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-frame track-before-detect algorithm based on root label clustering for multiple targets

In this paper, a novel multi-frame track-before-detect algorithm is proposed, which is based on root label clustering to reduce the high computational complexity arising by observation area expansion and clutter/noise density increase. A criterion of track extrapolation is used to construct state transition set, root label is marked by state transition set to obtain the distribution information of multiple targets in measurement space, then measurement plots of multi-frame are divided into sever...     

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     

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     

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.     

A closed-form solution for moving source localization using LBI changing rate of phase difference only

Due to the deficiencies in the conventional multiple-receiver localization systems based on direction of arrival(DOA) such as system complexity of interferometer or array and amplitude/phase unbalance between multiple receiving channels and constraint on antenna configuration,a new radiated source localization method using the changing rate of phase difference(CRPD)measured by a long baseline interferometer(LBI) only is studied. To solve the strictly nonlinear problem, a two-stage closed-form solution is proposed. In the first stage, the DOA and its changing rate are estimated from the CRPD of each observer by the pseudolinear least square(PLS) method,and then in the second stage, the source position and velocity are found by another PLS minimization. The bias of the algorithm caused by the correlation between the measurement matrix and the noise in the second stage is analyzed. To reduce this bias, an instrumental variable(IV) method is derived. A weighted IV estimator is given in order to reduce the estimation variance. The proposed method does not need any initial guess and the computation is small. The Cramer–Rao lower bound(CRLB) and mean square error(MSE) are also analyzed. Simulation results show that the proposed method can be close to the CRLB with moderate Gaussian measurement noise.     

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     

基于恒模特性的QPSK-DSSS信号扩频序列估计

 针对非合作低信噪比条件下的QPSK-DSSS信号,提出一种基于恒模特性的扩频序列估计算法。该算法首先将单用户QPSK-DSSS信号等效为两用户的BPSK-DSSS信号,其次通过对信号协方差矩阵进行特征分解,估计出由同相与正交两路扩频序列张成的二维信号子空间,最后利用扩频序列的恒模特性消除特征分解带来的酉阵模糊问题,实现扩频序列的精确估计。本文提出算法实现简单,相对目前现有传统算法具有较低的计算复杂度,而且计算机仿真表明:本文提出算法在低信噪比条件下具有优良的估计性能。     

Application of Road Information in Ground Moving Target Tracking

A new algorithm is developed to achieve accurate state estimation in ground moving target tracking by means of using road information. It is an adaptive variable structure interacting multiple model estimator with dynamic models modification （DMM VS-IMM for short）. Firstly, road information is employed to modify the target dynamic models used by filter, including modification of state transition matrix and process noise. Secondly, road information is applied to update the model set of a VS-IMM estimator. Predicted state estimation and road information are used to locate the target in the road network on which the model set is updated and finally IMM filtering is implemented. As compared with traditional methods, the accuracy of state estimation is improved for target moving not only on a single road, but also through an intersection. Monte Carlo simulation demonstrates the efficiency and robustness of the proposed algorithm with moderate computational loads.     

相关色噪声下无冗余累积量稀疏表示DOA估计

针对传统均匀线阵中四阶累积量计算复杂度大、对快拍数敏感的问题,提出了一种快速去冗余的高分辨波达方向估计新方法。该方法首先通过构造选择矩阵对四阶累积量矩阵进行第1次降维处理,摒弃传统四阶累积量中大量冗余数据,然后对无冗余累积量矩阵进行矢量化并通过二次降维得到统计性能更优的向量观测模型,最后在相应的过完备基下建立观测模型的稀疏表示进行波达方向(Direction of Arrival,DOA)估计。同时将方法推广到L型阵列2维DOA估计,扩展了其应用范围。与传统的四阶累积量方法相比,该方法大大地减小了计算量,对快拍数要求不高,并且能够有效地抑制相关色噪声。理论分析和仿真实验验证了该方法对1维和2维DOA估计都具有较高的估计精度和分辨率。     

Generalized input-estimation technique for tracking maneuveringtargets

A new input estimation technique for target tracking problem is proposed. Conventional input estimation techniques assume that the target maneuver level is constant within the detection window, which has been the major drawback of the techniques. The proposed technique is developed to overcome this drawback by modeling the target maneuver as a linear combination of some basic time functions. The resulting algorithm has a generalized formulation including earlier works on input estimation. A detection performance of the proposed algorithm is analyzed by investigating the detection sensitivity according to the selection of maneuver models and other design parameters such as the detection window size, measurement noise level, and sampling step size. A computer simulation study shows that the estimation performance of the proposed algorithm is comparable to Bogler's input estimation method while the computation time is greatly reduced     

