Tracking multiple targets with correlated measurements andmaneuvers

The problem of tracking N targets with correlation in both measurement and maneuver statistics is solved by transforming to a coordinate frame in which the N targets are decoupled. For the case of N identical targets, the decoupling is shown to coincide with a transformation to a set of nested center-of-mass coordinates. Absolute and differential tracking accuracies are compared with suboptimal results to show the improvement that is achieved by properly exploiting the correlation between targets     

An Adaptive Two-Dimensional Kalman Tracking Filter

A continuously adaptive two-dimensional Kalman tracking filter for a low data rate track-while-scan (TWS) operation is introduced which enhances the tracking of maneuvering targets. The track residuals in each coordinate, which are a measure of track quality, are sensed, normalized to unity variance, and then filtered in a single-pole filter. The magnitude Z of the output of this single-pole filter, when it exceeds a threshold Z1 is used to vary the maneuver noise spectral density q in the Kalman filter model in a continuous manner. This has the effect of increasing the tracking filter gains and containing the bias developed by the tracker due to the maneuvering target. The probability of maintaining track, with reasonably sized target gates, is thus increased, The operational characteristic of q versus Z assures that the tracker gains do not change unless there is high confidence that a maneuver is in progress.     

A Decision?Directed Adaptive Tracker

In the design of a tracking filter for air traffic control (ATC) applications, a maneuvering aircraft can be modelled by a linear system with random noise accelerations. A Kalman filter tracker, designed on the basis of a variance chosen according to the distribution of the potential maneuver accelerations, will maintain track during maneuvers and provide some improvement in position accuracy. However, during those portions of the flight path where the aircraft is not maneuvering, the tracking accuracy will not be as good as if no acceleration noise had been allowed in the tracking filter. In this paper, statistical decision theory is used to derive an optimal test for detecting the aircraft maneuver; a more practical suboptimal test is then deduced from the optimal test. As long as no maneuver is declared, a simpler filter, based on a constant-velocity model, is used to track the aircraft. When a maneuver is detected, the tracker is reinitialized using stored data, up-dated to the present time, and then normal tracking is resumed as new data arrives. In essence, the tracker performs on the basis of a piecewise linear model in which the breakpoints are defined on-line using the maneuver detector. Simulation results show that there is a significant improvement in tracking capability using the decision-directed adaptive tracker.     

A tracking algorithm for maneuvering targets

A methodology for the tracking of maneuvering targets is presented. A quickest-detection scheme based on the innovation sequence is developed for a prompt detection of target maneuvers. The optimal length of a sliding window that minimizes the maneuver detection delay for a given false-alarm rate is determined. After maneuver detection, the system model is modified by adding a maneuver term. A recursive algorithm is proposed to estimate the maneuver magnitude. With this estimate, a modified Kalman filter is used for tracking. Simulation results demonstrate the superior performance of the algorithm, especially during target maneuvers     

跟踪飞机机动的自适应滤波方法

本文研究了对目标机动的最优检测问题,针对飞机主要有三种飞行状态:匀速直线运动、加速直线运动与圆运动这一特点,提出了既探测飞机机动又同时判断飞机作何种形式的机动的方法;并建议对飞机的不同飞行状态,采用相应的动态模型。在此基础上,给出了自适应滤波方法。最后给出的仿真计算果表明,自适应滤波方法有较高的跟踪精度。     

Analytical Results for the x, y Kalman Tracking Filter

A two-dimensional x, y Kalman tracking filter is analyzed for a track-while-scan (TWS) operation when the radar sensor measures range and bearing (r, ?) at uniform sampling intervals T seconds apart. This development explicitly considers the coupling between the quantities measured by the sensor (r, ?) and the Cartesian x, y coordinate system selected for the tracking operation. The steadystate components of the gain and error covariance matrixes are analytically determined under the assumption of a white noise maneuver acceleration model in two dimensions. These results are verified by computer calculation of the Kalman filter matrix equations.     

