A PDF multitarget tracker

A probability density function (pdf) based approach to the multitarget tracking problem is presented. The input data are obtained by measurements over time from a front-end detector. The desired output is the number of targets present and the parameters of each target. The same approach has previously been used for time delay detection and tracking problems and is adapted to this problem This approach is an alternative to the traditional approach of “association” and “tracking” on the measurements     

Tracking in Clutter using IMM-IPDA?Based Algorithms

We describe three single-scan probabilistic data association (PDA) based algorithms for tracking manoeuvering targets in clutter. These algorithms are derived by integrating the interacting multiple model (IMM) estimation algorithm with the PDA approximation. Each IMM model a posteriori state estimate probability density function (pdf) is approximated by a single Gaussian pdf. Each algorithm recursively updates the probability of target existence, in the manner of integrated PDA (IPDA). The probability of target existence is a track quality measure, which can be used for false track discrimination. The first algorithm presented, IMM-IPDA, is a single target tracking algorithm. Two multitarget tracking algorithms are also presented. The IMM-JIPDA algorithm calculates a posteriori probabilities of all measurement to track allocations, in the manner of the joint IPDA (JIPDA). The number of measurement to track allocations grows exponentially with the number of shared measurements and the number of tracks which share the measurements. Therefore, IMM-JIPDA can only be used in situations with a small number of crossing targets and low clutter measurement density. The linear multitarget IMM-IPDA (IMM-LMIPDA) is also a multitarget tracking algorithm, which achieves the multitarget capabilities by integrating linear multitarget (LM) method with IMM-IPDA. When updating one track using the LM method, the other tracks modulate the clutter measurement density and are subsequently ignored. In this fashion, LM achieves multitarget capabilities using the number of operations which are linear in the: number of measurements and the number of tracks, and can be used in complex scenarios, with dense clutter and a large number of targets.     

Coherent detection of radar targets in a non-gaussian background

The problem of detecting radar targets against a background of coherent, correlated, non-Gaussian clutter is studied with a two-step procedure. In the first step, the structure of the amplitude and the multivariate probability density functions (pdfs) describing the statistical properties of the clutter is derived. The starting point for this derivation is the basic scattering problem, and the statistics are obtained from an extension of the central limit theorem (CLT). This extension leads to modeling the clutter amplitude statistics by a mixture of Rayleigh distributions. The end product of the first step is a multidimensional pdf in the form of a Gaussian mixture, which is then used in step 2. The aim of step 2 is to derive both the optimal and a suboptimal detection structure for detecting radar targets in this type of clutter. Some performance results for the new detection processor are also given     

The Effect of Jamming on Monopulse Accuracy

An expression is applied for the probability density function (pdf) of the monopulse ratio when skin echoes from a passive target are contaminated by interference from a jammer. The analysis is valid for arbitrary signal-to-jam ratio and arbitrary locations of the target and jammer in the beam. For an on-axis skin target and a stand-off jammer at an off-axis location, the "pulling" effect of the jammer and the accuracy of the angle estimate are compared with the approximations currently employed in radar performance analysis. The pdf of the monopulse ratio for large and for small signal-to-jam ratios is presented, showing that the pdf is bimodal at small signal-to-jam ratio.     

The Ratios of Functions of Random Variables

Given the joint probability density function (pdf), pX(xl, ..., xN), of the random variables x1, xN, a new method is developed for determining the pdf of the ratio f(X)lg(X) where f and g are arbitrary functions. The method is then applied to calculate the pdf of x1 lx2 where x1 and x2 are correlated Gaussians with arbitrary means and variances.     

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.     

Statistical description of monopulse parameters for trackingRayleigh targets

The conditional probability density function (pdf) is developed for each monopulse measurement of a Rayleigh target by conditioning the pdf of the complex monopulse ratio on the measured amplitude of the sum signal. The conditional pdf is used to develop the conditional Cramer-Rao Lower Bound (CRLB) for any unbiased estimator of the direction-of-arrival (DOA). Conditional maximum likelihood (CML) and conditional method of moments (CMM) estimators of the DOA are developed along with estimates of the variances associated with the monopulse ratio and DOA estimate. Using simulation results, the performances of the CML and CMM estimators of the DOA are compared with the performance of standard monopulse ratio and the performances of the variance estimators are also studied     

On near wall measurements of wall bounded flows—The necessity of an accurate determination of the wall position

The present review paper is an account on the experimental determination of the wall position relative to the probe in wall-bounded turbulent flow studies. A thorough review on common measurement techniques as well as correction methods reveals, that there are a number of pitfalls, that—when not accounted for—can lead to wrong conclusions about the wall position and thereby also on the near-wall behaviour of mean and turbulence quantities. Employing the state-of-the-art databases from direct numerical simulations of wall-bounded turbulent flows various indirect methods have been tested and assessed in terms of their robustness and accuracy. It is also demonstrated that accurate measurements reaching the viscous sublayer are necessary in order to ensure a correctly deduced wall position, and dependent quantities as for instance the near-wall scaling of mean (e.g. Reynolds number dependence of the buffer region or the log law constants) and turbulence (e.g. the near-wall peak location of Reynolds stresses) quantities.In experiments using hot-wires near the wall it is well known that heat conduction between the hot-wire and the wall gives errors and mean velocity data from the viscous sublayer can usually not be used to determine the wall position. In this paper we introduce a new method which takes advantage of the similarity of the probability density distributions (pdf) in the near wall region. By using the high velocity data of the pdf, which is shown not to be affected by heat conduction, the heat conduction problem can be circumvented.Extensive appendices are included, describing the history and present knowledge about the scaling of the mean velocity in the near wall and overlap regions in wall bounded turbulent flows.     

