Observer Trajectory Optimization of Maneuvering Target for Bearings-only Tracking

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.

The tracking of highly maneuvering targets using an interacting multiple model (IMM) estimator is considered. Two IMM estimators are evaluated: one which incorporates a horizontal coordinated turn model and one which incorporates a 3D coordinated turn model. An objective comparison of the track performances achievable with the two IMM estimators is given in the paper. Since the models in each IMM have different state dimensions, special care must be taken during the mixing stage to prevent biases. Previously, an unbiased mixing procedure was developed for an IMM estimator with two modes, and this work extends the previous result to an IMM estimator with three modes. Performance assessment of the IMM estimators was performed using a high fidelity radar simulation and benchmark scenarios. Results show that both IMM estimators provide performance enhancements over the default solution during horizontal turns. However, the IMM estimator that incorporates a 3D coordinated turn model performed better during vertical maneuvers.

In multi-target tracking, Multiple Hypothesis Tracking (MHT) can effectively solve the data association problem. However, traditional MHT can not make full use of motion information. In this work, we combine MHT with Interactive Multiple Model (IMM) estimator and feature fusion. New algorithm greatly improves the tracking performance due to the fact that IMM estimator provides better estimation and feature information enhances the accuracy of data association. The new algorithm is tested by tracking tropical fish in fish container. Experimental result shows that this algorithm can significantly reduce tracking lost rate and restrain the noises with higher computational effectiveness when compares with traditional MHT.

Interacting multiple model (IMM) estimator has found an increasingly wide utilization in the filed of target tracking. Smoothing, uses all obtained measurements to estimate the previous state in order to provide a better estimation. However, IMM smoothers do not perform well and suffer severe performance degradation with some outliers existing in the measurement noises. This paper proposes a novel robust IMM smoother to deal with heavy-tailed measurement noises obeying the Student's t-distribution. The proposed smoother is derived from a forward filter combing with a backward filter. An example of maneuvering target tracking with heavy-tailed measurement noises verifies the effectiveness of the method.

Variable Structure Multiple Model (VSMM) estimation generalizes Multiple Model (MM) estimation by assuming that the set of models used for MM estimation is time varying. By using VSMM estimation, a large model set which may cover all possible target maneuvers can be used without significant increase of computational load, while maintaining a reasonable estimation accuracy. Various implementable VSMM algorithms, like Model Group Switching (MGS), Likely Model Set (LMS) and Minimal Sub-Model-Set Switching (MSMSS) using the Interacting Multiple Model (IMM) algorithm with a sub-model-set adaptation logic have appeared in the recent literature. However, the use of these algorithms for tracking maneuvering target in clutter has not been explored. In presence of clutter, one need to use data association technique to differentiate target originated measurement from clutter. The probabilistic data association (PDA) has been popularly adopted to many algorithms for tracking in clutter. In this paper, we integrate PDA technique with MSMSS and propose a VSIMM-PDA algorithm for maneuvering target tracking in clutter. A new grating technique to account for potential model errors is used. A numeric example via multiple Monte Carlo runs, which compares the performance of the new algorithm to a standard IMM-PDA in terms of Root Mean Squared error (RMS) and percentage of track loss, is presented.© (2003) COPYRIGHT SPIE--The International Society for Optical Engineering. Downloading of the abstract is permitted for personal use only.

Control of the time between sawtooth crashes, necessary for ITER and DEMO, requires real-time detection of the moment of the sawtooth crash. In this paper, estimation of sawtooth crash times is demonstrated using the model-based interacting multiple model (IMM) estimator, based on simplified models for the sawtooth crash. In contrast to previous detectors, this detector uses the spatial extent of the sawtooth crash as detection characteristic. The IMM estimator is tuned and applied to multiple ECE channels at once. A model for the sawtooth crash is introduced, which is used in the IMM algorithm. The IMM algorithm is applied to seven datasets from the ASDEX Upgrade tokamak. Five crash models with different mixing radii are used. All sawtooth crashes that have been identified beforehand by visual inspection of the data, are detected by the algorithm. A few additional detections are made, which upon closer inspection are seen to be sawtooth crashes, which show a partial reconnection. A closer inspection of the detected normal crashes shows that about 42% are not well fitted by any of the full reconnection models and show some characteristics of a partial reconnection. In some case, the measurement time is during the sawtooth crashes, which also results in an incorrect estimate of the mixing radius. For data provided at a sampling rate of 1 kHz, the run time of the IMM estimator is below 1 ms, thereby fulfilling real-time requirements.

