A pure-Cartesian formulation for tracking filters

A pure-Cartesian formulation is presented for angle-only and angle-plus-range tracking filters. Unlike conventional angle-only filters, which use target elevation and bearing as measurements, the filter expresses the sensor measurements in Cartesian coordinates. Consequently, the filter performs equally well for any line-of-sight (LOS) geometry, even when target elevation approaches or is equal to ±90°     

Design of a practical tracking algorithm with radar measurements

The extended Kalman filter (EKF) has been widely used as a nonlinear filtering method for radar tracking problems. However, it has been found that if cross-range measurement errors of the target position are large, the performance of the conventional EKF degrades considerably due to nonnegligible nonlinear effects. A new filtering algorithm for improving the tracking performance with radar measurements is developed based on the fact that correct evaluation of the measurement error covariance is possible in the Cartesian coordinate system. The proposed algorithm may be viewed as a modification of the EKF in which the variance of the range measurement errors is evaluated in an adaptive manner. The filter structure facilitates the incorporation of the sequential measurement processing scheme, and this makes the resulting algorithm favorable to both estimation accuracy and computational efficiency. Computer simulation results show that the proposed method offers superior performance in comparison to previous methods. Moreover, our developed algorithm provides some useful insight into the radar tracking problem     

A Tracking Filter in Spherical Coordinates Enhanced by De-noising of Converted Doppler Measurements

Tracking problem in spherical coordinates with range rate (Doppler) measurements, which would have errors correlated to the range measurement errors, is investigated in this paper. The converted Doppler measurements, constructed by the product of the Doppler measurements and range measurements, are used to replace the original Doppler measurements. A de-noising method based on an unbiased Kalman filter (KF) is proposed to reduce the converted Doppler measurement errors before updating the target states for the constant velocity (CV) model. The states from the de-noising filter are then combined with the Cartesian states from the converted measurement Kalman filter (CMKF) to produce final state estimates. The nonlinearity of the de-noising filter states are handled by expanding them around the Cartesian states from the CMKF in a Taylor series up to the second order term. In the mean time, the correlation between the two filters caused by the common range measurements is handled by a minimum mean squared error (MMSE) estimation-based method. These result in a new tracking filter, CMDN-EKF2. Monte Carlo simulations demonstrate that the proposed tracking filter can provide efficient and robust performance with a modest computational cost.     

Novel quaternion Kalman filter

This paper presents a novel Kalman filter (KF) for estimating the attitude-quaternion as well as gyro random drifts from vector measurements. Employing a special manipulation on the measurement equation results in a linear pseudo-measurement equation whose error is state-dependent. Because the quaternion kinematics equation is linear, the combination of the two yields a linear KF that eliminates the usual linearization procedure and is less sensitive to initial estimation errors. General accurate expressions for the covariance matrices of the system state-dependent noises are developed. In addition, an analysis shows how to compute these covariance matrices efficiently. An adaptive version of the filter is also developed to handle modeling errors of the dynamic system noise statistics. Monte-Carlo simulations are carried out that demonstrate the efficiency of both versions of the filter. In the particular case of high initial estimation errors, a typical extended Kalman filter (EKF) fails to converge whereas the proposed filter succeeds.     

False alarm effects on estimation in multitarget trackers

An analysis of false alarm effects on tracking filter performance in multitarget track-while-scan radars, using variable correlation gates, is presented. The false alarms considered originate from noise, clutter, and crossing targets. The dimensions of the correlation gates are determined by filter prediction and measurement error variances. Track association is implanted either by means of a distance weighted average of the observations or by the nearest neighbor rule. State estimation is performed by means of a second-order discrete Kalman filter, taking into consideration random target maneuvers. Measurements are made in polar coordinates, while target dynamics are estimated in Cartesian coordinates, resulting in coupled linear filter equations. the effect of false alarms on the observation noise covariance matrix, and hence on state estimation errors, is analyzed. A computer simulation example, implementing radar target tracking with a variable correlation gate in the presence of false alarms, is discussed     

Coordinate Conversion and Tracking for Very Long Range Radars

The problem of tracking with very long range radars is studied in this paper. First, the measurement conversion from a radar's r-u-v coordinate system to the Cartesian coordinate system is discussed. Although the nonlinearity of this coordinate transformation appears insignificant based on the evaluation of the bias of the converted measurements, it is shown that this nonlinearity can cause significant covariance inconsistency in the conventionally converted measurements (CM1). Since data association depends critically on filter consistency, this issue is very important. Following this, it is shown that a suitably corrected conversion (CM2) eliminates the inconsistency. Then, initialized with the converted measurements (using CM2), four Cartesian filters are evaluated. It is shown that, among these filters, the converted measurement Kalman filter with second order Taylor expansion (CM2KF) is the only one that is consistent for very long range tracking scenarios. Another two approaches, the range-direction-cosine extended Kalman filter (ruvEKF) and the unscented Kalman filter (UKF) are also evaluated and shown to suffer from consistency problems. However, the CM2KF has the disadvantage of reduced accuracy in the range direction. To fix this problem, a consistency-based modification for the standard extended Kalman filter (E1KF) is proposed. This leads to a new filtering approach, designated as measurement covariance adaptive extended Kalman filter (MCAEKF). For very long range tracking scenarios, the MCAEKF is shown to produce consistent filtering results and be able to avoid the loss of accuracy in the range direction. It is also shown that the MCAEKF meets the posterior Carmer-Rao lower bound for the scenarios considered.     

