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.

Multiple model efficient particle filter based track-before-detect for maneuvering weak targets

It is a tough problem to jointly detect and track a weak target, and it becomes even more challenging when the target is maneuvering. The above problem is formulated by using the Bayesian theory and a multiple model(MM) based filter is proposed. The filter presented uses the MM method to accommodate the multiple motions that a maneuvering target may travel under by adding a random variable representing the motion model to the target state. To strengthen the efficiency performance of the filter,the target existence variable is separated from the target state and the existence probability is calculated in a more efficient way. To examine the performance of the MM based approach, a typical track-before-detect(TBD) scenario with a maneuvering target is used for simulations. The simulation results indicate that the MM based filter proposed has a good performance in joint detecting and tracking of a weak and maneuvering target, and it is more efficient than the general MM method.

Method for Underwater Target Tracking Based on an Interacting Multiple Model

根据在目标追踪以及澄清的在水下的调遣的即时性能和可靠性的要求，运动展示在水下目标，交往多重模型算法基于模糊逻辑，推理(FIMM ) 被建议。调遣目标的模式被模型集合代表，包括经常的速度模型(CA ) ，歌手模型，和将近经常的速度在 FIMM 技术的水平拐弯的模型(HT ) 。模拟结果与常规 IMM，可靠性和即时性能相比显示出那在水下目标追踪能被 FIMM 改进算法。

Maneuvering target track-before-detect via multiple-model Bernoulli particle filter

Target tracking using non-threshold raw data with low signal-to-noise ratio is a very difficult task, and the model uncertainty introduced by target's maneuver makes it even more challenging. In this work, a multiple-model based method was proposed to tackle such issues. The method was developed in the framework of Bernoulli filter by integrating the model probability parameter and implemented via sequential Monte Carlo(particle) technique. Target detection was accomplished through the estimation of target's existence probability, and the estimate of target state was obtained by combining the outputs of modeldependent filtering. The simulation results show that the proposed method performs better than the TBD method implemented by the conventional multiple-model particle filter.

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。

Tracking Algorithm Based on Improved Interacting Multiple Model Particle Filter

Measurements are always interfered with glint noise in a radar target tracking system, which makes the performance of traditional filtering fall sharply and even divergent.Against this problem, a new Interactive Multiple Model Particle Filter (IMMPF) algorithm is proposed for target tracking by introducing PF into Interactive Multiple Model (IMM).Different from the general method to select importance density function from PF, the particles are extracted from observation likelihood function within depending on observation noises.Observation noise is modelled, and the latest observation is fused, then the target can be effectively tracked.Finally, the optimized method is simulated with respect to bearings-only tracking of maneuvering target in a glint noise environment.Compared with the existing filtering algorithms, it turns out that the developed filtering algorithm is more efficient and closer to the real-time tracking requirement of high maneuvering targets.

INTERACTING MULTIPLE MODEL ALGORITHM BASED ON JOINT LIKELIHOOD ESTIMATION

A novel approach is proposed for the estimation of likelihood on Interacting Multiple-Model(IMM) filter.In this approach,the actual innovation,based on a mismatched model,can be formulated as sum of the theoretical innovation based on a matched model and the distance between matched and mismatched models,whose probability distributions are known.The joint likelihood of innovation sequence can be estimated by convolution of the two known probability density functions.The like-lihood of tracking models can be calculated by conditional probability formula.Compared with the conventional likelihood estimation method,the proposed method improves the estimation accuracy of likelihood and robustness of IMM,especially when maneuver occurs.

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.

Multiple model tracking algorithms based on neural network and multiple process noise soft switching

A multiple model tracking algorithm based on neural network and multiple-process noise soft-switching for maneuvering targets is presented.In this algorithm, the＂current＂statistical model and neural network are running in parallel.The neural network algorithm is used to modify the adaptive noise filtering algorithm based on the mean value and variance of the＂current＂statistical model for maneuvering targets, and then the multiple model tracking algorithm of the multiple processing switch is used to improve the precision of tracking maneuvering targets.The modified algorithm is proved to be effective by simulation.

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.

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.