Adaptive Tracking Filter for Maneuvering Targets

A general method of continually restructuring an optimum Bayes-Kalman tracking filter is proposed by conceptualizing a growing tree of filters to maintain optimality on a target exhibiting maneuver variables. This tree concept is then constrained from growth by quantizing the continuously sensed maneuver variables and restricting these to a small value from which an average maneuver is calculated. Kalman filters are calculated and carried in parallel for each quantized variable. This constrained tree of several parallel Kalman filters demands only modest om; puter time, yet provides very good performance. This concept is implemented for a Doppler tracking system and the performance is compared to an extended Kalman filter. Simulation results are presented which show dramatic tracking improvement when using the adaptive tracking filter.     

Canonical transform for tracking with kinematic models

A canonical transform is presented that converts a coupled or uncoupled kinematic model for target tracking into a decoupled dimensionless canonical form. The coupling is due to non-zero off-diagonal terms in the covariance matrices of the process noise and/or the measurement noise, which can be used to model the coupling of motion and/or measurement between coordinates. The decoupled dimensionless canonical form is obtained by simultaneously diagonalizing the noise covariance matrices, followed by a spatial-temporal normalization procedure. This canonical form is independent of the physical specifications of an actual system. Each subsystem corresponding to a canonical coordinate is characterized by its process noise standard deviation, called the maneuver index as a generalization of the tracking index for target tracking, which characterizes completely the performance of a steady-state Kalman filter. A number of applications of this canonical form are discussed. The usefulness of the canonical transform is illustrated via an example of performance analysis of maneuvering target tracking in an air traffic control (ATC) system.     

一种新的基于机动检测的机动目标跟踪算法

针对Kalman滤波跟踪机动目标发散和目前多数自适应Kalman滤波算法对运动模型适应性不强的问题,提出了一种新的基于机动检测的机动目标跟踪算法,通过实时自适应的改变滤波模型提高对机动目标跟踪精度。对这种方法与Kalman滤波算法进行了计算机仿真比较,结果表明,该方法计算量小,可实时精确地自适应匹配目标的运动模型,可实现对机动目标稳定可靠的跟踪。     

Tracking a Maneuvering Target Using Input Estimation

The conventional Kalman tracking filter incurs mean tracking errors in the presence of a pilot-induced target maneuver. Chan,Hu, and Plant proposed a solution to this problem which used themean deviations of the residual innovation sequence to make corrections to the Kalman filter. This algorithm is further developedhere for the case of a one-dimensional Kalman filter, for which an Implementable closed-form recursive relation exists. Simulation results show that the Chan, Hu, and Plant method can accurately detect and correct an acceleration discontinuity under a variety of maneuver models and radar parameters. Also, the inclusion of thislogic into a multiple hypothesis tracking system is briefly outlined.     

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.     

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.     

基于强跟踪滤波的GPS/INS组合导航系统对准技术研究

针对卡尔曼滤波鲁棒性较差的问题,研究了基于强跟踪滤波方法的GPS/INS对准。建立了GPS/INS组合导航系统对准的误差模型,对机载装备系统进行GPS/INS组合导航系统的对准仿真分析,验证该方案的可行性及强跟踪滤波器的性能。仿真结果表明,采用强跟踪滤波能够根据残差的变化求出渐消因子,能够在机动过程中有效跟踪系统状态量,从而提高对准精度和速度。采用强跟踪滤波的GPS/INS组合导航系统对准技术可以保证对准的快速性及对准精度,对工程应用具有重要的参考价值。     

Multiple target tracking using products of position measurements

The continued development of the symmetric measurement equation (SME) filter for track maintenance in multiple target tracking (MTT) is considered, focusing on the case in which the SMEs are generated by forming sums of products of the original position measurements. The SME filter is developed for the case of N targets whose motions consist of random perturbations about constant-velocity trajectories. It is assumed that measurements of x-coordinate positions are available, and that the number of measurements is equal to the number of targets. Various analytical properties of the SME filter are studied. It is shown that under a very weak condition, the estimation error equation is locally exponentially stable. The performance of the SME filter is investigated by comparing it with an optimal (minimum-variance) estimator and by generating a computer simulation in the six-target case     

