Tracking targets using adaptive Kalman filtering

A simple algorithm for estimating the unknown process noise variance of an otherwise known linear plant, using a Kalman filter is suggested. The process noise variance estimator is essentially dead beat, using the difference between the expected prediction error variance, computed in the Kalman filter, and the measured prediction error variance. The estimate is used to adapt the Kalman filter. The use of the adaptive filter is demonstrated in a simulated example in which a wildly maneuvering target is tracked     

一种基于三维到达角的无偏伪线性卡尔曼滤波

为了解决大场景下基于三维到达角的目标跟踪问题，提出了一种具有无偏性的伪线性卡尔曼滤波。首先，基于三维到达角信息对目标运动模型与量测模型进行建模；之后，对量测模型进行了伪线性化处理，得到了线性形式的目标量测模型。为了解决伪线性卡尔曼滤波存在的有偏性问题，提出了一种结合EKF（extend Kalman filter）的三维伪线性无偏卡尔曼滤波。仿真实验表明，该模型能够对非机动目标与机动目标有效跟踪，对于百公里级别的目标，当角测量误差从0.1°变化到0.5°，算法在仿真时间结束时均能将绝对位置误差降低至10 km以内，且算法的运行速度与EKF为同一个量级，同时兼顾了抗干扰能力、定位跟踪精度、运行效率的要求，能够为大场景下的目标跟踪提供有效方法。     

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.     

增广误差模型算法在目标跟踪中的应用

针对目标机动运行过程中,滤波模型与机动状态模型失配的问题,提出了一种新的增广状态误差滤波模型。不同于现有增广方案,该模型从模型失配所致状态滤波误差的角度出发,将状态估计误差增广为一状态量,通过滤波估计后用其校正原状态量。算法分析表明,该增广滤波模型具有自适应调节多重渐消因子的等效特性,增强了对目标的跟踪能力。基于该增广状态误差滤波模型,给出了滤波算法设计并进行了仿真实验。实验结果表明,基于该模型的滤波算法在对机动目标进行跟踪时具有更强的鲁棒性。     

Modified input estimation technique using pseudoresiduals

An adaptive tracking filter for maneuvering targets is proposed using modified input estimation technique. Pseudoresiduals are defined using measurements and the velocity estimate at the hypothesized maneuver onset time. With the pseudoresiduals and a new target model representing transitions of nominal accelerations, a new input estimation method for tracking a maneuvering target is derived. Since the proposed detection technique is more sensitive to maneuvers than previous work, the shorter window length can be employed to detect and compensate target maneuvers. Also shown is that the tracking performance of the proposed filter is similar to that of interacting multiple model method (IMM) with 3 models, while computational loads of our method are drastically reduced     

Discrete-time min-max tracking

The problem of optimal state estimation of linear discrete-time systems with measured outputs that are corrupted by additive white noise is addressed. Such estimation is often encountered in problems of target tracking where the target dynamics is driven by finite energy signals, whereas the measurement noise is approximated by white noise. The relevant cost function for such tracking problems is the expected value of the standard H/sub /spl infin// performance index, with respect to the measurement noise statistics. The estimator, serving as a tracking filter, tries to minimize the mean-square estimation error, and the exogenous disturbance, which may represent the target maneuvers, tries to maximize this error while being penalized for its energy. The solution, which is obtained by completing the cost function to squares, is shown to satisfy also the matrix version of the maximum principle. The solution is derived in terms of two coupled Riccati difference equations from which the filter gains are derived. In the case where an infinite penalty is imposed on the energy of the exogenous disturbance, the celebrated discrete-time Kalman filter is recovered. A local iterations scheme which is based on linear matrix inequalities is proposed to solve these equations. An illustrative example is given where the velocity of a maneuvering target has to be estimated utilizing noisy measurements of the target position.     

An Adaptive Two-Dimensional Kalman Tracking Filter

A continuously adaptive two-dimensional Kalman tracking filter for a low data rate track-while-scan (TWS) operation is introduced which enhances the tracking of maneuvering targets. The track residuals in each coordinate, which are a measure of track quality, are sensed, normalized to unity variance, and then filtered in a single-pole filter. The magnitude Z of the output of this single-pole filter, when it exceeds a threshold Z1 is used to vary the maneuver noise spectral density q in the Kalman filter model in a continuous manner. This has the effect of increasing the tracking filter gains and containing the bias developed by the tracker due to the maneuvering target. The probability of maintaining track, with reasonably sized target gates, is thus increased, The operational characteristic of q versus Z assures that the tracker gains do not change unless there is high confidence that a maneuver is in progress.     

