A Novel Smooth Variable Structure Filter for Target Tracking Under Model Uncertainty

Author(s):  
Yaowen Li ◽  
Gang Li ◽  
Yu Liu ◽  
Xiao-Ping Zhang ◽  
You He
2021 ◽  
Vol 13 (22) ◽  
pp. 4612
Author(s):  
Yu Chen ◽  
Luping Xu ◽  
Guangmin Wang ◽  
Bo Yan ◽  
Jingrong Sun

As a new-style filter, the smooth variable structure filter (SVSF) has attracted significant interest. Based on the predictor-corrector method and sliding mode concept, the SVSF is more robust in the face of modeling errors and uncertainties compared to the Kalman filter. Since the estimation performance is usually insufficient in real cases where the measurement vector is of fewer dimensions than the state vector, an improved SVSF (ISVSF) is proposed by combining the existing SVSF with Bayesian theory. The ISVSF contains two steps: firstly, a preliminary estimation is performed by SVSF. Secondly, Bayesian formulas are adopted to improve the estimation for higher accuracy. The ISVSF shows high robustness in dealing with modeling uncertainties and noise. It is noticeable that ISVSF could deliver satisfying performance even if the state of the system is undergoing a sudden change. According to the simulation results of target tracking, the proposed ISVSF performance can be better than that obtained with existing filters.


Author(s):  
Mina Attari ◽  
S. Andrew Gadsden ◽  
Saeid R. Habibi

Target tracking scenarios offer an interesting challenge for state and parameter estimation techniques. This paper studies a situation with multiple targets in the presence of clutter. In this paper, the relatively new smooth variable structure filter (SVSF) is combined with the joint probability data association (JPDA) technique. This new method, referred to as the JPDA-SVSF, is applied on a simple multi-target tracking problem for a proof of concept. The results are compared with the popular Kalman filter (KF).


Author(s):  
Andrew Gadsden ◽  
Saeid Habibi

This article discusses the application of the smooth variable structure filter (SVSF) on a target tracking problem. The SVSF is a relatively new predictor-corrector method used for state and parameter estimation. It is a sliding mode estimator, where gain switching is used to ensure that the estimates converge to true state values. An internal model of the system, either linear or nonlinear, is used to predict an a priori state estimate. A corrective term is then applied to calculate the a posteriori state estimate, and the estimation process is repeated iteratively. The results of applying this filter on a target tracking problem demonstrate its stability and robustness. Both of these attributes make using the SVSF advantageous over the well-known Kalman and extended Kalman filters. The performances of these algorithms are quantified in terms of robustness, resilience to poor initial conditions and measurement outliers, tracking accuracy and computational complexity.


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