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.     

Time delay estimation at high signal-to-noise ratio

The estimation of the delay between two signals is examined in the limit of high signal-to-noise ratio (SNR). It is shown that for the case of white noise, cross correlation with no prefiltering approaches the optimal maximum-likelihood (ML) estimator as the SNR grows to infinity. In simulation experiments with SNRs greater than 1, it outperforms the approximate ML estimator, which is based on estimated spectra. Other algorithms, such as generalized cross correlation or parameter estimation algorithms, are shown to be suboptimal at high SNRs     

Bearings-only and Doppler-bearing tracking using instrumentalvariables

In bearings-only tracking (BOT) or Doppler and bearing tracking (DBT), both common passive sonar problems, the measurement equations are nonlinear. To apply the Kalman filter, it is necessary either to linearize the equations or to embed the nonlinearities into the noise terms. The former sometimes leads to filter divergence, while the latter produces biased estimates. A formulation of BOT and DBT which has a constant state vector and simplifies the tracking problem to one of constant parameter estimation is given. The solution is by the instrumental variable method. The instrumental variables are obtained from predictions based on past measurements and are therefore independent of the present noisy measurements. The result is a recursive unbiased estimator. The theoretical developments are verified by simulation, which also shows that the formulation leads to near optimal estimators whose errors are close to the Cramer-Rao lower bound (CRLB)     

Reduced state estimators for consistent tracking of maneuvering targets

Linear Kalman filters, using fewer states than required to completely specify target maneuvers, are commonly used to track maneuvering targets. Such reduced state Kalman filters have also been used as component filters of interacting multiple model (IMM) estimators. These reduced state Kalman filters rely on white plant noise to compensate for not knowing the maneuver - they are not necessarily optimal reduced state estimators nor are they necessarily consistent. To be consistent, the state estimation and innovation covariances must include the actual errors during a maneuver. Blair and Bar-Shalom have shown an example where a linear Kalman filter used as an inconsistent reduced state estimator paradoxically yields worse errors with multisensor tracking than with single sensor tracking. We provide examples showing multiple facets of Kalman filter and IMM inconsistency when tracking maneuvering targets with single and multiple sensors. An optimal reduced state estimator derived in previous work resolves the consistency issues of linear Kalman filters and IMM estimators.     

On Signal and Noise Level Estimation in a Coherent PCM Channel

Joint maximum likelihood estimators are presented for the signal amplitude and noise power density in a coherent PCM channel with white Gaussian noise and a correlation receiver. The estimates are based upon the correlation coefficient outputs of the receiver. From these estimators, an estimator for the quantity (received signal energy)/bit/,(noise power)/(unit bandwidth) upon which the error probabilities depend, is derived. This estimator is shown to be useful as 1) a point estimator for the signal-to-noise ratio for the higher values of this ratio (about 4 dB or greater), and 2) an easily calculated statistic upon which to base data acceptance or rejection criteria. The acceptance or rejection levels are obtained by the use of confidence interval curves in conjunction with word error probability data.     

New maximum entropy spectrum using uncertain eigenstructureconstraints

A number of modern spectral estimators are shown to have a common generic formulation. These include minimum variance, MUSIC, and maximum entropy. A new maximum entropy spectral estimator is derived using constraints on the modal powers or the expected-square projections of the data onto the eigenvectors of the data covariance matrix. The formulation incorporates uncertainty in the modal power constraints and the signal-versus-noise subspace separation. The resulting estimators have forms which incorporate all other modern estimators, including maximum entropy and minimum norm. The new estimators allow further development when a priori information is used in the constraints. Comparison of one version of the estimator with the minimum norm verifies the greater probability of resolution of the minimum norm but indicates in some instances the value of the incorporated uncertainties. Another version uses complex constraints and reduces to conventional maximum entropy or minimum norm under certain conditions     

On Attitude Estimation Schemes for Fine-Pointing Control

This paper studies single-axis equations of motion that are applicable to a spacecraft or to a space experiment pointing assembly whose motion has been perfectly isolated from the carrier vehicle. It considers four state estimators for implementation in the control loop for a stellar observation experiment. The first three estimators are very general and do not make use of input torque in their prediction models, while the proposed fourth estimator utilizes this information, It is shown via closed-loop covariance analysis that the best achievable pointing performance with the best of the first three estimators is limited to about 0.125 are-sec (rms) with the given rate-gyro and star-tracker inaccuracies. It is also shown that the fourth estimator has the capability of achieving a pointing performance far superior to the performance achievable using the first three estimators. The fourth estimator relies on the ability to accurately generate the desired control torque (i.e., low input noise).     

