Unified Tracking and Fusion for Airborne Collision Avoidance using Log-Polar Coordinates

Size: px
Start display at page:

Download "Unified Tracking and Fusion for Airborne Collision Avoidance using Log-Polar Coordinates"

Transcription

1 Unified Tracking Fusion for Airborne Collision Avoidance using Log-Polar Coordinates Dietrich Fränken Data Fusion Algorithms & Software Cassidian D-8977 Ulm, Germany Andreas Hüpper Data Fusion Algorithms & Software Cassidian D-8977 Ulm, Germany Abstract Collision avoidance applications require state estimators that are able to deliver estimates of relevant quantities sufficient quality under hard real-time constraints. In this paper, we will present a unified approach to tracking data fusion in this context. The proposed approach is easy to implement allows for a kinematics integration of data stemming from a variety of sensor types. Initialization, prediction, update in a common state space extended Kalman filter are elaborated. Simulation results show strengths weaknesses of the proposed approach. Keywords: Collision avoidance, polar tracking, log-polar coordinates, unobservable states. I. INTRODUCTION Collision avoidance separation of air traffic participants are important safety tasks, both for manned unmanned platforms, see, e. g., [] [3]. Air vehicles may be equipped different sensor suites that can be used for estimating relative position speed of intruders respect to ownship where a single sensor type will most likely not suffice to provide the required estimation accuracy [4], so fusion is a must. Measurement spaces may differ partly or completely between sensors, but a common representation of the estimated state is desirable for ease of implementation data association between contributions stemming from different sensors. And, the state should directly contain all information relevant for benchmarking the criticality of an intruder. In this paper, we consider air vehicles equipped one or more of the following sensors: 3D radar, passive optical, identification friend or foe (IFF) interrogator omnidirectional antenna, airborne collision avoidance system (ACAS). Here the particularity lies in the fact that only the radar delivers information that is complete respect to range, bearing, elevation, i. e., to polar position. In contrast to that, output of passive optical sensors lacks range information. IFF interrogator omnidirectional antenna does not provide bearing measurements the elevation may not be determinable if the intruder does not transmit its altitude (e. g., via mode C). Finally, bearing information delivered by ACAS often is barely reliable. For tracking purposes in case of angular-only measurements, the use of modified polar coordinates for the state space has been proposed [5]. When doing so, the estimation of all other components in the state vector is not influenced by the range that remains unobservable as long as the ownship does not out-maneuver the intruder. In a later publication, it has been shown that, for the D bearings-only tracking case, the replacement of the inverse of the range in that original proposal by the logarithm of the range in an extended Kalman filter in those coordinates leads to even better more robust estimation results [6]. In this paper, we will recall the fundamental properties of those log-polar coordinates argue why they are especially suitable for airborne collision avoidance applications. We will elaborate an extended Kalman filter that can be used for unified tracking fusion in airborne collision avoidance. We investigate which of the state variables are observable can thus be determined from multiple incomplete polar measurements of the different interesting types. Filter initiation methods are presented. We also talk about suitable Kalman filter updates discuss how tracks stemming from different sources can be fused. Thereafter, we derive the (somewhat tedious) Jacobians of the non-linear state propagation equations that are needed for covariance propagation. Simulation examples conclude our presentation. II. LOG-POLAR COORDINATES For the sake of conciseness, we assume throughout this paper a constant velocity motion model for the platform a (possibly noisy) motion model of the same type for the intruder. In the following presentations, positions as well as their polar representations (ranges angles) are considered in a Cartesian coordinate system constant orientation, e. g., an east-north-up (ENU) system centered in moving the ownship position. Velocities are referenced in the same coordinate system. We use the conventional (relative) elevation angle ε a (relative) bearing angle β measured in mathematical positive direction from the x axis, i. e., x r cos β cos ε y r sin β cos ε z r sin ε () 46

2 With the unitary rotation matrices cos β sin β B(β) sin β cos β () cos ε sin ε E(ε) (3) sin ε cosε the position p [x, y, z] T following eq. () can be written as p rb(β)e(ε)u x (4) the unit vector u x [,, ] T. Differentiation of () respect to time ordering of terms yields the velocity v v x v y x y rb(β)e(ε) r/r ω (5) v z z ε the projected bearing rate ω β cos ε (6) Now, log-polar coordinates use as state variables, in addition to the angles β ε, the logarithmic range ρ log(r/r) ρ r/r (7) some normalizing range R as well as the three rate components ρ, ω, ε. Herein, eq. (5) documents that the three rate components form a basis in a scale-free (normalized) velocity space the ρ axis being co-aligned the line of sight (LOS) from platform to intruder the ω ε axes being orthogonal both to LOS as well as to each other. Further benefits of using this particular set of state variables become apparent when a constant velocity motion model is considered. For now, assume that the intruder moves a constant (relative) velocity out additive noise. Denote subscript all quantities at some given time t subscript all at some time t t + T. For brevity, we will further write q [ ρ, β, ε ] T q [ ρ, ω, ε ] T (8) respect to its second component, q is not really the time derivative of q, so we abused notation here a bit for reasons of convenience in our derivations. Starting from the equations p p + T v v v (9) in view of β β + β B(β )B(β )B(β ) () β β β one obtains in combination eqs. (4) (5) the propagation correspondence r B E u x r γ γ E (u x + T q ) () when using the short-h notation E E(ε ), E E(ε ), B B(β ). From that, there follows both r γ r ρ ρ +log( γ ) () as well as γ ( + ρ T ) +(ω T ) +( ε T ) (3) cos(β )X / σ sin(β )Y / σ (4) γ [ X,Y,Z ] T σ [ X,Y, ] T (5) plus finally sin(ε )Z / γ cos(ε ) σ / γ (6) There is some singularity in these equations for γ for σ but we will except that from our further presentations. The state propagation equations are completed by looking at the rates. Due to eqs. (5) (), the identity v v yields q γ ET B T E q (7) At some points in the following derivations, it turns out to be helpful to rewrite this, using eq. (), as T q u x ET B T γ E u x (8) where the elements of E T B T are given according to eqs. (3) to (6) there thus holds c X +s Z E T B T γ γ E u x c Y σ γ (9) n σ γ n s σ c Z X () the abbreviations c cos(ε ) s sin(ε ). The use of log-polar coordinates hence produces additive increments for both log-range bearing. It is a known decisive feature that these increments as well as all other propagation equations depend neither on the range nor on the bearing of the intruder, but only on the last four components ε, ρ, ω, ε of its state. Because there holds c X + s Z + ρ T γ is independent of ε, eq. (8) in combination eq. (9) shows that, in addition to the aforementioned propagation independence on range bearing, the propagation equation of the normalized range rate ρ r/r does not depend on elevation: T ρ + ρ T γ () We note that the undisturbed straight line relative movement of the intruder uniquely determines a plane through the origin of the platform-oriented coordinate system (unless the intruder is on a collision course or on an escape course, i. e., moving 47

