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 novel variable-lag probability hypothesis density smoother for multi-target tracking

It is understood that the forward-backward probability hypothesis density (PHD) smoothing algorithms proposed recently can significantly improve state estimation of targets. However, our analyses in this paper show that they cannot give a good cardinality (i.e., the number of targets) estimate. This is because backward smoothing ignores the effect of temporary track drop- ping caused by forward filtering and/or anomalous smoothing resulted from deaths of targets. To cope with such a problem, a novel PHD smoothing algorithm, called the variable-lag PHD smoother, in which a detection process used to identify whether the filtered cardinality varies within the smooth lag is added before backward smoothing, is developed here. The analytical results show that the proposed smoother can almost eliminate the influences of temporary track dropping and anomalous smoothing, while both the cardinality and the state estimations can significantly be improved. Simulation results on two multi-target tracking scenarios verify the effectiveness of the proposed smoother.     

Particle flters for probability hypothesis density flter with the presence of unknown measurement noise covariance

In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.     

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density (PHD) filter has been recognized as a promising tech-nique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation (APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter (PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking mul-tiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.     

基于概率数据关联的地磁匹配算法

针对轮廓匹配算法存在的虚定位问题,在轮廓匹配算法的基础上,提出了一个新的分批地磁匹配方法——基于概率数据关联滤波的地磁匹配算法。算法把满足一定条件的相关值作为滤波器的有效量测,把巡航导弹的位置作为状态变量,建立了基于概率数据关联的地磁匹配模型,利用概率数据关联滤波算法计算巡航导弹的位置坐标。仿真结果表明,该算法有效地降低了虚定位发生的概率,正确匹配率、导航效果均优于轮廓匹配算法。     

Multitarget tracking using the joint multitarget probability density

This work addresses the problem of tracking multiple moving targets by recursively estimating the joint multitarget probability density (JMPD). Estimation of the JMPD is done in a Bayesian framework and provides a method for tracking multiple targets which allows nonlinear target motion and measurement to state coupling as well as nonGaussian target state densities. The JMPD technique simultaneously estimates both the target states and the number of targets in the surveillance region based on the set of measurements made. We give an implementation of the JMPD method based on particle filtering techniques and provide an adaptive sampling scheme which explicitly models the multitarget nature of the problem. We show that this implementation of the JMPD technique provides a natural way to track a collection of targets, is computationally tractable, and performs well under difficult conditions such as target crossing, convoy movement, and low measurement signal-to-noise ratio (SNR).     

Joint probabilistic data association for autonomous navigation

A new autonomous navigation scheme based on the joint probabilistic data association (JPDA) approach that processes landmark detections in the field of view (FOV) of an on-board sensor is developed. These detections-some true, some false-are associated to a set of stored landmarks and used to update the state of the vehicle. The results obtained from Monte Carlo simulations prove the ability of this navigation filter to perform in very high false alarm environments. In the different environmental conditions tested in the simulations, the performance of the JPDA navigation filter (JPDANF) is very close to that of the filter based on perfect data association. The very efficient cluster decomposition algorithm presented for the purpose of the navigation problem can also be used in many multitarget tracking applications     

A multipath data association tracker for over-the-horizon radar

A new algorithm, multipath probabilistic data association (MPDA), for initiation and tracking in over-the-horizon radar (OTHR) is described. MPDA is capable of exploiting multipath target signatures arising from discrete propagation modes that are resolvable by the radar. Nonlinear measurement models exhibiting multipath target signatures in azimuth, slant range, and Doppler are used. Tracking is performed in ground coordinates and therefore depends on the provision of estimates of virtual ionospheric heights to achieve coordinate registration. Although the propagation mode characteristics are assumed to be known, their correspondence with the detections is not required to be known. A target existence model is included for automatic track maintenance. Numerical simulations for four resolvable propagation modes are presented that demonstrate the ability of the technique to initiate and maintain track at probabilities of detection of 0.4 per mode in clutter densities for which conventional probabilistic data association (PDA) has a high probability of track loss, and suffers from track bias. A nearest neighbor version of MPDA is also presented     

