An EM Algorithm for Target Tracking with an Unknown Correlation Coefficient of Measurement Noise

2021 ◽  
Author(s):  
Shan He ◽  
Panlong Wu ◽  
Peng Yun ◽  
Xingxiu Li ◽  
Jimin Li
Keyword(s):  
Target Tracking ◽  
Correlation Coefficient ◽  
Expectation Maximization ◽  
Measurement Noise ◽  
Cholesky Factorization ◽  
Strong Nonlinearity ◽  
Posterior Probability Distribution ◽  
Target State ◽  
Range Rate ◽  
Updating Procedure

Abstract In this paper, an expectation maximization based sequential modified unbiased converted measurement Kalman filter is proposed for target tracking with an unknown correlation coefficient of measurement noise between the range and the range rate. Firstly, a pseudo measurement is constructed by multiplying the range and the range rate to reduce the strong nonlinearity between the measurement and the target state. The mean and covariance of converted errors are subsequentlsubsequently derived by modified unbiased converted measurement to weaken the error caused by the linearization of the measurement equation, which is effectively to improve the dynamic accuracy of target tracking. Then, the converted errors of the position and the pseudo measurement are decorrelated by the Cholesky factorization and thus to obtain the posterior probability distribution of the state by using the sequential filtering in the Bayesian framework. Finally, the expectation maximization is introduced in the updating procedure of the pseudo measurement to jointly estimate the target state and the correlation coefficient. The target tracking scenario with an unknown correlation coefficient is built to demonstrate the validness and feasibility of the proposed algorithm. Simultaneously, the results of the normalized error squared validate the consistency of the modified unbiased converted measurement.

scholarly journals A Robust SMC-PHD Filter for Multi-Target Tracking with Unknown Heavy-Tailed Measurement Noise

Sensors ◽  
2021 ◽  
Vol 21 (11) ◽  
pp. 3611
Author(s):  
Yang Gong ◽  
Chen Cui
Keyword(s):  
Target Tracking ◽  
Sequential Monte Carlo ◽  
Measurement Noise ◽  
Particle Simulation ◽  
Target Number ◽  
Student T Distribution ◽  
Multi Target Tracking ◽  
Heavy Tailed ◽  
Scale Matrix ◽  
T Distribution

In multi-target tracking, the sequential Monte Carlo probability hypothesis density (SMC-PHD) filter is a practical algorithm. Influenced by outliers under unknown heavy-tailed measurement noise, the SMC-PHD filter suffers severe performance degradation. In this paper, a robust SMC-PHD (RSMC-PHD) filter is proposed. In the proposed filter, Student-t distribution is introduced to describe the unknown heavy-tailed measurement noise where the degrees of freedom (DOF) and the scale matrix of the Student-t distribution are respectively modeled as a Gamma distribution and an inverse Wishart distribution. Furthermore, the variational Bayesian (VB) technique is employed to infer the unknown DOF and scale matrix parameters while the recursion estimation framework of the RSMC-PHD filter is derived. In addition, considering that the introduced Student- t distribution might lead to an overestimation of the target number, a strategy is applied to modify the updated weight of each particle. Simulation results demonstrate that the proposed filter is effective with unknown heavy-tailed measurement noise.

An Improved Joint Target Tracking and Classification Algorithm Based on Data Fusion

2014 ◽  
Vol 904 ◽  
pp. 325-329
Author(s):  
Hong Wei Quan ◽  
Lin Chen ◽  
Dong Liang Peng
Keyword(s):  
Data Fusion ◽  
Target Tracking ◽  
Classification Algorithm ◽  
Target Classification ◽  
Tracking Accuracy ◽  
Traditional Methods ◽  
System Models ◽  
Target State ◽  
Classification Probability

This paper addresses the problem of the joint target tracking and classification based on data fusion. In traditional methods, a separate suite of sensors and system models are used, target tracking and target classification are usually treated as separate problems. In our JTC framework, the link between target state and class is considered and the feasibility of JTC techniques is discussed. The tracking accuracy and classification probability are improved to some extent with the more accurate classification results from classifier based on data fusion feedback to state filter.

Sensor cooperative scheduling method for low-altitude maneuvering target tracking in complex environment

Sensor Review ◽  
2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Yunpu Zhang ◽  
Gongguo Xu ◽  
Ganlin Shan
Keyword(s):  
Target Tracking ◽  
Sensor Scheduling ◽  
Multiple Model ◽  
Complex Environment ◽  
Tracking Accuracy ◽  
Content Type ◽  
Target State ◽  
Maneuvering Targets ◽  
Scheduling Method ◽  
Low Altitude

