Multiple model PHD filter for tracking sharply maneuvering targets using recursive RANSAC based adaptive birth estimation

An algorithm to track multiple sharply maneuvering targets without prior knowledge about new target birth is proposed. These targets are capable of achieving sharp maneuvers within a short period of time, such as drones and agile missiles.The probability hypothesis density (PHD) filter, which propagates only the first-order statistical moment of the full target posterior, has been shown to be a computationally efficient solution to multitarget tracking problems. However, the standard PHD filter operates on the single dynamic model and requires prior information about target birth distribution, which leads to many limitations in terms of practical applications. In this paper,we introduce a nonzero mean, white noise turn rate dynamic model and generalize jump Markov systems to multitarget case to accommodate sharply maneuvering dynamics. Moreover, to adaptively estimate newborn targets’information, a measurement-driven method based on the recursive random sampling consensus (RANSAC) algorithm is proposed. Simulation results demonstrate that the proposed method achieves significant improvement in tracking multiple sharply maneuvering targets with adaptive birth estimation.

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.

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。

高机动目标的改进强跟踪CKF自适应IMM算法

为提升高机动目标跟踪精度,提出了一种改进的强跟踪CKF自适应交互多模型跟踪算法。在IMM算法运动模型集中引入CS-Jerk模型,增强对高机动目标的适应能力,采用奇异值分解(SVD)算法解决模型集中因模型扩维而导致CKF算法无法Cholesky分解的问题;提出了一种改进的强跟踪CKF算法,降低强跟踪CKF算法的计算量;利用模型的后验信息对IMM算法模型转移概率进行自适应调整,提高跟踪精度。仿真结果表明,基于所提算法目标的位置均方根误差均值和速度均方根误差均值较IMM-CKF算法分别降低了22.50%和16.58%,有效提高了目标跟踪精度。

Maneuvering target tracking using threshold interacting multiple model algorithm

To avoid missing track caused by the target maneuvers in automatic target tracking system, a new maneuvering target tracking technique called threshold interacting multiple model （TIMM） is proposed. This algorithm is based on the interacting multiple model （IMM） method and applies a threshold controller to improve tracking accuracy. It is also applicable to other advanced algorithms of IMM. In this research, we also compare the position and velocity root mean square （RMS） errors of TIMM and IMM algorithms with two different examples. Simulation results show that the TIMM algorithm is superior to the traditional IMM alzorithm in estimation accuracy.

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。

Maneuvering target tracking algorithm based on cubature Kalman filter with observation iterated update

Reasonable selection and optimization of a filter used in model estimation for a multiple model structure is the key to improve tracking accuracy of maneuvering target.Combining with the cubature Kalman filter with iterated observation update and the interacting multiple model method,a novel interacting multiple model algorithm based on the cubature Kalman filter with observation iterated update is proposed.Firstly,aiming to the structural features of cubature Kalman filter,the cubature Kalman filter with observation iterated update is constructed by the mechanism of iterated observation update.Secondly,the improved cubature Kalman filter is used as the model filter of interacting multiple model,and the stability and reliability of model identification and state estimation are effectively promoted by the optimization of model filtering step.In the simulations,compared with classic improved interacting multiple model algorithms,the theoretical analysis and experimental results show the feasibility and validity of the proposed algorithm.

Adaptive tracking algorithm based on 3D variable turn model

Satisfactory results cannot be obtained when three-dimensional (3D) targets with complex maneuvering characteristics are tracked by the commonly used two-dimensional coordinated turn (2DCT) model. To address the problem of 3D target tracking with strong maneuverability, on the basis of the modified three-dimensional variable turn (3DVT) model, an adaptive tracking algorithm is proposed by combining with the cubature Kalman filter (CKF) in this paper. Through ideology of real-time identification, the parameters of the model are changed to adjust the state transition matrix and the state noise covariance matrix. Therefore, states of the target are matched in real-time to achieve the purpose of adaptive tracking. Finally, four simulations are analyzed in different settings by the Monte Carlo method. All results show that the proposed algorithm can update parameters of the model and identify motion characteristics in real-time when targets tracking also has a better tracking accuracy.

Maneuvering target tracking algorithm based on CDKF in observation bootstrapping strategy

The selection and optimization of model filters affect the precision of motion pattern identification and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters,a novel maneuvering target tracking algorithm based on central difference Kalman filter in observation bootstrapping strategy is proposed.The framework of interactive multiple model(IMM) is used to realize identification of motion pattern,and a central difference Kalman filter(CDKF) is selected as the model filter of IMM.Considering the advantage of multi-sensor fusion method in improving the stability and reliability of observation information,the hardware cost of the observation system for multiple sensors is adopted,meanwhile,according to the data assimilation technique in Ensemble Kalman filter(En KF),a bootstrapping observation set is constructed by integrating the latest observation and the prior information of observation noise.On that basis,these bootstrapping observations are reasonably used to optimize the filtering performance of CDKF by means of weight fusion way.The object of new algorithm is to improve the tracking precision of observed target by the multi-sensor fusion method without increasing the number of physical sensors.The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.

