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.     

有色噪声作用下的机载INS/GPS组合导航方法

针对机载导航过程中有色噪声模型系数难以精确获取的问题,提出了一种基于滤波残差处理有色噪声的方法,并将其应用到INS/GPS组合导航系统中。首先分析了有色状态噪声和有色量测噪声对状态参数估值的影响,接着分别将状态残差和量测残差作为有色状态噪声和有色量测噪声的样本观测值,通过滤波所得的多个历元的残差序列获取拟合模型参数,然后计算有色噪声的预报值并将其进行补偿,从而得到有色噪声修正后的组合导航模型。最后设计了转台试验验证提出的有色噪声作用下的INS/GPS组合导航方法,结果表明该方法能有效地减小有色噪声对组合系统的影响,且当GPS暂时失效时,能显著提高系统的导航精度。     

小波分析在外测数据滤波中的应用研究

为提高弹道估计精度,提出了一种基于小波分析的滤波方法,滤除外测数据中AR（自回归）模型的随机误差。分析讨论了滤波过程中的几个关键问题,提出了利用基于偏自相关系数截尾检验的方法来确定分解层数,然后采用GCV（广义交叉确认）准则来确定均方差意义下最优阈值的方法。本文提出的外测数据滤波方法计算简单,不需要估计噪声的方差。仿真结果表明,该方法能有效滤除外测数据中的AR噪声。     

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     

Analytical solution for continuous-time Kalman tracking filterswith colored measurement noise in frequency domain

New expressions are given for analytical solutions to the steady-state Kalman gains of the two-state exponentially correlated velocity (ECV) and the three-state exponentially correlated acceleration (ECA) tracking filters with position measurements by using spectral factorization method. The measurement colored noise model is characterized by a correlation time 1/λ. The vehicle oscillations such as wind-induced-bending is also considered in the modeling of the system which leads to the most generalized state transition matrix     

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     

Feedback median filter for robust preprocessing of glint noise

Glint noise may arise in a target tracking system. The non-Gaussian behavior of glint noise can severely degrade the tracking performance. Measurement preprocessing at the front-end of the tracker is an effective method to reduce glint noise. The preprocessor proposed by Hewer, Martin, and Zeh (1987), which used the computationally intensive M-estimator, may not be suitable for practical implementation. An alternative method employing the median filter is studied here. The median filter is well known for its simplicity and robustness. However, the efficiency of the median filter can be seriously degraded if input samples are not identically distributed. This is what we may encounter in the tracking problem. A feedback median filter is then proposed to overcome this impediment without substantially increasing complexity. Simulations show that the new preprocessor can greatly improve tracking performance in the glint noise environment.     

An interacting multiple model approach for target tracking withglint noise

The application of the interacting multiple model (IMM) estimation approach to the problem of target tracking when the measurements are perturbed by glint noise is considered. The IMM is a very effective approach when the system has discrete uncertainties in the dynamic or measurement model as well as continuous uncertainties. It is shown that this method performs better than the “score function” method. It is also shown that the IMM method performs robustly when the exact prior information of the glint noise is not available     

Adaptive cubature Kalman filter with the estimation of correlation between multiplicative noise and additive measurement noise

Mobile robots are often subject to multiplicative noise in the target tracking tasks, where the multiplicative measurement noise is correlated with additive measurement noise. In this paper,first, a correlation multiplicative measurement noise model is established. It is able to more accurately represent the measurement error caused by the distance sensor dependence state. Then, the estimated performance mismatch problem of Cubature Kalman Filter(CKF) under multiplicative noise is analyzed. An i...     

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.     

Operational modal parameter identification with colored noise excitation

Operational Modal Analysis (OMA) refers to the modal analysis of a structure in its operating state. The advantage of OMA is that only the output vibration signal of a system is used in the analysis process. Classic OMA is based on the white noise excitation assumption and many identification methods have been developed in both time domain and frequency domain. But in reality, many environmental excitations are not compliance with the white noise assumption. In this paper, a method of half power bandwidth analysis is applied to power spectrum analysis to deal with the colored noise and trapezoidal spectral excitation. The modal frequencies and modal damping ratios are derived and the error caused by trapezoidal spectral and colored noise excitation are analyzed. It is proved that the OMA algorithm based on the white noise assumption can be extended to the colored noise environments under certain conditions. Finally, a simulation example with a cantilever beam and a vibration test with four kinds of colored noise and trapezoidal spectrum base excitation are carried out and the results support the proposed method.     

Detection of Known Signals in Nonstationary Noise

The basic design of a nonlinear, time-invariant filter is postulated for detecting signal pulses of known shape imbedded in nonstationary noise. The noise is a sample function of a Gaussian random process whose statistics are approximately constant during the length of a signal pulse. The parameters of the filter are optimized to maximize the output signal-to-noise ratio (SNR). The resulting nonlinear filter has the interesting property of approximating the performance of an adaptive filter in that it weights each frequency band of each input pulse by a factor that depends on the instantaneous noise power spectrum present at that time. The SNR at the output of the nonlinear filter is compared to that at the output of a matched filter. The relative performance of the nonlinear system is good when the signal pulses have large time-bandwidth products and the instantaneous noise power spectrum is colored in the signal pass band.     

