3.2.1. Direct IMM Fusion Prediction Tracking
Unlike the filtering stage, the input sequence in the prediction stage is no longer guaranteed to consist entirely of actual measurements; instead, it is composed of a combination of actual measurements and historical predictions. Let
denote the input sequence for the classification network at time step
k. First, based on the current input sequence, the classification network outputs the classification probabilities for four distinct motion models:
. Subsequently, the propagation probabilities
are derived from the Markov transition model:
where
,
denotes the transition probability from mode
i to mode
j,
is the transition matrix,
is the mode-stay probability, and
is the prior probability vector at the preceding step. Equation (31) is the standard homogeneous Markov propagation used in IMM filtering [
2]. A mode-stay probability of 0.85 was selected to reflect the strong persistence expected between adjacent 0.1 s samples while retaining a total transition probability of 0.15; the remaining 0.05 is assigned to each alternative mode.
For the actual fusion probability
in the prediction phase, a fusion of both the classification probability and the propagation probability is adopted:
In Equation (32),
α = 0.25 was selected on the validation set so that the propagated prior remains dominant and suppresses frame-to-frame probability jitter, while the current classifier retains sufficient weight to respond to new evidence. Let the four prediction networks be
,
,
, and
, corresponding to CV, CA, CT, and maneuver motion, respectively. They operate in parallel and output the next-step mean and diagonal position variance:
Direct fusion does not prune the set of four networks, but directly uses
as the mixture weight. The fused mean is obtained by probability weighting, and the fused variance is obtained by the second-moment decomposition of the mixture distribution. Therefore, it includes both the heteroscedastic output of each network and the discrete disagreement among the means of different networks:
where
denotes the Hadamard product. Equation (34) is the law of total variance for a finite mixture: the first component is the probability-weighted within-expert variance, and the second is the between-expert disagreement. Direct IMM-GRU fusion is continuous, but a low-probability expert with a large bias can still shift the fused mean and inflate the uncertainty, thereby accelerating silent-phase risk accumulation.
3.2.2. Screened Prediction Tracking
The screened prediction algorithm corrects the above limitation. Instead of using a simple maximum-probability hard decision, it jointly considers classification probability, prediction variance, inter-network disagreement, and local kinematic continuity to select a more reliable set of prediction networks.
First, probability-weighted discrete disagreement is defined. It measures the deviation of the
i-th network from the probability-dominant network family:
The stabilizer in Equation (35) prevents division by zero. It is several orders of magnitude below the normalized probability terms and therefore has no material influence on the screening score.
Second, constant-velocity extrapolation deviation is introduced. Let the last three positions in the buffer be
,
, and
, respectively. Then the one-step extrapolated point obtained from the most recent velocity is
. The velocity-continuity deviation of the
i-th network is defined as:
Equation (36) follows from one-step finite-difference extrapolation of the latest velocity. It does not assume globally constant-velocity motion; instead, it penalizes a candidate that breaks the most recent local velocity trend without supporting evidence, which is particularly useful for suppressing a mismatched maneuver expert in stable segments.
For turning or accelerating segments, velocity continuity alone is still insufficient to characterize curvature variation. Therefore, the consistency between the predicted second-order difference and the existing second-order difference in the buffer is further compared:
Equation (37) compares two second-order finite differences: the acceleration surrogate implied by the candidate prediction and that observed at the end of the buffer. This term complements velocity continuity in turning or accelerating segments and penalizes candidates that introduce an abrupt, unsupported change in local curvature or acceleration.
Combining the above three quantities, the proxy uncertainty of the
i-th network is defined as:
The coefficients = 0.001, = 0.5, and = 0.5 in Equation (38) were selected on the independent validation set after accounting for term scale. Pairwise disagreement aggregates all experts and is numerically larger, so its coefficient is reduced; velocity and second-order consistency receive equal weight as complementary local kinematic constraints. The values are fixed before testing.
