Interacting Multiple Model Unscented Kalman Filter Research Articles

Intelligent Bayesian regularization backpropagation neuro computing paradigm for state features estimation of underwater passive object

In underwater environments, the accurate estimation of state features for passive object is a critical aspect of various applications, including underwater robotics, surveillance, and environmental monitoring. This study presents an innovative neuro computing approach for instantaneous state features reckoning of passive marine object following dynamic Markov chains. This paper introduces the potential of intelligent Bayesian regularization backpropagation neuro computing (IBRBNC) for the precise estimation of state features of underwater passive object. The proposed paradigm combines the power of artificial neural network with Bayesian regularization technique to address the challenges associated with noisy and limited underwater sensor data. The IBRBNC paradigm leverages deep neural networks with a focus on backpropagation to model complex relationships in the underwater environment. Furthermore, Bayesian regularization is introduced to incorporate prior knowledge and mitigate overfitting, enhancing the model’s robustness and generalization capabilities. This dual approach results in a highly adaptive and intelligent system capable of accurately estimating the state features of passive object in real-time. To evaluate the efficacy of this intelligent computing approach, a controlled supervised maneuvering trajectory for underwater passive object is constructed. Real-time estimations of location, velocity, and turn rate for dynamic target are scrutinized across five distinct scenarios by varying the Gaussian observed noise’s standard deviation, aiming to minimize mean square errors (MSEs) between real and estimated values. The effectiveness of the proposed IBRBNC paradigm is demonstrated through extensive simulations and experimental trials. Results showcase its superiority over traditional nonlinear filtering methods like interacting multiple model extended Kalman filter (IMMEKF) and interacting multiple model unscented Kalman filter (IMMUKF), especially in the presence of noise, incomplete measurements and sparse data.

Generalized pseudo Bayesian algorithms for tracking of multiple model underwater maneuvering target

The strength of Generalized Pseudo Bayesian (GPB) algorithms is exploited in the presented study to enhance the target tracking precision, effective model approximation and rapid convergence of multimodel maneuvering object tracking. The GPB methods are considered to be suitable for approximating systems whose dynamics follow discrete-time and fixed state Markov process. Underwater maneuvering target tracking problems are usually solved with nonlinear Bayesian algorithms, in which kinetics of object are associated with passive bearings using state-space modeling. Here accuracy and convergence of GPB methods based on Interacting Multiple Model Extended Kalman Filter (IMMEKF), Interacting Multiple Model Extended Kalman Smoother (IMMEKS), Interacting Multiple Model Unscented Kalman Filter (IMMUKF) and Interacting Multiple Model Unscented Kalman Smoother (IMMUKS) are efficiently analyzed for tracking of multimodel maneuvering target in complex ocean environment. Application of these algorithms is systematically presented for estimating the real-time state of a maneuvering object that follows a coordinated turn trajectory. Performance analysis of IMM Kalman filters and smoothers is done with variations in the standard deviation of white Gaussian measurement noise by following Bearings Only Tracking (BOT) phenomena. Least Mean Square Error (MSE) between approximated and the real position of maneuvering target in rectangular coordinates is calculated for analyzing the performance of filtering and smoothing techniques. Simulation results of the Monte Carlo runs validate the effectiveness of IMMEKS and IMMUKS over IMMEKF and IMMUKF for scenario of given framework.

A novel T-S fuzzy particle filtering algorithm based on fuzzy C-regression clustering