Radar Measurement Noise Variance Estimation with Several Targets of Opportunity

A number of methods exist to track a target's uncertain motion through space using inherently inaccurate sensor measurements. A powerful method of adaptive estimation is the interacting multiple model (IMM) estimator. In order to carry out state estimation from the noisy measurements of a sensor, however, the filter should have knowledge of the statistical characteristics of the noise associated with that sensor. The statistical characteristics (accuracies) of real sensors, however, are not always available, in particular for legacy sensors. A method is presented of determining the measurement noise variances of a sensor, assumed to be constant, by using multiple IMM estimators while tracking targets whose motion is not known---targets of opportunity. Combining techniques outlined in [2] and [6], the likelihood functions are obtained for a number of IMM estimators, each with different assumptions on the measurement noise variances. Then a search is carried out over a varying grid of IMMs to bracket the variances of the sensor measurement noises. The end result consists of estimates of the measurement noise variances of the sensor in question.     

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.     

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     

基于自适应步长选择的周期格型线搜索估计

稀疏、含噪观测条件下周期点过程的周期估计是一个经典的信号处理问题。针对该问题,提出了一种格型线搜索(LLS)算法,该算法通过数值方式搜索似然函数的最大值,但其性能取决于人为预先选取的搜索步长。推导了一个步长计算公式,并利用该公式改进了LLS算法。改进的LLS算法能够自适应选择搜索步长,其达到的克拉美-罗界(CRLB)的信噪比(SNR)门限与最大似然估计(MLE)算法一致,但计算复杂度比后者低一个多的数量级。性能分析与仿真实验表明,所提算法比已有算法能更好地实现估计精度与复杂度的折中。     

Modified input estimation technique using pseudoresiduals

An adaptive tracking filter for maneuvering targets is proposed using modified input estimation technique. Pseudoresiduals are defined using measurements and the velocity estimate at the hypothesized maneuver onset time. With the pseudoresiduals and a new target model representing transitions of nominal accelerations, a new input estimation method for tracking a maneuvering target is derived. Since the proposed detection technique is more sensitive to maneuvers than previous work, the shorter window length can be employed to detect and compensate target maneuvers. Also shown is that the tracking performance of the proposed filter is similar to that of interacting multiple model method (IMM) with 3 models, while computational loads of our method are drastically reduced     

Nonlinear Estimation with Radar Observations

The nonlinearities of the radar measurement model equation are examined and their influence upon the accuracy of filtering and smoothing is determined. A simple algorithm by which the effects from these nonlinearities can be significantly reduced is derived. It consists of processing the radar observations in this order: azimuth, elevation, and range, using the azimuth residual to evaluate the elevation residual, and then using this combined result to evaluate the range residual. The accuracy of estimates obtained via the algorithm is compared with and shown to be superior to that of the extended Kalman filter (EKF). Furthermore, use of the algorithm does not increase the computational complexity of estimation beyond that of the EKF.     

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.     

A measurement-driven adaptive probability hypothesis density filter for multitarget tracking

This paper studies the dynamic estimation problem for multitarget tracking. A novel gating strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiveness of the probability hypothesis density(PHD) filter. Firstly, a measurement-driven mechanism based on this gating technique is designed to classify the measurements. In this mechanism, only the measurements for the existing targets are considered in the update step of the existing targets while the measurements of newborn targets are used for exploring newborn targets. Secondly, the gating strategy enables the development of a heuristic state estimation algorithm when sequential Monte Carlo(SMC) implementation of the PHD filter is investigated, where the measurements are used to drive the particle clustering within the space gate.The resulting PHD filter can achieve a more robust and accurate estimation of the existing targets by reducing the interference from clutter. Moreover, the target birth intensity can be adaptive to detect newborn targets, which is in accordance with the birth measurements. Simulation results demonstrate the computational efficiency and tracking performance of the proposed algorithm.     

A nonlinear IMM algorithm for maneuvering target tracking

In target tracking, the measurement noise is usually assumed to be Gaussian. However, the Gaussian modeling of the noise may not be true. Noise can be non-Gaussian. The non-Gaussian noise arising in a radar system is known as glint noise. The distribution of glint noise is long tailed and will seriously affect the tracking performance. We develop a new algorithm that can effectively track a maneuvering target in the glint environment The algorithm incorporates the nonlinear Masreliez filter into the interactive multiple model (IMM) method. Simulations demonstrate the superiority of the new algorithm