被动传感器阵列中基于粒子滤波的目标跟踪

针对被动传感器阵列中的机动目标跟踪问题,该文提出了一种基于多模Rao-Blackwellized粒子滤波的机动目标跟踪新方法。算法首先基于Rao-Blackwellization理论将机动目标跟踪问题划分为模型选择和目标跟踪两个子问题;采用多模Rao-Blackwellized粒子滤波对目标运动模型进行选择,扩展Kalman滤波对目标进行更新,有效降低了抽样粒子状态维数,节省了计算时间;最后,建立了被动传感器阵列的非线性观测模型。实验结果表明,提出方法可以有效地对目标模型进行选择,算法的跟踪性能及稳定性要好于交互多模型(IMM)方法。     

Adaptive Rao–Blackwellized Particle Filter and Its Evaluation for Tracking in Surveillance

Particle filters can become quite inefficient when being applied to a high-dimensional state space since a prohibitively large number of samples may be required to approximate the underlying density functions with desired accuracy. In this paper, by proposing an adaptive Rao-Blackwellized particle filter for tracking in surveillance, we show how to exploit the analytical relationship among state variables to improve the efficiency and accuracy of a regular particle filter. Essentially, the distributions of the linear variables are updated analytically using a Kalman filter which is associated with each particle in a particle filtering framework. Experiments and detailed performance analysis using both simulated data and real video sequences reveal that the proposed method results in more accurate tracking than a regular particle filter     

Adaptive Rao-Blackwellized particle filter and its evaluation for tracking in surveillance.

Particle filters can become quite inefficient when being applied to a high-dimensional state space since a prohibitively large number of samples may be required to approximate the underlying density functions with desired accuracy. In this paper, by proposing an adaptive Rao-Blackwellized particle filter for tracking in surveillance, we show how to exploit the analytical relationship among state variables to improve the efficiency and accuracy of a regular particle filter. Essentially, the distributions of the linear variables are updated analytically using a Kalman filter which is associated with each particle in a particle filtering framework. Experiments and detailed performance analysis using both simulated data and real video sequences reveal that the proposed method results in more accurate tracking than a regular particle filter.     

TDOA positioning in NLOS scenarios by particle filtering

A method is proposed for position estimation from non line of sight time difference of arrivals (TDOA) measurements. A general measurement model for TDOA accounting for non line of sight conditions is developed; then, several simplifying working assumptions regarding this model are discussed to allow the efficient implementation of a particle filter localization algorithm. This algorithm is tested and compared with an extended Kalman filter procedure, both in simulation, generating artificial measures, and with real data.     

Motion estimation for video compression using Kalman filtering

Motion estimation plays an important role for the compression of video signals. This paper presents a new block-based motion estimation method using Kalman filtering. The new method utilizes the predicted motion and measured motion to obtain an optimal estimate of motion vector. The autoregressive models are employed to fit the motion correlation between neighboring blocks and then achieve predicted motion information. The measured motion information is obtained by the conventional block-based fast search schemes. Several algorithms based on either one- or two dimensional models using either nonadaptive or adaptive Kalman filters are developed. The analysis of computational complexity and the simulation results indicate that the proposed method achieves significant savings on computation along with smoother motion vector fields and similar picture quality, when compared to the conventional full search algorithm     

Derivation of a sawtooth iterated extended Kalman smoother via theAECM algorithm

The iterated extended Kalman smoother (IEKS) is derived under expectation-maximization (EM) algorithm formalism, providing insight into the behavior of the suboptimal extended Kalman filter (EKF) and smoother (EKS). Through an investigation of smoothing algorithms that result from variants of the EM algorithm, the sawtooth iterated extended Kalman smoother (SIEKS) and its computationally inexpensive counterparts are proposed via the alternating expectation conditional maximization (AECM) algorithm. The SIEKS is guaranteed to produce a sequence estimate that moves up the likelihood surface. Numerical simulations including frequency tracking examples display the superior performance of the sawtooth EKF over the standard EKF for a range of nonlinear signal models     