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

The significant challenge in shallow water environments is performing reliable target detection and classification while maintaining a reasonable false alert rate. Recent Navy operational experiences in shallow water environments have shown that existing active sonar systems experience excessive amounts of clutter and false alerts which result in a significant reduction in platform tactical advantage and survivability. A target motion discriminator (TMD) technique based on the Interacting Multiple Model (IMM) estimation algorithm is presented to exploit the consistency of position and motion information observed over multiple pings to form a robust classification decision. Several motion class models reside within the TMD, to provide accurate target state estimates and target likelihood functions for both maneuvering and non-maneuvering contacts. Classification performance is dramatically enhanced by using a "no target model" to reject contacts which exhibit erratic motion, i.e., inconsistent with a target motion model while promoting contacts with consistent motion. The accurate estimation of target dynamics obtained by the IMM approach provides the capability to reject stationary clutter resulting from surface and bottom reverberation and reliably detect the slow moving threat. A robust sequential likelihood ratio test which minimizes the classification decision time and improves classification performance is developed and demonstrated using sea test data collected in various environments.

Common ground target dynamic models include the nearly constant velocity (NCV), nearly constant acceleration (NCA), and nearly constant turn (NCT) models. Most of the papers on the interacting multiple model (IMM) estimator use a constant Markov chain transition probability matrix (TPM) corresponding to a constant measurement sampling interval. However, a multi-sensor ground target tracking system usually employs ground moving target indicator radar, electro-optical, infrared, video, acoustic, and seismic sensors, for which the sampling intervals are different. Modeling such systems requires using a variable sampling interval in the IMM estimator, which in turn requires the use of a non-constant TPM. An analytic expression for the TPM with variable sampling interval exists for two dynamic models. When the number of dynamic models is greater than two, the TPM can be numerically calculated efficiently. We present the technical approach for the IMM estimator with variable sampling intervals. Preliminary numerical results are presented for a maneuvering target with the NCV, NCA, and NCT models using 200 Monte Carlo simulations

In this paper we present and compare different fault diagnosis algorithms using space space models for nonlinear dynamic systems. Most fault diagnosis and isolation algorithms for dynamic systems, which can be modeled using a set of state space equations, have relied on the system being linear and the noise and disturbances being Gaussian. In such cases, optimal filtering ideas based on Kalman filtering are utilized in estimation followed by a residual analysis, for which whiteness tests are typically carried out. Linearized approximations (e.g., Extended Kalman filters) have been used in the nonlinear dynamic systems case. However, linearization techniques, being approximate, tend to suffer from poor detection or high false alarm rates. In this paper, we use the sequential Monte Carlo filtering approach where the complete posterior distribution of the estimates are represented through samples or particles as opposed to the mean and covariance of an approximated Gaussian distribution. The particle filter is combined with the innovation-based fault detection techniques to develop a fault detection and isolation scheme. The advantage of particle filters is that they are capable of handling any functional nonlinearity and system or measurement noise of any distribution. An improvement on using a single Extended Kalman filter matched to a particular model is to use the the Interacting Multiple Model estimator, which consists of a number of EKFs running in parallel. Such a multiple model estimator can handle the abrupt changes in the system dynamics, which is essential for fault diagnosis. Here, we compare the fault detection performances of these algorithms on different nonlinear systems.

Particle filters can provide better results than Kalman filter based algorithms in the problems where the nonlinear elements are dominant. In this study the problem of tracking an airborne platform using radar measurements, which has nonlinearities both in measurement and system models is considered. Different models are used for different target maneuvers; extended Kalman filter (EKF), interacting multiple model (IMM) structure and multiple model particle filter are compared on a sample scenario.

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.

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

We present the development and implementation of a multisensor-multitarget tracking algorithm for large scale air traffic surveillance based on interacting multiple model (IMM) state estimation combined with a 2-dimensional assignment for data association. The algorithm can be used to track a large number of targets from measurements obtained with a large number of radars. The use of the algorithm is illustrated on measurements obtained from 5 FAA radars, which are asynchronous, heterogeneous, and geographically distributed over a large area. Both secondary radar data (beacon returns from cooperative targets) as well as primary radar data (skin returns from noncooperative targets) are used. The target IDs from the beacon returns are not used in the data association. The surveillance region includes about 800 targets that exhibit different types of motion. The performance of an IMM estimator with linear motion models is compared with that of the Kalman filter (KF). A number of performance measures that can be used on real data without knowledge of the ground truth are presented for this purpose. It is shown that the IMM estimator performs better than the KF. The advantage of fusing multisensor data is quantified. It is also shown that the computational requirements in the multisensor case are lower than in single sensor case, Finally, an IMM estimator with a nonlinear motion model (coordinated turn) is shown to further improve the performance during the maneuvering periods over the IMM with linear models.

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.