An Algorithm of the Adaptive Grid and Fuzzy Interacting Multiple Model

这份报纸为调遣目标追踪学习适应格子和模糊交往的多重模型( AGFIMM )的算法，当集中于固定结构的问题时，不高的多重模型( FSMM )算法费用效率比率和 Markov 转移交往的概率是困难的确切决定的多重模型( IMM )算法。这个算法认识到适应模型由适应格子调整设定，并且获得由模糊逻辑推理在模型集合匹配度的每个模型。模拟结果证明 AGFIMM 算法能有效地改进精确性和多重模型算法的费用效率比率，并且对设计应用作为结果合适。

ADAPTIVE MULTIPLE MODEL FILTER USING IMM AND STF

In fault identification, the Strong Tracking Filter (STF) has strong ability to track the change of some parameters by whitening filtering innovation. In this paper, the authors give out a modified STF by searching the fading factor based on the Least Squared Estimation. In hybrid estimation, the well known Interacting Multiple Model (IMM) Technique can model the change of the system modes. So one can design a new adaptive filter — SIMM. In this filter, our modified STF is a parameter adaptive part and IMM is a mode adaptive part. The benefit of the new filter is that the number of models can be reduced considerably. The simulations show that SIMM greatly improves accuracy of velocity and acceleration compared with the standard IMM to track the maneuvering target when 2 model conditional estimators are used in both filters. And the computation burden of SIMM increases only 6% compared with IMM.

基于改进自适应IMM算法的高速列车组合定位

针对列车高精度定位问题,该文提出基于改进自适应交互多模型(IMM)的高速列车高精度组合定位方法。首先,根据列车定位需求和各传感器特点,设计了卫星接收器、轮轴测速传感器、测速雷达以及单轴陀螺仪4种传感器的组合定位方案。然后,针对IMM融合滤波算法因先验信息不准导致固定参数设置不当的问题,引入Sage-Husa自适应滤波和转移概率矩阵(TPM)自适应更新集成为自适应IMM算法。针对多模型切换的滞后问题,利用子模型似然函数值能快速反映模型变化趋势的特点,将似然函数值设为判定标志,并引入判定窗对TPM矩阵元素进行修正,有效提升了模型的切换速度。最后,基于改进自适应IMM算法对4种传感器定位信息进行融合滤波,实现高速列车的高精度组合定位。仿真结果表明:改进后的算法相比其他自适应IMM算法提升定位精度1.6%~14.7%,并且能通过提高模型间切换速度来有效降低位置误差峰值,同时具备较好的抗噪性能。

一种基于模型概率单调性变化的自适应IMM-UKF改进算法

针对现有交互式多模型(IMM)算法模型间切换迟滞和转换速率慢的缺点,提出一种基于模型概率单调性变化的自适应交互式多模型无迹卡尔曼滤波改进算法(mIMM-UKF)。该算法利用后验信息模型概率的单调性,对马尔可夫转移概率矩阵及模型估计概率进行二次修正,加快了匹配模型的切换速度及转换速率。仿真结果表明,与现有算法相比,该算法通过快速切换匹配模型,有效提高了水下目标跟踪精度。

基于改进ATPM-IMM算法的外辐射源雷达机动目标跟踪

针对外辐射源雷达进行机动目标跟踪时,现有的自适应交互式多模型(AIMM)算法难以达到高精确度跟踪的问题,提出一种基于改进的自适应转移概率交互式多模型(ATPM-IMM)的机动目标跟踪算法。该算法在ATPM-IMM算法的基础上增加了自适应控制窗,对转移概率矩阵进行再次修正,从而可根据目标的机动情况自适应切换机动模型,提高真实模型的匹配概率。仿真和实测数据结果表明,所提算法可有效提高外辐射源雷达进行机动目标跟踪的精确度。

Aircraft Trajectory Prediction Based on Modified Interacting Multiple Model Algorithm

