

A three-state Kalman tracker using position and rate measurements

A three-state Kalman tracker is described for tracking a moving target, such as an aircraft, making use of the position and rate measurements obtained by a track-white-scan radar sensor which employs pulsed Doppler processing, such as the moving target detector providing unambiguous Doppler data. The steady-state filter parameters have been analytically obtained under the assumption of white noise maneuver capability. The numerical computations of these parameters are in excellent agreement with those obtained from the recursive Kalman filter matrix equations. The solution for the case when only the range measurements are available is obtained as a special case of this model. Graphs of normalized covariances and gains are presented to illustrate how the solution depends on different parameters     

Coordinate Conversion and Tracking for Very Long Range Radars

The problem of tracking with very long range radars is studied in this paper. First, the measurement conversion from a radar's r-u-v coordinate system to the Cartesian coordinate system is discussed. Although the nonlinearity of this coordinate transformation appears insignificant based on the evaluation of the bias of the converted measurements, it is shown that this nonlinearity can cause significant covariance inconsistency in the conventionally converted measurements (CM1). Since data association depends critically on filter consistency, this issue is very important. Following this, it is shown that a suitably corrected conversion (CM2) eliminates the inconsistency. Then, initialized with the converted measurements (using CM2), four Cartesian filters are evaluated. It is shown that, among these filters, the converted measurement Kalman filter with second order Taylor expansion (CM2KF) is the only one that is consistent for very long range tracking scenarios. Another two approaches, the range-direction-cosine extended Kalman filter (ruvEKF) and the unscented Kalman filter (UKF) are also evaluated and shown to suffer from consistency problems. However, the CM2KF has the disadvantage of reduced accuracy in the range direction. To fix this problem, a consistency-based modification for the standard extended Kalman filter (E1KF) is proposed. This leads to a new filtering approach, designated as measurement covariance adaptive extended Kalman filter (MCAEKF). For very long range tracking scenarios, the MCAEKF is shown to produce consistent filtering results and be able to avoid the loss of accuracy in the range direction. It is also shown that the MCAEKF meets the posterior Carmer-Rao lower bound for the scenarios considered.     

Adaptive Correlation Regions for Alpha-Beta Tracking Filters

The design of correlation regions for track-while-scan systems is examined, assuming the requirement to maintain a constant probability of successful correlation. Starting with the assumption of independent and Gaussian-distributed range and azimuth errors in the sensor and assuming a constant-coefficient isotropic ?-? tracking filter, it is shown how the correlation region design must include such factors as sensor errors, timing jitter, tracking errors, and the asynchronous operation of the tracking function with respect to the sensor measurements. For a maneuvering target, it is shown that the size of the correlation region must be equal to the sum of the radius used for the straight-line case plus the magnitude of any tracking bias which results from deviation from the straight-line trajectory assumed in the tracking filter. An upper bound is derived for the magnitude of the bias which could reasonably be expected in typical maneuvers. By specifying the size of the correlation region on a constant probability basis, it is possible to obtain better discrimination against false targets and improved detection of maneuvers by sensing the development of tracking biases.     

Removal of Out-of-Sequence Measurements from Tracks

In multisensor tracking systems that operate in a centralized or distributed information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence due to system latencies. In order to avoid either a delay in the output or the need for reordering and reprocessing entire sequences of measurements, such latent measurements have to be processed by the tracking filter as out-of-sequence measurements (OOSM). Recent work developed a "one-step" procedure for incorporating OOSM with multiple-time-step latency into the tracking filter, which, while suboptimal, was shown to yield results very close to those obtained by reordering and reprocessing an entire sequence of measurements. The counterpart of this problem is the need to remove (revocate) measurements that have already been used to update a track state. This can happen in real-world systems when such measurements are reassigned to another track. Similarly to the problem of update with an OOSM, it is desired to carry out the removal of an earlier measurement without recomputing the track estimate (and the data association) using possibly a long sequence of subsequent measurements one at a time. A one-step algorithm is presented for this problem of removing a multistep OOSM.     

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density (PHD) filter has been recognized as a promising tech-nique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation (APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter (PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking mul-tiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.     

Real-Time Wind Estimation and Tracking with Transponder Downlinked Airspeed and Heading Data

The use of magnetic heading and true air speed measurements made on board civil airplanes to assist in radar tracking is described. The data are telemetered via the air-ground data link of the mode S radar system. A new filter, similar to the first-order Kalman filter, is developed using velocity measurements to bias its prediction equations. This filter follows satisfactorily maneuvers, and estimates, in real time, the wind in the vicinity of the airplane. Finally a scheme is described to remove false data due to data-link corruption.     

Kalman filtering for matrix estimation

A general discrete-time Kalman filter (KF) for state matrix estimation using matrix measurements is presented. The new algorithm evaluates the state matrix estimate and the estimation error covariance matrix in terms of the original system matrices. The proposed algorithm naturally fits systems which are most conveniently described by matrix process and measurement equations. Its formulation uses a compact notation for aiding both intuition and mathematical manipulation. It is a straightforward extension of the classical KF, and includes as special cases other matrix filters that were developed in the past. Beyond the analytical value of the matrix filter, it is shown through various examples arising in engineering problems that this filter can be computationally more efficient than its vectorized version.     

Alpha-beta filters in polar coordinates with accelerationcorrections

The use of polar coordinates is sometimes computationally advantageous for tracking, but complications arise because the position of constant velocity targets is no longer a linear function of time as it is for cartesian coordinates. However, this difficulty can be avoided by using pseudoacceleration correction factors which are added to the prediction equations to give approximately correct system dynamics, but at the expense of an increase in system noise. For alpha-beta tracking filters, these correction factors can be included with minimal degradation in the steady-state error performance of the filter while simultaneously providing substantial reductions in bias errors     

双星编队对空间非合作目标的仅测角跟踪方法

针对单星仅测角对目标跟踪误差较大和不良测量条件下跟踪精度下降的问题,提出利用编队卫星对非合作目标进行联合跟踪的方法。采用考虑地球非球形J2引力摄动的轨道动力学模型,建立多视线测量模型,融合编队卫星对目标的观测数据。然后,基于新息设计增益调节矩阵提高滤波器在测量故障条件下的鲁棒性。最后,建立仿真模型进行验证。仿真结果表明,相比单星跟踪,该方法的位置误差和速度误差分别减少了27.06%和26.96%。在系统存在异常量测时,相比常规滤波,该方法也具有更高的精确性和更好的鲁棒性。