Probability gating is then performed. The model probabilities are sorted in descending order to obtain the index sequence
, satisfying:
Using the descending order in Equation (39), the minimum number of networks whose cumulative probability reaches the posterior-mass threshold is defined as follows:
The validation-selected threshold
= 0.85 in Equation (40) retains the smallest subset carrying most of the posterior support, so low-probability experts are removed before kinematic scoring. To avoid both single-model brittleness and four-model dilution, the retained-set size is constrained by
and
:
The bounds
= 2 and
= 3 preserve one alternative motion hypothesis while excluding at least one weak expert. Near a mode transition, posterior ambiguity is then assessed using normalized entropy and the top-two probability margin:
The term
in Equation (42) prevents log(0) and is negligible on the probability scale. Division by ln
M normalizes the entropy to [0, 1]. A large entropy or small top-two margin indicates ambiguity, in which case the maneuver expert is retained:
The validation-selected thresholds = 0.75 and = 0.10 identify, respectively, a diffuse posterior and a near tie between the leading modes. Either condition retains the maneuver expert, protecting transition intervals without activating it when the classifier is decisive.
Within the candidate set
, a logarithmic score is further used to measure the overall reliability of each network:
In Equation (44), = 0.2 was selected on the validation set so that kinematic inconsistency remains the primary criterion and posterior probability acts as a secondary preference. The term provides the same numerical safeguard; both values are fixed before testing.
The candidate networks are sorted in ascending order of
, yielding the index sequence
. Finally, only the first
networks are retained for fusion; this paper takes
. The final prediction-network set is therefore
. For the networks in the final set
, the unnormalized weights are first constructed as:
The weights are then normalized within the screened set:
The final retained-set size was selected to preserve one alternative motion hypothesis without diluting the fusion with a third weak candidate. This avoids single-expert brittleness while retaining the screening benefit; the selected pair is then weighted by posterior probability and inverse proxy uncertainty.
The screened fused mean is
The fused variance still uses the second-moment decomposition of the mixture distribution, so that it reflects both the network’s own variance and the residual disagreement among the retained networks:
Equations (47) and (48) are the screened-set counterparts of the mixture mean and total-variance decomposition in Equation (34). After each step, the fused mean, variance trace, real-measurement flag, and prediction age are written back to the buffer. This recursion matches the multi-step rollout used in training and reduces the distribution mismatch between training and radar-silent inference.
The screened prediction algorithm extends to three dimensions by replacing every position, velocity, and second-order-difference vector in Equations (35)–(48) with its three-component counterpart. The disagreement and motion-consistency terms retain their Euclidean-norm definitions, and the probability, entropy, and candidate-set rules are unchanged. The retained experts produce three-component means and diagonal three-axis variances; the within-expert uncertainty and between-expert disagreement are combined componentwise, and the trace of the resulting three-dimensional position covariance is written back to the buffer. The screening coefficients and decision thresholds should be fixed on an independent three-dimensional validation set before testing, because spatial climb and coupled turn-climb motion can change the numerical scales of the kinematic-consistency terms.
Therefore, screened prediction does not destroy the IMM multi-model structure; rather, it removes network outputs that are incompatible with both the current posterior probability and local kinematics before fusion. This mechanism suppresses maneuver-network disturbances in stable segments and retains the maneuver network in switching segments, thereby reducing the accumulation rate of silent-prediction error.
Algorithm 2 gives the online recursion of the Screened IMM-GRU prediction. It first updates the mode probabilities and generates predictions from the four networks in parallel, then screens reliable networks according to probability, uncertainty, and kinematic consistency, and finally completes mean fusion, variance matching, and buffer write-back to obtain the multi-step predicted trajectory and its uncertainty.
| Algorithm 2. Screened IMM-GRU prediction-tracking algorithm |
| Input: Prediction input sequence , previous-time model probability , four pred-iction networks , classification network , model transition matrix , and screening parameter set . |
| Output: The predicted position and predicted variance at the next time step. |
| Step 1. The classification network gives the current probability , and , is used to propagate the previous-time probability to obtain the fused probability . |
| Step 2. Call the four prediction networks to obtain and , . |
| Step 3. For , take its last three positions , and , calculate , and further obtain the proxy uncertainty . |
| Step 4. Sort the networks according to descending , and when the cumulative probability reaches , construct the initial candidate network set ; if the classification entropy is too large or the gap between the two largest probabilities is too small, additionally retain the maneuver network to obtain the final candidate network set . |
| Step 5. Compute the score within the candidate set , and select the networks with the smallest scores to form . |
| Step 6. Within , compute the normalized weights , and complete mean fusion and variance moment matching. |
| Step 7. Write the fused mean, real flag 0, variance trace, and incremented age back to the buffer; update the model probability and record the prediction result. |
| Step 8. Output the predicted position and predicted variance. |