In this paper, a novel Takagi-Sugeno (T-S) fuzzy model particle filtering algorithm (TSF-PF) based on fuzzy C-regression clustering is proposed for uncertainty modeling of the target dynamic model with non-Gaussian noise. In the proposed algorithm, a generic semantic framework of the T-S fuzzy model is constructed to incorporate spatial feature information of a target into the particle filter, in which the spatial feature information is characterized by several semantic fuzzy sets. Meanwhile, a fuzzy C-regression clustering method based on correntropy is proposed to adaptively identify the premise parameters of the T-S fuzzy model, which is used to adjust the weight of models, and a Kalman filter is used to identify the consequent parameters. And then an efficient importance density function is constructed by using the proposed T-S fuzzy model, which can efficiently improve the robust and diversity of the sampling particles. Furthermore, in order to improve the real-time performance of the proposed algorithm, two improved T-S fuzzy model particle filtering algorithms are presented. The simulation results show that the tracking performance of the proposed algorithms are better than that of the traditional interacting multiple model (IMM), interacting multiple model unscented Kalman filter (IMMUKF), interacting multiple model particle filter (IMMPF) and interacting multiple model Rao-Blackwellized particle filter (IMMRBPF). Particularly, the proposed algorithms can accurately track the maneuvering target when the moving direction abruptly changes or the prior information of the target dynamic model is inaccuracy.

A Novel FEM Based T-S Fuzzy Particle Filtering for Bearings-Only Maneuvering Target Tracking.

In this paper, we propose a novel fuzzy expectation maximization (FEM) based Takagi-Sugeno (T-S) fuzzy particle filtering (FEMTS-PF) algorithm for a passive sensor system. In order to incorporate target spatial-temporal information into particle filtering, we introduce a T-S fuzzy modeling algorithm, in which an improved FEM approach is proposed to adaptively identify the premise parameters, and the model probability is adjusted by the premise membership functions. In the proposed FEM, the fuzzy parameter is derived by the fuzzy C-regressive model clustering method based on entropy and spatial-temporal characteristics, which can avoid the subjective influence caused by the artificial setting of the initial value when compared to the traditional FEM. Furthermore, using the proposed T-S fuzzy model, the algorithm samples particles, which can effectively reduce the particle degradation phenomenon and the parallel filtering, can realize the real-time performance of the algorithm. Finally, the results of the proposed algorithm are evaluated and compared to several existing filtering algorithms through a series of Monte Carlo simulations. The simulation results demonstrate that the proposed algorithm is more precise, robust and that it even has a faster convergence rate than the interacting multiple model unscented Kalman filter (IMMUKF), interacting multiple model extended Kalman filter (IMMEKF) and interacting multiple model Rao-Blackwellized particle filter (IMMRBPF).

A novel recursive T-S fuzzy semantic modeling approach for discrete state-space systems

In this paper, we propose a novel recursive Takagi-Sugeno (T-S) fuzzy semantic modeling approach for discrete state-space system. According to the information learning theoretic (ILT), the correntropy can capture the higher moments of the error probability distribution to deal with non-Gaussian noise. Considering the advantages of fuzzy theory and correntropy, fuzzy correntropy is constructed and a novel kernel fuzzy C-regression model clustering based on fuzzy correntropy is proposed to solve the premise parameter identification problem of the T-S fuzzy model. To the identification of the consequent part parameters of the T-S fuzzy model, a modified extended forgetting factor recursive least squares (MEFRLS) estimator is presented. Moreover, to evaluate the performance of the proposed fuzzy model, the proposed T-S fuzzy model is applied to solve the problem of maneuvering target tracking by incorporating the target feature semantic information. Finally, the experiment results show the proposed algorithm can effectively track a maneuvering target, and its performance is better than the exist algorithms, such as interacting multiple model Kalman filter (IMMKF), interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model particle filter (IMMPF) and interacting multiple model Rao-Blackwellized particle filter the (IMMRBPF).

A Cubature-Principle-Assisted IMM-Adaptive UKF Algorithm for Maneuvering Target Tracking Caused by Sensor Faults

Aimed at solving the problem of decreased filtering precision while maneuvering target tracking caused by non-Gaussian distribution and sensor faults, we developed an efficient interacting multiple model-unscented Kalman filter (IMM-UKF) algorithm. By dividing the IMM-UKF into two links, the algorithm introduces the cubature principle to approximate the probability density of the random variable, after the interaction, by considering the external link of IMM-UKF, which constitutes the cubature-principle-assisted IMM method (CPIMM) for solving the non-Gaussian problem, and leads to an adaptive matrix to balance the contribution of the state. The algorithm provides filtering solutions by considering the internal link of IMM-UKF, which is called a new adaptive UKF algorithm (NAUKF) to address sensor faults. The proposed CPIMM-NAUKF is evaluated in a numerical simulation and two practical experiments including one navigation experiment and one maneuvering target tracking experiment. The simulation and experiment results show that the proposed CPIMM-NAUKF has greater filtering precision and faster convergence than the existing IMM-UKF. The proposed algorithm achieves a very good tracking performance, and will be effective and applicable in the field of maneuvering target tracking.

Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking.

For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model cubature Kalman filter (IMMCKF) and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF).

Distributed IMM-Unscented Kalman Filter for Speaker Tracking in Microphone Array Networks

In this paper, we first propose a distributed unscented Kalman filter (DUKF) to overcome the nonlinearity of measurement model in speaker tracking. Next, for the different motion dynamics of a speaker in the in-door environment, we introduce the interacting multiple model (IMM) algorithm and propose a distributed interacting multiple model-unscented Kalman filter (IMM-UKF) for estimating time-varying speaker's positions in a microphone array network. In the distributed IMM-UKF based speaker tracking method, the time difference of arrival (TDOA) of the speech signals received by a pair of microphones at each node is estimated by the generalized cross-correlation (GCC) method, then the distributed IMM-UKF is used to track a speaker whose position and speed significantly vary over time in a microphone array network. The proposed method can estimate speaker's positions globally in the network and obtain a smoothed trajectory of the speaker's movement robustly in noisy and reverberant environments, and it is scalable for speaker tracking. Simulation and real-world experiment results reveal the effectiveness of the proposed speaker tracking method.

State estimation of stochastic non-linear hybrid dynamic system using an interacting multiple model algorithm

In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme.

Estimation of lateral tire–road forces and sideslip angle for electric vehicles using interacting multiple model filter approach

Vehicle control systems require certain vehicle information (e.g., tire–road forces and vehicle sideslip angle) concerning vehicle-dynamic parameters and vehicle–road interaction, which is difficult to measure directly for both technical and economedic reasons. This paper proposes a novel method to estimate lateral tire–road forces and vehicle sideslip angle by utilizing real-time measurements. The estimation method is based on an interacting multiple model (IMM) filter that integrates in-vehicle sensors of in-wheel-motor-driven electric vehicles to adapt multiple vehicle–road system models to variable driving conditions. Based on a four-wheel nonlinear vehicle dynamics model (NVDM) considering extended roll dynamics and load transfer, the vehicle–road system model set of the IMM filter is consists of a linear tire model based NVDM and a nonlinear Dugoff tire model based NVDM. Therefore, the IMM filter can integrate the estimates from two kinds of different vehicle–road system models to improve estimation accuracy. To address system nonlinearities and un-modeled dynamics, the interacting multiple model-unscented Kalman filter (IMM-UKF) and the interacting multiple model-extended Kalman filter (IMM-EKF) are investigated and compared simultaneously. Simulation using Matlab/Simulink-Carsim is carried out to verify the effectiveness of the proposed estimation methods. The results show that the developed estimation methods can accurately estimate lateral tire–road forces and the vehicle sideslip angle.

A New Celestial Navigation Method for Spacecraft on a Gravity Assist Trajectory

A practical and reliable capability for autonomous navigation needs to reduce operation cost, to improve operational efficiency, and to increase mission safety. Celestial navigation is a very attractive autonomous navigation solution for deep space spacecraft. There are mainly two kinds of celestial navigation methods: the direct calculation method and the filter method. The accuracy of the direct calculation method is low and very sensitive to the measurement noise. The filter method can provide a better navigation performance if a high accuracy dynamical model is available. However, the main practical problem existing in the autonomous celestial navigation of spacecraft on a gravity assist trajectory is that the accuracy of trajectory model is not enough to be used in the real navigation sometimes, which may introduce large estimation error and even cause filter divergence. To solve this problem, a new celestial navigation method is proposed in this paper, which effectively combines the direct calculation method and the filter method using an interacting multiple model unscented Kalman filter (IMMUKF). The ground experimental results demonstrate that this method can provide better navigation performance and higher reliability than the traditional direct calculation method and filter method.