Purpose Continuous and stable tracking of the low-altitude maneuvering targets is usually difficult due to terrain occlusion and Doppler blind zone (DBZ). This paper aims to present a non-myopic scheduling method of multiple radar sensors for tracking the low-altitude maneuvering targets. In this scheduling problem, the best sensors are systematically selected to observe targets for getting the best tracking accuracy under maintaining the low intercepted probability of a multi-sensor system. Design/methodology/approach First, the sensor scheduling process is formulated within the partially observable Markov decision process framework. Second, the interacting multiple model algorithm and the cubature Kalman filter algorithm are combined to estimate the target state, and the DBZ information is applied to estimate the target state when the measurement information is missing. Then, an approximate method based on a cubature sampling strategy is put forward to calculate the future expected objective of the multi-step scheduling process. Furthermore, an improved quantum particle swarm optimization (QPSO) algorithm is presented to solve the sensor scheduling action quickly. Optimization problem, an improved QPSO algorithm is presented to solve the sensor scheduling action quickly. Findings Compared with the traditional scheduling methods, the proposed method can maintain higher target tracking accuracy with a low intercepted probability. And the proposed target state estimation method in DBZ has better tracking performance. Originality/value In this paper, DBZ, sensor intercepted probability and complex terrain environment are considered in sensor scheduling, which has good practical application in a complex environment.

scholarly journals A Novel EM Implementation for Initial Alignment of SINS Based on Particle Filter and Particle Swarm Optimization

2019 ◽  
Vol 2019 ◽  
pp. 1-12 ◽  
Author(s):  
Yanbing Guo ◽  
Lingjuan Miao ◽  
Yusen Lin
Keyword(s):  
Particle Swarm Optimization ◽  
Particle Filter ◽  
Particle Swarm ◽  
The State ◽  
Nonlinear Filters ◽  
Measurement Noise ◽  
Strong Nonlinearity ◽  
Initial Alignment ◽  
Swarm Optimization ◽  
Noise Parameters

For nonlinear systems in which the measurement noise parameters vary over time, adaptive nonlinear filters can be applied to precisely estimate the states of systems. The expectation maximization (EM) algorithm, which alternately takes an expectation- (E-) step and a maximization- (M-) step, has been proposed to construct a theoretical framework for the adaptive nonlinear filters. Previous adaptive nonlinear filters based on the EM employ analytical algorithms to develop the two steps, but they cannot achieve high filtering accuracy because the strong nonlinearity of systems may invalidate the Gaussian assumption of the state distribution. In this paper, we propose an EM-based adaptive nonlinear filter APF to solve this problem. In the E-step, an improved particle filter PF_new is proposed based on the Gaussian sum approximation (GSA) and the Monte Carlo Markov chain (MCMC) to achieve the state estimation. In the M-step, the particle swarm optimization (PSO) is applied to estimate the measurement noise parameters. The performances of the proposed algorithm are illustrated in the simulations with Lorenz 63 model and in a semiphysical experiment of the initial alignment of the strapdown inertial navigation system (SINS) in large misalignment angles.

scholarly journals Variational Bayesian Based Adaptive Shifted Rayleigh Filter for Bearings-Only Tracking in Clutters

Sensors ◽  
2019 ◽  
Vol 19 (7) ◽  
pp. 1512 ◽  
Author(s):  
Jing Hou ◽  
Yan Yang ◽  
Tian Gao
Keyword(s):  
Target Tracking ◽  
Data Association ◽  
Tracking Performance ◽  
Computation Complexity ◽  
Variational Bayesian ◽  
Target State ◽  
Scenarios Simulation ◽  
Simulation Results

This paper considers bearings-only target tracking in clutters with uncertain clutter probability. The traditional shifted Rayleigh filter (SRF), which assumes known clutter probability, may have degraded performance in challenging scenarios. To improve the tracking performance, a variational Bayesian-based adaptive shifted Rayleigh filter (VB-SRF) is proposed in this paper. The target state and the clutter probability are jointly estimated to account for the uncertainty in clutter probability. Performance of the proposed filter is evaluated by comparing with SRF and the probability data association (PDA)-based filters in two scenarios. Simulation results show that the proposed VB-SRF algorithm outperforms the traditional SRF and PDA-based filters especially in complex adverse scenarios in terms of track continuity, track accuracy and robustness with a little higher computation complexity.

scholarly journals A Multi-Target Tracking and Detection Algorithm for Wireless Sensor Networks

2021 ◽  
Vol 15 ◽  
pp. 661-665
Author(s):  
Gang Wang
Keyword(s):  
Wireless Sensor Networks ◽  
Sensor Networks ◽  
Target Tracking ◽  
Detection Algorithm ◽  
Wireless Sensor ◽  
Main Function ◽  
Multiple Target ◽  
Target State ◽  
Multi Target Tracking ◽  
Simulation Results

There are a large number of sensor nodes in wireless sensor network, whose main function is to process data scientifically, so that it can better sense and cooperate. In the network coverage, it can comprehensively collect the main information of the monitoring object, and send the monitoring data through short-range wireless communication to the gateway. Although there are many applications in WSNs, a multi-Target tracking and detection algorithm and the optimization problem of the wireless sensor networks are discussed in this paper. It can be obviously seen from the simulation results that this node cooperative program using particle CBMeMBer filtering algorithm can perfectly handle multi-target tracking, even if the sensor model is seriously nonlinear. Simulation results show that the tracking - forecasting data association scheme applying GM-CBMeMBer, which is proposed in this paper, runs well in identifying multiple target state, and can improve the estimation accuracy of multiple target state.

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