New assignment-based data association for tracking move-stop-move targets

We present a new assignment-based algorithm for data association in tracking ground targets employing evasive move-stop-move maneuvers using ground moving target indicator (GMTI) reports obtained from an airborne sensor. To avoid detection by the GMTI sensor, the targets deliberately stop for some time before moving again. The sensor does not detect a target when the latter's radial velocity (along the line-of-sight from the sensor) falls below a certain minimum detectable velocity (MDV). Even in the absence of move-stop-move maneuvers, the detection has a less-than-unity probability (P/sub D/<1) due to obscuration and thresholding. Then, it is of interest, when a target is not detected, to develop a systematic technique that can distinguish between lack of detection due to P/sub D/<1 and lack of detection due to a stop (or a near stop). Previously, this problem was solved using a variable structure interacting multiple model (VS-IMM) estimator with a stopped target model (VS-IMM-ST) without explicitly addressing data association. We develop a novel "two-dummy" assignment approach for move-stop-move targets that considers both the problem of data association as well as filtering. Typically, in assignment-based data association a "dummy" measurement is used to denote the nondetection event. The use of the standard single-dummy assignment, which does not handle move-stop-move motion explicitly, can result in broken tracks. The new algorithm proposed here handles the evasive move-stop-move motion by introducing a second dummy measurement to represent nondetection due to the MDV. We also present a likelihood-ratio-based track deletion scheme for move-stop-move targets. Using this two-dummy data association algorithm, the track corresponding to a move-stop-move target is kept "alive' during missed detections both due to MDV and due to P/sub D/<1. In addition, one can obtain reductions in both rms estimation errors as well as the total number of track breakages.     

Clutter map information for data association and track initialization

This paper considers the problem of forming and maintaining tracks when measurements have both uncertain origin and are corrupted by additive sensor noise. The spatial clutter measurement density is assumed nonhomogeneous and known. The PPDA-MAP algorithm provides a set of recursive formulae for data association and probability of target existence, thus enabling automatic track initiation, track maintenance, and track termination. New values for initial probability of target existence for IPDA-type algorithm are also derived. Simulation results compare the performance of IPDA-MAP with IPDA, IMM-PDA, IMM-PDA-MAP, EB-PDA and EB-PDA-MAP in a heavy and nonuniform clutter situation.     

基于数据关联性分析的飞轮异常检测

针对航天器早期故障在闭环系统下难以被检测、数学模型难以精确建立的问题,提出了一种基于数据关联性分析的归纳式系统异常监测(IMS)方法。该方法采用无监督学习的聚类算法,利用具有关联性的参数构建数据向量,通过聚类分析自动建立健康数据向量的族类阈值区间。关联关系的破坏将引起部分参数超出族类阈值区间,使系统的异常程度存在模糊性与随机性。引入云模型评价指标,将闭环系统异常程度的不确定性通过熵与超熵定量表示,从而更加准确地判断闭环系统的异常程度。仿真结果表明:该方法能够建立卫星飞轮闭环系统的族类知识库,并可以根据云模型提供的定性知识有效判断系统的异常程度。     

Bioinspired polarized light compass in moonlit sky for heading determination based on probability density estimation

Bioinspired polarized skylight navigation, which can be used in unfamiliar territories, is an important alternative autonomous navigation technique in the absence of Global Navigation Satellite System(GNSS). However, the polarization pattern in night environment with noise effects and model uncertainties is a less explored area. Although several decades have passed since the first publication about the polarization of the moonlit night sky, the usefulness of nocturnal polarization navigation is ...     

Loopy belief propagation based data association for extended target tracking

The data association problem of multiple extended target tracking is very challenging because each target may generate multiple measurements. Recently, the belief propagation based multiple target tracking algorithms with high efficiency have been a research focus. Different from the belief propagation based Extended Target tracking based on Belief Propagation(ET-BP) algorithm proposed in our previous work, a new graphical model formulation of data association for multiple extended target tracki...     

Monte Carlo filtering for multi target tracking and data association

We present Monte Carlo methods for multi-target tracking and data association. The methods are applicable to general nonlinear and non-Gaussian models for the target dynamics and measurement likelihood. We provide efficient solutions to two very pertinent problems: the data association problem that arises due to unlabelled measurements in the presence of clutter, and the curse of dimensionality that arises due to the increased size of the state-space associated with multiple targets. We develop a number of algorithms to achieve this. The first, which we refer to as the Monte Carlo joint probabilistic data association filter (MC-JPDAF), is a generalisation of the strategy proposed by Schulz et al. (2001) and Schulz et al. (2003). As is the case for the JPDAF, the distributions of interest are the marginal filtering distributions for each of the targets, but these are approximated with particles rather than Gaussians. We also develop two extensions to the standard particle filtering methodology for tracking multiple targets. The first, which we refer to as the sequential sampling particle filter (SSPF), samples the individual targets sequentially by utilising a factorisation of the importance weights. The second, which we refer to as the independent partition particle filter (IPPF), assumes the associations to be independent over the individual targets, leading to an efficient component-wise sampling strategy to construct new particles. We evaluate and compare the proposed methods on a challenging synthetic tracking problem.     