基于粒子优化的多模型粒子滤波算法

针对模型信息引入粒子采样过程中导致用于逼近当前时刻真实状态与模型的粒子数减少问题,本文给出了一种基于粒子优化的多模型粒子滤波算法．在算法实现中,对每个粒子运行一个扩展卡尔曼滤波器,结合扩展卡尔曼滤波中预测更新机制实现最新量测信息的有效利用,进而提升单个采样粒子对于真实系统状态和模型逼近的有效性．理论分析和仿真结果表明：新算法在系统状态估计的精度以及模型辨识的准确性方面均明显地优于交互式多模型粒子滤波算法和多模型粒子滤波算法．     

Mobile Location Estimator in a Rough Wireless Environment Using Extended Kalman-Based IMM and Data Fusion

An extended Kalman-based interacting multiple model (EK-IMM) smoother is proposed for mobile location estimation with the data fusion of the time of arrival (TOA) and the received signal strength (RSS) measurements in a rough wireless environment. The extended Kalman filter is used for nonlinear estimation. The IMM is employed as a switch between the line-of-sight (LOS) and non-LOS (NLOS) states, which are considered to be a Markov process with two interactive modes. Combining extended Kalman filtering with the IMM scheme for accurately smooth range estimation between the corresponding base station (BS) and mobile station (MS) in the rough wireless environment, the proposed robust mobile location estimator, in association with data fusion, can efficiently mitigate the NLOS effects on the measurement range error. Simulation results illustrate that the performance of the proposed method has been significantly improved in the LOS/NLOS transition case. Moreover, the performance of the EK-IMM smoother with data fusion is also better than that with a single measurement used alone.      

An expectation-maximization algorithm based Kalman smoother approach for event-related desynchronization (ERD) estimation from EEG

We consider the problem of event-related desynchronization (ERD) estimation. In existing approaches, model parameters are usually found manually through experimentation, a tedious task that often leads to suboptimal estimates. We propose an expectation-maximization (EM) algorithm for model parameter estimation that is fully automatic and gives optimal estimates. Further, we apply a Kalman smoother to obtain ERD estimates. Results show that the EM algorithm significantly improves the performance of the Kalman smoother. Application of the proposed approach to the motor-imagery EEG data shows that useful ERD patterns can be obtained even without careful selection of frequency bands.     

Extensions of the SMC-PHD filters for jump Markov systems

The probability hypothesis density (PHD) filter is a promising algorithm for multitarget tracking, which can be extended for jump Markov systems (JMS). Since the existing multiple model sequential Monte Carlo PHD (MM SMC-PHD) filter is not interacting, two extensions of the SMC-PHD filters are developed in this paper. The interacting multiple-model (IMM) SMC-PHD filter approximates the model conditional PHD of target states by particles, and performs the interaction by resampling without any a priori assumption of the noise. The IMM Rao-Blackwellized particle (RBP) PHD filter uses the idea of Rao-Blackwellized to further enhance the performance of target state estimation for JMS with mixed linear/nonlinear state space models. The simulation results show that the proposed algorithms have better performances than the existing MM SMC-PHD filter in terms of state filtering and target number estimation.     

一种新型混合并行粒子滤波频率估计方法

针对高动态、低信噪比环境下的载波频率信号跟踪问题,提出一种新的混合并行粒子滤波算法（ Multi-ple Extend Kalman Filter Independent Metropolis Hastings ,M-E-IMH）。该算法具有并行运算结构,实时性较基本粒子滤波有较大的提高。该算法直接利用同相支路（In-phase,I）和正交支路（Quadrature,Q）作为观测量,避免了传统方法中的鉴别器引入而引起的信噪比损耗。在高斯和非高斯环境下,与现有的载波跟踪方法如扩展卡尔曼滤波器（ EKF ）,粒子滤波器（ PF）,卡尔曼滤波器（ KF）等仿真对比表明,该方法在低信噪比下具有更高的跟踪精度。     

