This paper is devoted to the problem of state estimate of discrete-time stochastic systems. A low-complexity and high accuracy algorithm is presented to reduce the computational load of the traditional interacting mul...
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This paper is devoted to the problem of state estimate of discrete-time stochastic systems. A low-complexity and high accuracy algorithm is presented to reduce the computational load of the traditional interacting multiple model algorithm with heterogeneous observations for location tracking. By decoupling the x and y dimensions to simplify the implementation of location, updated information is iteratively passed based on an adaptive fusion decision. Simulations show that the algorithm is more computationally attractive than existing multiplemodel methods.
The commonly used root-mean-square error for estimation performance evaluation is easily dominated by large error terms. So many new alternative absolute metrics have been provided in X. R. Li's work. However, eac...
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The commonly used root-mean-square error for estimation performance evaluation is easily dominated by large error terms. So many new alternative absolute metrics have been provided in X. R. Li's work. However, each of these metrics only reflects one narrow aspect of estimation performance, respectively. A comprehensive measure, error spectrum, was presented aggregating all these incomprehensive measures. However, when being applied to dynamic systems, this measure will have three dimensions over the total time span, which is not intuitive and difficult to be analysed. To overcome its drawbacks, a new metric, dynamic error spectrum (DES), is proposed in this study to extend the error spectrum measure to dynamic systems. Three forms under different application backgrounds are given, one of which is balanced taking into account both good and bad behaviour of an estimator and so can provide more impartial evaluation results. It can be applied to a variety of dynamic systems directly. Then the challenge in performance evaluation of the interactingmultiplemodel (IMM) algorithm is considered, and the IMM algorithm is chosen as the testing case to illustrate the superiority of the DES metric. The simulation results validate its utility and effectiveness.
Traditional maneuvering target tracking algorithms assume that the target motion model is either fixed or limited in number. For high-speed and highly maneuvering targets, the tracker's performance degrades rapidl...
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Traditional maneuvering target tracking algorithms assume that the target motion model is either fixed or limited in number. For high-speed and highly maneuvering targets, the tracker's performance degrades rapidly when the model set fails to adequately encompass the maneuvering mode or when there is a substantial deviation. Therefore, we propose a novel maneuvering target tracking method based on a random motion model. This algorithm employs a random model to describe the target maneuver, which is more widely applicable than traditional algorithms and remains more stable when the target maneuver is not covered by the model set. Additionally, in cases where the model set of the interacting multiple model algorithm (IMM) does not align with the actual maneuvering state, the new method exhibits a smaller tracking error compared to IMM and shows no divergence trend. Finally, we combine IMM and the random motion model to propose an Integrated Random interacting multiple model algorithm (IRIMM). The performance of the IRIMM algorithm closely matches that of IMM when provided with a perfectly accurate model set and significantly improves tracking effectiveness and stability when the model is incorrect.
For most real-world systems, the exact description of possible faults is unknown, making these faults difficult to detect, and even more difficult to identify. The most promising way is to use multiple hypotheses for ...
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For most real-world systems, the exact description of possible faults is unknown, making these faults difficult to detect, and even more difficult to identify. The most promising way is to use multiple hypotheses for faults to find the best fitting fault model by comparing system measurements with the predictions of the multi-modelalgorithm. However, this may lead to the need for infinite hypotheses. We propose a novel multi-model approach that considers a small number of different models with a known macro-structure and unknown parameters, combining system identification with simultaneous fault diagnosis. The unknown parameters in the models are estimated using a maximum likelihood approach. The fitted models are then used in an interacting multiple model algorithm to determine the most likely model that best describes the system behavior at any moment in time. An overfitting problem emerging from short data sequences is discussed, and two solutions are introduced. First, a regularization term in the probability estimation is suggested to penalize frequent parameter changes that signal possible overfitting. Second, an algorithm with a shifted data set is presented. The effectiveness of the algorithms is demonstrated on a motion tracking problem where the different fault hypotheses represent the macro-behavior of a moving object, and the real system switches between different modes. In a comparison, the proposed algorithms are the only ones that reliably identify the defined faults. They can be easily adapted to other fault diagnosis problems.
The maximum acceleration parameter determines the effect of the current statistical (CS) model. Thus, when tracking weak maneuvering targets or targets whose actual acceleration exceeds the given value, the tracking p...
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ISBN:
(纸本)9781665400046
The maximum acceleration parameter determines the effect of the current statistical (CS) model. Thus, when tracking weak maneuvering targets or targets whose actual acceleration exceeds the given value, the tracking performance of the traditional algorithm that sets with a priori fixed value will drop sharply. To solve this problem, a fuzzy adaptive strong tracking algorithm with fading factor (IAFCS-IMM) is proposed. The algorithm adopts a two-level fuzzy logic system. Through the first-level fuzzy logic, a maneuvering factor representing the maneuverability of the target is obtained according to the estimated acceleration information of the model, and the maximum acceleration parameter is adaptively modified. The second-level fuzzy logic is adopted to adjust the model update probability of interactingmultiplemodel (IMM) algorithm according to the maneuver factor. Besides, a fading factor is introduced in the filtering process, which can enhance the robustness of the filter to the sharp mutation of the target state. Simulation results demonstrate that IAFCS-IMM algorithm achieves good results in filtering accuracy and tracking stability of maneuvering targets.
