IMM estimator versus optimal estimator for hybrid systems

The special feature of the interacting multiple model (TMM) estimator that distinguishes it from other suboptimal multiple model (MM) estimators is the "mixing/interaction" between its "mode-matched" base state filtering modules at the beginning of each cycle. This note shows that the same feature is exactly what it has in common with the optimal estimator for hybrid (MM) systems and this can be seen as the main reason for its success.     

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     

Update with out-of-sequence measurements in tracking: exact solution

In target tracking systems measurements are typically collected in "scans" or "frames" and then they are transmitted to a processing center. In multisensor tracking systems that operate in a centralized manner, there are usually different time delays in transmitting the scans or frames from the various sensors to the center. This can lead to situations where measurements from the same target arrive out of sequence. Such "out-of-sequence" measurement (OOSM) arrivals can occur even in the absence of scan/frame communication time delays. The resulting "negative-time measurement update" problem, which is quite common in real multisensor systems, was solved previously only approximately in the literature. The exact state update equation for such a problem is presented. The optimal and two suboptimal algorithms are compared on a number of realistic examples, including a GMTI (ground moving target indicator) radar case.     

Integrated active fault-tolerant control using IMM approach

An integrated fault detection, diagnosis, and reconfigurable control scheme based on interacting multiple model (IMM) approach is proposed. Fault detection and diagnosis (FDD) is carried out using an IMM estimator. An eigenstructure assignment (EA) technique is used for reconfigurable feedback control law design. To achieve steady-state tracking, reconfigurable feedforward controllers are also synthesized using input weighting approach. The developed scheme can deal with not only actuator and sensor faults, but also failures in, system components. To achieve fast and reliable fault detection, diagnosis, and controller reconfiguration, new fault diagnosis and controller reconfiguration mechanisms have been developed by a suitable combination of the information provided by the mode probabilities from the IMM algorithm and an index related to the closed-loop system performance. The proposed approach is evaluated using an aircraft example, and excellent results have been obtained     

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     

Efficient fault tolerant estimation using the IMM methodology

Space systems are characterized by a low-intensity process noise resulting from uncertain forces and moments. In many cases, their scalar measurement channels can be assumed to be independent, with one-dimensional internal dynamics. The nominal operation of these systems can be severely damaged by faults in the sensors. A natural method that can be used to yield fault tolerant estimates of such systems is the interacting multiple model (IMM) filtering algorithm, which is known to provide very accurate results. However, having been derived for a general class of systems with switching parameters, the IMM filter does not utilize the independence of the measurement errors in different channels, nor does it exploit the fact that the process noise is of low intensity. Thus, the implementation of the IMM in this case is computationally expensive. A new estimation technique is proposed herein, that explicitly utilizes the aforementioned properties. In the resulting estimation scheme separate measurement channels are handled separately, thus reducing the computational complexity. It is shown that, whereas the IMM complexity is exponential in the number of fault-prone measurements, the complexity of the proposed technique is polynomial. A simulation study involving spacecraft attitude estimation is carried out. This study shows that the proposed technique closely approximates the full-blown IMM algorithm, while requiring only a modest fraction of the computational cost.     

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…     

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     

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     

Tracking of multiple maneuvering targets using multiscan JPDA and IMM filtering

The paper considers the problem of tracking multiple maneuvering targets in the presence of clutter using switching multiple target motion models. A novel suboptimal filtering algorithm is developed by applying the basic interacting multiple model (IMM) approach and the joint probabilistic data association (JPDA) technique. Unlike the standard single-scan JPDA approach, the authors exploit a multiscan joint probabilistic data association (mscan-JPDA) approach to solve the data association problem. The algorithm is illustrated via a simulation example involving tracking of four maneuvering targets and a multiscan data window of length two     

Performance enhancement of a multiple model adaptive estimator

We describe performance improvement techniques for a multiple model adaptive estimator (MMAE) used to detect and identify control surface and sensor failures on an unmanned flight vehicle. Initially failure identification was accomplished within 4 s of onset, but by removing the “β dominance” effects, bounding the hypothesis conditional probabilities, retuning the Kalman filters, increasing the penalty for measurement residuals, decreasing the probability smoothing, and increasing residual propagation, the identification time was reduced to 2 s     

