Decoding techniques in state estimation for dynamic systems withpast histories

States of dynamic models with a higher order memory are estimated using both a stack sequential decoding algorithm and the Viterbi decoding algorithm (VDA), without higher dimensional dynamic system representation. This results in memory reduction for state estimate implementation. It is found that state estimation with a stack sequential decoding algorithm is faster and more practical than the state estimation with the Viterbi decoding algorithm, even though the estimates obtained by the Viterbi decoding algorithm are superior     

Bearings-only tracking of maneuvering targets using abatch-recursive estimator

We present a new batch-recursive estimator for tracking maneuvering targets from bearings-only measurements in clutter (i.e., for low signal-to-noise ratio (SNR) targets), Standard recursive estimators like the extended Kalman Iter (EKF) suffer from poor convergence and erratic behavior due to the lack of initial target range information, On the other hand, batch estimators cannot handle target maneuvers. In order to rectify these shortcomings, we combine the batch maximum likelihood-probabilistic data association (ML-PDA) estimator with the recursive interacting multiple model (IMM) estimator with probabilistic data association (PDA) to result in better track initialization as well as track maintenance results in the presence of clutter. It is also demonstrated how the batch-recursive estimator can be used for adaptive decisions for ownship maneuvers based on the target state estimation to enhance the target observability. The tracking algorithm is shown to be effective for targets with 8 dB SNR     

Estimating Range Derivatives Using Phase Differences

The problem of estimating radar range derivatives using phase differences is considered. A minimum-variance, unbiased estimator is obtained. The resultant variances of the estimates so obtained are shown to be significantly lower than those of a least-squares estimator. Finally, a recursive form for the estimator is derived.     

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     

Recursive 3-D motion estimation from a monocular image sequence

Consideration is given to the design and application of a recursive algorithm to a sequence of images of a moving object to estimate both its structure and kinematics. The object is assumed to be rigid, and its motion is assumed to be smooth in the sense that it can be modeled by retaining an arbitrary number of terms in the appropriate Taylor series expansions. Translational motion involves a standard rectilinear model, while rotational motion is described with quaternions. Neglected terms of the Taylor series are modeled as process noise. A state-space model is constructed, incorporating both kinematic and structural states, and recursive techniques are used to estimate the state vector as a function of time. A set of object match points is assumed to be available. The problem is formulated as a parameter estimation and tracking problem which can use an arbitrarily large number of images in a sequence. The recursive estimation is done using an iterated extended Kalman filter (IEKF), initialized with the output of a batch algorithm run on the first few frames. Approximate Cramer-Rao lower bounds on the error covariance of the batch estimate are used as the initial state estimate error covariance of the IEKF. The performance of the recursive estimator is illustrated using both real and synthetic image sequences     

利用重要性采样的时差-频差联合估计算法

针对无源定位中参考信号真实值未知的时差(TDOA)-频差(FDOA)联合估计问题,构建了一种新的时差-频差最大似然(ML)估计模型,并采用重要性采样(IS)方法求解似然函数极大值,得到时差-频差联合估计。算法通过生成时差-频差样本,并统计样本加权均值得到估计值,克服了传统互模糊函数(CAF)算法只能得到时域和频域采样间隔整数倍估计值的问题,且不存在期望最大化(EM)等迭代算法的初值依赖和收敛问题。推导了时差-频差联合估计的克拉美罗下界(CRLB),并通过仿真实验表明,算法的计算复杂度适中,估计精度优于CAF算法和EM算法,在不同信噪比条件下估计误差接近CRLB。     

Maximum likelihood track-before-detect with fluctuating targetamplitude

An important problem in target tracking is the detection and tracking of targets in very low signal-to-noise ratio (SNR) environments. In the past, several approaches have been used, including maximum likelihood. The major novelty of this work is the incorporation of a model for fluctuating target amplitude into the maximum likelihood approach for tracking of constant velocity targets. Coupled with a realistic sensor model, this allows the exploitation of signal correlation between resolution cells in the same frame, and also from one frame to the next. The fluctuating amplitude model is a first order model to reflect the inter-frame correlation. The amplitude estimates are obtained using a Kalman filter, from which the likelihood function is derived. A numerical maximization technique avoids problems previously encountered in “velocity filtering” approaches due to mismatch between assumed and actual target velocity, at the cost of additional computation. The Cramer-Rao lower bound (CRLB) is derived for a constant, known amplitude case. Estimation errors are close to this CRLB even when the amplitude is unknown. Results show track detection performance for unknown signal amplitude is nearly the same as that obtained when the correct signal model is used     

Performance measure for Markovian switching systems using best-fitting Gaussian distributions

