Efficient L-D factorization algorithms for PDA, IMM, and IMMPDAfilters

Efficient algorithms exist for the square-root probabilistic data association filter (PDAF). The same approach is extended to develop square-root versions of the interacting multiple model (IMM) Kalman filter and the IMMPDAF algorithms. The computational efficiency of the method stems from the fact that the terms needed in the overall covariance updates of PDAF, IMM, and IMMPDAF can be obtained as part of the square-root covariance update of an ordinary Kalman filter. In addition, a new square-root covariance prediction algorithm that is substantially faster than the usual modified weighted Gram-Schmidt (MWG-S) algorithm, whenever the process noise covariance matrix is time invariant, is proposed     

Pursuer identification and time-to-go estimation using passive measurements from an evader

We present an algorithm for identifying the parameters of a proportional navigation guidance missile (pursuer) pursuing an airborne target (evader) using angle-only measurements from the latter. This is done for the purpose of classifying the missile so that appropriate counter-measures can be taken. Mathematical models are constructed for a pursuer with a changing velocity, i.e., a direction change and a speed change. Assuming the pursuer is launched from the ground with fixed thrust, its motion can be described by a four-dimensional parameter vector consisting of its proportional navigation constant and three parameters related to thrusting. Consequently, the problem can be solved as a parameter estimation problem, rather than state estimation and we provide an estimator based on maximum likelihood (ML) to solve it. The parameter estimates obtained can be mapped into the time-to-go until intercept estimation results are presented for different scenarios together with the Cramer-Rao lower bound (CRLB), which quantifies the best achievable estimation accuracy. The accuracy of the time-to-go estimate is also obtained. Simulation results demonstrate that the proposed estimator is efficient by meeting the CRLB.     

Multisensor resource deployment using posterior Cramer-Rao bounds

The development of a general framework for the systematic management of multiple sensors in target tracking in the presence of clutter is described. The basis of the technique is to quantify, and subsequently control, the accuracy of target state estimation. The posterior Cramer-Rao lower bound (PCRLB) provides the means of achieving this aim by enabling us to determine a bound on the performance of all unbiased estimators of the unknown target state. The general approach is then to use optimization techniques to control the measurement process in order to achieve accurate target state estimation. We are concerned primarily with the deployment and utilization of limited sensor resources. We also allow for measurement origin uncertainty, with sensor measurements either target-generated or false alarms. An example in which the aim is to track a submarine by deploying a series of constant false-alarm rate passive sonobuoys is presented. We show that by making some standard assumptions, the effect of the measurement origin uncertainty can be expressed as a state-dependent information reduction factor which can be calculated off-line. This enables the Fisher information matrix (FIM) to be calculated quickly, allowing Cramer-Rao bounds to be utilized for real-time, dynamic sensor management. The sensor management framework is shown to determine deployment strategies that enable the target to be accurately localized, and at the same time efficiently utilize the limited sensor resources.     

IMMPDAF for radar management and tracking benchmark with ECM

A framework is presented for controlling a phased array radar for tracking highly maneuvering targets in the presence of false alarms (FAs) and electronic countermeasures (ECMs). Algorithms are presented for track formation and maintenance; adaptive selection of target revisit interval, waveform and detection threshold; and neutralizing techniques for ECM, namely, against a standoff jammer (SOJ) and range gate pull off (RGPO). The interacting multiple model (IMM) estimator in combination with the probabilistic data association (PDA) technique is used for tracking. A constant false alarm rate (CFAR) approach is used to adaptively select the detection threshold and radar waveform, countering the effect of jammer-induced false measurements. The revisit interval is selected adaptively, based on the predicted angular innovation standard deviations. This tracker/radar-resource-allocator provides a complete solution to the benchmark problem for target tracking and radar control. Simulation results show an average sampling interval of about 2.5 s while maintaining a track loss less than the maximum allowed 4%     

Use of measurements from an imaging sensor for precision targettracking

The extraction of measurements for precision tracking of the centroid of a target from a forward-looking infrared imaging sensor is presented. The size of the image of the target is assumed to be small, i.e. around 10 pixels. The statistical characterization of the centroid of the target is obtained. Similarly, the statistical properties of the image correlation of two frames, which measures the target offset, are derived. Explicit expressions that map the video noise statistics into measurement noise statistics are obtained. The offset measurement noise is shown to be autocorrelated. State variable models for tracking the target centroid with these measurements are then presented. Simulation results and quantitative conclusions about achievable subpixel tracking accuracy are given. It is shown that the filter that models the autocorrelated measurement noise provides the best performance     