容积Rauch-Tung-Striebel平滑器

针对离散非线性系统的状态平滑问题,基于Rauch-Tung-Striebel(RTS)理论设计了一种容积卡尔曼平滑器(Cubature Kalman Smoother,CKS),即容积Rauch-Tung-Striebel平滑器(RTSCKS)。首先,基于经典贝叶斯状态估计理论框架,推导了状态概率密度分布形式的非线性系统最优平滑算法;其次,基于Rauch-Tung-Striebel理论,建立了相应的最优平滑递推算法;然后,将其与容积卡尔曼滤波算法相结合,建立了递推形式的RTS-CKS平滑器;最后,通过典型的纯方位跟踪模型验证了该平滑器的可行性和有效性。该平滑器为非线性系统的状态估计提供了新的估计算法。     

一种卡尔曼滤波与粒子滤波相结合的非线性滤波算法

提出一种基于卡尔曼滤波与粒子滤波的非线性滤波算法.这种方法对于状态变量服从线性变化而观测方程为非线性的动态系统模型具有显著的效果.首先使用粒子滤波对状态变量进行初估计,然后对估计结果进行卡尔曼滤波,另外推导出该系统模型下状态变量估计误差的克拉美劳下界.通过计算复杂度分析及仿真实验验证,表明新方法与标准粒子滤波算法复杂度相当,但参数估计精度要高于标准粒子滤波以及扩展卡尔曼滤波算法,估计误差甚至要低于系统模型的克拉美劳下界.     

Mobile Tracking in Mixed Line-of-Sight/Non-Line-of-Sight Conditions: Algorithm and Theoretical Lower Bound

The paper investigates the problem of mobile tracking in mixed line-of-sight (LOS)/non-line-of-sight (NLOS) conditions. The motion of mobile station is modeled by a dynamic white noise acceleration model, while the measurements are time of arrival (TOA). A first-order Markov model is employed to describe the dynamic transition of LOS/NLOS conditions. An improved Rao-Blackwellized particle filter (RBPF) is proposed, in which the LOS/NLOS sight conditions are estimated by particle filtering using the optimal trial distribution, and the mobile state is computed by applying approximated analytical methods. The theoretical error lower bound is further studied in the described problem. A new method is presented to compute the posterior Cramer-Rao lower bound (CRLB): the mobile state is first estimated by decentralized extended Kalman filter (EKF) method, then sigma point set and unscented transformation are applied to calculate Fisher information matrix (FIM). Simulation results show that the improved RBPF is more accurate than current methods, and its performance approaches to the theoretical bound.     

Direct tracking of noncircular sources for multiple arrays via improved unscented particle filter method

Direct tracking problem of moving noncircular sources for multiple arrays is investigated in this study. Here, we propose an improved unscented particle filter (I-UPF) direct tracking method, which combines system proportional symmetry unscented particle filter and Markov Chain Monte Carlo (MCMC) algorithm. Noncircular sources can extend the dimension of sources matrix, and the direct tracking accuracy is improved. This method uses multiple arrays to receive sources. Firstly, set up a direct tracking model through consecutive time and Doppler information. Subsequently, based on the improved unscented particle filter algorithm, the proposed tracking model is to improve the direct tracking accuracy and reduce computational complexity. Simulation results show that the proposed improved unscented particle filter algorithm for noncircular sources has enhanced tracking accuracy than Markov Chain Monte Carlo unscented particle filter algorithm, Markov Chain Monte Carlo extended Kalman particle filter, and two-step tracking method.     

基于多个颜色分布模型的粒子滤波跟踪算法

基于粒子滤波的目标跟踪性能在很大程度上依赖于观测模型的选择.为了解决被跟踪目标外观特征变化导致模型漂移问题,提出了一种新的粒子滤波算法,利用目标外观的先验知识,为目标建立多个颜色模型,通过对目标函数的优化,采用最优凸组合模型实时地对目标进行跟踪.同时,采用UKF(Unscented Kalman Filter)产生粒子...     

Practical Kalman Filter Software Performance Testing & Validation

Several tests are described which can be used for any Kalman-type filter/smoother computer program. These tests are demonstrated by a case history on a large dimensional Kalman filter/smoother program which implements a 34-state inertial navigation system dynamic error model. The execution of a large dimensional Kalman filter/smoother (KFS) on real measurement data does not represent a software test of the KFS since the right answer (the correct underlying state vector) is unknown; only ``reasonableness checks' are actually possible. Simulated test data were used to exercise the KFS program in a Monte Carlo sense and its outputs evaluated using heuristic plot comparisons as well as rigorous statistical tests. Direct tests on the accuracy of the transition matrix, discrete process noise matrix, and covariance matrix calculations have been derived and demonstrated. Methods for testing properties of the Kalman filter innovations sequence are also covered. The approach and required auxiliary software that generates the test data can be employed to perform suboptimal modeling sensitivity studies and for evaluating analysis methods that depend on KFS estimates.     

