Information type filters for tracking a maneuvering target

Two previously proposed adaptive covariance-type Kalman filtering techniques for tracking maneuvering targets (see Y.T. Chan et al. ibid., p.237-44, Mar. 1979, and Z. Tang et al. Report, Department of Electrical and Computer Engineering, Oregon State University, Corvallis, Oct. 1983) are developed further to utilize the information-type Kalman filter. These adaptive information-type filters are described in structurally decoupled forms, thereby greatly reducing the computational requirements while rendering the filters amenable to implementation on parallel processors. A coherent decision procedure for including partial coupling when necessary is developed via offline analysis of crosscorrelation functions     

Optimization of point target tracking filters

We review a powerful temporal-based algorithm, a triple temporal filter (TTF) with six input parameters, for detecting and tracking point targets in consecutive frame data acquired with staring infrared (IR) cameras. Using an extensive data set of locally acquired real-world data, we used an iterative optimization technique, the Simplex algorithm, to find an optimum set of input parameters for a given data set. Analysis of correlations among the optimum filter parameters based on a representative subset of our database led to two improved versions of the filter: one dedicated to noise-dominated scenes, the other to cloud clutter-dominated scenes. Additional correlations of filter parameters with measures of clutter severity and target velocity as well as simulations of filter responses to idealized targets reveal which features of the data determine the best choice of filter parameters. The performance characteristics of the filter is detailed by a few example scenes and metric plots of signal to clutter gains and signal to noise gains over the total database     

Tracking in clutter with nearest neighbor filters: analysis andperformance

The measurement that is “closest” to the predicted target measurement is known as the “nearest neighbor” (NN) measurement in tracking. A common method currently in wide use for tracking in clutter is the so-called NN filter, which uses only the NN measurement as if it were the true one. The purpose of this work is two fold. First, the following theoretical results are derived: the a priori probabilities of all three data association events (updates with correct measurement, with incorrect measurement, and no update), the probability density functions (pdfs) of the NN measurement conditioned on the association events, and the one-step-ahead prediction of the matrix mean square error (MSE) conditioned on the association events. Secondly, a technique for prediction without recourse to expensive Monte Carlo simulations of the performance of tracking in clutter with the NN filter is presented. It can quantify the dynamic process of tracking divergence as well as the steady-state performance. The technique is a new development along the line of the recently developed general approach to the performance prediction of algorithm with both continuous and discrete uncertainties     

Tracking a maneuvering target using sensors of variable quality

In an environment subject to sudden change, the accuracy of tracking and prediction is strongly influenced both by the sensor architecture and by the quality of the sensors. An image-enhanced algorithm is presented for both path following and covariance estimation in applications where the sensors are subject to sudden and unpredictable variation in quality. For an illustrative trajectory, the performance of the algorithm is contrasted with an extended Kalman filter (EKF) and an image-enhanced algorithm based upon the nominal sensors     

Tracking a 3D maneuvering target with passive sensors

A novel application of the interacting multiple models (IMM) algorithm in which passive infrared sensors are fused for tracking a target maneuvering in three dimensions is discussed. More accurate models of target motion are proposed to improve performance. When the general models are used to describe the maneuvering periods, it is shown that the IMM behaviour is not satisfactory, in that the innovations associated with the different models do not discriminate between the corresponding target maneuvering regimes. The turning of the Markov chain transition matrix, i.e., a priori information, is then crucial to obtaining the correct ordering of the a posteriori regime probabilities. On the contrary, a more satisfactory behavior of the IMM algorithm is obtained by carefully selecting the target motion models in the different regimes     

PHD filters of higher order in target number

The multitarget recursive Bayes nonlinear filter is the theoretically optimal approach to multisensor-multitarget detection, tracking, and identification. For applications in which this filter is appropriate, it is likely to be tractable for only a small number of targets. In earlier papers we derived closed-form equations for an approximation of this filter based on propagation of a first-order multitarget moment called the probability hypothesis density (PHD). In a recent paper, Erdinc, Willett, and Bar-Shalom argued for the need for a PHD-type filter which remains first-order in the states of individual targets, but which is higher-order in target number. In this paper we show that this is indeed possible. We derive a closed-form cardinalized PHD (CPHD) filter, which propagates not only the PHD but also the entire probability distribution on target number.     