Cardinality compensation method based on information-weighted consensus filter using data clustering for multi-target tracking

In this paper, a cardinality compensation method based on Information-weighted Consensus Filter(ICF) using data clustering is proposed in order to accurately estimate the cardinality of the Cardinalized Probability Hypothesis Density(CPHD) filter. Although the joint propagation of the intensity and the cardinality distribution in the CPHD filter process allows for more reliable estimation of the cardinality(target number) than the PHD filter, tracking loss may occur when noise and clutter are high in the measurements in a practical situation. For that reason, the cardinality compensation process is included in the CPHD filter, which is based on information fusion step using estimated cardinality obtained from the CPHD filter and measured cardinality obtained through data clustering. Here, the ICF is used for information fusion. To verify the performance of the proposed method, simulations were carried out and it was confirmed that the tracking performance of the multi-target was improved because the cardinality was estimated more accurately as compared to the existing techniques.     

计算气动声学中的高精度紧致差分格式研究

优化了五对角紧致差分格式.通过Fourier分析,将优化目标转化为一个求带有约束的多元非线性函数的最小值问题,利用序列二次规划(SQP)方法获得最佳系数.通过三种措施保证优化的格式具有高精度和分辨率:①直接对量化波数误差积分求其最小值;②采用绝对误差准则,使各种波长的波具有同一误差限;③优化的波数空间和精确求解区间一致.通过调整内部和边界格式的Taylor精度及误差限,保证整个格式的稳定性,并从理论上证明了优化格式具有渐进稳定性.一维和二维基准算例体现了优化格式的性能改进.      

On the false alarm probability for an overlapped FFT processor

A standard processor for detecting narrowband signals in noise applies the fast Fourier transform (FFT) to overlapped data blocks, and then sums the squared magnitudes of the bins from successive FFTs. The overlap of the data blocks causes these bins to be correlated, even when the noise is white. A simple expression is derived for the probability of false alarm when the covariance matrix of the FFT bins is tridiagonal     

A numerical study of the fission hypothesis for rotating polytropes

Conclusions Our results show that n = 3/2 and n = 1/2 polytropes are dynamically unstable to non-axisymmetric perturbations if t 0.30, in rough agreement with linear theory. Instead of fission as the direct end product of dynamic instability in rapidly rotating, centrally condensed stars, it appears that a rapidly rotating star can, through gravitational torques, eject some high angular momentum material in its equatorial plane and settle down into a dynamically stable (lower t) configuration. The central object, at least in the detailed evolution described above, ends up as a stable traixial star! The assumption of reflection symmetry through the rotation axis needs to be relaxed before this evolutionary picture can be considered realistic and before meaningful comparisons can be made with the results of Lucy (1977) and Gingold and Monaghan (1978, 1979), who found odd modes to be of crucial importance.We cannot escape mentioning that the ejected disk/ring of material in our models may have some connection with the formation of planetary systems.This research was supported by National Science Foundation Grant No. AST-7821449.     

烧蚀外形方程差分计算方法研究

分析了烧蚀外形方程的性质,研究了人工粘性项对烧蚀外形计算结果的影响,发现人工粘性在抹平非物理波动的同时,会严重影响计算精度.借鉴于CFD中NND格式的思想,构造了求解烧蚀外形方程的无波动、无自由参数的耗散差分格式,得到了满意的计算结果.     

Closed-form solution for the Kalman filter gains of time-varyingsystems

A method for derivation of closed-form solutions for the differential Riccati matrix equation for specific time-varying systems is presented. It allows more insight into the nature of the solution. It reduces the on-line computation requirements, since it does not require on-line solution of a differential equation. Sufficient conditions for the existence of the closed-form solution are given. The method is applied to a target tracking problem