Best linear unbiased filtering with nonlinear measurements for target tracking

In tracking applications, target dynamics are usually modeled in the Cartesian coordinates, while target measurements are directly available in the original sensor coordinates. Measurement conversion is widely used such that the Kalman filter can be applied in the Cartesian coordinates. A number of improved measurement-conversion techniques have been proposed recently. However, they have fundamental limitations, resulting in performance degradation, as pointed out in a recent survey conducted by the authors. A filter is proposed here that is theoretically optimal in the sense of minimizing the mean-square error among all linear unbiased filters in the Cartesian coordinates. The proposed filter is free of the fundamental limitations of the measurement-conversion approach. Results of an approximate, recursive implementation are compared with those obtained by two state-of-the-art conversion techniques. Simulation results are provided.     

Limits in tracking with extended Kalman filters

The classical linearized conversion of measurements from polar or spherical coordinates to Cartesian ones generates a bias restricting the use of this conversion to cases where the bias can be neglected. In this work, the validity limits for the classical 2D transformation from polar to Cartesian coordinates, as derived in previous work, are shown to be too restrictive and the limits for the 3D transformation from spherical to Cartesian coordinates are introduced. Furthermore, quantitative measures for the performance degradation of the commonly used extended Kalman filter (EKF) in comparison with the best linear unbiased estimation (BLUE) filter are obtained by simulating typical tracking scenarios.     

Efficient Approximation of Kalman Filter for Target Tracking

A Kalman filter in the Cartesian coordinates is described for a maneuvering target when the radar sensor measures range, bearing, and elevation angles in the polar coordinates at high data rates. An approximate gain computation algorithm is developed to determine the filter gains for on-line microprocessor implementation. In this approach, gains are computed for three uncoupled filters and multiplied by a Jacobian transformation determined from the measured target position and orientation. The algorithm is compared with the extended Kalman filter for a typical target trajectory in a naval gun fire control system. The filter gains and the tracking errors for the proposed algorithm are nearly identical to the extended Kalman filter, while the computation requirements are reduced by a factor of four.     

有限差分法的坐标变换诱导误差

有限差分法应用于具有复杂外形的网格时需要进行坐标变换,在此过程中经常会引入坐标变换诱导误差。在柱坐标系下使用均匀网格进行均匀流场计算,计算结果表明,即使物理坐标对计算坐标的变换函数连续可导、计算过程中坐标变换系数直接采用准确的解析式、网格完全正交并且充分光滑,也无法避免坐标变换诱导误差。理论分析表明,产生坐标变换诱导误差的机理是笛卡尔坐标系下的守恒型欧拉方程变换至贴体坐标系下后增加了源项。针对该问题,目前国内外学者通常采用几何守恒律,构建与差分格式相匹配的坐标变换系数计算方法来消除源项。本文介绍了从包含源项的离散等价方程基础上直接进行离散的新算法,在此基础上针对非等距网格条件下MUSCL类格式重构过程进行误差分析,理论推导表明重构中需要考虑非等距插值公式的影响系数,将变量转换至计算空间内进行MUSCL重构才能保证该过程具有均匀网格下的插值精度。通过理论分析及数值实验证明新算法对于均匀流场完全不会引入坐标变换误差。     

Analytical Results for the x, y Kalman Tracking Filter

A two-dimensional x, y Kalman tracking filter is analyzed for a track-while-scan (TWS) operation when the radar sensor measures range and bearing (r, ?) at uniform sampling intervals T seconds apart. This development explicitly considers the coupling between the quantities measured by the sensor (r, ?) and the Cartesian x, y coordinate system selected for the tracking operation. The steadystate components of the gain and error covariance matrixes are analytically determined under the assumption of a white noise maneuver acceleration model in two dimensions. These results are verified by computer calculation of the Kalman filter matrix equations.     

Steady State Results for the X, Y, Z Kalman Tracking Filter

An X, Y, Z Kalman tracking filter is described and its steady state characteristics are analytically determined when the radar sensor meaures range, bearing, and elevation (?, ?, ?) at uniform intervals of time, T seconds. The relationship between the quantities measured by the sensor (?, ?,?) and the Cartesian coordinate system (X, Y, Z) is explicitly considered.     