Thermal Noise in Amplitude Comparison Monopulse Systems

In this paper we consider the problem of estimation of angle of arrival in an Amplitude Comparison Monopulse antenna arrangement with the explicit inclusion of internally generated thermal, i.e., receiver, noise as an interference to the desired measurement. A pulsed type radar is assumed, and an ideal (i.e., point) radar target is postulated. This latter restriction is made so that consideration of the effects of target scintillation, glint, or other external random phenomena can be excluded from our treatment of the problem. In this context, a maximum likelihood analysis is made to determine the form of the estimate of angle of arrival, and the probability density function (pdf) of this quantity is computed. The form of the estimate is found to be a ratio of Gaussian variables quite like that used in conventional monopulse signal processing. The pdf obtained for the estimate is believed to be new, and it serves to emphasize the bias and indeterminate variance effects associated with this type of nonlinear signal processing. Some useful approximations to the pdf are discussed, and a unit of precision for the estimate is defined.     

关于航空发动机结构声疲劳寿命估算方法的探讨

噪声载荷是一种高频、宽带随机载荷,在低循环疲劳寿命预测中被广泛采用的时域计数法很难直接利用。根据现有的累积疲劳损伤理论,噪声载荷下结构疲劳寿命分析的关键在于如何在频域中获得雨流循环的概率密度函数。本文对从疲劳应力功率谱密度出发获得寿命估算所需要的应力峰值或应力雨流循环幅值的概率密度函数的方法进行了分析与比较,并对发动机结构声疲劳分析中值得深入研究及发展的方法给出了建议。      

Tracker and signal processing for the benchmark problem with unresolved targets

Radar signal processing is particularly important in tracking closely spaced targets and targets in the presence of sea-surface-induced multipath. Closely spaced targets can produce unresolved measurements when they occupy the same range cell of the radar. These issues are the salient features of the benchmark problem for tracking unresolved targets combined with radar management, for which this paper presents the only complete solution to date. In this paper a modified version of a recently developed maximum likelihood (ML) angle estimator, which can produce two measurements from a single (unresolved) detection, is presented. A modified generalized likelihood ratio test (GLRT) is also described to detect the presence of two unresolved targets. Sea-surface-induced multipath can produce a severe bias in the elevation angle measurement when the conventional monopulse ratio angle extractor method is used. A modified version of a recently developed ML angle extractor, which produces nearly unbiased elevation angle measurements and significantly improves the track accuracy, is presented. Efficient radar resource allocation algorithms for two closely spaced targets and targets flying close to the sea surface are also presented. Finally, the IMMPDAF (interacting multiple model estimator with probabilistic data association filter modules) is used to track these targets. It is found that a two-model IMMPDAF performs better than the three-model version used in the previous benchmark. Also, the IMMPDAF with a coordinated turn model works better than the one using a Wiener process acceleration model. The signal processing and tracking algorithms presented here, operating in a feedback manner, form a comprehensive solution to the most realistic tracking and radar management problem to date.     

A method for improving extended Kalman filter performance forangle-only passive ranging

A relatively simple method is presented which eliminates previously reported (Oct. 1985) erratic estimation performance associated with Cartesian formulations of the extended Kalman filter (EKF) for the 2D angle-only emitter location problem. The technique is based on an initialization procedure which combines a priori probability density function (pdf) information with single measurement a posteriori pdf information in a manner which is more efficient than the EKF. Simulation results are presented which demonstrate the utility of the technique as compared with a previously offered modified gain EKF     

Monopulse DOA estimation of two unresolved Rayleigh targets

This paper provides for new approaches to the processing of unresolved measurements as two direction-of-arrival (DOA) measurements for tracking closely spaced targets rather than the conventional single DOA measurement of the centroid. The measurements of the two-closely spaced targets are merged when the target echoes are not resolved in angle, range, or radial velocity (i.e., Doppler processing). The conditional Cramer Rao lower bound (CRLB) is developed for the DOA estimation of two unresolved Rayleigh targets using a standard monopulse radar. Then the modified CRLB is used to give insight into the boresight pointing for monopulse DOA estimation of two unresolved targets. Monopulse processing is considered for DOA estimation of two unresolved Rayleigh targets with known or estimated relative radar cross section (RCS). The performance of the DOA estimator is studied via Monte Carlo simulations and compared with the modified CRLB     