3 just into the direction opposite to collision). The normal vector of that plane is given by n p v () p v Now, the movement can also be described in a coordinate system whose z axis is co-aligned n. If ρ, β, ε, ρ, ω, ε denote the quantities of the state vector respect to that rotated coordinate system, then (relative) elevation ε (relative) elevation rate ε will be zero, while (logarithmic) range normalized range rate are not affected by the rotation of the coordinate system. A formal replacement of each variable by in eqs. () to (8) while honoring ε ε leads to the two-dimensional log-polar propagation equations in the variables ρ ρ, β, ρ ρ, ω. Aswehave ε, there always holds ω ω cos(θ) ε ω sin(θ) (3) ω ω + ε (4) some angle θ. An inspection of eqs. (8) (9) now not only determines θ, but also yields ω γ ω r r ω (5) This equation comes to no surprise, as it is just the conservation law of the angular momentum. So, we see that also the propagation equation of the effective bearing rate ω does not depend on elevation. Log-polar coordinates contain states that are directly relevant for collision avoidance applications. By evaluating! v T p v T (p + T c v ) (6) one finds that the time to the closest approach T c vt p v T v ρ ρ + ω + ε ρ ρ + ω (7) can be determined from the rates alone. The corresponding closest distance r c is proportional to the initial range r factor r c r γ c ω + ε ω ρ + ω + ε ρ + ω III. EXTENDED KALMAN FILTER (8) In order to implement a recursive state estimator in logpolar coordinates, an extended Kalman filter is set up. We start the discussion of the details initialization update before coming to the prediction equation. The former is more interesting due to the different variants of polar measurements we encounter, most of them being incomplete respect to position. Prediction will be common to (almost) all cases. Clearly, more advanced non-linear estimation techniques like the unscented Kalman filter [7] or the particle filter [8] can be used to obtain better estimation results, but that is beyond the scope of this paper. A. Initialization Update In the following, we identify for each measurement type the minimum number of observations required for determining that subset of initial states q q that can be determined from perfect measurements in an analytical form. Although this inherently answers the question of observability approaches to deal this question in a quantitative way by, e. g., evaluating Fisher infomation matrices as in [9] are not discussed here we will see that these equations are in general not always suitable to initialize a Kalman filter. Hence, alternatives are then pursued. As usual, there exists a variety of way for updating a filter in case of a non-linear measurement equation. We choose to convert such measurements into state space do a linear Kalman filter update those converted measurements. This method proves to be robust precise enough for our applications in most of the cases. ) 3D Radar: Consider a radar that measures both bearing elevation as well as range plus possibly range rate. Two such observations at different times can be used to determine γ r /r, given bearing elevation values, T q γ E T B E u x u x (9) then immediately delivers the missing rate quantities. We initialize the extended Kalman filter by applying this relationship to the noisy polar position measurements use possibly measured range rates r m r m to refine the initial estimate so obtained. An update bearing elevation is trivial as these are direct measurements of state variables. Range r range rate r are the remaining measurement variables a common error covariance matrix R that in general is not diagonal due to inner correlations in the plot extraction. The Jacobian for transforming the measurement sub-space r, r into the state sub-space ρ, ρ is easily computed we use J ρr RJ T ρr [ ] ρ / [ ] r J ρr [ ] ρ r r ρ (3) as equivalent error covariance in state sub-space. ) Passive Optical Sensor: Consider a sensor that delivers bearing elevation measurements out any further output. In that case, one has to take into account three measurement pairs bearing elevation obtained at different time instances t, t, t. Obviously, the range is never observable out range measurement due to the scaleinvariance of the problem, but it is possible to determine all remaining state variables, i. e., ρ, ω, ε as follows: An evaluation of eq. () for two different durations T t t T t t in combination eq. () leads to the identity T γ B E u x T E u x T γ B E u x T E u x (3) 48

4 that can be rewritten to (T T )E u x [ B E u x (B E u x ) ] [ T γ T γ ] (3) From there, γ then again eq. (9) all rates can be uniquely determined if only if the vectors B E u x B E u x are not collinear, i. e., if there are differences in bearing /or elevation. Seeing no such differences implies that the intruder is either on a collision course or on an escape course ( thus there holds w ). There is no way to distinguish between those two cases, the estimation of the time to collision based on angular measurements alone is impossible in either one. For noisy measurements, it is by no means guaranteed that eq. (3) delivers positive solutions γ γ. And, the estimates obtained by evaluating this equation are often not of sufficient quality. Here, it is better to initialize the Kalman filter by finding those initial values ε, ρ, ω, ε that maximize the (log-)likelihood of the observed measurements ε m, βi m βm i β m, ε m i i,...,n for some number n of observations pairs (minimum three). Thus, χ (εm ε ) σ ε n + i [ (ε m i ε i) σ ε + (βm i β i) σ β ] (33) is (numerically) minimized, where the ε i βi are computed by the analytic propagation equations of section II. 3) Passive Optical Sensor Size Measurements: The weakness of not being able to observe rates in case of collision/escape can be overcome by further exploitation of the images produced by the optical sensors. The image processing therein used for plot track detection can also deliver angular extent of the object. Figure. Size of object angular extent α. Consider a reference plane distance d from the origin perpendicular to the line of sight (LOS) towards the center of the intruder. Determine the one-dimensional extent e of the intruder in that plane by intersecting it the LOSs towards the borders of the intruder. It is related to the (unknown) onedimensional width w of the object in the plane parallel to the previous one (unknown) range r via e d w (34) r I. e., the range is inverse proportional to the measured extent e, but the value w d r e is unknown. But, if w d can safely be assumed to be constant over some relevant time interval for a particular intruder, then two measurements e e(t ) e e(t ) can be used to compute log(e /e )log(r /r )log(r /R) log(r /R) (35) So, in view of eq (7), log(e /e ) t t ρ ρ t t ρ(t ) (36) provides a suitable pseudo-measurement of ρ that can directly be used in a linear Kalman filter update step. We thus note that the log-range comes into play quite naturally when incorporating size information into the passive optical tracking (in fact, two-dimensional log-polar coordinates are quite popular in video tracking applications). Regression models in log(r/r) taking into account more than two size measurements can be used to obtain improved pseudo-measurements of ρ for sensors high update rate. These pseudo-measurements have uncorrelated errors if the sets of size measurements used are disjoint. Finally, if the measurement report by the sensor is a (one-dimensional) angular extent α asshowninfig., eq. (36) is to be replaced by log ( tan(α/) tan(α /) ) t t ρ(t ) (37) With the additional information of a normalized range rate measurement ρ, all rates are always observable upon the second detection. We note that, from eqs. () (), the norm γ ut x E T B E u x ρ T c cos(β )c + s s ρ T (38) is immediately given, the rest then follows as before. Again, the γ resulting from this equation is not guaranteed to be positive for noisy measurements. But, adjusting χ in eq. (33) to incorporate also the differences between observations ρ m i predictions ρ i is easy, so we can again initialize based on a maximized (log-)likelihood. The described approach to make use of size information is sensitive to changes in aspect angle of the intruder. Sensitivity can be reduced (although not completely eliminated) by using, instead of two pseudo-measurements based on onedimensional extents in orthogonal directions, a single pseudo measurement that computes e as the square root of the number of pixels in the reference plane (or α as the square root of some measured solid angle). 4) IFF Omnidirectional Antenna or ACAS: The systems considered in this subsection provide at least range information plus possibly altitude difference ( thus something equivalent to logarithmic range elevation), but absolutely no or only barely reliable bearing information. We start the case of range-only measurements a large number of publications treats this challenging tracking problem, see, e. g., [9] the references cited therein 49