Interacting acceleration compensation algorithm for trackingmaneuvering targets

The two-stage Kalman estimator has been studied for state estimation in the presence of random bias and applied to the tracking of maneuvering targets by treating the target acceleration as a bias vector. Since the target acceleration is considered a bias, the first stage contains a constant velocity motion model and estimates the target position and velocity, while the second stage estimates the target acceleration when a maneuver is detected, the acceleration estimate is used to correct the estimates of the first stage. The interacting acceleration compensation (IAC) algorithm is proposed to overcome the requirement of explicit maneuver detection of the two-stage estimator. The IAC algorithm is viewed as a two-stage estimator having two acceleration models: the zero acceleration of the constant velocity model and a constant acceleration model. The interacting multiple model (IMM) algorithm is used to compute the acceleration estimates that compensate the estimate of the constant velocity filter. Simulation results indicate the tracking performance of the IAC algorithm approaches that of a comparative IMM algorithm while requiring approximately 50% of the computations     

IMM estimator with out-of-sequence measurements

In multisensor tracking systems that operate in a centralized information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence. In order to avoid either a delay in the output or the need for reordering and reprocessing an entire sequence of measurements, such measurements have to be processed as out-of-sequence measurements (OOSMs). Recent work developed procedures for incorporating OOSMs into a Kalman filter (KF). Since the state of the art tracker for real (maneuvering) targets is the interacting multiple model (IMM) estimator, the algorithm for incorporating OOSMs into an IMM estimator is presented here. Both data association and estimation are considered. Simulation results are presented for two realistic problems using measurements from two airborne GMTI sensors. It is shown that the proposed algorithm for incorporating OOSMs into an IMM estimator yields practically the same performance as the reordering and in-sequence reprocessing of the measurements. Also, it is shown how the range rate from a GMTI sensor can be used as a linear velocity measurement in the tracking filter.     

基于IMMKF算法的ADS-B监视应用目标跟踪

目标跟踪是机载广播式自动相关监视（ADS-B）应用的基础功能,对提升航空器周边的弱机动民航飞机目标跟踪性能具有重要意义。提出一种基于交互式多模型卡尔曼滤波（IMMKF）算法的ADS-B 监视应用目标跟踪方法。首先,针对弱机动背景下的民航飞机的飞行特点,建立包含匀速模型和标准协同转弯模型的运动模型集,并对模型进行线性化近似;然后,将模型预测和ADS-B 状态矢量量测数据作为IMMKF 算法中多个并行卡尔曼滤波器的输入,进行并行滤波;最后,计算得到目标状态矢量的估计和模型近似概率,并作为下一次迭代的输入。结果表明：相比于基于匀速模型的卡尔曼滤波目标跟踪方法,IMMKF 方法的位置跟踪误差降低了59%,速度跟踪误差降低了77%,显著提升了状态估计性能,具备较高的跟踪精度、稳健性与计算效率,在ADS-B 监视应用中具有实际应用价值与借鉴意义。     

自适应高阶容积卡尔曼滤波在目标跟踪中的应用

针对传统容积卡尔曼滤波(CKF)在系统状态发生突变时估计精度下降的问题,将强跟踪滤波(STF)算法与高阶容积卡尔曼滤波(HCKF)算法相结合,提出了一种自适应高阶容积卡尔曼滤波(AHCKF)方法。该算法采用高阶球面-相径容积规则,可获得高于传统CKF的估计精度,同时在HCKF算法中引入STF,通过渐消因子在线修正预测误差协方差阵,强迫残差序列正交,提高了算法的鲁棒性,增强了算法应对系统状态突变等不确定因素的能力。将提出的AHCKF算法应用于具有状态突变的机动目标跟踪问题并进行数值仿真,仿真结果表明,AHCKF算法在系统状态发生突变的情况下表现出良好的滤波性能,有效地避免了状态突变造成的滤波精度下降,较传统的CKF、HCKF、交互式多模型-容积滤波(IMM-CKF)和自适应容积卡尔曼滤波(ACKF)算法有更强的鲁棒性和系统自适应能力。     

机载雷达目标跟踪与航迹信息提取

针对机动目标跟踪中航迹信息提取精度不高的问题,提出一种ECEF坐标系下基于交互多模型的多机协同跟踪算法。首先,各载机以ECEF坐标系为融合中心对目标量测进行无偏转换处理,以有效减小量测转换误差对目标跟踪的影响;然后,利用交互多模型的方法对目标进行融合跟踪,以进一步提高目标机动时的跟踪精度;最后,通过二次滤波的方法,来有效实现目标航迹信息的精确提取。仿真结果表明,该算法可较好地提高目标机动时的跟踪精度和航迹信息提取精度。     

Maneuvering Target Tracking in Dense Clutter Based on Particle Filtering

An improved particle filtering(IPF) is presented to perform maneuvering target tracking in dense clutter.The proposed filter uses several efficient variance reduction methods to combat particle degeneracy,low mode prior probabilities and measure-ment-origin uncertainty.Within the framework of a hybrid state estimation,each particle samples a discrete mode from its poste-rior distribution and the continuous state variables are approximated by a multivariate Gaussian mixture that is updated by an unscented Ka...     

