Underwater bearing-only multitarget tracking in clutter environment is challenging because of the measurement nonlinearity, range unobservability, and data association uncertainty. In terms of the principle of expectation maximization, combining the extended Kalman filter (EKF) and unscented Kalman filter algorithm(UKF), a new bearing-only multi-sensor multitarget tracking via probabilistic multiple hypothesis tracking(PMHT) algorithm is proposed. The PMHT algorithm introduces an association variable to deal with the data association uncertainty problem between the measurements and the targets. Furthermore, the EKF-based PMHT for multi-sensor multitarget system is simplified, which obviate the need to "stack" the synthetic measurements and can reduce the computation cost. The estimation accuracy of the EKF based on PMHT approach and UKF based on PMHT approach in simulation experiments for underwater bearing-only cross-moving targets and closely spaced targets for the case of stationary multiple observations and maneuvering single observation under dense clutter environment is analyzed. The experimental results demonstrate that the present algorithm is very well in a highly clutter environment and its computational load is low, which confirms the effectiveness of the algorithm to the bearing-only multitarget tracking in dense clutter.
Development of Unscented Kalman Filter Algorithm for stock price estimation