Direction finding with a four-element Adcock-Butler matrix antennaarray

The conventional analog Adcock-Butler matrix (ABM) antenna array direction finder suffers from systemic errors, component matching problems, and bandwidth limitations. Three digital bearing estimators are developed as candidates to replace the analog signal processing portion of the ABM. Using the same antenna array, they perform all signal processing in the frequency domain, thereby benefitting from the computational efficiency of the fast Fourier transform (FFT) algorithm. The first estimator requires two analog-to-digital converters (A-D) and three antenna elements. It multiplies the difference between the discrete Fourier transforms (DFTs) of the output signals from two antenna elements with that from a third antenna element. At each frequency component, the phase of this product is a function of the bearing. A weighted least squares (LS) fit through all the phase components then gives a bearing estimate. The second estimator is similar to the first but uses three A-D and all four antenna elements. The output signal from the additional antenna element provides an independent estimate of the weights for the LS fit, giving an improvement in accuracy. The third estimator applies the physical constraint existing between the time-difference-of-arrival (TDOA) of a signal intercepted by two perpendicular sets of antenna elements. This yields a better estimator than simple averaging of the bearing from each set of antenna elements. The simulation studies used sinusoids and broadband signals to corroborate the theoretical treatment and demonstrate the accuracy achievable with these estimators. All three direction finders have superior performance in comparison with the analog ABM     

Optimum FFT-based frequency acquisition with application toCOSPAS-SARSAT

In the case of a single sinusoid or multiple well-separated sinusoids, a coarse estimator consisting of a windowed Fourier transform followed by a fine estimator which is an interpolator is a good approximation to an optimal frequency acquisition and measurement algorithm. The design tradeoffs are described. It is shown that for the fine-frequency estimator a good method is to fit a Gaussian function to the fast-Fourier-transform (FFT) peak and its two neighbors. This method achieves a frequency standard deviation and a bias in the order of only a few percent of a bin. In the case of short-time stationarity, for a moderate number of averages and for an adaptive threshold detector, only between 0.5 and 1 dB is lost when averaging is traded off for FFT length, in contrast to the asymptotic result of 1.5 dB. The COSPAS-SARSAT satellite system for emergency detection and localization is used to illustrate the concepts. The algorithm is analyzed theoretically, and good agreement is found with test results     

不完全数据整体估计方法

提出一种不完全数据整体估计方法,给出整体参数的最佳线性无偏估计量及其协方差矩阵,将传统的只适用于完全数据的回归分析推广到工程中常见的不完全数据的情况。文中针对位置-尺度分布族的不完全数据整体估计方法进行了详细讨论。该方法可以将不同条件下的试验数据作为一个整体进行统计推断,因此,对一种条件下只有一个失效数据的情况也能进行分析。与传统方法相比,具有更高的精度,而在精度相同的情况下,则可以节省大量试样。      

New Centroid Algorithm Based upon Amplitude-Angle Signature

A method of estimating the centroid location of a target utilizing radar scan return amplitude versus angle information is presented. The method is compared with three thresholding estimators and a first moment estimator in a computer-simulated automatic landing system. This new method is the most robust and accurate during periods of low signal-to-noise ratio. In periods of high signal-to-noise ratio the method has less error than the thresholding methods and is similar in accuracy to the first moment estimator. Furthermore, the number of pulse transmissions required to obtain a desired level of performance in noise is much less than that needed for the thresholding methods and the first moment estimator employed in this simulation.     

Stability of Parameter Estimates for a Gaussian Process

Maximum-likelihood estimates for the levels of the mean value function and the covariance function of a Gaussian random process are investigated. The stability of these estimates is examined as the actual covariance function of the process deviates from the form assumed in the estimators. It is found that the time-bandwidth product for stationary processes represents an upper bound on the number of estimator terms that can be safely used when estimating with uncertainty about the process covariance function. This result is consistent with other interpretations of the time-bandwidth product and tempers the conclusion that, in principle, an infinite number of estimator terms can be used to obtain a perfect estimate of the covariance level. In practice, the estimate of the level can never be perfect, and the accuracy of the estimate depends on the observation interval. Finally, conditions are established to ensure asymptotic stability of the estimates and physical interpretations are presented.     

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     

A Weighted Inner Product Estimator in the Geometric Algebra of Euclidean 3-Space for Source Localization Using an EM Vector-sensor

In this paper, the source localization by utilizing the measurements of a single electromagnetic (EM) vector-sensor is investigated in the framework of the geometric algebra of Euclidean 3-space. In order to describe the orthogonality among the electric and magnetic measurements, two multivectors of the geometric algebra of Euclidean 3-space (G3) are used to model the outputs of a spatially collocated EM vector-sensor. Two estimators for the wave propagation vector estimation are then formulated by the inner product between a vector and a bivector in the G3. Since the information used by the two estimators is different, a weighted inner product estimator is then proposed to fuse the two estimators together in the sense of the minimum mean square error (MMSE). Analytical results show that the statistical performances of the weighted inner product estimator are always better than its traditional cross product counterpart. The efficacy of the weighted inner product estimator and the correctness of the analytical predictions are demonstrated by simulation results.     

