基于交互多模型和中值滤波的加速度估计方法

针对交互多模型算法对目标加速度估计误差较大的不足,提出了一种基于交互多模型和中值滤波的目标加速度估计方法.通过对交互多模输出的加速度信息进行中值滤波提高对加速度估计的精度.计算机仿真表明,该方法比交互多模型对匀速目标,特别是机动目标具有更好的加速度估计能力,且便于工程实现.     

飞行轨迹预测的两种变结构IMM算法

针对交互式多模型(IMM)算法的缺陷,把变结构思想运用到此算法中,给出变结构交互式多模型(VSIMM)算法。基于图论知识,提出两种变结构算法:转换图交互式多模型(SGIMM)算法和自适应图交互式模型(AGIMM)算法。通过仿真试验,验证了这2种变结构算法的优越性,同时分析了2种算法的不同点。     

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     

Minimal submodel-set algorithm for maneuvering target tracking

The variable structure multiple model (VSMM) approach to the maneuvering target tracking problem is considered. A new VSMM design, the minimal submodel-set switching (MSMSS) algorithm for tracking a maneuvering target is presented. The MSMSS algorithm adaptively determines the minimal set of models from the total model set and uses this to perform multiple models (MM) estimation. In addition, an iterative MSMSS algorithm with improved maneuver detection and termination properties is developed. Simulations results demonstrate that, compared with a standard interacting MM (IMM), the proposed algorithms require significantly lower computation while maintaining similar tracking performance. Alternatively, for a computational load similar to IMM, the new algorithms display significantly improved performance.     

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     

Interacting acceleration compensation algorithm for trackingmaneuvering targets

The two-stage Kalman estimator has been studied for state estimation in the presence of random bias and applied to the tracking of maneuvering targets by treating the target acceleration as a bias vector. Since the target acceleration is considered a bias, the first stage contains a constant velocity motion model and estimates the target position and velocity, while the second stage estimates the target acceleration when a maneuver is detected, the acceleration estimate is used to correct the estimates of the first stage. The interacting acceleration compensation (IAC) algorithm is proposed to overcome the requirement of explicit maneuver detection of the two-stage estimator. The IAC algorithm is viewed as a two-stage estimator having two acceleration models: the zero acceleration of the constant velocity model and a constant acceleration model. The interacting multiple model (IMM) algorithm is used to compute the acceleration estimates that compensate the estimate of the constant velocity filter. Simulation results indicate the tracking performance of the IAC algorithm approaches that of a comparative IMM algorithm while requiring approximately 50% of the computations     

Application of the Kalman-Levy Filter for Tracking Maneuvering Targets

Among target tracking algorithms using Kalman filtering-like approaches, the standard assumptions are Gaussian process and measurement noise models. Based on these assumptions, the Kalman filter is widely used in single or multiple filter versions (e.g., in an interacting multiple model (IMM) estimator). The oversimplification resulting from the above assumptions can cause degradation in tracking performance. In this paper we explore the application of Kalman-Levy filter to handle maneuvering targets. This filter assumes a heavy-tailed noise distribution known as the Levy distribution. Due to the heavy-tailed nature of the assumed distribution, the Kalman-Levy filter is more effective in the presence of large errors that can occur, for example, due to the onset of acceleration or deceleration. However, for the same reason, the performance of the Kalman-Levy filter in the nonmaneuvering portion of track is worse than that of a Kalman filter. For this reason, an IMM with one Kalman and one Kalman-Levy module is developed here. Also, the superiority of the IMM with Kalman-Levy module over only Kalman-filter-based IMM for realistic maneuvers is shown by simulation results.     

引入神经网络的交互式多模型算法

在交互式多模型算法中引入神经网络算法以改进目标跟踪的精度。利用神经网络算法对基于机动目标“当前”统计模型的均值和方差自适应滤波算法进行修改,提高该算法的性能,然后采用交互作用多模型算法跟踪机动目标,提高了机动目标的跟踪精度。     

ALGORITHMS FOR TRACKING MANEUVERING TARGET WITH PHASED ARRAY RADAR

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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     

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     

Multiple-model estimation with variable structure. IV. Design andevaluation of model-group switching algorithm

For pt. III see ibid., vol. 35, pp. 225-41 (1999). A variable-structure multiple-model (VSMM) estimator, called model-group switching (MGS) algorithm, has been presented in Part III, which is the first VSMM estimator that is generally applicable to a large class of problem with hybrid (continuous and discrete) uncertainties. In this algorithm, the model-set is made adaptive by switching among a number of predetermined groups of models. It has the potential to be substantially more cost-effective than fixed-structure MM (FSMM) estimators, including the Interacting Multiple-Model (IMM) estimator. A number of issues of major importance in the application of this algorithm are investigated here, including the model-group adaptation logic and model-group design. The results of this study are implemented via a detailed design for a problem of tracking a maneuvering target using a time-varying set of models, each characterized by a representative value of the expected acceleration of the target. Simulation results are given to demonstrate the performance (based on more reasonable and complete measures than commonly used rms errors alone) and computational complexity of the MGS algorithm, relative to the fixed-structure IMM (FSIMM) estimator using all models, under carefully designed and fair random and deterministic scenarios     

Novel Nonlinear Filtering & Prediction Method for Maneuvering Target Tracking

A new nonlinear filtering and prediction (NFP) algorithm with input es?imation is proposed for maneuvering target tracking. In the proposed method, the acceleration level is determined by a decision process, where a least squares (LS) estimator plays a major role in detecting target maneuvering within a sliding window. We first illustrate that the optimal solution to minimize the mean squared error (MSE) must consider a trade-off between the bias and error variance. For the application of target tracking, we then derive the MSE of target positions in a closed form by using orthogonal space decompositions. Then we discuss the NFP estimator, and evaluate how well the approach potentially works in the case of a set of given system parameters. Comparing with the traditional unbiased minimum variance filter (UMVF), Kalman filter, and interactive multiple model (IMM) algorithms, numerical results show that the newly proposed NFP method performs comparable or better in all scenarios with significantly less computational requirements.     