Tracking of crossing targets with imaging sensors

The authors present an algorithm for the tracking of crossing targets using the centroid measurement and the centroid offset measurement of the distributed image formed by the targets. The measurements are obtained by a forward-looking infrared (FLIR) imaging sensor. The joint probabilistic data association merged-measurement coupled filter (JPDAMCF) is used for state estimation which performs filtering in a coupled manner for the targets with common measurements. Two filters are examined: one assuming the displacement noise white and the other one modeling it correctly as autocorrelated. The latter is shown to yield substantially better performance. The proposed algorithm demonstrates the usefulness of the JPDAMCF for tracking crossing targets in combination with the models for the centroid and offset measurements. Even though the centroid offset measurement requires more computations and a more complex model for estimation, it yields significantly better results if the filter accounts for its colored measurement noise     

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     

Biparametric linear estimation for CFAR against Weibull clutter

The authors deal with constant false alarm rate (CFAR) procedures against nonstationary clutter, modeled as a Weibull distributed process whose scale parameter α and shape parameter β are both variable. It is shown that conventional CFAR procedures, which compensate only for α, degrade intolerably as β deviates from β=2, namely, as the Rayleigh distributional assumption is violated. A biparametric CFAR procedure is shown to be suited to such situations. The authors introduce a logarithmic transformation to reduce the Weibull probability density function (pdf) to a Gumbel pdf, i.e., to the location-scale type, and then exploit the best linear unbiased estimation (BLUE) of location-scale parameters to adjust the detection threshold. True CFAR is thus achieved when the clutter is locally homogeneous. Resilience against local inhomogeneities can also be conferred since BLUE lends itself to censoring. Through a performance analysis, the influence of various system and distributional parameters is elicited     

Multi-Target Tracking in Clutter without Measurement Assignment

When tracking targets using radars and sonars, the number of targets and the origin of data is uncertain. Data may be false measurements or clutter, or they may be detections from an unknown number of targets whose possible trajectories and detection processes can only be described in a statistical manner. Optimal all-neighbor multi-target tracking (MTT) in clutter enumerates all possible joint measurement-to-track assignments and calculates the a posteriori probabilities of each of these joint assignments. The numerical complexity of this process is combinatorial in the number of tracks and the number of measurements. One of the key differences between most MTT algorithms is the manner in which they reduce the computational complexity of the joint measurement-to-track assignment process. We propose an alternative approach, using a form of soft assignment, that enables us to bypass this step entirely. Specifically, our approach treats possible detections of targets followed by other tracks as additional clutter measurements. It starts by approximating the a~priori probabilities of measurement origin. These probabilities are then used to modify the clutter spatial density at the location of the measurements. A suitable single target tracking (STT) filter then uses the modified clutter intensity for updating the track state. In effect, the STT filter is transformed into an MTT filter with a numerical complexity that is linear in the number of tracks and the number of measurements. Simulations show the effectiveness of this approach in a number of different multi-target scenarios.     

Multiple Gaussian Targets: The Track-on-Jam Problem

When a radar with amplitude comparison monopulse arithmetic encounters signals from multiple Gaussian sources it will "point" to the centroid of the incident radiation. The probability density function (pdf) of the monopulse ratio when N independent samples of difference and sum signals are processed in a maximum likelihood receiver is derived. For finite jam-to-noise ratio the estimate has a bias which is independent of N. The variance in the estimate does however depend upon N. Central moments of order less than or equal 2N - 2 exist and are given by a simple formula. Plots of the pdf and its bias and variance for various jam-to-noise ratios, locations of the centroid with respect to the boresight direction, and number of samples processed are presented in the accompanying figures.     

HRR Detector for Slow-Moving Targets in Sea Clutter

The radar detection of targets in the presence of sea clutter has historically relied upon the radial velocity of targets with respect to the radar platform either by exploiting the relative target Dopplers (for targets with sufficient radial velocity) or by discerning the paths targets traverse from scan to scan. For targets with little to no radial velocity component, though, it can become quite difficult to differentiate targets from the surrounding sea clutter. This paper addresses the detection of slow-moving targets in sea clutter using a high resolution radar (HRR) such that the target has perceptible extent in range. Under the assumption of completely random sea clutter spikes based on an epsiv-contaminated mixture model with the signal and clutter powers known, optimal detection performance results from using the likelihood ratio test (LRT). However, for realistic sea clutter, the clutter spikes tend to be a localized phenomenon. Based upon observations from real radar data measurements, a heuristic approach exploiting a salient aspect of the idealized LRT is developed which is shown to perform well when applied to real measured sea clutter.     

纤维位置随机引起的复合材料性能分散性研究

采用Monte-Carlo方法分别用均匀分布和正态分布模拟复合材料纤维中心位置的随机变化,得到材料截面图像。然后用像素对材料截面图进行网格划分,作为通用单胞模型的输入,计算出复合材料性能的子样。最后用数理统计的方法处理数据得到材料性能的统计特性数据。分析结果表明:本文采用的模拟方法是合理有效的。由纤维位置变化引起的材料分散性随纤维体积比的变化先增大然后减小。三参数威布尔分布和正态分布较好地描述了各个弹性参数的分布。