Tracking of multiple maneuvering targets using multiscan JPDA and IMM filtering

The paper considers the problem of tracking multiple maneuvering targets in the presence of clutter using switching multiple target motion models. A novel suboptimal filtering algorithm is developed by applying the basic interacting multiple model (IMM) approach and the joint probabilistic data association (JPDA) technique. Unlike the standard single-scan JPDA approach, the authors exploit a multiscan joint probabilistic data association (mscan-JPDA) approach to solve the data association problem. The algorithm is illustrated via a simulation example involving tracking of four maneuvering targets and a multiscan data window of length two     

Adaptive Radar Detection with Asymptotically Regulated False-Alarm Rate

An adaptive detection procedure is described by which the detection threshold is so adjusted as to provide an asymptotic false-alarm probability PFA that is approximately invariant with changes in radar clutter return amplitude probability density functions (pdf's) in a broad class. The class includes Rayleigh, chi, Weibull, and lognormal pdf's. The receiver noise is also taken into account. The clutter-plus-noise pdf is approximated by a truncated generalized Laguerre series, the coefficients of which are estimated from the radar returns using "cell averaging" techniques. This estimation is assumed to be perfect. The results obtained indicate that the "bias" error, defined as the normalized difference between the design PFA and the asymptotic PFA corresponding to the computed threshold, lies within a fraction of an order of magnitude for 10-3?PFA ? 10-6. For PFA ?10-6 the bias error is more than an order of magnitude. These results are for the case when a single independent radar return is processed at a time. The bias error decreases as the number of postdetection integrations of independent returns increases.     

Detection and Estimation with Fixed Lag for Abruptly Changing Systems

The problem of state estimation and system structure detection for discrete-time stochastic systems with parameters which may switch among a finite set of values is considered. The switchings are modeled by a semi-Markov, or Markov, chain with known transition statistics. A fixed time delay (lag) is allowed in estimation (smoothing) and detection. The optimal solutions require geometrically increasing computations and storage with time. Suboptimal solutions are proposed to alleviate this problem and simulation results are presented to illustrate the effectiveness of the proposed algorithms and the advantages of introducing a delay in processing of the observations.     

Control of Stochastic Systems with Markov Interrupted Observations

Linear discrete-time stochastic systems with abruptly changing parameters in the measurement mechanism are considered. The abrupt changes are modeled by a finite-state Markov chain. The multiple model partitioning approach is used to derive suboptimal control algorithms as the optimal solution is intractable. The proposed approach is illustrated by simulation examples.     

Interacting multiple model fixed-lag smoothing algorithm forMarkovian switching systems

We investigate a suboptimal approach to the fixed-lag smoothing problem for Markovian switching systems. A fixed-lag smoothing algorithm is developed by applying the basic Interacting Multiple Model (IMM) approach to a state-augmented system. The computational load is roughly d (the fixed lag) times beyond that of filtering for the original system. In addition, an algorithm that approximates the “fixed-lag” mode probabilities given measurements up to current time is proposed. The algorithm is illustrated via a target tracking simulation example where a significant improvement over the filtering algorithm is achieved at the cost of a time delay (i.e., data up to time k are used to produce the smoothed state estimate at time k-d where the fixed large d>0). the IMM fixed-lag smoothing performance for the given example is comparable to that of an existing IMM fixed-interval smoother. Compared with fixed-interval smoothers, the fixed-lag smoothers can be implemented in real-time with a small delay