Ground target tracking with variable structure IMM estimator

In this paper we present the design of a Variable Structure Interacting Multiple Model (VS-IMM) estimator for tracking groups of ground targets on constrained paths using Moving Target Indicator (MTI) reports obtained from an airborne sensor. The targets are moving along a highway, with varying obscuration due to changing terrain conditions. In addition, the roads can branch, merge or cross-the scenario represents target convoys along a realistic road network with junctions, changing terrains, etc. Some of the targets may also move in an open field. This constrained motion estimation problem is handled using an IMM estimator with varying mode sets depending on the topography, The number of models in the IMM estimator, their types and their parameters are modified adaptively, in real-time, based on the estimated position of the target and the corresponding road/visibility conditions. This topography-based variable structure mechanism eliminates the need for carrying all the possible models throughout the entire tracking period as in the standard IMM estimator, significantly improving performance and reducing computational load. Data association is handled using an assignment algorithm. The estimator is designed to handle a very large number of ground targets simultaneously. A simulated scenario consisting of over one hundred targets is used to illustrate the selection of design parameters and the operation of the tracker. Performance measures are presented to contrast the benefits of the VS-IMM estimator over the Kalman filter and the standard IMM estimator, The VS-IMM estimator is then combined with multidimensional assignment to gain “time-depth.” The additional benefit of using higher dimensional assignment algorithms for data association is also evaluated     

MAP estimation of target manoeuvre sequence with theexpectation-maximization algorithm

Two algorithms are derived for the problem of tracking a manoeuvring target based on a sequence of noisy measurements of the state. Manoeuvres are modeled as unknown input (acceleration) terms entering linearly into the state equation and chosen from a discrete set. The expectation maximization (EM) algorithm is first applied, resulting in a multi-pass estimator of the MAP sequence of inputs. The expectation step for each pass involves computation of state estimates in a bank of Kalman smoothers tuned to the possible manoeuvre sequences. The maximization computation is efficiently implemented using the Viterbi algorithm. A second, recursive estimator is then derived using a modified EM-type cost function. To obtain a dynamic programming recursion, the target state is assumed to satisfy a Markov property with respect to the manoeuvre sequence. This results in a recursive but suboptimal estimator implementable on a Viterbi trellis. The transition costs of the latter algorithm, which depend on filtered estimates of the state, are compared with the costs arising in a Viterbi-based manoeuvre estimator due to Averbuch, et al. (1991). It is shown that the two criteria differ only in the weighting matrix of the quadratic part of the cost function. Simulations are provided to demonstrate the performance of both the batch and recursive estimators compared with Averbuch's method and the interacting multiple model filter     

Interacting multiple model methods in target tracking: a survey

The Interacting Multiple Model (IMM) estimator is a suboptimal hybrid filter that has been shown to be one of the most cost-effective hybrid state estimation schemes. The main feature of this algorithm is its ability to estimate the state of a dynamic system with several behavior modes which can “switch” from one to another. In particular, the IMM estimator can be a self-adjusting variable-bandwidth filter, which makes it natural for tracking maneuvering targets. The importance of this approach is that it is the best compromise available currently-between complexity and performance: its computational requirements are nearly linear in the size of the problem (number of models) while its performance is almost the same as that of an algorithm with quadratic complexity. The objective of this work is to survey and put in perspective the existing IMM methods for target tracking problems. Special attention is given to the assumptions underlying each algorithm and its applicability to various situations     

基于多代理模型的航空发动机建模及优化方法

为了进一步提高航空发动机建模及优化方法的性能,本文提出了一种基于多代理模型技术的建模及优化方法。本文首先提出了一种新的代理模型全局误差估计方法,以此建立了新的多代理模型建模方法。然后提出了一种组合模型预测偏差估计方法,以此发展了一种基于多代理模型技术的优化方法。6个不同维度及不同训练集大小的解析测试算例的结果表明,本文所发展的建模方法相较于现有方法精度更高,本文所发展的优化方法相较于经典代理模型优化方法算法收敛性更强。同时变循环发动机稳态性能建模及加速燃油控制规律优化实例表明,本文所发展的方法在处理实际工程问题时,依旧可以表现出良好的算法性能。     

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…     

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     

Maneuvering target tracking using IMM method at high measurementfrequency

The problem of tracking a maneuvering target with a high measurement frequency is considered. The measurement noise is significantly correlated when the measurement frequency is high. A simple decorrelation process is proposed to enhance the interacting multiple model (IMM) algorithm to track a maneuvering target with correlated measurement noise. It is found that the decorrelation process may improve system performance significantly, especially in velocity and acceleration estimations