An EM Algorithm for Nonlinear State Estimation With Model Uncertainties

In most solutions to state estimation problems, e.g., target tracking, it is generally assumed that the state transition and measurement models are known a priori. However, there are situations where the model parameters or the model structure itself are not known a priori or are known only partially. In these scenarios, standard estimation algorithms like the Kalman filter and the extended Kalman Filter (EKF), which assume perfect knowledge of the model parameters, are not accurate. In this paper, the nonlinear state estimation problem with possibly non-Gaussian process noise in the presence of a certain class of measurement model uncertainty is considered. It is shown that the problem can be considered as a special case of maximum-likelihood estimation with incomplete data. Thus, in this paper, we propose an EM-type algorithm that casts the problem in a joint state estimation and model parameter identification framework. The expectation (E) step is implemented by a particle filter that is initialized by a Monte Carlo Markov chain algorithm. Within this step, the posterior distribution of the states given the measurements, as well as the state vector itself, are estimated. Consequently, in the maximization (M) step, we approximate the nonlinear observation equation as a mixture of Gaussians (MoG) model. During the M-step, the MoG model is fit to the observed data by estimating a set of MoG parameters. The proposed procedure, called EM-PF (expectation-maximization particle filter) algorithm, is used to solve a highly nonlinear bearing-only tracking problem, where the model structure is assumed unknown a priori. It is shown that the algorithm is capable of modeling the observations and accurately tracking the state vector. In addition, the algorithm is also applied to the sensor registration problem in a multi-sensor fusion scenario. It is again shown that the algorithm is successful in accommodating an unknown nonlinear model for a target tracking scenario.     

A novel track maintenance algorithm for PHD/CPHD filter

Probability hypothesis density (PHD) filter and cardinalized PHD (CPHD) filter have proved to be promising algorithms for tracking an unknown number of targets in real time. However, they do not provide the identities of the individual estimated targets, so the target tracks cannot be obtained. To solve this problem, we propose a new track maintenance algorithm based on the cross entropy (CE) technique. Firstly, the particle filter PHD (PF-PHD) algorithm is used to estimate the target states and the target number. Then, the results of the estimation are used as vertexes to construct a connectivity graph with associated weights, and the CE technique is employed as a global optimization scheme to calculate the optimal feasible associated events. Furthermore, due to the advantages of the CPHD filter and the Rao-Blackwellized particle filter (RBPF), we propose another track maintenance algorithm based on the CE technique, named the RBPF–CPHD tracker, which can further improve the track maintenance performance due to the more accurate state estimates and their number estimates. Simulation results show that the proposed algorithms can effectively achieve the track continuity, with stronger robustness and greater anti-jamming capability.     

一种新的基于粒子滤波的多模型跟踪算法

粒子滤波技术通过非参数化的蒙特卡罗模拟方法实现递推贝叶斯滤波,适用于非线性目标运动模型、非线性传感器测量模型和非高斯噪声的目标跟踪。但需已知目标和量测模型,而实际情况往往难以满足此条件。交互多模型算法(IMM)依据各模型对目标前一时刻状态估计的方差,确定各模型在当前时刻状态下存在的概率,利用各模型对目标状态估计的加权和,确定目标的状态。本文采用粒子滤波代替IMM算法中各模型的Kalman滤波,将粒子滤波与IMM的优点相结合。同时,采用UKF(UnscentedKalmanFilter)产生粒子,由于考虑了当前量测,使得粒子的分布更加接近后验概率分布,用较少的粒子就可以逼近目标的真实状态。仿真实验结果表明,本算法可用于标准IMM算法无法实现跟踪的复杂情形,而且使用的粒子数目仅是同类算法的二十分之一。