Millimeter wave radar with clutter measurements

A portable millimeter wave test radar system, also suitable for battery operation, gives interesting possibilities for clutter recordings at hard-to-reach sites. The designed system covers all common radar frequencies from the Ka- to V-bands and enables spatial detection of targets or clutter elements within an adjustable time gate, whereby spatial clutter profiles of rain can be analyzed. The construction allows full operation with non-scanning antennas as well. This is advantageous when measuring temporal RCS variations of selected targets or surface clutter from snow dunes.     

Enhancements to a multiple model adaptive estimator/image-tracker

Three major enhancements to a previously devised multiple model adaptive estimator (MMAE) for target image tracking are developed and analyzed. These are: allowing some of the elemental filters to have rectangular fields of view and to be tuned for target dynamics that are harsher in one direction than others; considering both Gauss-Markov acceleration models and constant turn-rate models for target dynamics; and devising an initial target acquisition algorithm to remove important biases in the estimated target template to be used in a correlator within the tracker. Particularly good adaptation responsiveness is demonstrated in the multiple model algorithm's ability to handle harsh maneuver onset, yielding performance essentially equivalent to that of the best artificially informed tracking algorithm     

Improved tracking with mode-S data-linked velocity measurements

The use of downlinked airspeed and magnetic heading data to enhance tracking in mode-S equipped air traffic control (ATC) systems is examined. A tracker performing satisfactorily during straight line flight as well as during steep maneuvers is discussed. The filter copes easily with longitudinally accelerating targets and is suitable for tracking low-velocity targets like helicopters in all phases of flight. The filter assumes that the target flies in a circular path from sample to sample, which results in nonlinear system equations. The filter is suitable for implementation in three-dimensional tracking systems, particularly on the vertical axis, where target velocities are usually small     

Solar flare particle measurements with neutron monitors

We discuss the important parameters of solar neutron and proton emissions that can be determined by measurements with neutron monitors at the Earth. First, the methods of analysis for solar neutron events detected by neutron monitors are presented. Illustrations are given to show how these measurements can be used to understand the physics of the neutron production at the Sun. Second, the analytical methods for high-energy interplanetary solar proton events are presented. We then indicate how these observations of interplanetary solar protons can be used to infer the proton acceleration mechanisms at or near the Sun. This revised version was published online in June 2006 with corrections to the Cover Date.     

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     

The split symbol moments SNR estimator in narrow-band channels

The split symbol moments estimator (SSME) is an algorithm that is designed to estimate symbol signal-to-noise ratio (SNR) in the presence of additive white Gaussian noise (AWGN). The performance of the SSME algorithm in bandlimited channels is examined, and the effects of the resulting intersymbol interference (ISI) are quantified. All results obtained are in closed form and can be easily evaluated numerically for performance-prediction purposes. The results are also validated through digital simulations     

Multiple hypothesis track maintenance with possibly unresolved measurements

In surveillance problems dense clutter/dense target situations call for refined data association and tracking techniques. In addition, closely spaced targets may exist which are not resolved. This phenomenon has to be considered explicitly in the tracking algorithm. We concentrate on two targets which temporarily move in close formation and derive a generalization of MHT methods on the basis of a simple resolution model.     

Real time estimator for control of an orbiting single tether system

A real-time estimator is developed for the control of the Tether Dynamics Explorer (TDE) system. TDE is being used in a series of tethered satellite flight experiments whose purpose is to validate existing system models and test proposed control laws. Each experiment consists of an orbiting Delta II second stage which deploys toward the Earth a small box-shaped passive endbody at the end of a flexible tether. A discrete extended Kalman filter (DEKF) is presented which can operate in real time and in conjunction with control laws. This filter estimates the in-plane and out-of-plane tether libration angles and their rates from a proposed three-axis tether tension measurement device in the Delta second stage. The simulation results indicate that the DEKF can estimate the libration angle and their rates from a three-axis tension and length measurement with an acceptable error. The relatively simple computations required make this algorithm particularly well suited for real-time operation.<>