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.     

Adaptive Correlation Regions for Alpha-Beta Tracking Filters

The design of correlation regions for track-while-scan systems is examined, assuming the requirement to maintain a constant probability of successful correlation. Starting with the assumption of independent and Gaussian-distributed range and azimuth errors in the sensor and assuming a constant-coefficient isotropic ?-? tracking filter, it is shown how the correlation region design must include such factors as sensor errors, timing jitter, tracking errors, and the asynchronous operation of the tracking function with respect to the sensor measurements. For a maneuvering target, it is shown that the size of the correlation region must be equal to the sum of the radius used for the straight-line case plus the magnitude of any tracking bias which results from deviation from the straight-line trajectory assumed in the tracking filter. An upper bound is derived for the magnitude of the bias which could reasonably be expected in typical maneuvers. By specifying the size of the correlation region on a constant probability basis, it is possible to obtain better discrimination against false targets and improved detection of maneuvers by sensing the development of tracking biases.     

Estimating Optimal Tracking Filter Performance for Manned Maneuvering Targets

The majority of tactical weapons systems require that manned maneuverable vehicles, such as aircraft, ships, and submarines, be tracked accurately. An optimal Kalman filter has been derived for this purpose using a target model that is simple to implement and that represents closely the motions of maneuvering targets. Using this filter, parametric tracking accuracy data have been generated as a function of target maneuver characteristics, sensor observation noise, and data rate and that permits rapid a priori estimates of tracking performance to be made when maneuvering targets are to be tracked by sensors providing any combination of range, bearing, and elevation measurements.     

多目标跟踪的概率假设密度粒子滤波

在多目标跟踪中,当目标数很大时,目标状态的联合分布的计算量会非常大。如果目标独立运动,可用各目标分别滤波来代替,但这要求考虑数据互联问题。文章介绍一种可以解决计算量问题的方法,只需计算联合分布的一阶矩——概率假设密度(PHD),PHD在任意区域S上的积分是S内目标数的期望值。因未记录目标身份,避免了数据互联问题。仿真中,传感器为被动雷达,目标观测值为距离、角度及速度时,对上述的PHD滤波进行了粒子实现,并对观测值是否相关的不同情况进行比较。PHD粒子滤波应用在非线性模型的多目标跟踪,实验结果表明,滤波可以稳健跟踪目标数为变数的情况,得到了接近真实情况的结果。     

Kalman Filter Behavior in Bearings-Only Tracking Applications

The extended Kalman filter applied to bearings-only target tracking is theoretically analyzed. Closed-form expressions for the state vector and its associated covariance matrix are introduced, and subsequently used to demonstrate how bearing and range estimation errors can interact to cause filter instability (i.e., premature covariance collapse and divergence). Further investigation reveals that conventional initialization techniques often precipitate such anomalous behavior. These results have important practical implications and are not presently being exploited to full advantage. In particular, they suggest that substantial improvements in filter stability can be realized by employing alternative initialization and relinearization procedures. Some candidate methods are proposed and discussed.     

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.     

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°     

SEQUENTIAL ALGORITHM FOR MULTISENSOR PROBABILISTIC DATA ASSOCIATION

Jointprobabillsticdataassociation(JPDA)isanalgorithmusedinsinglesensormultipletargettrackingsystems.Itemploysthenon-uniqueassignmentof"allneighbor"strategytoadaptforthedensemultitargettrackingenvironments[1].Becauseofitswideapplications,itisnecessarytoextendJPDAintosomemultiplesensortrackingsystems.Suchamultisensorsystem,forexample,canbeformedbycollocatingradarandinfraredsearchandtrack(IRST)whichcantakeadvantagesofboththesensorsbodatafusion.Undertheconditionofthesamesensors,acommonmeasure…     

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.     

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.     

Constant gain tracker with variable frame time

A three-parameter constant-gain recursive filter is augmented by a residual-dependent frame time algorithm that automatically increases sampling rates when a target maneuvers. Computer simulations show that tracking performance is essentially independent of the particular target trajectory. It is found that radial distance errors remain effectively constant over different trajectories. It is the number of observations dictated by the adaptive frame time algorithm that is trajectory-dependent. The filter equations along with the frame time adjustment algorithm are first described, and a comparison made with a similar procedure. Examples given use the nonlinear observations generated by a passive sensor system     

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.     