This paper considers the theoretical posterior Cramer-Rao lower bound (PCRLB) for the case of tracking a manoeuvring target with Markovian switching dynamics. In a recent article [2] it was proposed to calculate the PCRLB conditional on the manoeuvre sequence and then determine the bound as a weighted average, giving an unconditional PCRLB. However, we demonstrate that this approach can produce an overly optimistic lower bound, because the sequence of manoeuvres is implicitly assumed known. Motivated by this, we develop a general approach and derive a closed-form estimate of the PCRLB in the case of Markovian switching systems. The basis of the approach is to, at each time step, replace the multi-modal prior target probability density function (pdf) with a best-fitting Gaussian (BFG) approximation. We present a recursive formula for calculating the mean and covariance of this Gaussian distribution, and demonstrate how the covariance increases as a result of the potential manoeuvres. We are then able to calculate the PCRLB for this BFG model using an existing Riccati-like recursion. Because of the BFG approximation, we are no longer guaranteed a bound and so we refer to our estimate as an "error performance measure" rather than a bound. The presented approach is applied both to filtering and smoothing cases. The simulation results indicate a very close agreement between the proposed performance measure and the error performance of an interacting multiple model estimator.     

无需辅助数据的分布式目标自适应检测器

在非高斯背景和没有辅助数据的条件下,研究了高分辨率雷达分布式目标的自适应检测问题.首先采用有序检测理论和协方差矩阵的迭代估计方法粗略估计散射点集合,进一步利用迭代估计方法获得协方差矩阵的近似最大似然估计,提出了无需辅助数据的自适应检测器(ADWSD).ADWSD在非高斯背景下具有近似恒虚警率特性,且检测性能远好于修正的...     

Attitude Determination from Vector Observations: Quaternion Estimation

Two recursive estimation algorithms, which use pairs of measured vectors to yield minimum variance estimates of the quaternion of rotation, are presented. The nonlinear relations between the direction cosine matrix and the quaternion are linearized, and a variant of the extended Kalman filter is used to estimate the difference between the quaternion and its estimate. With each measurement this estimate is updated and added to the whole quaternion estimate. This operation constitutes a full state reset in the estimation process. Filter tuning is needed to obtain a converging filter. The second algorithm presented uses the normality property of the quaternion of rotation to obtain, in a straightforward design, a filter which converges, with a smaller error, to a normal quaternion. This algorithm changes the state but not the covariance computation of the original algorithm and implies only a partial reset. Results of Monte-Carlo simulation runs are presented which demonstrate the superiority of the normalized quaternion.     

EM-ML algorithm for track initialization using possibly noninformative data

Initializing and maintaining a track for a low observable (LO) (low SNR, low target detection probability and high false alarm rate) target can be very challenging because of the low information content of measurements. In addition, in some scenarios, target-originated measurements might not be present in many consecutive scans because of mispointing, target maneuvers, or erroneous preprocessing. That is, one might have a set of noninformative scans that could result in poor track initialization and maintenance. In this paper an algorithm based on the expectation-maximization (EM) algorithm combined with maximum likelihood (ML) estimation is presented for tracking slowly maneuvering targets in heavy clutter and possibly noninformative scans. The adaptive sliding-window EM-ML approach, which operates in batch mode, tries to reject or weight down noninformative scans using the Q-function in the M-step of the EM algorithm. It is shown that target features in the form of, for example, amplitude information (AI), can also be used to improve the estimates. In addition, performance bounds based on the supplemented EM (SEM) technique are also presented. The effectiveness of new algorithm is first demonstrated on a 78-frame long wave infrared (LWIR) data sequence consisting of an Fl Mirage fighter jet in heavy clutter. Previously, this scenario has been used as a benchmark for evaluating the performance of other track initialization algorithms. The new EM-ML estimator confirms the track by frame 20 while the ML-PDA (maximum likelihood estimator combined with probabilistic data association) algorithm, the IMM-MHT (interacting multiple model estimator combined with multiple hypothesis tracking) and the EVIM-PDA estimator previously required 28, 38, and 39 frames, respectively. The benefits of the new algorithm in terms of accuracy, early detection, and computational load are illustrated using simulated scenarios as well.     

Data fusion of decentralized local tracker outputs

An approach for fusing offboard track-level data at a central fusion node is presented. The case where the offboard tracker continues to update its local track estimate with measurement and system dynamics models that are not necessarily linear is considered. An algorithm is developed to perform this fusion at a central node without having access to the offboard measurements, their noise statistics, or the location of the local estimator. The algorithm is based on an extension of results that were originally established for linear offboard trackers. A second goal of this work is to develop an inequality constraint for selecting the proper sampling interval for the incoming state estimates to the fusion node. This interval is selected to allow use of conventional Kalman filter algorithms at the fusion node without suffering error performance degradation due to processing a correlated sequence of track state estimates     

Comparison of motion and stereo methods in passive ranging systems

The authors compare the estimates in passive ranging systems using motion and stereo approaches. It is shown that an integrated approach is necessary to provide better range estimates over a field-of-view (FOV) of interest in helicopter flight. The recursive approach for processing a sequence of stereo images, described together with a recursive motion algorithm (RMA), provides the basis for an integrated method to provide more accurate range information. Results based on motion sequences of stereo images are presented     

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.     