5 note that two successive range measurements r r provide a value γ r /r. Now, examine From that, there follows γ i (+ ρ T i ) +( ω T i ) (39) T γ T γ (T T )+T T (T T ) ρ (4) which gives a unique solution for ρ. With this, eq. (39) also delivers ω ω + ε, thus, time to closest approach closest distance can be completely be determined from three range values alone. However, in analogy to what has been observed in the previous sections, the value ω in eq. (39) can become negative for noisy measurements. Consequently, we minimize respect to initial values r ω a χ as in eq. (33), but now using differences between measured ranges ri m predicted ranges r i obtained from eqs. () (5). Without elevation information, an extended Kalman filter running in a two-dimensional log-polar coordinate system as described in section II can be used. The tilt of the rotated coordinate system respect the platform-oriented ENU system is completely unknown but constant. This fact is easily honored in association data fusion. In case elevation or altitude difference measurements are available in addition, a distinction between elevation rate (magnitude of) projected bearing rate is possible. The analytic equations resulting in this case are omitted here as is a detailed discussion of the corresponding maximum-likelihood initialization. The discussion of the range/elevation case is concluded by noting that, for transforming from measurement sub-space range altitude difference to state sub-space logarithmic range elevation, the Jacobian [ ρ ε is to be used. ] / [ r z ] [ r tan(ε) / cos(ε) ] (4) B. Some Remarks on Tracking Fusion Before completing the picture the covariance prediction equations of the filter, a few words regarding a unified tracking data fusion approach are at h. In the above cases of optical sensors ( or out size measurements) IFF/ACAS, we have identified some states that are not observable at all (range for optical, bearing for IFF altitude ACAS, bearing elevation for IFF out altitude). Those unobservable states do not impact the derived prediction equations, so arbitrary default values can be assumed in state prediction out corrupting any of the results for the observable states as well as for the increments of the remaing ones. But, we will see that the range (being unobservable for optical sensors) does have an influence on the covariance prediction in presence of process noise. Then, the initially assumed range must be carefully chosen (e. g., honoring a maximum detection range of the sensor) in order to get coherent (although not correct) range estimates in the further process. So, we suggest to maintain the range in the state throughout. In particular, this makes it easier to react upon ownship maneuvers when range does become observable (by kinematic ranging). Like in all fusion systems, several general architecture approaches exist for systems used in airborne collision avoidance. Due to the different nature of the measurements their different update rate, it seems a good idea to first do plot-based data-association tracking individually for each sensor to perform afterwards a track-to-track data association where all observable states can be taken into account. E. g., for association of passive optical including size measurements IFF based on range altitude difference, the quantities ε, ρ, ω, ε can be evaluated. Passive optical IFF based out elevation information can be compared by using ρ ω vs. ω + ε. Table I MEASURED AND OBSERVABLE STATES Source Measured states Observable states Radar r, β, ε, r ρ, β, ε, ρ, ω, ε Optical, no size β, ε β, ε, ρ ( ), ω, ε Optical size β, ε, ρ β, ε, ρ, ω, ε IFF omni/acas, no altitude r ρ, ρ, ω IFF omni/acas altitude r, z ρ, ε, ρ, ω, ε ( ) observable only if not on collision/escape course Fused kinematics estimates can be obtained either by running a common extended Kalman filter associated plots or, ignoring the correlation between estimation errors in case of process noise, by convex combination of the sensor level tracks. In the latter case, the fact that certain data is not observable therein has to be taken into account just like the fact that the sign of ω or ω is unknown for the IFF/ACAS track. Table I summarizes measured observable states for the different types of sources considered in this paper. Of course, in such a hierachical structure, there is the possibility to feed back, e. g., existence information from the fusion center to the sensor level tracking systems in order to help track initiation or to avoid premature track drops in case of low detection probabilities. C. Prediction For the extended Kalman filter, we use the Jacobians of the non-linear prediction equation to approximate the variance after prediction for a target model out noise. Additive noise on the constant velocity motion in Cartesian space is incorporated by suitable Jacobians, too. The following equations represent merely one of many possible ways of writing these Jacobians. ) Noise-free Motion: Our derivation of the Jacobians starts noting the auxiliary relationships γ γ T γ γt γ γ γ σ σ T σ σt γ γ σ (4) (43) 5

6 as well as Furthermore, there holds γ ε (44) σ X Z ε σ γ ε Z X (45) (46) finally, in view of eq. (), γ T E (47) q Now, we can compute the Jacobian J for the prediction equation from log-polar to log-polar space described in the previous section. It is a two by two block matrix, its top left block is given by J qq q Y Z σ (48) q X σ The only non-zero entries in the bottom left block J qq q / q are again, derivatives respect to ρ β are zero we have discussed that ρ does not depend on ε, either ω n ε T γ σ 3 ε Y ε T σ 3 (49) The top right block can be evaluated by noting that eq. (47) there holds computing plus as well as ε γ One obtains J q q T J q q q q q γ T E (5) ρ γ / γ γt γ γ γ (5) β γ sin(β ) [ γ cos(β ) Y,X, ] σ (5) sin(ε ) [ γ cos(ε ) X Z, Y Z, σ ] σ γ (53) + ρ T γ ω T γ ε T γ Y c X Y s σ σ σ n σ γ Z ω T σ γ m σ γ (54) m c σ + s Z X (55) In combination eqs. (8). (9), J q q q q q γ T E (56) can be used to compute the rows of J q q as [ ] T ρ (+ ρ T )ω T q γ 4 [ ] T ω q [ ] T ε q (+ ρ T ) (ω T ) ( ε T ) γ 4 (+ ρ T ) ε T γ 4 c Y ( σ (+ ρ T )+c X γ ) σ 3 γ 3 σ γ Y ( σ + γ ) σ 3 γ 3 c Y ( σ ε T s X γ ) σ 3 γ 3 c ZY γ +(+ ρ T )n σ σ 3 γ 4 ω T (n γ (+ ρ T )Z σ ) σ 3 γ 4 (X σ c s Z Y ) γ + ε Tn σ σ 3 γ 4 (57) (58) (59) The Jacobians are used in the extended Kalman filter to propagate estimation error covariance. Starting from some P, the propagated covariance is approximated as P J P J T (6) The equations for the Jacobians as derived above are somewhat tedious. Alternatively, they can be expressed by honoring transformations from to Cartesian space. The Jacobian for getting to Cartesian from log-polar is a lower block-triagonal matrix. Its blocks can be computed by defining the matrix T T(β,ε) B(β)E(ε) (6) verifying the identities rt rt ρ (6) cos ε rt β rt cos ε sin ε sinε (63) rt ε rt (64) From there, one gets J pq p q rt cosε (65) as well as J v q v rt (66) q 5

7 plus J vq v ρ ω cos ε ε q rt ω ρ cos ε ε sin ε ε ωsin ε ρ (67) The elements of the lower triangular Jacobian for transformation to log-polar from Cartesian space are thus given by J qp q p / cos ε T T (68) r as well as plus J qv q v r TT (69) J qp q p ρ ω ε ω ε tan ε ρ T T (7) r ε ω tan ε ρ In view of the propagation equation (9), the Jacobian J is equivalently expressed by [ ][ ][ ] Jqp J I T I Jpq (7) J qp J qv I J v q J v q where I is the identity matrix of dimension three. It should be noted that again, for non-observable states, default values can safely be used to perform the transformations when computing the propagation of the covariance in case of zero process noise. ) Motion Process Noise: The Jacobian of the transformation from Cartesian to log-polar space also is to be used if the motion of the intruder is assumed to be not strictly constant velocity but if some additional process noise is honored. Typically, a white acceleration process noise covariance [ ] DT Q 3 /3 DT / DT (7) / DT the matrix of noise levels q xy D q xy (73) q z in Cartesian space is assumed. In order to incorporate it, eq. (6) is replaced by P J P J T [ Jqp + J qp J qv ] [ J T Q qp J T q ] p J T q v (74) Due to the assumed rotational symmetry of the process noise covariance, bearing again has no influence on the transformed covariance values in log-polar space, but the range does. IV. SIMULATION RESULTS In order to validate the presentations above, we have simulated two different scenarios intruders performing noise-free constant velocity motions. Initial position in both scenarios was p T [3, 3, 75] m, but the scenarios differed in initial speed, which was v T [, 6, 5] m/s for the first one v T [ 48, 4, ] m/s for the second. Here, the intruder was basically on a passing course in the first scenario, while its course was close to collision ( a closest distance of 95 m) in the second. We ran the described extended Kalman filters (assuming some small process noise) for various cases incorporating either single or multiple sensor source inputs. We used a common sample time T s, the following accuracies have been chosen: Radar σ r m, σ β σ ε.5deg, σ r 5m/s, optical σ β σ ε.deg, σ ρ.5deg/s, IFF/ACAS σ r 3m, σ z 4m. Figs. 3 show the simulation results for some typical single runs as well as root mean square (RMS) errors resulting from Monte Carlo runs each. We note that most of the outcomes are as could have been expected. In general, fused results are better than that obtained using only one of the contribution sensors. We confirm that observability of ρ is weak for the optical sensor out size information as long as the intruder virtually remains on a collision course (for larger ranges). Once significant values of bearing rate /or elevation rates have occurred (for smaller ranges), ρ is estimated high quality. We note that, not surprisingly, the gain in performance using additional size measurements is driven by the quality of those measurements where pixel effects play a major role for intruders being far away from the sensor. And, we see that poor quality size measurements can even lead to some degradation of the estimates in cases where the rates are strongly observable by means of angular values only (for the passing intruder as well as after the pass-by for the close-tocollision intruder). For the passing intruder, we see the usual convergence behavior of a Kalman filter for the observable rates. In contrast to that, observability becomes increasingly weaker as the almost-colliding intruder comes closer (until it has passed by). Here, the filter does not yield satisfactory results for the effective bearing rate in the range-only case, future investigations have to show whether estimation accuracy can be improved by more advanced (but still not computationally too deming) non-linear filtering techniques. V. CONCLUSION We have investigated a unified approach to tracking data fusion for airborne collision avoidance applications that provides a simple way of incorporating measurements from a large variety of sensors into the estimation process. The presented approach is based on a consequent use of a state representation in log-polar coordinates that are known to directly contain values relevant for collision avoidance. We have elaborated initialization, prediction, update of an 5

