Multiple model nonlinear filtering for low signal ground target applications

2005 ◽  
Vol 41 (2) ◽  
pp. 549-564 ◽  
Author(s):  
K. Kastella ◽  
C. Kreucher
Keyword(s):  
Nonlinear Filtering ◽  
Multiple Model ◽  
Ground Target

Spherical Simplex Unscented Kalman Filter-Based Jumping and Static Interacting Multiple Model

2017 ◽  
Vol 32 (04) ◽  
pp. 1850010
Author(s):  
Yi Pan ◽  
Hui Ye ◽  
Keke He
Keyword(s):  
Kalman Filter ◽  
Nonlinear Filtering ◽  
System Parameter ◽  
Unscented Kalman Filter ◽  
Continuous System ◽  
The State ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Real Time System ◽  
Spherical Simplex

A modified interacting multiple model (IMM) method called spherical simplex unscented Kalman filter-based jumping and static IMM (SSUKF-JSIMM) is proposed to solve the problem of nonlinear filtering with unknown continuous system parameter. SSUKF-JSIMM regards the continuous system parameter space as a union of disjoint regions, and each region is assigned to a model. For each model, under the assumption that the parameter belongs to the corresponding region, one sub-filter is used to estimate the parameter and the state when the parameter is presumed to be jumping, and another sub-filter is used to estimate the parameter and the state when the parameter is presumed to be static. Considering that spherical simplex unscented Kalman filter (SSUKF) is more suitable for a real-time system than the unscented Kalman filter (UKF), SSUKFs are adopted as the sub-filters of SSUKF-JSIMM. Results of the two SSUKFs are fused as the estimation output of the model. Experimental results show that SSUKF-JSIMM achieves higher performance than IMM, SIR, and UKF in bearings-only tracking problem.

Federated IMM-UKF Algorithm for Multi-Sensor Data Fusion

2013 ◽  
Vol 753-755 ◽  
pp. 2117-2120 ◽  
Author(s):  
Tian Lai Xu
Keyword(s):  
Data Fusion ◽  
Nonlinear Filtering ◽  
Adaptive Estimation ◽  
Estimation Method ◽  
Cost Effective ◽  
Estimation Algorithm ◽  
Sensor Data ◽  
Interacting Multiple Model ◽  
Integrated Navigation ◽  
Multiple Model

The accuracy of multi-sensor navigational data fusion by federated Kalman filter will be reduced in condition that the systems dynamics model is nonlinear and the noise statistical properties are unknown. To address this problem, a federated Interacting Multiple Model-Unscented Kalman Filteing (IMM-UKF) algorithm is presented. The UKF is a nonlinear estimation method which can achieve the accuracy at least to the second-order. The IMM estimation algorithm is one of the cost-effective adaptive estimation algorithm for systems involving parametric changes. The combination of IMM with UKF could deal with the problem of nonlinear filtering with uncertain noise. Simulation results show that the method can improve the accuracy of INS/GPS/odometer integrated navigation.

scholarly journals Maneuvering Target Tracking Algorithm Based on Interacting Multiple Models

2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Gannan Yuan ◽  
Wei Zhu ◽  
Wei Wang ◽  
Bo Yin
Keyword(s):  
Target Tracking ◽  
Nonlinear Filtering ◽  
Information Matrix ◽  
Multiple Models ◽  
Quick Response ◽  
Multiple Model ◽  
Maneuvering Target Tracking ◽  
Filtering Algorithm ◽  
Maneuvering Target ◽  
Information Filter

Aiming at improving the accuracy and quick response of the filter in nonlinear maneuvering target tracking problems, the Interacting Multiple Models Cubature Information Filter (IMMCIF) is proposed. In IMMCIF, the Cubature Information Filter (CIF) is brought into Interacting Multiple Model (IMM), which can not only improve the accuracy but also enhance the quick response of the filter. CIF is a multisensor nonlinear filtering algorithm; it evaluates the information vector and information matrix rather than state vector and covariance, which can reduce the error of nonlinear filtering algorithm. IMM disposes all the models simultaneously through Markov Chain, which can enhance the quick response of the filter. Finally, the simulation results show that the proposed filter exhibits fast and smooth switching when disposing different maneuver models; it performs better than the IMMCKF and IMMUKF on tracking accuracy.

scholarly journals A practical adaptive nonlinear tracking algorithm with range rate measurement

2018 ◽  
Vol 14 (5) ◽  
pp. 155014771877686 ◽  
Author(s):  
Haiyan Yang ◽  
Hongqiang Liu ◽  
Zhongliang Zhou ◽  
An Xu
Keyword(s):  
State Estimation ◽  
Nonlinear Filtering ◽  
Simulation Experiment ◽  
Tracking Algorithm ◽  
Multiple Model ◽  
Rate Measurement ◽  
Filtering Algorithms ◽  
Target State ◽  
Nonlinear Tracking ◽  
Range Rate

It is difficult to answer the problem whether the range rate measurement should be adopted to track a target in a tracking scenario. A practical adaptive nonlinear tracking algorithm with the range rate measurement is proposed, which avoids this problem and achieves good accuracy of target state estimation. First, three popular nonlinear filtering algorithms only with the position measurement are surveyed. Second, three popular nonlinear filtering algorithms with the position and range rate measurements are surveyed. Then, a novel tracking algorithm with range rate measurement is proposed based on the cumulative sum detector and the above two kinds of nonlinear algorithms. The results of simulation experiment demonstrate that the range rate measurement could reduce accuracy of the target state estimation in mismatch tracking scenarios. The results of simulation experiment also verify that the performance of proposed algorithm is better than the current state and the art interacting multiple-model algorithm and can well follow the state estimation output of the measurement equation matching the tracking scenario.

Sign in / Sign up

Export Citation Format

Share Document