In order to track the near space hypersonic vehicle (NSHV), we propose a tracking model containing aerodynamic and kinematic information using interactingmultiplemodel (IMM) algorithm with accruate speed prior infor...
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Massive MIMO technologies are a major candidate to serve high-rate Internet of Things (IoT) with moving or motionless devices if all channels of devices are known to BS. In this paper, an unknown dynamical model for c...
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Massive MIMO technologies are a major candidate to serve high-rate Internet of Things (IoT) with moving or motionless devices if all channels of devices are known to BS. In this paper, an unknown dynamical model for channel evolution is assumed over time, and regardless of whether devices send pilots or not, joint channel estimation and tracking are investigated. At first, a new suboptimal tracker, Uncertain interactingmultiplemodel (UIMM), is derived for the coordinated access. We define a new setup, referred to as an uncoordinated access, in which many devices with an unknown probabilities access BS without coordination. Then, three novel suboptimal trackers are designed based on UIMM for this uncoordinated access. To decrease computational complexity of the designed trackers, two schemes are applied. The Mean Square Error (MSE) gap between the mentioned scenario and the previous uncoordinated access is computed theoretically and represented by simulation results. Also, a new fundamental limit is defined which is referred to as Cost of Uncoordinated Access under Uncertain Channels (CUAUC). The CUAUC is used to evaluate the MSE gap between the optimal coordinated tracker and the designed suboptimal uncoordinated trackers. Finally, the CUAUC and the efficiency of the designed trackers are evaluated via simulations.
This paper newly proposes an interactive multiplemodel (IMM) algorithm to adaptively track distorted AC voltage with the grid frequency fluctuation. The usual tracking methods are Kalman filter (KF) algorithm with a ...
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This paper newly proposes an interactive multiplemodel (IMM) algorithm to adaptively track distorted AC voltage with the grid frequency fluctuation. The usual tracking methods are Kalman filter (KF) algorithm with a fixed frequency and KF algorithm with frequency identifier. The KF algorithm with a fixed frequency has a larger covariance parameter to guarantee the tracking robustness. However, it has a large tracking error. The KF algorithm with frequency identifier overly depends on the accuracy and stability of frequency identifier. The advantage of the proposed method is that it is decoupled from frequency detection and does not depend on frequency detection accuracy. First, the orthogonal vector dynamic (OVD) tracking model of the sine wave is established. Then, a model set covering the grid frequency fluctuation range is formed, and a new OVD-IMM tracking algorithm is proposed in combination with IMM algorithm. In the end, the effectiveness and accuracy of the proposed OVD-IMM algorithm are verified through simulations and experiments.
An algorithm for mobile terminal (MT) tracking based on time-of-arrival measurements in non-line-of-sight (NLOS) environments where NLOS measurements are modeled as positive outliers is proposed. Standard filters such...
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An algorithm for mobile terminal (MT) tracking based on time-of-arrival measurements in non-line-of-sight (NLOS) environments where NLOS measurements are modeled as positive outliers is proposed. Standard filters such as the extended Kalman filter (EKF) fail because they are sensitive to outliers. In contrast, a robust EKF (REKF) always trades off efficiency in line-of-sight (LOS) versus robustness in NLOS environments and it is not possible to achieve both with the same filter. Instead, we propose to use two filters in parallel in a multiplemodel framework. An EKF yields high precision in LOS environments whereas an REKF provides robust state estimates when NLOS propagation comes into play. The state estimates of either filters are combined automatically based on the confidence we have for the underlying situation. It is shown via numerical studies that the proposed algorithm yields positioning accuracy similar to the EKF in LOS environments and even significantly outperforms the REKF in NLOS environments.
Correct knowledge of noise statistics is essential for an effective estimator in maneuvering target tracking. In practice, however, the noise statistics are usually unknown or not perfectly known. To deal with the est...
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ISBN:
(纸本)9789881563934
Correct knowledge of noise statistics is essential for an effective estimator in maneuvering target tracking. In practice, however, the noise statistics are usually unknown or not perfectly known. To deal with the estimation problem in linear discrete-time systems with Markov jump parameters, where the measurement noise covariance is unknown, a novel approach is presented in this paper. This approach is based on the interactingmultiplemodel (IMM) framework. An H-infinity filter is employed to construct a noise statistics estimator to obtain the information which is necessary for the IMM algorithm. In our approach, even the priori knowledge of noise statistics is not needed. The noise statistics loss problem is solved while the merits of IMM algorithm is reserved. The effectiveness of the proposed approach is demonstrated in comparison with single-model H-infinity filter through Monte Carlo simulation for maneuvering target tracking.
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