8 5 8 Range.6 Bearing. Elevation Time to closest approach r / m 4 β/π ε/π. T c / s Normalized range rate.4 5 Effective bearing rate Elevation rate. 5 Closest distance 4 (dr/dt)/r / (/s).... (dβ/dt)cos(ε) / (/s).... (dε/dt) / (/s).. r c / m Range error.5 x 3 Bearing error.5 x 3 Elevation error Time to closest approach error 5 8 RMS / m 5 RMS / π.5 RMS / π.5 RMS / s x 3 Norm. range rate error 5 4 x 3 Eff. bearing rate error 5 4 x 3 Elevation rate error 5 Closest distance error 5 RMS / (/s) 4 3 RMS / (/s) 3 RMS / (/s) 3 RMS / m Figure. Single run results (two top rows) measurements (circles) estimates (dots) for single-sensor runs as well as root mean square errors (solid lines) from Monte Carlo runs (two bottom rows) for an intruder on a passing course. Used sensors/sensor combinations are radar, optical w/o size, optical size, IFF w/o altitude, IFF w/o altitude plus optical w/o size, radar plus optical w/o size, radar plus optical size plus IFF w/o altitude, truth. 8 Range. Bearing.5 Elevation Time to closest approach r / m 4 β/π.6.4 ε/π.5 T c / s 5. 5 (dr/dt)/r / (/s) 5 Normalized range rate (dβ/dt)cos(ε) / (/s). 5 Effective bearing rate.... (dε/dt) / (/s).5 5 Elevation rate.5 r c / m 5 5 Closest distance Range error.5 x 3 Bearing error.5 x 3 Elevation error Time to closest approach error 5 8 RMS / m 5 RMS / π.5 RMS / π.5 RMS / s Norm. range rate error.5 5 Eff. bearing rate error.3 5 Elevation rate error. 5 Closest distance error RMS / (/s)..5 RMS / (/s)..5. RMS / (/s).6.4 RMS / m Figure 3. Single run results (two top rows) root mean square errors from Monte Carlo runs (two bottom rows) for an almost-collision course. extended Kalman filter running in these coordinates given according simulation results. Further studies will concentrate on the use of an unscented Kalman filter the question about how that may further improve estimation results. REFERENCES [] Airborne collision avoidance system (ACAS). Eurocontrol. [Online]. Available: page/acas Startpage.html [] Unmanned aircraft systems ATM collision avoidance requirements. Eurocontrol. [Online]. Available: content/public/documents/cause report v3.pdf [3] Mid air collision avoidance system (MIDCAS). [Online]. Available: [4] A. R. Lacher, D. R. Maroney, A. D. Zeitlin. Unmanned aircraft collision avoidance Technology assessment evaluation methods. The Mitre Corporation. [Online]. Available: tech papers/tech papers 8/7 95/7 95.pdf [5] V. Aidala S. Hammel, Utilization of modified polar coordinates for bearings-only tracking, IEEE Trans. Automatic Control, vol. 8, no. 3, pp , 983. [6] B. L. Scala M. Morele, An analysis of the single sensor bearingsonly tracking problem, in Proc. ISIF Intern. Conf. on Information Fusion (FUSION), 8, pp [7] S. J. Julier J. K. Uhlmann, Unscented filtering nonlinear estimation, in Proceedings of the IEEE, vol. 9, no. 3, 4, pp [8] B. Ristic, S. Arulampalam, N. Gordon, Beyond the Kalman Filter. Artech House, 4. [9] B. Ristic, S. Arulampalam, J. McCarthy. Target motion analysis using range-only measurements: Algorithms, performance application to Ingara ISAR data. DSTO TR 95. [Online]. Available: /DSTO-TR-95%PR.pdf 53

Using the Kalman Filter to Estimate the State of a Maneuvering Aircraft

Using the Kalman Filter to Estimate the State of a Maneuvering Aircraft 1 Using the Kalman Filter to Estimate the State of a Maneuvering Aircraft K. Meier and A. Desai Abstract Using sensors that only measure the bearing angle and range of an aircraft, a Kalman filter is implemented

More information

Consistent Unbiased Linear Filtering with Polar Measurements

Consistent Unbiased Linear Filtering with Polar Measurements Consistent Unbiased Linear Filtering Polar Measurements Dietrich Fränken Data Fusion Algorithms & Software EADS Deutschl GmbH D-8977 Ulm, Germany Email: dietrich.fraenken@eads.com Abstract The problem

More information

Tactical Ballistic Missile Tracking using the Interacting Multiple Model Algorithm

Tactical Ballistic Missile Tracking using the Interacting Multiple Model Algorithm Tactical Ballistic Missile Tracking using the Interacting Multiple Model Algorithm Robert L Cooperman Raytheon Co C 3 S Division St Petersburg, FL Robert_L_Cooperman@raytheoncom Abstract The problem of

More information

Multi-Robotic Systems

Multi-Robotic Systems CHAPTER 9 Multi-Robotic Systems The topic of multi-robotic systems is quite popular now. It is believed that such systems can have the following benefits: Improved performance ( winning by numbers ) Distributed

More information

SELECTIVE ANGLE MEASUREMENTS FOR A 3D-AOA INSTRUMENTAL VARIABLE TMA ALGORITHM

SELECTIVE ANGLE MEASUREMENTS FOR A 3D-AOA INSTRUMENTAL VARIABLE TMA ALGORITHM SELECTIVE ANGLE MEASUREMENTS FOR A 3D-AOA INSTRUMENTAL VARIABLE TMA ALGORITHM Kutluyıl Doğançay Reza Arablouei School of Engineering, University of South Australia, Mawson Lakes, SA 595, Australia ABSTRACT

More information

A MULTI-SENSOR FUSION TRACK SOLUTION TO ADDRESS THE MULTI-TARGET PROBLEM

A MULTI-SENSOR FUSION TRACK SOLUTION TO ADDRESS THE MULTI-TARGET PROBLEM Approved for public release; distribution is unlimited. A MULTI-SENSOR FUSION TRACK SOLUTION TO ADDRESS THE MULTI-TARGET PROBLEM By Dr. Buddy H. Jeun, Jay Jayaraman Lockheed Martin Aeronautical Systems,

More information

The Shifted Rayleigh Filter for 3D Bearings-only Measurements with Clutter

The Shifted Rayleigh Filter for 3D Bearings-only Measurements with Clutter The Shifted Rayleigh Filter for 3D Bearings-only Measurements with Clutter Attila Can Özelçi EEE Department Imperial College London, SW7 BT attila.ozelci@imperial.ac.uk Richard Vinter EEE Department Imperial

More information

A New Nonlinear Filtering Method for Ballistic Target Tracking

A New Nonlinear Filtering Method for Ballistic Target Tracking th International Conference on Information Fusion Seattle, WA, USA, July 6-9, 9 A New Nonlinear Filtering Method for Ballistic arget racing Chunling Wu Institute of Electronic & Information Engineering

More information

Nonlinear Estimation Techniques for Impact Point Prediction of Ballistic Targets

Nonlinear Estimation Techniques for Impact Point Prediction of Ballistic Targets Nonlinear Estimation Techniques for Impact Point Prediction of Ballistic Targets J. Clayton Kerce a, George C. Brown a, and David F. Hardiman b a Georgia Tech Research Institute, Georgia Institute of Technology,

More information

A new unscented Kalman filter with higher order moment-matching

A new unscented Kalman filter with higher order moment-matching A new unscented Kalman filter with higher order moment-matching KSENIA PONOMAREVA, PARESH DATE AND ZIDONG WANG Department of Mathematical Sciences, Brunel University, Uxbridge, UB8 3PH, UK. Abstract This

More information

Consistent Triangulation for Mobile Robot Localization Using Discontinuous Angular Measurements

Consistent Triangulation for Mobile Robot Localization Using Discontinuous Angular Measurements Seminar on Mechanical Robotic Systems Centre for Intelligent Machines McGill University Consistent Triangulation for Mobile Robot Localization Using Discontinuous Angular Measurements Josep M. Font Llagunes