临近空间高超声速滑跃式轨迹目标跟踪技术

针对临近空间目标飞行速度快、机动特性强和加速度突变的特性,提出一种地心直角(ECEF)坐标系下基于目标特性分析的修正强跟踪滤波(MSTF)算法。首先,通过对ECEF坐标系下目标量测的无偏转化处理,以有效减小目标高超声速飞行所带来的旋转、平移和线性化误差影响;接着,在对目标特性充分分析的基础上,合理构建强跟踪滤波(STF)模型,通过对模型参数的自适应调节,以有效实现临近空间高超声速滑跃式轨迹目标的精确跟踪;最后,结合统计学原理对目标加速度的突变进行合理检测和补偿,以进一步修正强跟踪滤波模型的跟踪精度。仿真结果表明,与现有的临近空间目标跟踪算法相比,该算法具有较高的定位跟踪精度。     

Design and application of quadratic correlation filters for target detection

We introduce a method for designing and implementing quadratic correlation filters (QCFs) for shift-invariant target detection in imagery. The QCFs are a quadratic classifier that operates directly on the image data without feature extraction or segmentation. In this sense, the QCFs retain the main advantages of conventional linear correlation filters while offering significant improvements in other respects. Not only is more processing required to detect peaks in the outputs of multiple linear filters, but choosing a winner among them is an error prone task. On the other hand, all channels in a QCF work together to optimize the same performance metric and produce a combined output that leads to considerable simplification of the postprocessing scheme. In addition, QCFs also yield better performance than their linear counterparts for comparable throughput requirements. Two different methods for designing basis functions that optimize the QCF performance criterion are presented. An efficient architecture for implementing QCFs is discussed along with a case study of the proposed approach for detecting targets in LADAR imagery.     

Tracking a maneuvering target using input estimation versus theinteracting multiple model algorithm

Two maneuvering-target tracking techniques are compared. The first, called input estimation, models the maneuver as constant unknown input, estimates its magnitude and onset time, and then corrects the state estimate accordingly. The second models the maneuver as a switching of the target state model, where the various state models can be of different dimension and driven by process noises of different intensities, and estimates the state according to the interacting multiple model (IMM) algorithm. While the first requires around twenty parallel filters, it is shown that the latter, implemented in the form of the IMM, performs equally well or better with two or three filters     

战斗机动态逆控制律对比研究

分别采用常规动态逆和模型参考动态逆设计了战斗机飞行控制律,并通过开环时域仿真以及基于任务的闭环飞行品质评估方法,对比分析了两类控制律的特点及差异.研究表明,模型参考动态逆对高频小幅指令跟踪效果较好,在需要驾驶员频繁补偿的飞行任务中表现出的飞行品质更佳.研究结果对战斗机飞行控制律的选择与设计、控制律与飞行任务种类的匹配有一定的参考意义.     

Finite-dimensional filters with nonlinear drift. XV. New directmethod for construction of universal finite-dimensional filter

We consider the explicit solution of Duncan-Mortensen-Zakai (DMZ) equation for the finite-dimensional filtering system. We show that under certain conditions, the nonlinear filtering system can be solved explicitly with an arbitrary initial condition by solving a system of ordinary differential equations and a Kolmogorov-type equation. Let n be the dimension of state space. We show that we need only n sufficient statistics in order to solve the DMZ equation     

Finite-dimensional filters with nonlinear drift. V: solution to Kolmogorov equation arising from linear filtering with non-Gaussian initial condition

Despite its usefulness, the Kalman-Bucy filter is not perfect. One of its weaknesses is that it needs a Gaussian assumption on the initial data. Recently Yau and Yau introduced a new direct method to solve the estimation problem for linear filtering with non-Gaussian initial data. They factored the problem into two parts: (1) the on-line solution of a finite system of ordinary differential equations (ODEs), and (2) the off-line calculation of the Kolmogorov equation. Here we derive an explicit closed-form solution of the Kolmogorov equation. We also give some properties and conduct a numerical study of the solution.     

