Target detection enhancement using target motion discrimination

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.

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.

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.

Video synthetic aperture radar (VideoSAR) combines SAR imaging and video techniques together, enabling continuous surveillance of a specific area, which has the advantages of high frame rate, high resolution, the ability of real-time tracking, etc. For VideoSAR systems, detecting and tracking the shadows of moving targets can effectively avoid the complex algorithms needed for moving target location and refocusing. In this paper, an interactive multiple model (IMM) filter is designed for VideoSAR moving target tracking task. Considering of the maneuverability of ground moving target is more complex than aerial target, we define three different target motion models according to the motion characteristics of ground moving targets, including a stop model and a rotated model. The experimental results show that the proposed IMM filter outperforms conventional filter for ground moving target tracking application.

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.

Hybrid systems consist of both continuous state evolutions and discrete state (or mode) transitions. In many hybrid systems, mode transitions are governed by guard conditions that are dependent on the continuous state. These kind of mode transitions can be described by continuous-state-dependent mode transition probabilities. However, most multiple model Kalman filter based algorithms, such as the well-known interacting multiple model (IMM) algorithm, assume constant mode transition probabilities. We propose a hybrid estimation algorithm based on the IMM approach for the stochastic hybrid systems with continuous-state-dependent transitions. We first develop two models to describe the guard conditions for various stochastic hybrid systems. From the models of the guard conditions, we derive the corresponding continuous-state-dependent mode transition probabilities, which are expressed in terms of Gaussian probability density functions (pdfs) or Gaussian cumulative density functions (cdfs). We then propose a hybrid estimation algorithm for the stochastic hybrid systems based on the IMM algorithm. Like the IMM algorithm, our algorithm utilizes Gaussian distributions to represent the continuous state pdfs which are updated analytically at each time step. We also use analytical integration methods to reduce the computational cost of updating the mode probabilities. As a result, the proposed algorithm is computationally efficient and is applicable to high-dimensional problems. The performance of the proposed algorithm is illustrated with two examples in air traffic control tracking applications.

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.

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.

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

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.

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

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.

This paper proposes a new multiple model estimation method which employs the square root version of unscented information filter (SRUIF) in the framework of interacting multiple model (IMM). Comparing with the general UIF, the square root version has better numerical characteristics, such as improved numerical accuracy, double order precision and preservation of the symmetry for the covariance matrix. However, the SRUIF has to been further improved in order to achieve better performance in case the system has multiple models, e.g., maneuvering object tracking. Therefore, we here propose to use the IMM with the SRUIF (IMM-SRUIF) for solving multiple model estimation problem. A classical simulation of the maneuvering object tracking problem is demonstrated, which shows the advantages of the proposed IMM-SRUIF method.

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.