An unscented particle filter for ground maneuvering target tracking

In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unscented particle filter (UPF) by an interaction step at the beginning. The framework (interaction/mixing, filtering, and combination) is similar to that in a standard IMM filter, but an UPF is adopted in each model. Therefore, the filtering performance and degeneracy phenomenon of particles are improved. The filtering method addresses nonlinear and/or non-Gaussian tracking problems. Simulation results show that the method has better tracking performance compared with the standard IMM-type filter and IMM particle filter.

Multiple-model Bayesian filtering with random finite set observation

The finite set statistics provides a mathematically rig- orous single target Bayesian filter （STBF） for tracking a target that generates multiple measurements in a cluttered environment. However, the target maneuvers may lead to the degraded track- ing performance and even track loss when using the STBF. The multiple-model technique has been generally considered as the mainstream approach to maneuvering the target tracking. Moti- vated by the above observations, we propose the multiple-model extension of the original STBF, called MM-STBF, to accommodate the possible target maneuvering behavior. Since the derived MM- STBF involve multiple integrals with no closed form in general, a sequential Monte Carlo implementation （for generic models） and a Gaussian mixture implementation （for linear Gaussian models） are presented. Simulation results show that the proposed MM-STBF outperforms the STBF in terms of root mean squared errors of dynamic state estimates.

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.

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.

An improved multiple model GM-PHD filter for maneuvering target tracking

In this paper, an improved implementation of multiple model Gaussian mixture probability hypothesis density （MM-GM-PHD） filter is proposed. For maneuvering target tracking, based on joint distribution, the existing MM-GM-PHD filter is relatively complex. To simplify the filter, model conditioned distribution and model probability are used in the improved MM-GM-PHD filter. In the algorithm, every Gaussian components describing existing, birth and spawned targets are estimated by multiple model method. The final results of the Gaussian components are the fusion of multiple model estimations. The algorithm does not need to compute the joint PHD distribution and has a simpler computation procedure. Compared with single model GM-PHD, the algorithm gives more accurate estimation on the number and state of the targets. Compared with the existing MM-GM-PHD algorithm, it saves computation time by more than 30%. Moreover, it also outperforms the interacting multiple model joint probabilistic data association （IMMJPDA） filter in a relatively dense clutter environment.

A New Smoothing Approach with Diverse Fixed-lags Based on Target Motion Model

Recently, lots of smoothing techniques have been presented for maneuvering target tracking. Interacting multiple model-probabilistic data association （IMM-PDA） fixed-lag smoothing algorithm provides an efficient solution to track a maneuvering target in a cluttered environment. Whereas, the smoothing lag of each model in a model set is a fixed constant in traditional algorithms. A new approach is developed in this paper. Although this method is still based on IMM-PDA approach to a state augmented system, it adopts different smoothing lag according to diverse degrees of complexity of each model. As a result, the application is more flexible and the computational load is reduced greatly. Some simulations were conducted to track a highly maneuvering target in a cluttered environment using two sensors. The results illustrate the superiority of the proposed algorithm over comparative schemes, both in accuracy of track estimation and the computational load.

非线性量测下的机动多目标跟踪

为了解决非线性量测下机动多目标跟踪实时性差、跟踪误差大以及对杂波变化鲁棒性较差的问题,基于随机有限集理论,提出了一种采用量测转换和模糊算法改进的多模型δ-广义标签多伯努利滤波器。首先,推导了交互多模型的δ-GLMB滤波器,通过去相关无偏量测转换实现位置量测从极坐标系到笛卡尔坐标系的无偏转换,并通过预测值去除量测误差和其协方差的相关性造成的滤波估计偏差,实现了非线性场景下的机动多目标跟踪;然后,通过航迹和量测的关联新息以及目标的机动约束构建联合波门,降低了杂波量测的数量;最后引入改进的模糊算法,以目标的模型后验概率为输入,根据模型的分离程度自适应调节运动模型的过程噪声,增加滤波精度。研究结果表明:在杂波环境下,通过与CKF-JMS-δ-GLMB、CKF-IMM-δ-GLMB等非线性多模型滤波器对比,所提算法计算时间较小,且跟踪精度更高,鲁棒性强。所提算法避免了传统的非线性处理方式计算量较大的问题,并且具有较好的杂波抑制特性,提升了非线性量测下机动多目标跟踪的性能。