More information

Extended Object and Group Tracking: A Comparison of Random Matrices and Random Hypersurface Models

Extended Object and Group Tracking: A Comparison of Random Matrices and Random Hypersurface Models Extended Object and Group Tracking: A Comparison of Random Matrices and Random Hypersurface Models Marcus Baum, Michael Feldmann, Dietrich Fränken, Uwe D. Hanebeck, and Wolfgang Koch Intelligent Sensor-Actuator-Systems

More information

[y i α βx i ] 2 (2) Q = i=1

[y i α βx i ] 2 (2) Q = i=1 Least squares fits This section has no probability in it. There are no random variables. We are given n points (x i, y i ) and want to find the equation of the line that best fits them. We take the equation

More information

Notes: Vectors and Scalars

Notes: Vectors and Scalars A particle moving along a straight line can move in only two directions and we can specify which directions with a plus or negative sign. For a particle moving in three dimensions; however, a plus sign

More information

CSCI 1951-G Optimization Methods in Finance Part 10: Conic Optimization

CSCI 1951-G Optimization Methods in Finance Part 10: Conic Optimization CSCI 1951-G Optimization Methods in Finance Part 10: Conic Optimization April 6, 2018 1 / 34 This material is covered in the textbook, Chapters 9 and 10. Some of the materials are taken from it. Some of

More information

Localización Dinámica de Robots Móviles Basada en Filtrado de Kalman y Triangulación

Localización Dinámica de Robots Móviles Basada en Filtrado de Kalman y Triangulación Universidad Pública de Navarra 13 de Noviembre de 2008 Departamento de Ingeniería Mecánica, Energética y de Materiales Localización Dinámica de Robots Móviles Basada en Filtrado de Kalman y Triangulación

More information

CHAPTER 1. Introduction

CHAPTER 1. Introduction CHAPTER 1 Introduction Linear geometric control theory was initiated in the beginning of the 1970 s, see for example, [1, 7]. A good summary of the subject is the book by Wonham [17]. The term geometric

More information

Consistent Histories. Chapter Chain Operators and Weights

Consistent Histories. Chapter Chain Operators and Weights Chapter 10 Consistent Histories 10.1 Chain Operators and Weights The previous chapter showed how the Born rule can be used to assign probabilities to a sample space of histories based upon an initial state

More information

A Study of Covariances within Basic and Extended Kalman Filters

A Study of Covariances within Basic and Extended Kalman Filters A Study of Covariances within Basic and Extended Kalman Filters David Wheeler Kyle Ingersoll December 2, 2013 Abstract This paper explores the role of covariance in the context of Kalman filters. The underlying

More information

X. F. Wang, J. F. Chen, Z. G. Shi *, and K. S. Chen Department of Information and Electronic Engineering, Zhejiang University, Hangzhou , China

X. F. Wang, J. F. Chen, Z. G. Shi *, and K. S. Chen Department of Information and Electronic Engineering, Zhejiang University, Hangzhou , China Progress In Electromagnetics Research, Vol. 118, 1 15, 211 FUZZY-CONTROL-BASED PARTICLE FILTER FOR MANEUVERING TARGET TRACKING X. F. Wang, J. F. Chen, Z. G. Shi *, and K. S. Chen Department of Information

More information

Introduction to Unscented Kalman Filter

Introduction to Unscented Kalman Filter Introduction to Unscented Kalman Filter 1 Introdution In many scientific fields, we use certain models to describe the dynamics of system, such as mobile robot, vision tracking and so on. The word dynamics

More information

Chapter 9. Reflection, Refraction and Polarization

Chapter 9. Reflection, Refraction and Polarization Reflection, Refraction and Polarization Introduction When you solved Problem 5.2 using the standing-wave approach, you found a rather curious behavior as the wave propagates and meets the boundary. A new

More information

Inferring biological dynamics Iterated filtering (IF)

Inferring biological dynamics Iterated filtering (IF) Inferring biological dynamics 101 3. Iterated filtering (IF) IF originated in 2006 [6]. For plug-and-play likelihood-based inference on POMP models, there are not many alternatives. Directly estimating

More information

Heterogeneous Track-to-Track Fusion

Heterogeneous Track-to-Track Fusion Heterogeneous Track-to-Track Fusion Ting Yuan, Yaakov Bar-Shalom and Xin Tian University of Connecticut, ECE Dept. Storrs, CT 06269 E-mail: {tiy, ybs, xin.tian}@ee.uconn.edu T. Yuan, Y. Bar-Shalom and

More information

Linear Regression and Its Applications

Linear Regression and Its Applications Linear Regression and Its Applications Predrag Radivojac October 13, 2014 Given a data set D = {(x i, y i )} n the objective is to learn the relationship between features and the target. We usually start

More information

Data Fusion Techniques Applied to Scenarios Including ADS-B and Radar Sensors for Air Traffic Control

Data Fusion Techniques Applied to Scenarios Including ADS-B and Radar Sensors for Air Traffic Control 1th International Conference on Information Fusion Seattle, WA, USA, July 6-9, 9 Data Fusion Techniques Applied to Scenarios Including ADS-B and Radar Sensors for Air Traffic Control Julio L. R. da Silva

More information

Systematic Error Modeling and Bias Estimation

Systematic Error Modeling and Bias Estimation sensors Article Systematic Error Modeling and Bias Estimation Feihu Zhang * and Alois Knoll Robotics and Embedded Systems, Technische Universität München, 8333 München, Germany; knoll@in.tum.de * Correspondence:

More information

ECONOMETRIC METHODS II: TIME SERIES LECTURE NOTES ON THE KALMAN FILTER. The Kalman Filter. We will be concerned with state space systems of the form

ECONOMETRIC METHODS II: TIME SERIES LECTURE NOTES ON THE KALMAN FILTER. The Kalman Filter. We will be concerned with state space systems of the form ECONOMETRIC METHODS II: TIME SERIES LECTURE NOTES ON THE KALMAN FILTER KRISTOFFER P. NIMARK The Kalman Filter We will be concerned with state space systems of the form X t = A t X t 1 + C t u t 0.1 Z t

More information

Predictive Control of Gyroscopic-Force Actuators for Mechanical Vibration Damping

Predictive Control of Gyroscopic-Force Actuators for Mechanical Vibration Damping ARC Centre of Excellence for Complex Dynamic Systems and Control, pp 1 15 Predictive Control of Gyroscopic-Force Actuators for Mechanical Vibration Damping Tristan Perez 1, 2 Joris B Termaat 3 1 School

More information

Tracking an Accelerated Target with a Nonlinear Constant Heading Model

Tracking an Accelerated Target with a Nonlinear Constant Heading Model Tracking an Accelerated Target with a Nonlinear Constant Heading Model Rong Yang, Gee Wah Ng DSO National Laboratories 20 Science Park Drive Singapore 118230 yrong@dsoorgsg ngeewah@dsoorgsg Abstract This

More information

Vector Spaces, Orthogonality, and Linear Least Squares

Vector Spaces, Orthogonality, and Linear Least Squares Week Vector Spaces, Orthogonality, and Linear Least Squares. Opening Remarks.. Visualizing Planes, Lines, and Solutions Consider the following system of linear equations from the opener for Week 9: χ χ

More information

Sliding Window Test vs. Single Time Test for Track-to-Track Association

Sliding Window Test vs. Single Time Test for Track-to-Track Association Sliding Window Test vs. Single Time Test for Track-to-Track Association Xin Tian Dept. of Electrical and Computer Engineering University of Connecticut Storrs, CT 06269-257, U.S.A. Email: xin.tian@engr.uconn.edu

More information

Rigid Geometric Transformations

Rigid Geometric Transformations Rigid Geometric Transformations Carlo Tomasi This note is a quick refresher of the geometry of rigid transformations in three-dimensional space, expressed in Cartesian coordinates. 1 Cartesian Coordinates

More information

Particle Filters. Outline

Particle Filters. Outline Particle Filters M. Sami Fadali Professor of EE University of Nevada Outline Monte Carlo integration. Particle filter. Importance sampling. Degeneracy Resampling Example. 1 2 Monte Carlo Integration Numerical