In order to realize the aircraft trajectory prediction,a modified interacting multiple model(M-IMM) algorithm is proposed,which is based on the performance analysis of the standard interacting multiple model(IMM) algorithm.In the proposed M-IMM algorithm,a new likelihood function is defined for the sake of updating flight mode probabilities,in which the influences of interacting to residual's mean error are taken into account and the assumption of likelihood function being a zero mean Gaussian function is discarded.Finally,the proposed M-IMM algorithm is applied to the simulation of the aircraft trajectory prediction,and the comparative studies are conducted to existing algorithms.The simulation results indicate the proposed M-IMM algorithm can predict aircraft trajectory more quickly and accurately.

GEO混合推力机动目标跟踪IMM算法

针对交互多模型(IMM)算法求解地球静止轨道(GEO)卫星混合推力机动目标跟踪问题时模型匹配难、模型转移概率近似平均和响应速度慢的问题,从交互模型集构建和模型转移概率自适应设计两个方面出发提出一种改进IMM算法。该方法通过考虑无机动、脉冲机动和有限推力机动三种模式,构建了覆盖目标机动状态的交互模型集,提高了模型与机动目标实际运行状态的匹配度;采用一种基于加速度估计自适应修正的模型交互概率修正方法,提升了算法对目标机动状态的响应速度和跟踪精度。仿真结果表明,所提算法是解决混合推力模式下的GEO机动目标跟踪问题的有效手段,在收敛速度和收敛精度等方面与传统方法相比有较大提高。

模型参数自适应的低复杂度ATPM-VSIMM算法

在机动目标跟踪中,针对交互式多模型算法使用固定模型集和固定转移概率矩阵导致跟踪精度下降的问题,提出模型参数自适应更新的低复杂度ATPM-VSIMM算法。所提算法根据系统新息变化情况来判断目标是否出现机动,从而调整模型集的状态噪声,实现模型集的自适应更新;然后,根据模型后验概率变化情况和模型间的相互切换关系,准确地计算出转移概率矩阵,从而提高系统运动模型和目标运动轨迹的匹配程度,保证跟踪系统具有滤波精度高和响应速度快的优点。从模型后验概率初值、转移概率矩阵初值和状态噪声三方面验证了所提算法的有效性。仿真结果表明,ATPM-VSIMM算法的空间位置跟踪精度比现有算法提高了8%左右。

Modeling of UAV path planning based on IMM under POMDP framework

In order to enhance the capability of tracking targets autonomously of unmanned aerial vehicle (UAV), the partially observable Markov decision process (POMDP) model for UAV path planning is established based on the POMDP framework. The elements of the POMDP model are analyzed and described. The state transfer law in the model can be described by the method of interactive multiple model (IMM) due to the diversity of the target motion law, which is used to switch the motion model to accommodate target maneuvers, and hence improving the tracking accuracy. The simulation results show that the model can achieve efficient planning for the UAV route, and effective tracking for the target. Furthermore, the path planned by this model is more reasonable and efficient than that by using the single state transition law.

Novel sensor selection strategy for LPI based on an improved IMMPF tracking method

Sensor platforms with active sensing equipment such as radar may betray their existence, by emitting energy that will be intercepted by enemy surveillance sensors. The radar with less emission has more excellent performance of the low probability of intercept(LPI). In order to reduce the emission times of the radar, a novel sensor selection strategy based on an improved interacting multiple model particle filter(IMMPF) tracking method is presented. Firstly the IMMPF tracking method is improved by increasing the weight of the particle which is close to the system state and updating the model probability of every particle. Then a sensor selection approach for LPI takes use of both the target's maneuverability and the state's uncertainty to decide the radar's radiation time. The radar will work only when the target's maneuverability and the state's uncertainty exceed the control capability of the passive sensors. Tracking accuracy and LPI performance are demonstrated in the Monte Carlo simulations.