Dynamic Cramer-Rao bound for target tracking in clutter

Recently, there have been several new results for an old topic, the Cramer-Rao lower bound (CRLB). Specifically, it has been shown that for a wide class of parameter estimation problems (e.g. for objects with deterministic dynamics) the matrix CRLB, with both measurement origin uncertainty (i.e., in the presence of false alarms or random clutter) and measurement noise, is simply that without measurement origin uncertainty times a scalar information reduction factor (IRF). Conversely, there has arisen a neat expression for the CRLB for state estimation of a stochastic dynamic nonlinear system (i.e., objects with a stochastic motion); but this is only valid without measurement origin uncertainty. The present paper can be considered a marriage of the two topics: the clever Riccati-like form from the latter is preserved, but it includes the IRF from the former. The effects of plant and observation dynamics on the CRLB are explored. Further, the CRLB is compared via simulation to two common target tracking algorithms, the probabilistic data association filter (PDAF) and the multiframe (N-D) assignment algorithm.     

Tracking with classification-aided multiframe data association

In most conventional tracking systems, only the target kinematic information from, for example, a radar or sonar or an electro-optical sensor, is used in measurement-to-track association. Target class information, which is typically used in postprocessing, can also be used to improve data association to give better tracking accuracy. The use of target class information in data association can improve discrimination by yielding purer tracks and preserving their continuity. In this paper, we present the simultaneous use of target classification information and target kinematic information for target tracking. The approach presented integrates target class information into the data association process using the 2-D (one track list and one measurement list) as well as multiframe (one track list and multiple measurement lists) assignments. The multiframe association likelihood is developed to include the classification results based on the "confusion matrix" that specifies the accuracy of the target classifier. The objective is to improve association results using class information when the kinematic likelihoods are similar for different targets, i.e., there is ambiguity in using kinematic information alone. Performance comparisons with and without the use of class information in data association are presented on a ground target tracking problem. Simulation results quantify the benefits of classification-aided data association for improved target tracking, especially in the presence of association uncertainty in the kinematic measurements. Also, the benefit of 5-D (or multiframe) association versus 2-D association is investigated for different quality classifiers. The main contribution of this paper is the development of the methodology to incorporate exactly the classification information into multidimensional (multiframe) association.     

Uniform versus nonuniform sampling when tracking in clutter

Many target tracking subsystems have the ability to schedule their own data rates; essentially they can "order" new information whenever they need it, and the cost is in terms of the sensor resource. But among the unmanaged schemes, uniform sampling, in which a new measurement is requested periodically and regularly, is the most commonly-used sampling scheme; deliberately nonuniform schemes are seldom given serious consideration. In this paper, however, we show that such schemes may have been discarded prematurely: a nonuniform sampling can have its benefits. Specifically, the nonuniform and uniform sampling schemes are compared for two kind of trackers: the probabilistic data association filter (PDAF), which updates its track based on a single scan of information at a time; and N-D assignment (an optimization-based implementation of the multi-hypothesis tracker (MHT)), in which the sliding window involves many scans of observations. We find that given the ground rule of maintenance of the same overall scan rate (i.e., the same sensor effort) uniform sampling is always optimal for the single-scan tracker in the sense of track life. However, nonuniform sampling can outperform uniform sampling if a more sophisticated multi-scan tracker is used, particularly when 1) the target has a high process noise, and/or 2) the false alarm density is high, and/or 3) the probability of detection is high.     

Track formation with bearing and frequency measurements in clutter

Target motion analysis from a narrowband passive sonar that yields bearing and frequency measurements in the presence of false detections (clutter) in a low-SNR (low signal-to-noise ratio) environment is discussed. The likelihood function used to compute the maximum likelihood estimation of the track parameters (localization and frequency) incorporates the false alarms via the probabilistic data association technique. The Cramer-Rao lower bound is calculated and results obtained from simulations are shown to be compatible with it. A test of track acceptance is also presented     

Performance limits of track-to-track fusion versus centralized estimation: theory and application [sensor fusion]

Track-to-track fusion is an important part in distributed multisensor-multitarget tracking. The centralized and distributed tracking configurations were studied in (H.Chen et al., Proc. of SPIE Conf. on Signal and Data Processing of Small Targets, vol. 4048, 2000) using simulated air-to-air scenarios, and in (K.C. Chang, et al, IEEE Transact. on Aerospace and Electronic Systems, vol. 33, no. 4, pp. 1271-1276, 1997) with analytical results based on /spl alpha/-/spl beta/ filters. The current work generalizes the results in the latter to the cases with more than 2 sensors. As the number of sensors increases, the performance of the distributed tracker is shown to degrade compared with the centralized estimation even when the optimal track-to-track fusion is used. An approximate track-to-track fusion is presented and compared with the optimal track-to-track fusion with performance curves for various numbers of sensors. These performance curves can be used in designing a fusion system where certain trade-offs need to be considered. Finally, these results are compared with simulation results for a realistic air-to-air encounter scenario.