Comparison of multiple model particle filter and interacting multiple model EKF in maneuvering target tracking

This paper presents two methods for maneuvering radar target tracking, one is called variable structure multiple model particle filter (VSMMPF), which combines the variable structure multiple model (VSMM) filter with a Sampling-Importance Resampling (SIR) particle filter (PF); The other one is called modified adaptive gird multiple model (AGMM), which is suitable when model parameter scope is unknown beforehand. PF is used to deal with problems with arbitrary nonlinearities and non-Gaussian noise. Thus the combination of VSMM and PF is able to deal with problems of nonlinearities, non-Gaussian and maneuvering. As one of the VSMM algorithms, Grid adaptation (GA) is unique one which can produce new model-set that are not predefined and model parameter can be any value within continuous model space. However, it only used to tracking maneuvering target in 2D coordinate turn system. Our modified AGMM could track generic planar maneuvering target. Simulation results indicate that performance of the algorithm VSMMPF outperforms interacting multiple model (IMM) PF and the AGMM PF which combines AGMM with PF runs well especially when model scope is unknown in advance.

A novel T-S fuzzy particle filtering algorithm based on fuzzy C-regression clustering

In this paper, we present an easy-hardware-implementation multiple model particle filter (MMPF) for maneuvering target tracking. In the proposed filter, the sampling importance resampling (SIR) filter typically used for nonlinear and/or non-Gaussian application is extended to incorporating multiple models that are composed of a constant velocity (CV) model and a "current" statistical (CS) model, and the Independent Metropolis Hasting (IMH) sampler is utilized for the resampling unit in each model. Compared with the bootstrap MMPF, the proposed MMPF requires no knowledge of models and model transition probabilities for different maneuvering motions, and keeps a constant number of particles per model at all times. This allows a regular pipelined hardware structure and can be implemented in hardware easily. Furthermore, using the IMH sampler for the resampling unit avoids the bottleneck introduced by the traditional systematic resampler and reduces the latency of the whole implementation. Simulation results indicate that the proposed filter has approximately equal tracking performance with the bootstrap MMPF. Hardware architecture of the IMH sampler and its corresponding sample unit are presented, and a parallel architecture consisting of CV model processing element (PE), CS model PE and a central unit (CU) is described. The proposed architecture is evaluated on a Xilinx Virtex-II Pro FPGA platform for a maneuvering target tracking application and the results show many advantages of the proposed MMPF over existing approaches in terms of efficiency, lower latency, and easy hardware implementation.

Tracking a maneuvering target weakens the performance of predictive-model-based Bayesian state estimators (Kalman Filter). Therefore, the particle is used to track maneuverable targets instead of Kalman filter and its extensions. The particle filter proved more efficiency compared to Kalman filter and its extensions, e.g. Extended Kalman Filter (EKF) and Interacting Multiple Model (IMM). Unfortunately, due to the highly uncertainty and incompleteness of the information in a highly-maneuverable target-tracking problem, the advantage of the particle filter is weakened. Both auxiliary and smoothing particle filter were proposed to overcome this problem. In this paper, we compare the performance of both auxiliary and smoothing particle filter in tracking a highly maneuverable target. We applied both algorithms to track a maneuverable target in a multiple-sensors network. Monte Carlo simulation showed that the smoothing particle filter has a better performance when compared to auxiliary particle filter in tracking a maneuvering target.

This paper addresses the problem of data fusion for joint multiple manoeuvring target tracking and classification where centralised versus decentralised architectures are contrasted. The proposal advocates the use of a hybrid approach combining a particle filter (PF) like method to deal with system nonlinearities, Fitzgerald's cheap joint probabilistic data association filter (CJPDAF) for the purpose of data association/target estimation problems and multiple model filter (MMF) to handle the issue of target manoeuvrability, yielding CJPDA-MMPF algorithm. The feasibility and the performances of the proposal have been demonstrated using complex scenarios involving a set of Monte Carlo simulations dealing with four crossing targets with different operations modes. Constant velocity model and constant turn rate model were employed to generate the manoeuvres. The results of the simulations demonstrate the feasibility and the superiority of the centralised fusion architecture approach when combined with multiple model particle filter and cheap joint data association filter.

In this work, we propose a new ground moving target indicator (GMTI) radar based ground vehicle tracking method which exploits domain knowledge. Multiple state models are considered and a Monte-Carlo sampling based algorithm is preferred due to the manoeuvring of the ground vehicle and the non-linearity of the GMTI measurement model. Unlike the commonly used algorithms such as the interacting multiple model particle filter (IMMPF) and bootstrap multiple model particle filter (BS-MMPF), we propose a new algorithm integrating the more efficient auxiliary particle filter (APF) into a Bayesian framework. Moreover, since the movement of the ground vehicle is likely to be constrained by the road, this information is taken as the domain knowledge and applied together with the tracking algorithm for improving the tracking performance. Simulations are presented to show the advantages of both the new algorithm and incorporation of the road information by evaluating the root mean square error (RMSE).

This paper presents a tracking algorithm based on the interacting multiple model (IMM) algorithm and pseudo linear Kalman filter (PKF) in order to improve the performance of traditional methods in maneuvering target tracking. The IMM-PKF algorithm uses the constant velocity (CV) model and coordinated turn (CT) model to form a model set, and the filtering algorithm uses PKF. In target tracking, IMM is used to improve the matching between state prediction and actual motion, therefore improving the accuracy of maneuvering tracking. The performance of extended Kalman filter (EKF), PKF, and IMM-PKF is compared through simulation and experiment. The results show that the IMM-PKF method has the best tracking accuracy among the three methods in helicopter tracking.

