Adaptive Control Strategies based on the Unscented Kalman Filter and Interacting Multiple Models

Adaptive interacting multiple model for underwater maneuvering target tracking with one-step randomly delayed measurements

Previous papers (1997, 1999, 2000) have described a tracking approach which utilized a Combined Kalman Filter (CKF), adaptive tracking for maneuver tracking, and the JVC association algorithm for reports to tracks, for use in Airborne Early Warning (AEW) applications. In this paper we present our incorporation of Interacting Multiple Model (IMM) tracking. First our previous AEW tracking approach is briefly reviewed as most of this approach is still utilized and forms our baseline. The new IMM approach and equations are then described. Then the two IMM tracking approaches used are discussed. One involves a two model IMM containing two constant velocity models, one a low process noise and the other a high process noise model. The other approach involves three IMM filter models, a coordinated turn filter model, and the same two constant velocity filter models as in the two model IMM approach. Results for both IMM approaches and the baseline tracker are shown. The results presented involve a 120 target scenario with two second update time with simulated radar data. In addition computer timing results are presented. These results indicate that while the three model IMM approach provides the best tracking results, it does so at a substantial computational cost. The two model IMM provides comparable tracking improvement but at a far less computational cost.

In this paper, we present an efficient filtering algorithm to perform accurate estimation in jump Markov nonlinear systems, in case of multi-target tracking. With this paper, we aim to contribute in solving the problem of model-based body motion estimation by using data coming from visual sensors. The interacting multiple model (IMM) algorithm is specially designed to track accurately targets whose state and/or measurement (assumed to be linear) models changes during motion transition. However, when these models are nonlinear, the IMM algorithm must be modified in order to guarantee an accurate track. In this paper we propose to avoid the extended Kalman filter because of its limitations and substitute it with the unscented Kalman filter which seems to be more efficient especially according to the simulation results obtained with the nonlinear IMM algorithm (IMM-UKF). To resolve the problem of data association, we propose to use a Fuzzy approach. The later is then combined with the IMM-UKF algorithm; the derived algorithm is called fuzzy-IMM-UKF.

Combined Kalman and sliding innovation filtering: An adaptive estimation strategy

<div class="section abstract"><div class="htmlview paragraph">Safety is the cornerstone for Advanced Driver Assistance Systems (ADAS) and Autonomous Driving Systems (ADS). To assess the safety of a traffic situation, it is essential to predict motion states of traffic participants in the future with mathematic models. Accurate vehicle trajectory prediction is an important prerequisite for reasonable traffic situation risk assessment and appropriate decision making. Vehicle trajectory prediction methods can be generally divided into motion model based methods and maneuver model based methods. Vehicle trajectory prediction based on motion models can be accurate and reliable only in the short term. While vehicle trajectory prediction based on maneuver models present more satisfactory performance in the long term, these maneuver models rely on machine learning methods. Abundant data should be collected to train the maneuver recognition model, which increases complexity and lowers real-time performance. In this paper, a vehicle trajectory prediction method based on motion model and maneuver model fusion with Interactive Multiple Model (IMM) is proposed. Firstly, Constant Turn Rate and Acceleration (CTRA) motion model and Unscented Kalman Filter (UKF) are used to predict vehicle trajectory with uncertainty in the future. Then, vehicle trajectory prediction based on simplified maneuver recognition model is conducted, using temporal and spatial relationship between vehicle historical trajectory and lane lines. After that, vehicle trajectory prediction by integrating motion model and maneuver model with IMM is conducted. Finally, the proposed method is compared with CTRA motion model based vehicle trajectory prediction and lane keeping model (LKM) based vehicle trajectory prediction in two simulation test scenarios. The simulation results indicates that the IMM-based method achieves both excellent prediction accuracy and appropriate prediction uncertainty in the whole prediction horizon. This research can be used to support decision making for Advanced Driver Assistance Systems (ADAS) and Autonomous Driving Systems and leads to improvement of traffic safety.</div></div>

Combining the interacting multiple model (IMM) and the unscented particle filter (UPF), a new multiple model filtering algorithm is presented. Multiple models can adapt to targets’ high maneuvering. Particle filter can deal with the nonlinear or non-Gaussian problems and the unscented Kalman filter (UKF) may improve the approximate accuracy. Compared with other interacting multiple model algorithms in the target tracking simulations, the results demonstrate the validity of the new filtering method, that is, particle filter with the UKF proposal.

in estimating the vertical velocity of the aircraft which influences altitude prediction. Altitude prediction is important in conflict alarm systems. This problem is investigated and several Bayesian estimators, including the Interacting Multiple Model (IMM) algorithm, are tuned and tested on real measurement data for a performance comparison. It is shown that a single model filter with maneuver handling using the Unscented Kalman Filter is superior to IMM estimators and Kalman filters for long term predictions.

An interacting multiple model based on unscented Kalman filter (IMM-UKF) is widely applied to positioning and tracking targets in various tracking scenarios. At the same time, visible light positioning (VLP) is developing rapidly due to the low cost and accuracy. Therefore, indoor positioning and tracking based on VLP combined with the IMM-UKF has attracted considerable interest. However, existing algorithms work on the assumption that the light-emitting diodes used for tracking are all point light sources, which ignores the geometry of these transmitters and results in low tracking accuracy. To overcome this problem, this paper proposes an innovative tracking algorithm based on VLP. This algorithm considers the shapes of the lights in combination with existing tracking algorithms, such as IMM-UKF. Simulation results show that in a standard Gaussian noise environment, the larger the transmitter is, the more meaningful the proposed algorithm is. INDEX TERMS Target positioning and tracking, visible light positioning (VLP), interacting multiple model (IMM), unscented Kalman filter (UKF), shapes of transmitters.

