标题: 战术目标追踪演算法之研究:即时输入估计及杂讯鉴别
Online Input Estimation and Noise Identification for Maneuvering Target Tracking
作者: 吴国光
Kuo-Guan
刘启民
吴文榕
Chi-Min Liu
Wen-Rong Wu
资讯科学与工程研究所
关键字: 目标追踪;卡尔曼滤波器;加速输入值估计;非高斯杂讯鉴别;贝氏估计法;最大相似度法;随机梯度搜寻法;Target Tracking;Kalman Filter;Input Estimation;Non-Gaussian Noise Identification;Bayesian Estimator;Maximum Likelihood Method;Stochastic-Gradient-Descent Method
公开日期: 1998
摘要: 现有目标追踪演算法都有预设的系统参数,包括加速输入值及杂讯参数值。然而,这些参数值通常会随时间及环境而改变,因此需要即时地鉴别这些参数。就即时加速输入值估计而言,它在战术目标追踪问题上有重要的应用:目前战术目标追踪演算法主要使用多重追踪滤波器的方式,这类方式同时执行多个追踪器来涵盖目标物的可能运动状态,而这些追踪器是根据预设的加速输入值来设计的;当追踪如战斗机之类具高度机动性及大范围之可能加速输入值的目标物时,所需追踪器数会随着加速输入值的范围而增加,导致很高的复杂度,一种降低复杂度的可能方法是即时地估计加速输入值,并根据估计结果来调整追踪器的设定值,如此,便可使用较少的追踪器,达成复杂度降低的目标。另一方面,就即时杂讯鉴别而言,它在雷达目标追踪问题上有重要的应用:雷达追踪环境中,由于目标物反射中心的随机晃动所造成的量测杂讯呈现非高斯机率分布,而且随着目标物的移动,量测杂讯的统计特性也会呈现非稳态的改变,当追踪器的杂讯参数预设值与实际值不符合时,会导致追踪精确度的降低;藉由即时鉴别杂讯统计参数,调整追踪器的设定值,可以改善在此环境下的追踪效能。
在加速输入值的估计问题上,我们提出适用于高斯量测杂讯的贝氏估计法及适用于非高斯量测杂讯的修正最小平方法。藉由假设加速输入值的机率分布是高斯混和分布所推导出的贝氏估计法,是以加权平均各个高斯单元之期望值,来求出输入估计值,而加权比重是以递回的方式动态调整。与利用最小平方法,从一段等速卡尔曼滤波器之预测误差来估计输入值的演算法比较起来,我们的方法能够比较快速地估计出加速输入值。为了减小量测杂讯对于估计精确度的影响,我们提出一个利用卡尔曼滤波的前处理法,能够有效地消除量测杂讯。在非高斯量测杂讯下之输入值估计问题上,我们是以二阶多项式来近似目标物的位置量测值,并以修正最小平方法求出输入估计值。在这个方法里,我们去除了包含脉冲杂讯的量测值,使得估计精确度能够优于传统最小平方法。
在非高斯杂讯的即时鉴别问题上,我们提出了一个批次处理演算法及一个递回处理演算法。由于量测杂讯是隐藏于量测讯号中,无法直接获取以进行鉴别,因此我们首先利用一阶及二阶差分滤波器,搭配中间值滤波器,从量测讯号中抽取出与量测杂讯相关的讯号。在第一个批次处理演算法中,利用抽取出的量测杂讯,我们用最大相似度法进行鉴别,结果显示从量测讯号做即时鉴别所得到的模型参数值相当接近从量测杂讯做鉴别所得到的结果。由于最大相似度法需要很高的计算复杂度,而且其批次处理方式无法对杂讯统计参数的改变做出即时的反应,所以我们提出了另一个利用随机梯度搜寻的递回处理演算法。我们分析了这个递回演算法的收敛特性,并推导出修正步阶的有效上限。结果显示递回演算法所得到的模型参数估计可以快速地收敛,并相当接近最大相似度法所得到的结果,对于杂讯统计值的改变,也能够有快速的反应。根据即时键别的结果,我们可以动态地调整追踪演算法中的设定值,使得因为量测杂讯统计值改变而造成追踪精确度降低的问题得以获得改善。
The existing target tracking algorithms mostly rely on prior selection of system parameters: the input exciting target maneuver and the parameters of the measurement noise distributions. However, these parameters are actually unknown and time-varying. To obtain more accurate tracking results, online identification is then necessary. In maneuvering target tracking, the existing algorithms mainly use the multiple-filter approach. This approach simultaneously run multiple tracking filters, designed based on pre-selected maneuver input values, to estimate the state of a maneuvering target. When applying this approach to track a highly maneuverable target, such as a tactical fighter, a large number of tracking filters will be required which results in high computational complexity. A possible method to reduce complexity is to online estimate the maneuver input, and adjust the setting of tracking filters. In this way, the tracking filters can be made adaptive with target maneuvers and hence less tracking filters will be required. On the other hand, due to the random wandering of the radar reflection center, the measurement noise presents non-Gaussian behavior. This type of noise is referred to as glint and its distribution is heavy-tailed. The statistics of glint noise change with target aspect and motion making it a non-stationary process. Although nonlinear tracking algorithms have been developed to solve the problem, knowledge of the noise distribution model has to be known. Thus, online noise identification is required. In this thesis, we propose algorithms for online maneuver input estimation and noise identification for tracking maneuvering targets.
For the problem of online maneuver input estimation, we derive a Bayesian method for the Gaussian measurement noise and a trimmed least-squares method for the glint measurement noise. The Bayesian method is derived based on a Gaussian-mixture model for the maneuver input distribution. This method obtains the input estimate from a weighted combination of the means of the mixture components. By considering the transition among the mixture components as a Markov process, our method can respond more quickly to the abrupt change of maneuver values than the least-squares method. To reduce the effect of measurement noise, we propose a pre-filtering scheme using a reduced-gain Kalman filter. When the measurement noise is non-Gaussian, we propose to estimate the input by fitting a second-order polynomial to the position measurements. A trimmed least-squares method is used to find the solution. This method can reduce the effect of the glint spike achieving higher accuracy than the conventional least-squares method.
As to the problem of online identifying the non-Gaussian measurement noise, we propose a batch-processing and a recursive-processing algorithm. Since measurement noise is usually unavailable, we first extract measurement noise from target position measurements. The proposed noise extraction method uses a first- or second-order differentiator and a order statistic filter. In the first algorithm, we perform identification using the maximum-likelihood (ML) method. The results show that the parameter estimates are close to those obtained from exact knowledge of the measurement noise. Since the ML method has high computational complexity and cannot react immediately with the change of the noise statistics, we thus propose a recursive algorithm, which uses the stochastic-gradient-descent (SGD) method. We analyze its convergence property and derive closed-form expressions for sufficient step size bounds. It is shown that the identified parameters using the simpler SGD method can converge fast and the accuracy is comparable to that of the ML method. Using the sufficient step size bounds, the change of the noise statistics can be well tracked. The online identified parameters can be directly fed into the tracking algorithm making it adapt to the change of the noise statistics.
URI: http://140.113.39.130/cdrfb3/record/nctu/#NT870392104
http://hdl.handle.net/11536/64132
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