More information

Sparse Sensing in Colocated MIMO Radar: A Matrix Completion Approach

Sparse Sensing in Colocated MIMO Radar: A Matrix Completion Approach Sparse Sensing in Colocated MIMO Radar: A Matrix Completion Approach Athina P. Petropulu Department of Electrical and Computer Engineering Rutgers, the State University of New Jersey Acknowledgments Shunqiao

More information

Robotics I. February 6, 2014

Robotics I. February 6, 2014 Robotics I February 6, 214 Exercise 1 A pan-tilt 1 camera sensor, such as the commercial webcams in Fig. 1, is mounted on the fixed base of a robot manipulator and is used for pointing at a (point-wise)

More information

1 Kalman Filter Introduction

1 Kalman Filter Introduction 1 Kalman Filter Introduction You should first read Chapter 1 of Stochastic models, estimation, and control: Volume 1 by Peter S. Maybec (available here). 1.1 Explanation of Equations (1-3) and (1-4) Equation

More information

The Scaled Unscented Transformation

The Scaled Unscented Transformation The Scaled Unscented Transformation Simon J. Julier, IDAK Industries, 91 Missouri Blvd., #179 Jefferson City, MO 6519 E-mail:sjulier@idak.com Abstract This paper describes a generalisation of the unscented

More information

5.1 2D example 59 Figure 5.1: Parabolic velocity field in a straight two-dimensional pipe. Figure 5.2: Concentration on the input boundary of the pipe. The vertical axis corresponds to r 2 -coordinate,

More information

chapter 12 MORE MATRIX ALGEBRA 12.1 Systems of Linear Equations GOALS

chapter 12 MORE MATRIX ALGEBRA 12.1 Systems of Linear Equations GOALS chapter MORE MATRIX ALGEBRA GOALS In Chapter we studied matrix operations and the algebra of sets and logic. We also made note of the strong resemblance of matrix algebra to elementary algebra. The reader

More information

Session 6: Analytical Approximations for Low Thrust Maneuvers

Session 6: Analytical Approximations for Low Thrust Maneuvers Session 6: Analytical Approximations for Low Thrust Maneuvers As mentioned in the previous lecture, solving non-keplerian problems in general requires the use of perturbation methods and many are only

More information

A Bayesian. Network Model of Pilot Response to TCAS RAs. MIT Lincoln Laboratory. Robert Moss & Ted Londner. Federal Aviation Administration

A Bayesian. Network Model of Pilot Response to TCAS RAs. MIT Lincoln Laboratory. Robert Moss & Ted Londner. Federal Aviation Administration A Bayesian Network Model of Pilot Response to TCAS RAs Robert Moss & Ted Londner MIT Lincoln Laboratory ATM R&D Seminar June 28, 2017 This work is sponsored by the under Air Force Contract #FA8721-05-C-0002.

More information

WORKSHEET #13 MATH 1260 FALL 2014

WORKSHEET #13 MATH 1260 FALL 2014 WORKSHEET #3 MATH 26 FALL 24 NOT DUE. Short answer: (a) Find the equation of the tangent plane to z = x 2 + y 2 at the point,, 2. z x (, ) = 2x = 2, z y (, ) = 2y = 2. So then the tangent plane equation

More information

VARIANCE COMPUTATION OF MODAL PARAMETER ES- TIMATES FROM UPC SUBSPACE IDENTIFICATION

VARIANCE COMPUTATION OF MODAL PARAMETER ES- TIMATES FROM UPC SUBSPACE IDENTIFICATION VARIANCE COMPUTATION OF MODAL PARAMETER ES- TIMATES FROM UPC SUBSPACE IDENTIFICATION Michael Döhler 1, Palle Andersen 2, Laurent Mevel 1 1 Inria/IFSTTAR, I4S, Rennes, France, {michaeldoehler, laurentmevel}@inriafr

More information

Tracking and Identification of Multiple targets

Tracking and Identification of Multiple targets Tracking and Identification of Multiple targets Samir Hachour, François Delmotte, Eric Lefèvre, David Mercier Laboratoire de Génie Informatique et d'automatique de l'artois, EA 3926 LGI2A first name.last

More information

in a Rao-Blackwellised Unscented Kalman Filter

in a Rao-Blackwellised Unscented Kalman Filter A Rao-Blacwellised Unscented Kalman Filter Mar Briers QinetiQ Ltd. Malvern Technology Centre Malvern, UK. m.briers@signal.qinetiq.com Simon R. Masell QinetiQ Ltd. Malvern Technology Centre Malvern, UK.

More information

A Tree Search Approach to Target Tracking in Clutter

A Tree Search Approach to Target Tracking in Clutter 12th International Conference on Information Fusion Seattle, WA, USA, July 6-9, 2009 A Tree Search Approach to Target Tracking in Clutter Jill K. Nelson and Hossein Roufarshbaf Department of Electrical

More information

Minimizing Bearing Bias in Tracking By De-coupled Rotation and Translation Estimates

Minimizing Bearing Bias in Tracking By De-coupled Rotation and Translation Estimates Minimizing Bearing Bias in Tracking By De-coupled Rotation and Translation Estimates Raman Arora Department of Electrical Engineering University of Washington Seattle, WA 9895 Email: rmnarora@u.washington.edu

More information

Vectors and Matrices Statistics with Vectors and Matrices

Vectors and Matrices Statistics with Vectors and Matrices Vectors and Matrices Statistics with Vectors and Matrices Lecture 3 September 7, 005 Analysis Lecture #3-9/7/005 Slide 1 of 55 Today s Lecture Vectors and Matrices (Supplement A - augmented with SAS proc

More information

Adaptive Unscented Kalman Filter with Multiple Fading Factors for Pico Satellite Attitude Estimation

Adaptive Unscented Kalman Filter with Multiple Fading Factors for Pico Satellite Attitude Estimation Adaptive Unscented Kalman Filter with Multiple Fading Factors for Pico Satellite Attitude Estimation Halil Ersin Söken and Chingiz Hajiyev Aeronautics and Astronautics Faculty Istanbul Technical University

More information

Rotational motion of a rigid body spinning around a rotational axis ˆn;

Rotational motion of a rigid body spinning around a rotational axis ˆn; Physics 106a, Caltech 15 November, 2018 Lecture 14: Rotations The motion of solid bodies So far, we have been studying the motion of point particles, which are essentially just translational. Bodies with

More information

Graphical Analysis and Errors MBL

Graphical Analysis and Errors MBL Graphical Analysis and Errors MBL I Graphical Analysis Graphs are vital tools for analyzing and displaying data Graphs allow us to explore the relationship between two quantities -- an independent variable

More information

Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014

Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014 Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014 Linear Algebra A Brief Reminder Purpose. The purpose of this document

More information

Graphical Analysis and Errors - MBL

Graphical Analysis and Errors - MBL I. Graphical Analysis Graphical Analysis and Errors - MBL Graphs are vital tools for analyzing and displaying data throughout the natural sciences and in a wide variety of other fields. It is imperative

More information

Problem 1: Ship Path-Following Control System (35%)

Problem 1: Ship Path-Following Control System (35%) Problem 1: Ship Path-Following Control System (35%) Consider the kinematic equations: Figure 1: NTNU s research vessel, R/V Gunnerus, and Nomoto model: T ṙ + r = Kδ (1) with T = 22.0 s and K = 0.1 s 1.

