Survey of maneuvering target tracking. Part I. Dynamic models
01 Oct 2003-IEEE Transactions on Aerospace and Electronic Systems (IEEE)-Vol. 39, Iss: 4, pp 1333-1364
TL;DR: A comprehensive and up-to-date survey of the techniques for tracking maneuvering targets without addressing the measurement-origin uncertainty is presented in this article, including 2D and 3D maneuver models as well as coordinate-uncoupled generic models for target motion.
Abstract: This is the first part of a comprehensive and up-to-date survey of the techniques for tracking maneuvering targets without addressing the so-called measurement-origin uncertainty. It surveys various mathematical models of target motion/dynamics proposed for maneuvering target tracking, including 2D and 3D maneuver models as well as coordinate-uncoupled generic models for target motion. This survey emphasizes the underlying ideas and assumptions of the models. Interrelationships among models and insight to the pros and cons of models are provided. Some material presented here has not appeared elsewhere.
Citations
More filters
TL;DR: Under linear, Gaussian assumptions on the target dynamics and birth process, the posterior intensity at any time step is a Gaussian mixture and closed-form recursions for propagating the means, covariances, and weights of the constituent Gaussian components of the posteriorintensity are derived.
Abstract: A new recursive algorithm is proposed for jointly estimating the time-varying number of targets and their states from a sequence of observation sets in the presence of data association uncertainty, detection uncertainty, noise, and false alarms. The approach involves modelling the respective collections of targets and measurements as random finite sets and applying the probability hypothesis density (PHD) recursion to propagate the posterior intensity, which is a first-order statistic of the random finite set of targets, in time. At present, there is no closed-form solution to the PHD recursion. This paper shows that under linear, Gaussian assumptions on the target dynamics and birth process, the posterior intensity at any time step is a Gaussian mixture. More importantly, closed-form recursions for propagating the means, covariances, and weights of the constituent Gaussian components of the posterior intensity are derived. The proposed algorithm combines these recursions with a strategy for managing the number of Gaussian components to increase efficiency. This algorithm is extended to accommodate mildly nonlinear target dynamics using approximation strategies from the extended and unscented Kalman filters
1,805 citations
TL;DR: A comprehensive survey of techniques for tracking maneuvering targets without addressing the so-called measurement-origin uncertainty is presented in this article, which is centered around three generations of algorithms: autonomous, cooperating, and variable structure.
Abstract: This is the fifth part of a series of papers that provide a comprehensive survey of techniques for tracking maneuvering targets without addressing the so-called measurement-origin uncertainty. Part I and Part II deal with target motion models. Part III covers measurement models and associated techniques. Part IV is concerned with tracking techniques that are based on decisions regarding target maneuvers. This part surveys the multiple-model methods $the use of multiple models (and filters) simultaneously - which is the prevailing approach to maneuvering target tracking in recent years. The survey is presented in a structured way, centered around three generations of algorithms: autonomous, cooperating, and variable structure. It emphasizes the underpinning of each algorithm and covers various issues in algorithm design, application, and performance.
1,012 citations
TL;DR: The focus of this article is to illustrate the relation between performance requirements, such as those stated by the Federal Communications Commission (FCC), and the available measurements.
Abstract: Positioning in wireless networks is mainly used for safety, gaming, and commercial services It is expected to increase in popularity when emergency call services become mandatory as well as with the advent of more advanced location-based services and mobile gaming In this article, we discuss and illustrate the possibilities and fundamental limitations associated with mobile positioning based on available wireless network measurements The possibilities include a sensor fusion approach and model-based filtering, while the fundamental limitations provide hard bounds on the accuracy of position estimates, given the information in the measurements in the most favorable situation The focus of this article is to illustrate the relation between performance requirements, such as those stated by the Federal Communications Commission (FCC), and the available measurements Specific issues on accuracy limitation in each measurement, such as synchronization and multipath problems, are briefly commented upon A geometrical example, as well as a realistic example adopted from a cell planning tool, are used for illustration
880 citations
TL;DR: The proposed CPHD implementations not only sidestep the need to perform data association found in traditional methods, but also dramatically improve the accuracy of individual state estimates as well as the variance of the estimated number of targets when compared to the standard PHD filter.
Abstract: The probability hypothesis density (PHD) recursion propagates the posterior intensity of the random finite set (RFS) of targets in time. The cardinalized PHD (CPHD) recursion is a generalization of the PHD recursion, which jointly propagates the posterior intensity and the posterior cardinality distribution. In general, the CPHD recursion is computationally intractable. This paper proposes a closed-form solution to the CPHD recursion under linear Gaussian assumptions on the target dynamics and birth process. Based on this solution, an effective multitarget tracking algorithm is developed. Extensions of the proposed closed-form recursion to accommodate nonlinear models are also given using linearization and unscented transform techniques. The proposed CPHD implementations not only sidestep the need to perform data association found in traditional methods, but also dramatically improve the accuracy of individual state estimates as well as the variance of the estimated number of targets when compared to the standard PHD filter. Our implementations only have a cubic complexity, but simulations suggest favorable performance compared to the standard Joint Probabilistic Data Association (JPDA) filter which has a nonpolynomial complexity.
789 citations
TL;DR: The derivation of the details for the marginalized particle filter for a general nonlinear state-space model is derived and it is demonstrated that the complete high-dimensional system can be based on a particle filter using marginalization for all but three states.
Abstract: The particle filter offers a general numerical tool to approximate the posterior density function for the state in nonlinear and non-Gaussian filtering problems. While the particle filter is fairly easy to implement and tune, its main drawback is that it is quite computer intensive, with the computational complexity increasing quickly with the state dimension. One remedy to this problem is to marginalize out the states appearing linearly in the dynamics. The result is that one Kalman filter is associated with each particle. The main contribution in this paper is the derivation of the details for the marginalized particle filter for a general nonlinear state-space model. Several important special cases occurring in typical signal processing applications will also be discussed. The marginalized particle filter is applied to an integrated navigation system for aircraft. It is demonstrated that the complete high-dimensional system can be based on a particle filter using marginalization for all but three states. Excellent performance on real flight data is reported.
649 citations
Cites background from "Survey of maneuvering target tracki..."
...For more information on practical matters concerning modeling issues, see e.g., [ 30 ], [29], [4], [32]....
[...]
...As is explained in [ 30 ], [29] it is common that the system model is almost linear, whereas the measurement model is severely nonlinear....
[...]
References
More filters
Book•
01 Jan 1974
TL;DR: This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation, and the theory and practice of optimal estimation is presented.
Abstract: This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of the The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systemsArthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance."Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text.After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations.This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work
6,015 citations
01 Jan 2001
4,604 citations
Journal Article•
3,014 citations