Real-time fault detection method based on belief rule base for aircraft navigation system

Real-time and accurate fault detection is essential to enhance the aircraft navigation system’s reliability and safety. The existent detection methods based on analytical model draws back at simultaneously detecting gradual and sudden faults. On account of this reason, we propose an online detection solution based on non-analytical model. In this article, the navigation system fault detection model is established based on belief rule base (BRB), where the system measuring residual and its changing rate are used as the inputs of BRB model and the fault detection function as the output. To overcome the drawbacks of current parameter optimization algorithms for BRB and achieve online update, a parameter recursive estimation algorithm is presented for online BRB detection model based on expectation maximization (EM) algorithm. Furthermore, the proposed method is verified by navigation experiment. Experimental results show that the proposed method is able to effectively realize online parameter evaluation in navigation system fault detection model. The output of the detection model can track the fault state very well, and the faults can be diagnosed in real time and accurately. In addition, the detection ability, especially in the probability of false detection, is superior to offline optimization method, and thus the system reliability has great improvement.     

Efficient recursive state estimator for dynamic systems withoutknowledge of noise covariances

An efficient recursive state estimator for dynamic systems without knowledge of noise covariances is suggested. The basic idea for this estimator is to incorporate the dynamic matrix and the forgetting factor into the least squares (LS) method to remedy the lack of knowledge of noises. We call it the extended forgetting factor recursive least squares (EFRLS) estimator. This estimator is shown to have similar asymptotic properties to a completely specified Kalman filter state estimator. More importantly, the performance of EFRLS greatly exceeds that of existing filtering techniques when the noise variance is misspecified. In addition, EFRLS also performs well when there is cross-correlation between the process and measurement noise streams or temporal dependencies within those streams. Some discussions and a number of simulations are made to provide practical guidance on the choice of an optimal forgetting factor and evaluate the performance of the EFRLS algorithms, which strongly dominates that of the standard forgetting factor recursive least squares (FRLS) and some misspecified Kalman filtering     

Multiple radar targets estimation by exploiting induced amplitude modulation

This work deals with the problem of estimating complex amplitudes, Doppler frequencies, and directions of arrival (DOA) of multiple targets present in the same range-azimuth resolution cell of a surveillance radar. The maximum likelihood (ML) and the asymptotic (large sample size) ML (AML) estimators are derived. To reduce the computational complexity of the maximization of the nonlinear two-dimensional criterion function of the AML estimator, we propose a computationally efficient algorithm based on the RELAXation method. It allows decoupling the problem of jointly estimating the parameters of the signal components into a sequence of simpler problems, where the parameters of each component are separately and iteratively estimated. The proposed method overcomes the resolution limitation of the classical monopulse technique and resolves multiple targets exhibiting an arbitrarily small difference in azimuth as long as their Doppler frequencies differ at least by the inverse of the number of integrated pulses, provided that enough signal-to-noise ratio (SNR) per pulse is available. The performance of the proposed AML-RELAX estimator is numerically investigated through Monte Carlo simulation and Cramer-Rao lower bound (CRLB) calculation.     

采用自适应滤波技术的机载雷达跟踪系统

 一、引言 机载雷达跟踪系统的基本功能是提供我机与目标间相对距离矢量有关变量的估值,并保持系统跟踪能力的最佳化。机载大控系统则利用这些估值来形成武器的制导指令,进而完成对目标的截击任务。 过去,机载雷达跟踪系统的设计采用经典伺服机构理论。为了提高系统的跟踪精度,     

Application of Road Information in Ground Moving Target Tracking

A new algorithm is developed to achieve accurate state estimation in ground moving target tracking by means of using road information. It is an adaptive variable structure interacting multiple model estimator with dynamic models modification （DMM VS-IMM for short）. Firstly, road information is employed to modify the target dynamic models used by filter, including modification of state transition matrix and process noise. Secondly, road information is applied to update the model set of a VS-IMM estimator. Predicted state estimation and road information are used to locate the target in the road network on which the model set is updated and finally IMM filtering is implemented. As compared with traditional methods, the accuracy of state estimation is improved for target moving not only on a single road, but also through an intersection. Monte Carlo simulation demonstrates the efficiency and robustness of the proposed algorithm with moderate computational loads.