For multi-target tracking, the IMM (interactive multiple model) algorithm has been proposed. The IMM is expected to reduce tracking errors for both nonmaneuvering and maneuvering targets. However, the IMM requires a heavy computational burden, because it utilizes multiple Kalman filters in parallel. On the other hand, the Kalman filter with a turning acceleration estimator, which can adapt a maneuvering target, has been proposed. The Kalman filter with a turning acceleration estimator is a single two-stage type filter and has a problem of setting threshold for the maneuver detector. In this paper, we propose the hybrid filter with a constant-velocity (CV) filter and a turning acceleration estimation filter. The proposed filter does not require a maneuver detector, because it integrates the outputs of two filters using the likelihood of each filter. And its computational requirement is smaller than the IMM, since it consists of only two Kalman based filters. The proposed method can prevent deteriorating tracking accuracy by reducing the risk of maneuver misdetection when a target maneuvers. We evaluate the performance of the proposed filter by computer simulation, and show the effectiveness of the proposed filter, comparing with the conventional Kalman filter and the two-stage Kalman filter.

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.

This paper presents a simple yet efficient adaptive Kalman filter for tracking targets expected to perform varying turn maneuvers. The process noise covariance level of a second order Kalman filter is adjusted at each time step according to the calculated turn rate. The turning rate is estimated from the magnitude of the calculated acceleration divided by the estimated speed of the target. At each scan the previous and current velocity estimates are used to calculate the acceleration. The comparison of the performance of the proposed algorithm is made with that of an interacting multiple model (IMM) algorithm, employing three models with different levels of process noise covariance and also to that of a second order Kalman filter. Two different assumptions have been made for selecting the process noise values for the the IMM and Kalman filter algorithms, in the first case it was assumed that there was no prior information about the target motion whereas in the second case it was assumed that the largest turn rate that the target of interest could perform was known. The IMM algorithm utilizing three models gives slightly better estimates during the nonmaneuvering periods, but the proposed algorithm is superior to the IMM algorithm during maneuvering periods in terms of estimation errors. Also the proposed algorithm requires 78% less computation, almost the same number of calculations required by a single fixed process noise Kalman filter, than the IMM algorithm.

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

The interacting multiple model (IMM) algorithm is a widely accepted state estimation scheme for solving maneuvering target tracking problems, which are generally nonlinear. During the IMM filtering process, serious errors can arise when a Gaussian mixture of posterior probability density functions is approximated by a single Gaussian. Particle filters (PFs) are effective in dealing with nonlinearity and non-Gaussianity. This work considers an IMM algorithm that includes a constant velocity model, a constant acceleration model and a 3D turning rate (3DTR) model for tracking three-dimensional (3D) target motion, using various combinations of nonlinear filters. In existing literature on combining IMM and particle filtering techniques to tackle difficult target maneuvers, a PF is usually used in every model In comparison, simulation results show that by using a computationally economical PF in the 3DTR model and Kalman filters in the remaining models, superior performance can be achieved with significant reduction in computational costs.

Target tracking is one among the foremost aspects usually utilized in microwave radar applications, police investigation, communication, embedded systems, etc. In particular, tracking is crucial in single as well as multiple object environments. The target Motion is analyzed by mathematical model of a physical system. To obtain dynamics of a moving target such as location, momentum, expedition…etc. one of the most used approaches in target chase is random estimation approach. Stochastic (random) estimation is estimators are Interactive multiple model filter, particle filter, Unscented Kalman filter, Extended Kalman filter, Kalman filter,….etc. The stochastic estimator provides the estimate of the unknown dynamics of the system. For acquiring better gauge of the objective, channel ought to be adjusted. It is very important to tune the parameters observation noise (measurement noise) and plant noise (process noise) for better estimation of dynamics of the system especially in tracking applications. Tuning of measurement noise and plant noise can be done through Optimization techniques. To investigate the execution examination of Kalman filter and Extended Kalmanfilter using fine tuning approaches for both single and multi-target tracking are analyzed in this paper.

Particle filter tracking, a type of sequential Monte Carlo method, has long been considered to be a very promising but time-consuming tracking technique. Methods have been developed to include a particle filter as part of a Variable Structure, Interactive Multiple Model (VS-IMM) structure and to integrate it into the Multiple Hypothesis Tracker (MHT) scoring structure. By integrating a particle filter as just one of many filters in Raytheon's MHT, the particle filter is applied sparingly on difficult off-road targets. This dramatically reduces the computation time as well as improves tracking performance in circumstances in which the other filters do not excel. Moreover, terrain information may be taken into account in the particle propagation process. In particular, an Unscented Particle Filter (UPF) was implemented in order to address the potential dominance of a small set of degenerate particles and/or poor prior distribution sampling from hampering the ability of the particle filter to accurately handle a maneuver. The Unscented Particle Filter treats every particle as its own Kalman filter. After the distribution of particles is adjusted in order to take into account the terrain, each particle is divided into sigma point states. These sigma points are propagated forward in time and then recombined to form a new composite particle state and covariance. These reformed particles are used in scoring and can be updated with a new observation. Since the Unscented Particle Filter includes the covariances in these calculations, this particle filter approach is more accurate and potentially requires fewer particles than an ordinary particle filter. By adding an Unscented Particle Filter to the other filters in an MHT tracker, the advantages of the UPF can be utilized in an efficient manner in order to enhance tracking performance.

Fault detection and diagnosis based on particle filters combined with interactive multiple-model estimation in dynamic process systems