More information

CS 532: 3D Computer Vision 6 th Set of Notes

CS 532: 3D Computer Vision 6 th Set of Notes 1 CS 532: 3D Computer Vision 6 th Set of Notes Instructor: Philippos Mordohai Webpage: www.cs.stevens.edu/~mordohai E-mail: Philippos.Mordohai@stevens.edu Office: Lieb 215 Lecture Outline Intro to Covariance

More information

MATH Max-min Theory Fall 2016

MATH Max-min Theory Fall 2016 MATH 20550 Max-min Theory Fall 2016 1. Definitions and main theorems Max-min theory starts with a function f of a vector variable x and a subset D of the domain of f. So far when we have worked with functions

More information

Problem Set 2 Due Tuesday, September 27, ; p : 0. (b) Construct a representation using five d orbitals that sit on the origin as a basis: 1

Problem Set 2 Due Tuesday, September 27, ; p : 0. (b) Construct a representation using five d orbitals that sit on the origin as a basis: 1 Problem Set 2 Due Tuesday, September 27, 211 Problems from Carter: Chapter 2: 2a-d,g,h,j 2.6, 2.9; Chapter 3: 1a-d,f,g 3.3, 3.6, 3.7 Additional problems: (1) Consider the D 4 point group and use a coordinate

More information

Passive Sensor Bias Estimation Using Targets of Opportunity

Passive Sensor Bias Estimation Using Targets of Opportunity University of Connecticut DigitalCommons@UConn Doctoral Dissertations University of Connecticut Graduate School 7-23-2015 Passive Sensor Bias Estimation Using Targets of Opportunity Djedjiga Belfadel University

More information

,, rectilinear,, spherical,, cylindrical. (6.1)

,, rectilinear,, spherical,, cylindrical. (6.1) Lecture 6 Review of Vectors Physics in more than one dimension (See Chapter 3 in Boas, but we try to take a more general approach and in a slightly different order) Recall that in the previous two lectures

More information

Kalman Filter. Predict: Update: x k k 1 = F k x k 1 k 1 + B k u k P k k 1 = F k P k 1 k 1 F T k + Q

Kalman Filter. Predict: Update: x k k 1 = F k x k 1 k 1 + B k u k P k k 1 = F k P k 1 k 1 F T k + Q Kalman Filter Kalman Filter Predict: x k k 1 = F k x k 1 k 1 + B k u k P k k 1 = F k P k 1 k 1 F T k + Q Update: K = P k k 1 Hk T (H k P k k 1 Hk T + R) 1 x k k = x k k 1 + K(z k H k x k k 1 ) P k k =(I

More information

A comparison of estimation accuracy by the use of KF, EKF & UKF filters

A comparison of estimation accuracy by the use of KF, EKF & UKF filters Computational Methods and Eperimental Measurements XIII 779 A comparison of estimation accurac b the use of KF EKF & UKF filters S. Konatowski & A. T. Pieniężn Department of Electronics Militar Universit

More information

3. ESTIMATION OF SIGNALS USING A LEAST SQUARES TECHNIQUE

3. ESTIMATION OF SIGNALS USING A LEAST SQUARES TECHNIQUE 3. ESTIMATION OF SIGNALS USING A LEAST SQUARES TECHNIQUE 3.0 INTRODUCTION The purpose of this chapter is to introduce estimators shortly. More elaborated courses on System Identification, which are given

More information

Tracking of Extended Objects and Group Targets using Random Matrices A New Approach

Tracking of Extended Objects and Group Targets using Random Matrices A New Approach Tracing of Extended Objects and Group Targets using Random Matrices A New Approach Michael Feldmann FGAN Research Institute for Communication, Information Processing and Ergonomics FKIE D-53343 Wachtberg,

More information

Joint GPS and Vision Estimation Using an Adaptive Filter

Joint GPS and Vision Estimation Using an Adaptive Filter 1 Joint GPS and Vision Estimation Using an Adaptive Filter Shubhendra Vikram Singh Chauhan and Grace Xingxin Gao, University of Illinois at Urbana-Champaign Shubhendra Vikram Singh Chauhan received his

More information

Simultaneous Multi-frame MAP Super-Resolution Video Enhancement using Spatio-temporal Priors

Simultaneous Multi-frame MAP Super-Resolution Video Enhancement using Spatio-temporal Priors Simultaneous Multi-frame MAP Super-Resolution Video Enhancement using Spatio-temporal Priors Sean Borman and Robert L. Stevenson Department of Electrical Engineering, University of Notre Dame Notre Dame,

More information

Sensor Fusion: Particle Filter

Sensor Fusion: Particle Filter Sensor Fusion: Particle Filter By: Gordana Stojceska stojcesk@in.tum.de Outline Motivation Applications Fundamentals Tracking People Advantages and disadvantages Summary June 05 JASS '05, St.Petersburg,

More information

Lesson Rigid Body Dynamics

Lesson Rigid Body Dynamics Lesson 8 Rigid Body Dynamics Lesson 8 Outline Problem definition and motivations Dynamics of rigid bodies The equation of unconstrained motion (ODE) User and time control Demos / tools / libs Rigid Body

More information

State Estimation and Motion Tracking for Spatially Diverse VLC Networks

State Estimation and Motion Tracking for Spatially Diverse VLC Networks State Estimation and Motion Tracking for Spatially Diverse VLC Networks GLOBECOM Optical Wireless Communications Workshop December 3, 2012 Anaheim, CA Michael Rahaim mrahaim@bu.edu Gregary Prince gbprince@bu.edu

More information

This pre-publication material is for review purposes only. Any typographical or technical errors will be corrected prior to publication.

This pre-publication material is for review purposes only. Any typographical or technical errors will be corrected prior to publication. This pre-publication material is for review purposes only. Any typographical or technical errors will be corrected prior to publication. Copyright Pearson Canada Inc. All rights reserved. Copyright Pearson

More information

Lecture Notes 1: Vector spaces

Lecture Notes 1: Vector spaces Optimization-based data analysis Fall 2017 Lecture Notes 1: Vector spaces In this chapter we review certain basic concepts of linear algebra, highlighting their application to signal processing. 1 Vector

More information

FINDING THE INTERSECTION OF TWO LINES

FINDING THE INTERSECTION OF TWO LINES FINDING THE INTERSECTION OF TWO LINES REALTIONSHIP BETWEEN LINES 2 D: D: the lines are coplanar (they lie in the same plane). They could be: intersecting parallel coincident the lines are not coplanar

More information

Uncertainty modeling for robust verifiable design. Arnold Neumaier University of Vienna Vienna, Austria

Uncertainty modeling for robust verifiable design. Arnold Neumaier University of Vienna Vienna, Austria Uncertainty modeling for robust verifiable design Arnold Neumaier University of Vienna Vienna, Austria Safety Safety studies in structural engineering are supposed to guard against failure in all reasonable

More information

Statistics. Lent Term 2015 Prof. Mark Thomson. 2: The Gaussian Limit

Statistics. Lent Term 2015 Prof. Mark Thomson. 2: The Gaussian Limit Statistics Lent Term 2015 Prof. Mark Thomson Lecture 2 : The Gaussian Limit Prof. M.A. Thomson Lent Term 2015 29 Lecture Lecture Lecture Lecture 1: Back to basics Introduction, Probability distribution

More information

AdaptiveFilters. GJRE-F Classification : FOR Code:

AdaptiveFilters. GJRE-F Classification : FOR Code: Global Journal of Researches in Engineering: F Electrical and Electronics Engineering Volume 14 Issue 7 Version 1.0 Type: Double Blind Peer Reviewed International Research Journal Publisher: Global Journals

More information

RELATIVE ATTITUDE DETERMINATION FROM PLANAR VECTOR OBSERVATIONS

RELATIVE ATTITUDE DETERMINATION FROM PLANAR VECTOR OBSERVATIONS (Preprint) AAS RELATIVE ATTITUDE DETERMINATION FROM PLANAR VECTOR OBSERVATIONS Richard Linares, Yang Cheng, and John L. Crassidis INTRODUCTION A method for relative attitude determination from planar line-of-sight

More information

Optimal Linear Estimation Fusion Part I: Unified Fusion Rules

Optimal Linear Estimation Fusion Part I: Unified Fusion Rules 2192 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL 49, NO 9, SEPTEMBER 2003 Optimal Linear Estimation Fusion Part I: Unified Fusion Rules X Rong Li, Senior Member, IEEE, Yunmin Zhu, Jie Wang, Chongzhao

More information

ENGI 9420 Lecture Notes 2 - Matrix Algebra Page Matrix operations can render the solution of a linear system much more efficient.

ENGI 9420 Lecture Notes 2 - Matrix Algebra Page Matrix operations can render the solution of a linear system much more efficient. ENGI 940 Lecture Notes - Matrix Algebra Page.0. Matrix Algebra A linear system of m equations in n unknowns, a x + a x + + a x b (where the a ij and i n n a x + a x + + a x b n n a x + a x + + a x b m

More information

Distributed Data Fusion with Kalman Filters. Simon Julier Computer Science Department University College London

Distributed Data Fusion with Kalman Filters. Simon Julier Computer Science Department University College London Distributed Data Fusion with Kalman Filters Simon Julier Computer Science Department University College London S.Julier@cs.ucl.ac.uk Structure of Talk Motivation Kalman Filters Double Counting Optimal

More information

ECE 8201: Low-dimensional Signal Models for High-dimensional Data Analysis

ECE 8201: Low-dimensional Signal Models for High-dimensional Data Analysis ECE 8201: Low-dimensional Signal Models for High-dimensional Data Analysis Lecture 7: Matrix completion Yuejie Chi The Ohio State University Page 1 Reference Guaranteed Minimum-Rank Solutions of Linear

More information

Here represents the impulse (or delta) function. is an diagonal matrix of intensities, and is an diagonal matrix of intensities.