双视线测量相对导航方法误差分析与编队设计

空间非合作目标的相对导航是在轨维护和近距离监视任务中的关键技术,目前的研究表明仅有视线测量条件下中距离相对导航沿距离方向的观测度较差,而基于双视线测量的相对导航方法可以有效解决该问题。为此,研究了两个追踪航天器所组成的编队,在双视线测量条件下进行自主相对导航的方法。首先,详细地介绍了双视线测量相对导航方案的构成以及具体的导航算法;其次,根据两个追踪航天器与目标航天器的几何构型,推导双视线测量方法中的误差传递规律,并分析其中的影响因素;然后,对两个追踪航天器的编队构型进行设计,并分析编队构型对该方法导航性能的影响;最后,通过数值仿真对上述相关的结论进行验证。     

Attitude and Oribit Estimation Using Stars and Landmarks

An extended Kalman filter is used to process line-of-sight measurements to stars and known landmarks providing a statistical indication of performance in estimating spacecraft attitude, orbital ephemeris, and the bias drift of a set of three strapdown gyros. The landmark measurements were assumed to have been taken from the imagery of an Earth-observing multispectral scanner. It is shown that filtering of these noisy measurements results in highly accurate estimates of the above parameters. Results are given showing the sensitivity of performance to various system parameters such as star tracker accuracy, errors in the knowledge of landmark position, and number of stars and landmarks processed.     

移动桥式三坐标测量机Z轴运动的动态误差

分别从理论上和实验上对移动桥式三坐标测量机Z轴运动的动态误差进行了分析,对Z轴进行了力的分析。用激光干涉仪对Z轴运动时的主要动态误差进行了测量,指出了此时影响动态误差的因素。提出了改进移动桥式三坐标测量机设计的措施,为移动桥式三坐标测量机实现高速测量状态下的高精度提供了依据。     

双星编队对空间非合作目标的仅测角跟踪方法

针对单星仅测角对目标跟踪误差较大和不良测量条件下跟踪精度下降的问题,提出利用编队卫星对非合作目标进行联合跟踪的方法。采用考虑地球非球形J2引力摄动的轨道动力学模型,建立多视线测量模型,融合编队卫星对目标的观测数据。然后,基于新息设计增益调节矩阵提高滤波器在测量故障条件下的鲁棒性。最后,建立仿真模型进行验证。仿真结果表明,相比单星跟踪,该方法的位置误差和速度误差分别减少了27.06%和26.96%。在系统存在异常量测时,相比常规滤波,该方法也具有更高的精确性和更好的鲁棒性。     

Kalman Filter Compensation for a Special Class of Systems

Filter compensation techniques for several special but practical cases are discussed. A general set of bias and covariance equations for linear filters with modeling errors is first summarized. A method for relating the modeling errors to the selection of the covariance of "process noise" for model error compensation is suggested. A performance ordering for cases when the true system becomes a subsystem of the model used for the filter construction is given. A bias correcting filter is derived for the case when the filter is matched only to a subsystem of the actual system.     

一种有效的抑制压电陀螺动态误差的方法

提出了一种基于小波滤波的补偿压电陀螺动态误差的方法.与自适应卡尔曼滤波、IIR低通滤波方法在实际工程中应用的比较和大量的跑车实验表明,该方法能够有效去除压电陀螺动态误差噪声干扰,提高压电陀螺使用精度.     

基于对偶四元数的INS/GPS组合导航算法研究

在基于对偶四元数的捷联惯导解算方法的基础上,推导了以惯性系作为导航系的惯导误差方程,在此基础上设计了卡尔曼滤波组合导航算法。通过激光惯导跑车采集数据,进行了仿真分析,试验结果表明,该组合导航算法能有效的消除惯导累积的速度误差和位置误差,相比于目前广泛应用的INS/GPS组合导航算法,本文描述了INS/GPS组合导航的另一种实现方式,获得了相当的精度,具有一定的工程应用价值。     

捷联制导旋转弹制导信息提取研究CSCD

以捷联式半主动激光导引头为研究对象,研究其应用在旋转弹上制导信息的提取方法。根据坐标转换关系得到旋转弹惯性系视线角解耦模型,由于导引头和速率陀螺仪具有测量误差特性,直接解耦得到的制导信息会产生较大的误差。基于视线角解耦模型的非线性,采用扩展卡尔曼滤波(EKF)的方法对测量信息进行滤波处理,估计出目标的位置,从而得到捷联式半主动激光导引旋转弹的制导信息。将扩展卡尔曼滤波方法与α-β滤波方法进行对比分析,得到扩展卡尔曼滤波方法对捷联式半主动激光导引旋转弹制导信息的估计精度更高,收敛更快。