Target racking with glint noise

In tracking targets, there can be an uncertainty associated with the measurements in addition to their inaccuracy, which is usually modeled by aDditive Gaussian noise. 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. An algorithm is developed which can significantly improve the tracking performance when glint noise is present     

Variational Bayesian labeled multi-Bernoulli filter with unknown sensor noise statistics

It is difficult to build accurate model for measurement noise covariance in complex back-grounds. For the scenarios of unknown sensor noise variances, an adaptive multi-target tracking algorithm based on labeled random finite set and variational Bayesian (VB) approximation is pro-posed. The variational approximation technique is introduced to the labeled multi-Bernoulli (LMB) filter to jointly estimate the states of targets and sensor noise variances. Simulation results show that the proposed method can give unbiased estimation of cardinality and has better performance than the VB probability hypothesis density (VB-PHD) filter and the VB cardinality balanced multi-target multi-Bernoulli (VB-CBMeMBer) filter in harsh situations. The simulations also confirm the robustness of the proposed method against the time-varying noise variances. The computational complexity of proposed method is higher than the VB-PHD and VB-CBMeMBer in extreme cases, while the mean execution times of the three methods are close when targets are well separated.     

Application of the Kalman-Levy Filter for Tracking Maneuvering Targets

Among target tracking algorithms using Kalman filtering-like approaches, the standard assumptions are Gaussian process and measurement noise models. Based on these assumptions, the Kalman filter is widely used in single or multiple filter versions (e.g., in an interacting multiple model (IMM) estimator). The oversimplification resulting from the above assumptions can cause degradation in tracking performance. In this paper we explore the application of Kalman-Levy filter to handle maneuvering targets. This filter assumes a heavy-tailed noise distribution known as the Levy distribution. Due to the heavy-tailed nature of the assumed distribution, the Kalman-Levy filter is more effective in the presence of large errors that can occur, for example, due to the onset of acceleration or deceleration. However, for the same reason, the performance of the Kalman-Levy filter in the nonmaneuvering portion of track is worse than that of a Kalman filter. For this reason, an IMM with one Kalman and one Kalman-Levy module is developed here. Also, the superiority of the IMM with Kalman-Levy module over only Kalman-filter-based IMM for realistic maneuvers is shown by simulation results.     

应用卡尔曼滤波的机载雷达跟踪系统

本文论述将滤波理论应用于机载雷达中对单个目标进行距离、速度、方位角和高低角跟踪的多环反馈系统。首先根据目标和天线的相对运动建立控制四坐标跟踪环所需的状态矢量微分方程,然后推导相应的非线性滤波算法。最后给出计算机的模拟结果。计算机模拟的结果清晰地说明采用最佳滤波的系统性能比通常的有很大改善,并且这种瞄准轴坐标系的最佳系统对目标的随机机动是不灵敏的。 本文所讨论的方法和得出的结论可以延用到地面雷达、舰载雷达以及其他有源和无源的跟踪系统。     

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     

区域杂波估计的多目标跟踪方法

高斯粒子概率假设密度（PHD）滤波往往假定杂波密度参数已知,这种做法对于实际应用是不现实的。此外,杂波的参数值通常依赖于环境条件,可能随时间发生变化。因此,多目标跟踪算法中需要实时准确估计杂波密度的参数。基于此,提出了一种多目标跟踪的区域杂波估计方法。首先根据量测信息在线估计出场景中的杂波数目,然后估计落入目标附近感兴趣区域的杂波数,并估计每个目标感兴趣区域杂波强度。仿真结果表明,在复杂场景下算法的跟踪性能明显优于未进行杂波估计的多目标跟踪算法,提高了跟踪的实时性和跟踪精度。     

Experimental study in adaptive tracking control

The authors describe an experimental study of adaptive pointing and tracking control for flexible spacecraft conducted on a complex ground experiment facility. The algorithm used is based on a multivariable direct model reference adaptive control law. Several experimental validation studies performed using this algorithm for vibration damping and robust regulation are extended by addressing the pointing and tracking problem. As is consistent with an adaptive control framework, the plant is assumed to be poorly known to the extent that only system level knowledge of its dynamics is available. Explicit bounds on the steady-state pointing error are derived as functions of the adaptive controller design parameters. It is shown that good tracking performance can be achieved in an experimental setting by adjusting adaptive controller design weightings according to the guidelines indicated by the analytical expressions for the error     

High dynamic output feedback robust control of cascaded extended state observer

High dynamic tracking performance is a key technical index of hydraulic flight motion simulator(HFMS). However, the strong nonlinearities, various model uncertainties and measurement noise in hydraulic actuation systems limit the high dynamic performance improvement. In this paper, the outer axis frame of a HFMS is taken as a case study and its nonlinear dynamic model with consideration of strong nonlinearities, matched and mismatched uncertainties is established.A novel cascaded extended state ...