ALGORITHMS FOR TRACKING MANEUVERING TARGET WITH PHASED ARRAY RADAR

Several typical algorithms for tracking maneuvering target with phased array radar are studied in this paper. The constant gain filter with multiple models is analyzed. A typical method for adaptively controlling the sampling interval is modified. The performance of the single model and multiple model estimator with uniform and variable sampling interval are evaluated and compared. It is shown by the simulation results that it is necessary to apply the adaptive sampling policy based on the multiple model method when the maneuvering targets are tracked by the phased array radar since saving radar resources is more important. The adaptive algorithms of variable sampling interval are better than the algorithms of variable model. The adaptive policy to determine the sampling interval based on multiple model are superior than those based on the single model filter, because IMM estimator can adapt to the maneuver more quickly and the prediction covariance of IMM is the more sensitive and more reliable index than residual to determine the sampling interval. With IMM based method, lower sampling interval is required for a certain accuracy.

Adaptive Sampling for Near Space Hypersonic Gliding Target Tracking

For modern phased array radar systems,the adaptive control of the target revisiting time is important for efficient radar resource allocation,especially in maneuvering target tracking applications.This paper presents a novel interactive multiple model(IMM)algorithm optimized for tracking maneuvering near space hypersonic gliding vehicles(NSHGV)with a fast adaptive sam-pling control logic.The algorithm utilizes the model probabilities to dynamically adjust the revisit time corresponding to NSHGV maneuvers,thus achieving a balance between tracking accuracy and resource consumption.Simulation results on typical NSHGV targets show that the proposed algo-rithm improves tracking accuracy and resource allocation efficiency compared to other conventional multiple model algorithms.

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。

Adaptive Maneuvering Frequency Method of Current Statistical Model

Current statistical model(CSM) has a good performance in maneuvering target tracking. However, the fixed maneuvering frequency will deteriorate the tracking results, such as a serious dynamic delay, a slowly converging speedy and a limited precision when using Kalman filter(KF) algorithm. In this study, a new current statistical model and a new Kalman filter are proposed to improve the performance of maneuvering target tracking. The new model which employs innovation dominated subjection function to adaptively adjust maneuvering frequency has a better performance in step maneuvering target tracking, while a fluctuant phenomenon appears. As far as this problem is concerned, a new adaptive fading Kalman filter is proposed as well. In the new Kalman filter, the prediction values are amended in time by setting judgment and amendment rules,so that tracking precision and fluctuant phenomenon of the new current statistical model are improved. The results of simulation indicate the effectiveness of the new algorithm and the practical guiding significance.

Maneuvering target state estimation based on separate model-ing of target trajectory shape and dynamic characteristics

The state estimation of a maneuvering target,of which the trajectory shape is independent on dynamic characteristics,is studied.The conventional motion models in Cartesian coordinates imply that the trajectory of a target is completely determined by its dynamic characteristics.However,this is not true in the applications of road-target,sea-route-target or flight route-target tracking,where target trajectory shape is uncoupled with target velocity properties.In this paper,a new estimation algorithm based on separate modeling of target trajectory shape and dynamic characteristics is proposed.The trajectory of a target over a sliding window is described by a linear function of the arc length.To determine the unknown target trajectory,an augmented system is derived by denoting the unknown coefficients of the function as states in mileage coordinates.At every estimation cycle except the first one,the interaction(mixing)stage of the proposed algorithm starts from the latest estimated base state and a recalculated parameter vector,which is determined by the least squares(LS).Numerical experiments are conducted to assess the performance of the proposed algorithm.Simulation results show that the proposed algorithm can achieve better performance than the conventional coupled model-based algorithms in the presence of target maneuvers.

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。

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。

基于当前统计模型的有向图切换IMM算法

将当前统计模型和变结构多模型估计算法相结合,提出了一种新的用于跟踪机动目标的交互多模型算法,计算机仿真结果显示该算法能有效提高交互多模型估计器的费效比。

时变转移概率IMM-SRCKF机动目标跟踪算法

给出了一种交互多模型(interacting multiple model,IMM)算法中Markov转移概率矩阵在线修正的方法,并将平方根容积卡尔曼滤波器(square-root cubature Kalman filter,SRCKF)引入到IMM算法中,提出一种时变转移概率的机动目标跟踪IMM-SRCKF算法。该算法利用当前量测中包含的模式信息,对IMM算法中的转移概率矩阵进行实时递推估计,避免了常规IMM算法中转移概率先验确定的困难,提高了模型切换速度和跟踪精度;同时,SRCKF以目标状态协方差的平方根进行迭代更新,确保了滤波过程中协方差矩阵的对称性和半正定性,改善了数值精度和稳定性。仿真实验结果表明,该算法对机动目标的跟踪性能优于常规的IMM及IMM-CKF算法。

适用于模型失配时的改进IMM算法

机动目标难以跟踪的主要原因是无法找到一个准确的模型来描述目标的运动,即此时目标运动模型是失配的。现今交互式多模型(interacting multiple-model,IMM)算法是一种常用的用于机动目标的跟踪算法。推导分析了现有的典型IMM滤波算法在跟踪机动目标时存在的不足,提出了一种更适用于运动模型失配情况下机动目标跟踪的改进IMM算法。该算法对在跟踪机动目标时滤波器的新息序列的均值特性进行推导分析,改进了IMM算法中模型概率的计算方法,提高了模型概率计算的准确性,从而提高对机动目标的跟踪精度。建立了典型的机动目标跟踪场景,将改进后的IMM算法和原有的典型IMM算法的跟踪性能进行了对比研究,并对模型转换概率的准确性进行了分析,仿真结果验证该改进算法的有效性。