Tracking Accuracies with Position and Rate Measurements

Tracking accuracies for the radial component of motion are computed for a track-while-scan radar system which obtains position and rate data during the dwell time on a target These results will be of interest to persons developing trackers for pulse Doppler surveillance radars. The normalized accuracies, computed for a two state Kalman tracking filter with white noise maneuver capability, are shown to depend upon two parameters, r = 4?0/?aT2 and s = ?dT/?0. The symbols ?0 and ?d are the position and rate measurement accuracies, respectively, ?a is the standard deviation of the white noise maneuver process and T is the antenna scan time. The scalar tracking filter equations are derived and numerical results are presented. Lower steady state tracking errors plus the earlier attainment of steady state accuracies are the direct consequence of incorporating the rate measurements into the tracking filter.     

基于混合滤波的无线传感器网络融合跟踪方法

 针对无线传感器网络(WSN)中的多传感器融合目标跟踪,提出一种混合滤波算法,称为无迹混合集中式粒子滤波(UM CPF)。该算法使用了一个混合的粒子传播方案。在使用集中式粒子滤波(CPF)对WSN中的节点测量信息进行融合时,粒子滤波器中的一部分粒子使用从无迹变换(UT)获得的高斯分布作为建议分布进行粒子传播,而剩余的另一部分粒子则简单地使用状态转移先验分布进行粒子传播。WSN中的融合跟踪仿真结果表明,和纯粒子滤波算法CPF相比,在仿真速率相当的情况下,混合滤波算法明显提高了跟踪精度和稳定性。     

一种无人机定距盘旋跟踪制导律及稳定性证明

对地面目标的定距盘旋跟踪问题是无人机（UAVs）在任务应用阶段需要面临的重要问题之一,如何在传感器信息受限的情况下完成跟踪任务是目前的研究热点。首先针对地面固定目标设计了一种仅依赖测距传感器的制导律,不再需要传统的视线角信号以及目标和无人机自身的定位信息;其次,设计了李雅普诺夫函数对该制导律的稳定性进行了严格数学证明;最后,将该制导律推广到对地面匀速和变速移动目标的跟踪制导。相比于现有制导律,所提出的制导律结构更为简洁,仅有一个设计参数,并且制导策略更为合理。仿真结果表明所提出的制导律能够实现无人机对地面固定和移动目标的稳定跟踪。     

Modeling and Estimation for Tracking Maneuvering Targets

A new approach to the three-dimensional airborne maneuvering target tracking problem is presented. The method, which combines the correlated acceleration target model of Singer [3] with the adaptive semi-Markov maneuver model of Gholson and Moose [8], leads to a practical real-time tracking algorithm that can be easily implemented on a modern fire-control computer. Preliminary testing with actual radar measurements indicates both improved tracking accuracy and increased filter stability in response to rapid target accelerations in elevation, bearing, and range.     

星载红外探测阵列对导弹跟踪定位的研究

通过分析研究建立了前视红外探测阵列 (FL IR)对导弹进行精确跟踪、定位的数学模型 ,其中包括导弹的运动模型、大气干扰模型和探测阵列的观测模型。根据探测阵列的原始观测数据 ,利用扩展卡尔曼滤波器 (EKF)精确跟踪导弹目标。由于导弹与探测器的距离较远 ,故可视为点目标。导弹在探测阵列上投影的位置由两部分组成 :导弹真实运动位置和由于大气干扰造成的偏移。滤波器分别估计了这两种位移在探测阵列上的变化。最后用蒙特卡罗方法分析了滤波器的性能。     

MULTISENSOR TRACKING SYSTEM WITH ATTITUDE MEASUREMENTS

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Event-triggered cooperative target tracking in wireless sensor networks

Since the issues of low communication bandwidth supply and limited battery capacity are very crucial for wireless sensor networks, this paper focuses on the problem of event-triggered cooperative target tracking based on set-membership information filtering. We study some fundamental properties of the set-membership information filter with multiple sensor measure-ments. First, a sufficient condition is derived for the set-membership information filter, under which the boundedness of the outer ellipsoidal approximation set of the estimation means is guaranteed. Second, the equivalence property between the parallel and sequential versions of the set-membership information filter is presented. Finally, the results are applied to a 1D event-triggered target tracking scenario in which the negative information is exploited in the sense that the measurements that do not satisfy the triggering conditions are modelled as set-membership mea-surements. The tracking performance of the proposed method is validated with extensive Monte Carlo simulations.     

Architectures and algorithms for track association and fusion

Target tracking using multiple sensors can provide better performance than using a single sensor. One approach to multiple target tracking with multiple sensors is to first perform single sensor tracking and then fuse the tracks from the different sensors. Two processing architectures for track fusion are presented: sensor to sensor track fusion, and sensor to system track fusion. Technical issues related to the statistical correlation between track estimation errors are discussed. Approaches for associating the tracks and combining the track state estimates of associated tracks that account for this correlation are described and compared by both theoretical analysis and Monte Carlo simulations