Forward Prediction-Based Approach to the Out-of-Sequence Measurement Problem with Correlated Noise

Abstract:

In target tracking systems, measurements from the same target can arrive out-of-sequence. Such OOSM arrivals can induce negative-time measurement update problem. In order to solve the l-step-lag OOSM problem with correlated process noise and measurement noise, a new algorithm based on forward prediction is proposed. A modified information filter is adopted so as to eliminate the correlated noise. By defining an equivalent measurement the l-step-lag OOSM problem is transformed into 1-step-lag problem. The new algorithm is independent with the discrete time model of the process noise. The storage requirements and calculations are reduced. The simulation results show its effectiveness.

• Periodical: Applied Mechanics and Materials (Volumes 347-350)
• Pages: 443-447
• DOI: https://doi.org/10.4028/www.scientific.net/AMM.347-350.443
• Online since: August 2013
• Authors: Ding Yuan, Jian Wang Hu, Bing Ji, Wei Liang
• Keywords: Correlated Noise, Equivalent Measurement, Forward Prediction, Information Filter, OOSM

References

[1] Chongzhao Han, Hongyan Zhu, Zhansheng Duan. Multi-source Information Fusion(Second Edition)[M], Beijing, Tsinghua University Press, (2010).

[2] Yaakov Bar-Shalom. Update with Out-of-Sequence Measurements in Tracking: Exact Solution[J]. IEEE Transactions on Aerospace Electronic Systems, 2002, 38: 769-778.

DOI: 10.1109/taes.2002.1039398

[3] Rheaume Francois, Abder Rezak Benaskeur. Forward Prediction-based Approach to Target-Tracking with Out-of-Sequence Measurements[C]. Proceedings of the 47th IEEE Conference on Decision and Control, 2008, 12: 1326-1333.

DOI: 10.1109/cdc.2008.4738848

[4] Eva Besada-Portas, Jose A. Lopez-Orozco, Juan Besada, Jesus M. de la Cruz. Multisensor fusion for linear control systems with asynchronous, Out-Of-Sequence and erroneous data[J]. Automatica, 2011, 47: 1399-1408.

DOI: 10.1016/j.automatica.2011.02.030

[5] Antje Westenberger, Marc Muntzinger, Klaus Dietmayer. Filtering Solution to the Out-of-Sequence Measurement Problem with Colored and Correlated Noise[J]. Proceeding of the 15th International Conference on Information Fusion, 2012, 7: 1911-(1918).

[6] Zhisheng Wang, Bin Jiang, Ziyang Zhen. Fusion Estimate and Fusion Control[M]. Beijing, Science Press, (2010).

[7] Yaakov Bar-Shalom, Humin Chen, Mahendra Mallick. One-Step Solution for the Multi-Step out of Sequence Measurement Problem in Tracking[J]. IEEE Transaction on Aerospace Electronic Systems, 2004, 40: 27-37.

DOI: 10.1109/taes.2004.1292140

[8] Wenhui Zhou, Lin Li, Guohai Chen. Optimal Update with Multistep Out-of-Sequence Measurements in Target Tracking[C]. Proceedings of the 8th International Conference on Signal Processing, 2006, 4: 281-284.

DOI: 10.1109/icosp.2006.345997

[9] Anxi Yu, Diannong Liang, Weidong Hu, Zhen Dong, A Unified Out-of-sequence Measurements Filter[C]. Proceedings of IEEE International Radar Conference, (2005).

DOI: 10.1109/radar.2005.1435867