Performance Analysis and Design Strategy for a Second-Order, Fixed-Gain, Position-Velocity-Measured (α-β-η-θ) Tracking Filter
Abstract
:Featured Application
Abstract
1. Introduction
- Simple implementation and low computational overhead: Optimal gain calculation is not required in the fixed-gain filters. Thus, the number of matrix operations is small compared with the Kalman filter and its variants [11].
- Applicability to the analytical evaluation of the Kalman filter: Fixed-gain filters are also useful for analytical evaluations of the Kalman filter because they can be characterized as steady state Kalman filters [12].
2. Definitions of Problem and Symbols
3. The --- Filter
3.1. Definition
3.2. The - Filter
3.3. Relationship to Kalman Filters
3.4. Optimal Filter for a Random-Acceleration Model and Its Problems
4. Derivation of Performance Indices and Stability Conditions
4.1. Smoothing Performance Index
4.2. Tracking Performance Index
4.3. RMS Index
4.4. Stability Condition
5. Optimal Gain Design Strategy
5.1. Optimal Gain Design Using the RMS Index
- The selection of an appropriate model (e.g., RA, random-velocity) is not considered. Thus, this selection is conducted empirically [4].
5.2. Procedure and Notes of the Proposed Strategy
- Set from the sensor performance.
- Design based on the approximate target acceleration.
- Determine , and by solving Equation (32).
- Determine with Equation (17).
- Equation (32) can be solved by simple gradient descent with several initial values [33]. This is because the range of parameter searching is not so wide due to the stability conditions.
- This design process is conducted only once before using the filter. Although the computational costs of the above optimization process are not small, this does not affect the simple tracking process of the --- filters.
5.3. Relationship with Steady State PVM Kalman Filters
6. Steady State Performance Analysis
- Proposed filter: the --- filter with the proposed strategy.
- RA filter: the --- filter with the RA model using optimal q (from Equation (16)) with respect to the RMS index.
- Best - filter: the conventional - filter obtained with the proposed strategy, assuming .
6.1. Relationship between Performance and
6.2. Relationship between Performance and
7. Application to UWB Doppler Radar Simulation
- Medium maneuvering target assuming simple near-field sensing.
- High maneuvering target assuming the target executes an abrupt motion.
7.1. Tracking of Medium Maneuvering Target
7.1.1. Simulation Setup
7.1.2. Filter Design
7.1.3. Evaluation Results
7.2. Tracking of High-Maneuvering Target
8. Conclusions
Acknowledgments
Author Contributions
Conflicts of Interest
Abbreviations
UWB | Ultra-wideband |
PVM | Position-velocity-measured |
RA | Random-acceleration |
RMS | Root-mean-square |
Appendix A. Derivation of Equation (20)
Appendix B. Derivation of Equation (26)
Appendix C. Derivation of Equations (34)–(36)
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Variables | Description | Unit |
---|---|---|
T | Sampling interval | (s) |
k | Discrete sampling index | Dimensionless |
Parameter at index k | ||
Predicted position | (m) | |
Predicted velocity | (m/s) | |
Smoothed (estimated) position | (m) | |
Smoothed (estimated) velocity | (m/s) | |
Observed (measured) position | (m) | |
Observed (measured) velocity | (m/s) | |
Filter gain for with respect to | Dimensionless | |
Filter gain for with respect to | Dimensionless | |
Filter gain for with respect to | Dimensionless | |
Filter gain for with respect to | Dimensionless | |
Forecasts | ||
Estimates | ||
Transpose of matrix | ||
Inversion of matrix | ||
State vector of target composed of position and velocity | ||
Measurement vector | ||
Transition matrix from k to | ||
Error covariance matrix with respect to | ||
Covariance matrix of process noise | ||
Kalman gain matrix | ||
Covariance matrix of measurement noise | ||
Error variance of | (m) | |
Error variance of | (m/s) | |
Process noise matrix in random-acceleration (RA) model | ||
q | Variance of random-acceleration (RA) process noise | (m/s) |
Ratio of to | Dimensionless | |
E | Mean with respect to k | |
Smoothing performance index | (m) | |
Tracking performance index | (m) | |
Acceleration assumed in the derivation of | (m/s) | |
Root-mean-square (RMS) index | (m) | |
Evaluating function in the proposed gain design strategy | Dimensionless | |
Design parameter for the proposed strategy | Dimensionless | |
Arbitrary process noise matrix | ||
a | (1,1) element of | (m) |
b | (1,2) (or (2,1)) element of | (m/s) |
c | (2,2) element of | (m/s) |
RMS prediction error of Monte Carlo simulations | (m) |
Tracking Filter | Input | Design Strategy | Preset Parameter | |
---|---|---|---|---|
- filter | Position | Based on RA model [12] | q or tracking index [10] | Kalman filter |
Proposed strategy | of Equation (31) | |||
--- filter | Position | Based on RA model [27] | q or tracking index [10] | Position-velocity-measured |
and velocity | Proposed strategy | of Equation (31) | (PVM) Kalman filter |
(m/s) | Mean Steady State RMS Error (cm) | |
---|---|---|
0.1 | 0.00111 | 2.82 |
0.4 | 0.0178 | 2.32 |
0.6 | 0.040 | 2.33 |
1.0 | 0.111 | 2.57 |
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Saho, K.; Masugi, M. Performance Analysis and Design Strategy for a Second-Order, Fixed-Gain, Position-Velocity-Measured (α-β-η-θ) Tracking Filter. Appl. Sci. 2017, 7, 758. https://doi.org/10.3390/app7080758
Saho K, Masugi M. Performance Analysis and Design Strategy for a Second-Order, Fixed-Gain, Position-Velocity-Measured (α-β-η-θ) Tracking Filter. Applied Sciences. 2017; 7(8):758. https://doi.org/10.3390/app7080758
Chicago/Turabian StyleSaho, Kenshi, and Masao Masugi. 2017. "Performance Analysis and Design Strategy for a Second-Order, Fixed-Gain, Position-Velocity-Measured (α-β-η-θ) Tracking Filter" Applied Sciences 7, no. 8: 758. https://doi.org/10.3390/app7080758
APA StyleSaho, K., & Masugi, M. (2017). Performance Analysis and Design Strategy for a Second-Order, Fixed-Gain, Position-Velocity-Measured (α-β-η-θ) Tracking Filter. Applied Sciences, 7(8), 758. https://doi.org/10.3390/app7080758