Fabrication of filters by a multielectrode tool

The paper deals with the technology of fabricating the filters used in aircraft engines. The new methods of electrochemical dimensional processing are presented, which are used for collective processing of openings with various cross-sections in thin-walled filters.     

Passive ranging of a low observable ballistic missile in agravitational field

In this paper we present an estimation algorithm for tracking the motion of a low-observable target in a gravitational field, for example, an incoming ballistic missile (BM), using angle-only measurements. The measurements, which are obtained from a single stationary sensor, are available only for a short time. Also, the low target detection probability and high false alarm density present a difficult low-observable environment. The algorithm uses the probabilistic data association (PDA) algorithm in conjunction with maximum likelihood (ML) estimation to handle the false alarms and the less-than-unity target detection probability. The Cramer-Rao lower bound (CRLB) in clutter, which quantifies the best achievable estimator accuracy for this problem in the presence of false alarms and nonunity detection probability, is also presented. The proposed estimator is shown to be efficient, that is, it meets the CRLB, even for low-observable fluctuating targets with 6 dB average signal-to-noise ratio (SNR). For a BM in free flight with 0.6 single-scan detection probability, one can achieve a track detection probability of 0.99 with a negligible probability of false track acceptance     

改进跟踪微分器设计

通过非线性和线性连续函数的恰当组合,使构造的奇次指数幂且连续的跟踪微分器函数的系统状态,无论在远离还是接近平衡点位置都能快速收敛。设计的跟踪微分器满足全局渐进稳定,仅收敛于一个平衡点。此外,由于未使用切换函数,也不存在抖振现象。计算机仿真表明,改进跟踪微分器跟踪效果优于经典的非线性跟踪微分器,且跟踪给定系统的状态变量与真实状态变量的响应高度吻合。     

Radar target identification using the bispectrum: a comparativestudy

Radar target identification is performed using time-domain bispectral features. The classification performance is compared with the performance of other classifiers that use either the impulse response or frequency domain response of the unknown target. The classification algorithms developed here are based on the spectral or the bispectral energy of the received backscatter signal. Classification results are obtained using simulated radar returns derived from measured scattering data from real radar targets. The performance of classifiers in the presence of additive Gaussian (colored or white), exponential noise, and Weibull noise are considered, along with cases where the azimuth position of the target is unknown. Finally, the effect on classification performance of responses horn extraneous point scatterers is investigated     

Target-Handling Capacity of a Phased-Array Tracking Radar

The factors which affect the target-handling capacity of an agile-beamelectronically scanned multitarget-tracking radar are reviewed and analyze.Consideration is given to the choice of strategy for dwell allocation amongtargets, the choice of trajectory extrapolation algorithms for target tracking, and the determination of saturation target acquisition rates. Emphasisis placed upon radar systems with control computers having limited speed and memory, and recommendations are made for allocation strategy and targetytracking algorithms, based on uniform sampling, to be used in maximizing thetarget-handling capacity in this situation.     

Finite-dimensional filters with nonlinear drift. III: Duncan-Mortensen-Zakai equation with arbitrary initial condition for the linear filtering system and the Benes filtering system

We consider the Duncan-Mortensen-Zakai (DMZ) equation for the Kalman-Bucy filtering system and Benes filtering system. We show that this equation can be solved explicitly with an arbitrary initial condition by solving a system of ordinary differential equations and a Kolmogorov-type equation, Let n be the dimension of state space. We show that we need only n sufficient statistics in order to solve the DMZ equation.     

Interacting multiple model methods in target tracking: a survey

The Interacting Multiple Model (IMM) estimator is a suboptimal hybrid filter that has been shown to be one of the most cost-effective hybrid state estimation schemes. The main feature of this algorithm is its ability to estimate the state of a dynamic system with several behavior modes which can “switch” from one to another. In particular, the IMM estimator can be a self-adjusting variable-bandwidth filter, which makes it natural for tracking maneuvering targets. The importance of this approach is that it is the best compromise available currently-between complexity and performance: its computational requirements are nearly linear in the size of the problem (number of models) while its performance is almost the same as that of an algorithm with quadratic complexity. The objective of this work is to survey and put in perspective the existing IMM methods for target tracking problems. Special attention is given to the assumptions underlying each algorithm and its applicability to various situations