一种频域插值变化迭代频率估计方法

针对现有频率估计算法存在的复杂度高、频率估计能力弱、估计结果均方差大等缺点,在固定迭代AM（Aboutanios—Mulgrew）无偏频率估计算法基础上,提出一种频域插值变化迭代频率估计算法,推导了不同迭代参数实现无偏估计的充分条件,证明了有偏估计时本算法的收敛性和偏离度,通过设置不同迭代参数,可以实现无偏或有偏估计。仿真分析表明：当具有较高信噪比时,在整个频率估计范围内,该方法均方误差接近CRLB（Cramer-RaoLowerBound,克拉美一罗下限）;当FFT（FastFourierTransform,快速傅里叶变换）粗估计残余频率接近0．5时,该方法的均方误差优于CRLB,为CRLB的96％。     

Resolution of a 2π ambiguity problem in multiple frequencyspectral estimation

An algorithm is proposed to resolve a fundamental 2π ambiguity problem occurring in multiple frequency spectral estimation. Given M frequencies f_m, and I separate frequency estimators with unambiguous bandwidths F_i, the ambiguity problem can be stated as solving for the fm, given the estimator outputs, α_mi, (1⩽m⩽M;1⩽i⩽I) where f_m=α_mi+K_miF_i and K_mi is some integer. The proposed algorithm exhaustively resolves all possible α_mi groupings into single frequency values using a noise insensitive technique that exchanges system bandwidth for noise protection. The correct multiple frequencies are then defined as the single frequencies that repeat a specified number of times. A complete analysis is included     

Bearings-only tracking of maneuvering targets using abatch-recursive estimator

We present a new batch-recursive estimator for tracking maneuvering targets from bearings-only measurements in clutter (i.e., for low signal-to-noise ratio (SNR) targets), Standard recursive estimators like the extended Kalman Iter (EKF) suffer from poor convergence and erratic behavior due to the lack of initial target range information, On the other hand, batch estimators cannot handle target maneuvers. In order to rectify these shortcomings, we combine the batch maximum likelihood-probabilistic data association (ML-PDA) estimator with the recursive interacting multiple model (IMM) estimator with probabilistic data association (PDA) to result in better track initialization as well as track maintenance results in the presence of clutter. It is also demonstrated how the batch-recursive estimator can be used for adaptive decisions for ownship maneuvers based on the target state estimation to enhance the target observability. The tracking algorithm is shown to be effective for targets with 8 dB SNR     

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     

Passive localization of moving emitters using out-of-planemultipath

The purpose of this work is to establish how a moving emitter, such as a jammer, can be localized by a passive receiver through the use of out-of-plane multipath signals reflected by the terrain. This is a novel localization technique that assumes no a priori knowledge of the localization of the multipath sources. The emitter parameters of range, heading, velocity, and altitude are estimated by exploiting the correlation between the direct-path signal and the delayed and Doppler modulated signals. Two basis assumptions about the scattering properties of the terrain lead to different maximum likelihood estimators (MLEs). The Cramer-Rao lower bounds (CRLB) are used to study estimator performance versus emitter velocity for each case. The proposed estimators are successfully demonstrated using field data collected at White Sands Missile Range (WSMR) during the DARPA/Navy Mountaintop program     

Efficient recursive state estimator for dynamic systems withoutknowledge of noise covariances

An efficient recursive state estimator for dynamic systems without knowledge of noise covariances is suggested. The basic idea for this estimator is to incorporate the dynamic matrix and the forgetting factor into the least squares (LS) method to remedy the lack of knowledge of noises. We call it the extended forgetting factor recursive least squares (EFRLS) estimator. This estimator is shown to have similar asymptotic properties to a completely specified Kalman filter state estimator. More importantly, the performance of EFRLS greatly exceeds that of existing filtering techniques when the noise variance is misspecified. In addition, EFRLS also performs well when there is cross-correlation between the process and measurement noise streams or temporal dependencies within those streams. Some discussions and a number of simulations are made to provide practical guidance on the choice of an optimal forgetting factor and evaluate the performance of the EFRLS algorithms, which strongly dominates that of the standard forgetting factor recursive least squares (FRLS) and some misspecified Kalman filtering