Expectation-maximization (EM) Algorithm Based on IMM Filtering with Adaptive Noise Covariance

A novel method under the interactive multiple model (IMM) filtering framework is presented in this paper, in which the expectation-maximization (EM) algorithm is used to identify the process noise covariance Q online. For the existing IMM filtering theory, the matrix Q is determined by means of design experience, but Q is actually changed with the state of the maneuvering target. Meanwhile it is severely influenced by the environment around the target, i.e., it is a variable of time. Therefore, the experiential covariance Q can not represent the influence of state noise in the maneuvering process exactly. Firstly, it is assumed that the evolved state and the initial conditions of the system can be modeled by using Gaussian distribution, although the dynamic system is of a nonlinear measurement equation, and furthermore the EM algorithm based on IMM filtering with the Q identification online is proposed. Secondly, the truncated error analysis is performed. Finally, the Monte Carlo simulation results are given to show that the proposed algorithm outperforms the existing algorithms and the tracking precision for the maneuvering targets is improved efficiently.

Improved IMM algorithm based on support vector regression for UAV tracking

With the development of technology, the relevant performance of unmanned aerial vehicles(UAVs) has been greatly improved, and various highly maneuverable UAVs have been developed, which puts forward higher requirements on target tracking technology. Strong maneuvering refers to relatively instantaneous and dramatic changes in target acceleration or movement patterns, as well as continuous changes in speed,angle, and acceleration. However, the traditional UAV tracking algorithm model has poor adaptability and large amount of calculation. This paper applies support vector regression(SVR)to the interacting multiple model(IMM) algorithm. The simulation results show that the improved algorithm has higher tracking accuracy for highly maneuverable targets than the original algorithm, and can adjust parameters adaptively, making it more adaptable.

ADAPTIVE UPDATE RATE FOR PHASED ARRAY RADAR BASED ON IMMK-PF

Interacting Multiple Model Kalman-Particle Filter (IMMK-PF) has the advantages of particle filter and Kalman filter and good computation efficiency compared with Interacting Multiple Model Particle Filter (IMMPF). Based on IMMK-PF, an adaptive sampling target tracking algorithm for Phased Array Radar (PAR) is proposed. This algorithm first predicts Posterior Cramer-Rao Bound Matrix (PCRBM) of the target state, then updates the sample interval in accordance with change of the target dynamics by comparing the trace of the predicted PCRBM with a certain threshold. Simulation results demonstrate that this algorithm could solve the nonlinear motion and the nonlinear relationship between radar measurement and target motion state and decrease computation load.

Application of interacting multi-model algorithm in gyro signal processing

There is one problem existing in gyroscope signal processing,which is that single models can't adapt to change of carrier maneuvering process.Since it is difficult to identify the angular motion state of gyroscope earners,interacting multiple model(IMM) is employed here to solve the problem.The Kalman filter-based IMM(IMMKF) algorithm is explained in detail and its application in gyro signal processing is introduced.And with the help of the Singer model,the system model set of gyro outputs is constructed.In order to demonstrate the effectiveness of the proposed approach,static experiment and dynamic experiment are carried out respectively.Simulation analysis results indicate that the IMMKF algorithm is excellent in eliminating gyro drift errors,which could adapt to the change of carrier maneuvering process well.

VICKF-IMM算法在机动目标跟踪中的应用

针对智能体移动方式复杂,对其进行观测的传感器测量的信息存在噪声以及目标运动轨迹发生突然的改变会导致目标观测失真甚至错误的问题,提出了一种变积容积卡尔曼滤波交互多模型算法(VICKF-IMM)。该算法将容积卡尔曼滤波与交互多模型算法相结合,并对容积卡尔曼滤波(CKF)中球面积分进行变积分转换处理。优化了其积分求解的方式,提高了整体的稳定性。Monte-Carlo仿真分析,与CKF-IMM和UKF-IMM算法相比,该算法的跟踪精度有明显的提高,并在目标运动发生突变时有更高的稳定性。