Unscented Kalman Filter (UKF) has been proved to be a superior alternative to the extended Kalman filter (EKF) when solving the nonlinear system in recent years. In order to improve the real-time of the UKF, A new kind of UKF called Sequence UKF is proposed in this paper. Like Rao-Blackwellised Unscented Kalman Filter (RBUKF) [4], it also deals with nonlinear stochastic discrete-time system with linear measurement equation, however it can decrease the computational complexity with the same filtering accuracy. This algorithm reduces the measurement vector to scalars in measurement-update of UKF by sequence method, so it can avoid inversing the covariance of measurement and reduce a great mount of computation bound. Special algorithm is deduced in this paper. The high performance of sequence UKF is verified by using Monte Carlo simulations.

The interacting multiple model (IMM) algorithm is specially designed to track accurately targets whose state and measurement models changes during motion transition. However, when these models are nonlinear, the IMM algorithm must be modified in order to guarantee an accurate track. Recently, the cubature Kalman filter (CKF) has been proposed to estimate the nonlinear system, and could perform better than unscented Kalman filter (UKF). In this paper, the IMM algorithm CKF based (IMM-CKF) is presented to track the maneuvering target using angular measurements. The simulation results demonstrate the improved performance of IMM-CKF over IMM-UKF, and the execution time of the former algorithm is shorter than the latter.

In many applications, the interacting multiple model (IMM) estimator provides better performance over the single model Kalman filter (KF). However, there are two high frequency surface wave radar (HFSWR) factors which seem to make the IMM estimator less attractive: Firstly, the radar has a very long integration time, up to a few hundred seconds for ship detection; Secondly, the radar has very limited detection capability of maneuvering targets. It is unknown whether the IMM estimator will perform better over an EKF for real time HFSWR. The purpose of this paper is to compare the EKF with the IMM estimator. An optimal noise level and critical value have been found for HFSWR EKF design. The results demonstrated that the IMM estimator does not yield improved performance.

Hybrid model navigation method for autonomous underwater vehicle

The trajectory estimation of a highly maneuvering target is a challenging problem and has practical applications. The interacting multiple model (IMM) filter is a well-established filtering algorithm for the trajectory estimation of maneuvering targets. In this study, we present an overview of IMM filtering algorithms for tracking a highly-maneuverable fighter aircraft using an air moving target indicator (AMTI) radar on another aircraft. This problem is a nonlinear filtering problem due to nonlinearities in the dynamic and measurement models. We first describe single-model nonlinear filtering algorithms: the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF). Then, we summarize the IMM-based EKF (IMM-EKF), IMM-based UKF (IMM-UKF), and IMM-based CKF (CKF). In order to compare the state estimation accuracies of the IMM-based filters, we present a derivation of the posterior Cramér-Rao lower bound (PCRLB). We consider fighter aircraft traveling with accelerations 3g, 4g, 5g, and 6g and present numerical results for state estimation accuracy and computational cost under various operating conditions. Our results show that under normal operating conditions, the three IMM-based filters have nearly the same accuracy. This is due to the accuracy of the measurements of the AMTI radar and the high data rate.

Effective wind turbine fault diagnostic algorithms are crucial for wind turbine intelligent condition monitoring. An unscented Kalman filter approach is proposed to successfully detect and isolate two types of gearbox failures of a wind turbine in this paper. The state space models are defined for the unscented Kalman filter model by a detailed wind turbine nonlinear systematic principle analysis. The three failure modes being studied are gearbox damage, lubrication oil leakage and pitch failure. The results show that unscented Kalman filter model has special response to online input parameters under different fault conditions. Such property makes it effective on fault identification. It also shows that properly defining unscented Kalman filter state space vectors and control vectors are crucial for improving its sensitivity to different failures. Online fault detection capability of this approach is then proved on SCADA data. The developed unsented Kalman filter model provides an effective way for wind turbine fault detection using supervisory control and data acquisition data. This is essential for further intelligent WT condition monitoring.

This paper presents mathematical procedures to calculate the Cramer-Rao lower bound (CRLB) for a target track obtained by fusing two tracks given by two interactive multiple model (IMM) trackers filtering the plots received by two radars. The target under tracking is a ballistic target (BT) in reentry phase and it is assumed that the two sensors could have a detection probabilities Pd less than 1. Accurate BT tracking is required for: (i) impact point prediction, (ii) support to the kill assessment, and (iii) threat classification. Note that, to improve the performance, the method can be extended to the fusion of more than two sensor tracks. The paper is organized as follows: the problem is introduced in section 1; section 2 briefly recalls the models of BT dynamic and of the radar measures. Section 3 presents the tracking algorithm based on the IMM approach; section 4 contains the description of the CRLB evaluation problem and section 5 the results achieved in comparing the fusion of two BT tracks (each track is obtained from the IMM algorithm described in section 4) with the CRLB; Monte Carlo simulations is also used to quantify the fused track accuracies. Section 6 is pertinent to conclusions and follows on of the activity while references are reported in section 7.