Here represents the impulse (or delta) function. is an diagonal matrix of intensities, and is an diagonal matrix of intensities. 19 KALMAN FILTER 19.1 Introduction In the previous section, we derived the linear quadratic regulator as an optimal solution for the fullstate feedback control problem. The inherent assumption was that

More information

Sun Sensor Model. Center for Distributed Robotics Technical Report Number

Sun Sensor Model. Center for Distributed Robotics Technical Report Number Sun Sensor Model Nikolas Trawny and Stergios Roumeliotis Department of Computer Science & Engineering University of Minnesota Center for Distributed Robotics Technical Report Number -2005-00 January 2005

More information

Singlet State Correlations

Singlet State Correlations Chapter 23 Singlet State Correlations 23.1 Introduction This and the following chapter can be thought of as a single unit devoted to discussing various issues raised by a famous paper published by Einstein,

More information

Stress, Strain, Mohr s Circle

Stress, Strain, Mohr s Circle Stress, Strain, Mohr s Circle The fundamental quantities in solid mechanics are stresses and strains. In accordance with the continuum mechanics assumption, the molecular structure of materials is neglected

More information

A New Approach for Doppler-only Target Tracking

A New Approach for Doppler-only Target Tracking A New Approach for Doppler-only Target Tracking G. Battistelli, L. Chisci, C. Fantacci DINFO, Università di Firenze, Florence, Italy {giorgio.battistelli, luigi.chisci, claudio.fantacci}@unifi.it A. Farina,

More information

Automatic Collision Avoidance System based on Geometric Approach applied to Multiple Aircraft

Automatic Collision Avoidance System based on Geometric Approach applied to Multiple Aircraft Automatic Collision Avoidance System based on Geometric Approach applied to Multiple Aircraft Paulo Machado University of Beira Interior May 27, 2014 1 of 36 General Picture It is known that nowadays we

More information

RELATIVE NAVIGATION FOR SATELLITES IN CLOSE PROXIMITY USING ANGLES-ONLY OBSERVATIONS

RELATIVE NAVIGATION FOR SATELLITES IN CLOSE PROXIMITY USING ANGLES-ONLY OBSERVATIONS (Preprint) AAS 12-202 RELATIVE NAVIGATION FOR SATELLITES IN CLOSE PROXIMITY USING ANGLES-ONLY OBSERVATIONS Hemanshu Patel 1, T. Alan Lovell 2, Ryan Russell 3, Andrew Sinclair 4 "Relative navigation using

More information

Optimal Time Division Multiplexing Schemes for DOA Estimation of a Moving Target Using a Colocated MIMO Radar

Optimal Time Division Multiplexing Schemes for DOA Estimation of a Moving Target Using a Colocated MIMO Radar Optimal Division Multiplexing Schemes for DOA Estimation of a Moving Target Using a Colocated MIMO Radar Kilian Rambach, Markus Vogel and Bin Yang Institute of Signal Processing and System Theory University

More information

Handling robot collisions in the state estimator module of the MI20 robotsoccer system

Handling robot collisions in the state estimator module of the MI20 robotsoccer system Handling robot collisions in the state estimator module of the MI20 robotsoccer system Sido Grond Department of Computer Science University of Twente Enschede, Netherlands Email: s.grond@tiscali.nl; robotsoccer@ewi.utwente.nl

More information

Bonus Section II: Solving Trigonometric Equations

Bonus Section II: Solving Trigonometric Equations Fry Texas A&M University Math 150 Spring 2017 Bonus Section II 260 Bonus Section II: Solving Trigonometric Equations (In your text this section is found hiding at the end of 9.6) For what values of x does

More information

VEHICLE WHEEL-GROUND CONTACT ANGLE ESTIMATION: WITH APPLICATION TO MOBILE ROBOT TRACTION CONTROL

VEHICLE WHEEL-GROUND CONTACT ANGLE ESTIMATION: WITH APPLICATION TO MOBILE ROBOT TRACTION CONTROL 1/10 IAGNEMMA AND DUBOWSKY VEHICLE WHEEL-GROUND CONTACT ANGLE ESTIMATION: WITH APPLICATION TO MOBILE ROBOT TRACTION CONTROL K. IAGNEMMA S. DUBOWSKY Massachusetts Institute of Technology, Cambridge, MA

More information

Failure Prognostics with Missing Data Using Extended Kalman Filter

Failure Prognostics with Missing Data Using Extended Kalman Filter Failure Prognostics with Missing Data Using Extended Kalman Filter Wlamir Olivares Loesch Vianna 1, and Takashi Yoneyama 2 1 EMBRAER S.A., São José dos Campos, São Paulo, 12227 901, Brazil wlamir.vianna@embraer.com.br

More information

Progress In Electromagnetics Research M, Vol. 21, 33 45, 2011

Progress In Electromagnetics Research M, Vol. 21, 33 45, 2011 Progress In Electromagnetics Research M, Vol. 21, 33 45, 211 INTERFEROMETRIC ISAR THREE-DIMENSIONAL IMAGING USING ONE ANTENNA C. L. Liu *, X. Z. Gao, W. D. Jiang, and X. Li College of Electronic Science

More information

TAKEHOME FINAL EXAM e iω e 2iω e iω e 2iω

TAKEHOME FINAL EXAM e iω e 2iω e iω e 2iω ECO 513 Spring 2015 TAKEHOME FINAL EXAM (1) Suppose the univariate stochastic process y is ARMA(2,2) of the following form: y t = 1.6974y t 1.9604y t 2 + ε t 1.6628ε t 1 +.9216ε t 2, (1) where ε is i.i.d.

More information

Exercises for Multivariable Differential Calculus XM521

Exercises for Multivariable Differential Calculus XM521 This document lists all the exercises for XM521. The Type I (True/False) exercises will be given, and should be answered, online immediately following each lecture. The Type III exercises are to be done

More information

Dual Estimation and the Unscented Transformation

Dual Estimation and the Unscented Transformation Dual Estimation and the Unscented Transformation Eric A. Wan ericwan@ece.ogi.edu Rudolph van der Merwe rudmerwe@ece.ogi.edu Alex T. Nelson atnelson@ece.ogi.edu Oregon Graduate Institute of Science & Technology

More information

Diffusion based Projection Method for Distributed Source Localization in Wireless Sensor Networks

Diffusion based Projection Method for Distributed Source Localization in Wireless Sensor Networks The Third International Workshop on Wireless Sensor, Actuator and Robot Networks Diffusion based Projection Method for Distributed Source Localization in Wireless Sensor Networks Wei Meng 1, Wendong Xiao,

More information

11.1 Introduction Galilean Coordinate Transformations

11.1 Introduction Galilean Coordinate Transformations 11.1 Introduction In order to describe physical events that occur in space and time such as the motion of bodies, we introduced a coordinate system. Its spatial and temporal coordinates can now specify

More information

AOL Spring Wavefront Sensing. Figure 1: Principle of operation of the Shack-Hartmann wavefront sensor

AOL Spring Wavefront Sensing. Figure 1: Principle of operation of the Shack-Hartmann wavefront sensor AOL Spring Wavefront Sensing The Shack Hartmann Wavefront Sensor system provides accurate, high-speed measurements of the wavefront shape and intensity distribution of beams by analyzing the location and

More information

Game Physics. Game and Media Technology Master Program - Utrecht University. Dr. Nicolas Pronost

Game Physics. Game and Media Technology Master Program - Utrecht University. Dr. Nicolas Pronost Game and Media Technology Master Program - Utrecht University Dr. Nicolas Pronost Rigid body physics Particle system Most simple instance of a physics system Each object (body) is a particle Each particle

More information