相控阵主动雷达导引头波形策略

针对高脉冲重复频率脉冲多普勒(HPRF-PD)体制的相控阵主动雷达导引头中存在的距离遮挡问题,设计了一种新的波形选择策略。首先,利用提出的脉冲重复频率(PRF)波形选择策略,离线计算得到距离对应PRF的波形查找表。然后,通过叉积自动频率控制环路滤波(CPAFCLF)算法预估下个相参处理间隔(CPI)导引头与目标间的径向相对速度,并联合提出的基于Sage-Husa带有速度预测的自适应"当前"统计模型(SH-ACSMVP)算法得到的距离跟踪值,获得下个CPI的距离预测值。在跟踪机动目标场景中,相比于"当前"统计(CS)模型跟踪算法及基于"当前"统计模型的自适应无迹卡尔曼滤波(CAUKF)算法,本文算法得到的距离预测误差更小,误差收敛速度更快。根据此距离预测值从波形查找表中选择波形发射,作为下个CPI的发射波形,实现后续跟踪阶段的抗距离遮挡,提高目标跟踪性能。仿真结果表明了本文所设计波形选择策略的正确性及有效性。     

Closed-Form Solution of a Recursive Tracking Filter with a Priori Velocity Initialization

A closed-form solution is presented for the transient gains and covariances of a two-state tracking filter which is initialized with a finite a priori velocity error variance. The formulas are applied to long-range tracking and fire control problems, and are shown to agree (in the limit) with classical formulas for a least-squares line estimator and a bias-in-noise estimator.     

A Kalman Tracker with a Simple Input Estimator

Two Kalman filter based schemes are proposed for tracking maneuvering targets. Both schemes use least squares to estimate a target's acceleration input vector and to update the tracker by this estimate. The first scheme is simpler and by an approximation to its input estimator the computation can be considerably reduced with insignificant performance degradation. The second scheme requires two Kalman filters and hence is more complex. However, since one of its two filters assumes input noise, it may outperform the first scheme when input noise is indeed present. A detector that compares the weighted norm of the estimated input vector to a threshold is used in each scheme. Its function is to guard against false updating of the trackers and to keep the error covariance small during constant velocity tracks. Simulation results for various target profiles are included. They show that in terms of tracking performance, both schemes are comparable. However, because of its computation simplicity, the first scheme is far superior.     

一种新的基于机动检测的机动目标跟踪算法

针对Kalman滤波跟踪机动目标发散和目前多数自适应Kalman滤波算法对运动模型适应性不强的问题,提出了一种新的基于机动检测的机动目标跟踪算法,通过实时自适应的改变滤波模型提高对机动目标跟踪精度。对这种方法与Kalman滤波算法进行了计算机仿真比较,结果表明,该方法计算量小,可实时精确地自适应匹配目标的运动模型,可实现对机动目标稳定可靠的跟踪。     

Multiple-Model Probability Hypothesis Density Filter for Tracking Maneuvering Targets

Tracking multiple targets with uncertain target dynamics is a difficult problem, especially with nonlinear state and/or measurement equations. With multiple targets, representing the full posterior distribution over target states is not practical. The problem becomes even more complicated when the number of targets varies, in which case the dimensionality of the state space itself becomes a discrete random variable. The probability hypothesis density (PHD) filter, which propagates only the first-order statistical moment (the PHD) of the full target posterior, has been shown to be a computationally efficient solution to multitarget tracking problems with a varying number of targets. The integral of PHD in any region of the state space gives the expected number of targets in that region. With maneuvering targets, detecting and tracking the changes in the target motion model also become important. The target dynamic model uncertainty can be resolved by assuming multiple models for possible motion modes and then combining the mode-dependent estimates in a manner similar to the one used in the interacting multiple model (IMM) estimator. This paper propose a multiple-model implementation of the PHD filter, which approximates the PHD by a set of weighted random samples propagated over time using sequential Monte Carlo (SMC) methods. The resulting filter can handle nonlinear, non-Gaussian dynamics with uncertain model parameters in multisensor-multitarget tracking scenarios. Simulation results are presented to show the effectiveness of the proposed filter over single-model PHD filters.     

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.     

ALGORITHMS FOR TRACKING MANEUVERING TARGET WITH PHASED ARRAY RADAR

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