Incremental maneuver estimation model for target tracking

An incremental model for maneuver detection and estimation for use in target tracking with the Kalman filter is described. The approach is similar to the multiple Kalman filter bank, but with a memory for the maneuver status for the track under consideration. The advantage of this approach is that the target acceleration can be more accurately estimated. The maneuver-detection model has shown good maneuver-following capability. Moreover, it needs only a finite number of Kalman filters to handle all possible maneuver values and it responds quickly as maneuver occurs. When there is an abrupt maneuver change the model can still track the targets in short time     

Efficient algorithms for finding the K best paths througha trellis

A set of algorithms is presented for finding the best set of K mutually exclusive paths through a trellis of N nodes, with worst-case computation time bounded by N³log n for a fixed-precision computation. The algorithms are based on a transformation of the K-path trellis problem into an equivalent minimum-cost network flow (MCNF) problem. The approach allows the application of efficient MCNF algorithms, which can obtain optimal solutions orders of magnitude faster than the algorithm proposed by J.K. Wolf et al. (1989). The resulting algorithms extend the practicality of the trellis formulation (in terms of required computations) to multiobject tracking problems with much larger numbers of targets and false alarms. A response by Wolf et al. is included     

高超声速滑翔目标自适应跟踪方法

针对机动模式复杂多变的高超声速滑翔目标跟踪问题,提出了一种机动频率自适应跟踪方法。采用介于常速度和常加速度模型之间的Singer模型来表征目标气动力加速度的变化,从而建立跟踪系统的状态方程。根据地基雷达量测量获得系统的量测方程,鉴于距离和角度信息的量级相差较大将其由球形量测量转换为位置量测量。为了适应高超声速滑翔目标灵活多样的机动模式,基于正交性原理和无迹卡尔曼滤波算法实现了Singer模型中机动频率参数的自适应。利用滤波信息计算得到能够反映状态模型误差大小的调整因子,用于放大Singer模型中的机动频率,进而调整状态方程的过程噪声以降低模型误差。通过对2种典型机动轨迹的跟踪仿真,并与交互式多模型等方法进行比较,结果表明所提方法的跟踪精度高、计算量小,能够较好地适应阶跃机动和连续幅值变化的机动。     

单天基平台测向的空间非合作目标跟踪

针对仅含角度测量信息的单个天基平台可观测性较弱的问题,提出了一种含脉冲机动检测的空间非合作目标跟踪算法,并设计了非合作目标实时跟踪数据处理流程.该算法利用抗差估计技术和UKF（Unscented Kalman Filter,无迹卡尔曼滤波）算法构造目标跟踪滤波器,并综合残差多项式拟合和新息分布特征等方法实现目标机动检测,在天基平台观测信息类型有限和观测几何较差的情况下,可以同时排除孤立野值和成片测量野值的影响,实现非合作机动目标的连续稳定跟踪.数值实验验证了算法的可行性和有效性,也表明了跟踪精度和可靠性与测量精度密切相关.     

多坐标系下目标跟踪的联合滤波

针对雷达目标观测和处理在不同的坐标系下完成，本文提出了联合滤波算法来跟踪机动目标。该算法以卡尔曼滤波器为基础，直角坐标系下和极坐标系下的算法相联合，不仅克服了两种坐标系下滤波算法的不足，而且对机动目标有很好的跟踪效果。仿真实验结果表明了该算法的有效性。     

A multisensor tracking system with an image-based maneuver detector

Rapid and reliable decisions about the onset and termination of maneuvers are critical for accurate tracking of maneuvering targets. Given the appropriate filter model, the use of multiple sensors of different capabilities and strengths can improve the quality and the reliability of the tracking system A multisensor tracking system where the usage of the image sensor is two fold is presented. First, if is used to perform maneuver detection using minimum computation and storage. Second, its bearing and elevation measurements are used along with 3-D radar observations to improve the tracking quality. The advantages of the proposed multisensor tracking system are discussed and demonstrated via simulations