GPS/BDS/INS tightly coupled integration accuracy improvement using an improved adaptive interacting multiple model with classified measurement update

An Extended Kalman Filter(EKF) is commonly used to fuse raw Global Navigation Satellite System(GNSS) measurements and Inertial Navigation System(INS) derived measurements. However, the Conventional EKF(CEKF) suffers the problem for which the uncertainty of the statistical properties to dynamic and measurement models will degrade the performance.In this research, an Adaptive Interacting Multiple Model(AIMM) filter is developed to enhance performance. The soft-switching property of Interacting Multiple Model(IMM) algorithm allows the adaptation between two levels of process noise, namely lower and upper bounds of the process noise. In particular, the Sage adaptive filtering is applied to adapt the measurement covariance on line. In addition, a classified measurement update strategy is utilized, which updates the pseudorange and Doppler observations sequentially. A field experiment was conducted to validate the proposed algorithm, the pseudorange and Doppler observations from Global Positioning System(GPS) and Bei Dou Navigation Satellite System(BDS) were post-processed in differential mode.The results indicate that decimeter-level positioning accuracy is achievable with AIMM for GPS/INS and GPS/BDS/INS configurations, and the position accuracy is improved by 35.8%, 34.3% and 33.9% for north, east and height components, respectively, compared to the CEKF counterpartfor GPS/BDS/INS. Degraded performance for BDS/INS is obtained due to the lower precision of BDS pseudorange observations.

马尔可夫矩阵修正IMM跟踪算法

传统交互多模型(interacting multiple model,IMM)滤波算法中,马尔可夫概率转移矩阵参数固定,切换过程模型概率滞后。基于后验信息修正,扩展了一种在线更新马尔可夫概率转移矩阵的自适应跟踪算法,新算法克服了原算法只能交互2个模型的局限性。在计算过程中,依据不匹配模型误差压缩率的更新信息,在线调整先验马尔可夫概率转移矩阵,模型转换过程中更多地利用匹配模型的信息,而减小不匹配模型信息的影响,使收敛速度得到了提高。最后通过多模交互3个当前统计模型(current statistical model,CSM)验证了所提算法的有效性。

基于自适应CS模型的IMM算法

目标运动状态的改变将导致目标跟踪算法精度降低或发散。为了提高机动目标跟踪的跟踪性能,首先,针对当前统计(current statistical,CS)模型中最大加速度固定设置导致模型误差增大的问题,提出了一种自适应CS模型;在自适应CS模型和交互式多模型(interacting multiple model,IMM)的基础上,提出了一种交互式多自适应模型(interacting multiple adaptive model,IMAM),该模型通过采用两个自适应CS模型,能够有效消除目标状态突变造成模型误差急速增大的问题,提高了模型的准确度和适应性。其次,在IMAM的基础上,结合修正卡尔曼滤波(amendatory Kalman filter,AKF)的思想,提出了IMAM-AKF算法,该算法通过修正最终的状态融合估计值,有效地降低了目标机动造成的模型误差,进一步提高了机动目标跟踪的性能。最后,结合自适应渐消卡尔曼滤波(adaptive fading Kalman filter,AFKF)的思想,提出了IMAM-AFAKF算法。仿真结果表明,无论是强机动还是弱机动,IMAM-AFAKF算法都具有较好的跟踪性能。

高速高机动目标自适应IMM跟踪算法

针对目标运动过程中有转弯机动等复杂运动模式的高速高机动目标,设计了自适应两层IMM跟踪算法。该算法内层由改进的机动目标当前统计模型构成,把目标速度方向角作为伪测量值进行滤波,实时获得目标的角速度和角加速度;外层模型由常速模型和曲线模型构成,把内层模型得到的切向加速度和转弯角速度作为曲线模型参数,利用IMM算法进行滤波。仿真结果表明,该算法对高速高机动目标具有较高的跟踪精度,算法实现简单,具有一定的实际应用价值。