• Title/Summary/Keyword: IMM Kalman filter

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Steady State Kalman Filter based IMM Tracking Filter for Multi-Target Tracking (다중표적 추적을 위한 정상상태 칼만필터 기반 IMM 추적필터)

  • 김병두;이자성
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.8
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    • pp.71-78
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    • 2006
  • When a tracking filter may be designed in the Cartesian coordinate, the covariance of the measurement errors varies according to the range and the bearing of an interested target. In this paper, interacting multiple model based tracking filter is formulated in the Cartesian coordinate utilizing the analytic solution of the steady state Kalman filter, which can be able to consider the variation of the measurement error covariance. 100 Monte Carlo runs performed to verify the proposed method. The performance of the proposed method is compared with the conventional fixed gain and Kalman filter based IMM tracking filter in terms of the root mean square error. The simulation results show that the proposed approach meaningfully reduces the computation time and provides a similar tracking performance in comparison with the conventional Kalman filter based IMM tracking filter.

Mobile Tracking Algorithm using IMM in IS-95 Environment (IS-95환경에서 IMM을 적용한 단말기 위치 추적 알고리즘)

  • 이지효;고한석
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.237-240
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    • 2000
  • CDHA환경에서 단말기 위치 결정은 여러 부가적인 서비스 응용에 대한 필요성 때문에 활발히 연구가 진행되고 있다. 그러나 기존의 위치 결정 알고리즘은 현재의 정보만을 활용했기 때문에 위치 오차에 대한 성능 향상에 한계점을 드러내고 있다. 따라서 이전 시간의 단말기 위치 정보가 포함된 Kalman Filter를 사용한다면 위치 에러에 대해 향상된 성능을 보일 것이다 그렇지만 실제 단말기 사용자의 움직임은 Meneuvering Target에 가깝기 때문에 단순히 Kalman Filter를 이용한 위치 오차 성능 개선보다는, 여러 개의 Kalman Filter Model들을 응용하는 IMM을 이용하는 경우에 보다 나은 결과가 도출될 것이다. 실제로 단말기 위치 오차에 대한 Kalman Filter와 IMM을 적용한 경우의 비교 분석 결과, IMM을 적용한 경우가 위치 에러를 최소화 할 수 있었다.

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Performance Evaluation of the Modified Interacting Multiple Model Filter Using 3-D Maneuvering Target (3차원 기동표적을 사용한 수정된 상호작용 다중모델필터의 성능 분석)

  • Park, Sung-Lin;Kim, Ki-Cheol;Kim, Yong-shik;Hong, Keum-Shik
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.5
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    • pp.445-453
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    • 2001
  • The multiple targets tracking problem has been one of the main issues in the radar applications area in the last decade. Besides the standard Kalman filtering, various methods including the variable dimen-sion filter, input estimation filter, interacting multiple model(IMM) filter, dederated variable dimension filter with input estimation, etc., have proposed to address the tracking and sensor fusion issues. In this pa- per, two existing tracking algorithm, i.e, the IMM filter and the variable dimension filter with input estima-tion(VDIE), are combined for the purpose of improving the tracking performance for maneuvering targets. To evaluate the tracking performance of the proposed algorithm, three typical maneuvering patterns, i.e., waver, pop-up, and high-diver motions, are defined and are applied to the modified IMM filter as well as the standard IMM filter. The smaller RMS tracking errors, in position and velocity, of the modified IMM filter than the standard IMM filter are demonstrated though computer simulations.

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A Design of the IMM Filter for Improving Position Error of the INS / GPS Integrated System (INS/GPS 통합 항법 시스템의 위치 오차 개선을 위한 IMM 필터 설계)

  • Baek, Seung-jun
    • Journal of Advanced Navigation Technology
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    • v.23 no.3
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    • pp.221-227
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    • 2019
  • In this paper, interacting multiple model (IMM) filter was designed that guarantees a stable navigation performance even in the unstable satellite navigation position. In order to design IMM filter in INS / GPS integrated navigation system, sub filter of the IMM filter is defined as Kalman filter. In the IMM filter configuration, two subfilters are determined. Each Kalman filter defines the six-teenth state composed of position, velocity, attitude, and sensor error from the INS error equation and the states additionally derived in case of the coloured measurement noise. In order to verify the performance of the proposed filter, we compared the performance how the filter works in the presence of arbitrary error in GPS navigation solution. The Monte Carlo simulation was performed 100 times and the results were compared with the root mean square(RMS). The results show that the proposed method is stable against errors and show fast convergence.

Investigation of tracking method for a manuevering target using IMM with OTSKE (OTSKE를 적용한 IMM 기동표적 추적방법 연구)

  • 이호준;홍우영;고한석
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2002.05a
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    • pp.167-170
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    • 2002
  • In this paper, we propose a new tracking algorithm that achieves good tracking performance in manuevering targets while capping the computation load to“low”Kalman Filter (KF) is generally known to be poor in tracking manuevering targets. IMM, on the other hand, compensates the weakness inherent in the mundane KF and is considered as a promising alternative for tracking maneuvering targets. However, IMM suffers from substantially increased computational load as the number of models increases. To remedy this problem, we propose a new method focused to reducing the computational load and attaining the desirable tracking performance at least as good that of IMM. It is achieved by essentially adopting the structure of IMM and injecting Optimal Two-Stage Kalman Estimator (OTSKE). The representative simulation shows a reduction in computational load with the proposed OTSKE but further reduction is shown achieved (by about 58%) with the Interacting Acceleration Compenstation(IAC)-OTSKE approach.

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An IMM Algorithm for Tracking Maneuvering Vehicles in an Adaptive Cruise Control Environment

  • Kim, Yong-Shik;Hong, Keum-Shik
    • International Journal of Control, Automation, and Systems
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    • v.2 no.3
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    • pp.310-318
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    • 2004
  • In this paper, an unscented Kalman filter (UKF) for curvilinear motions in an interacting multiple model (IMM) algorithm to track a maneuvering vehicle on a road is investigated. Driving patterns of vehicles on a road are modeled as stochastic hybrid systems. In order to track the maneuvering vehicles, two kinematic models are derived: A constant velocity model for linear motions and a constant-speed turn model for curvilinear motions. For the constant-speed turn model, an UKF is used because of the drawbacks of the extended Kalman filter in nonlinear systems. The suggested algorithm reduces the root mean squares error for linear motions and rapidly detects possible turning motions.

Real Time Fault Diagnosis of UAV Engine Using IMM Filter and Generalized Likelihood Ratio Test (IMM 필터 및 GLRT를 이용한 무인기용 엔진의 실시간 결함 진단)

  • Han, Dong-Ju;Kim, Sang-Jo;Kim, Yu-Il;Lee, Soo-Chang
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.50 no.8
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    • pp.541-550
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    • 2022
  • An effective real time fault diagnosis approach for UAV engine is drawn from IMM filter and GLRT methods. For this purpose based on the linear diagnosis model derived from engine dynamic performance analysis the Kalman filter for residual estimation and each method are applied to the fault diagosis of the actuator for engine control sensors. From the process of the IMM filter application the effective FDI measure is obtained and the state responses due to actuator fault are estimated. Likewise from the GLRT method the fault magnitudes of actuator and sensors are estimated associated with some FDI functionings. The numerical simulations verify the effectiveness of the IMM filter for FDI and the GLRT in estimating the fault magnitudes of each fault mode.

IMM Algorithm with NPHMM for Speech Enhancement (음성 향상을 위한 NPHMM을 갖는 IMM 알고리즘)

  • Lee, Ki-Yong
    • Speech Sciences
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    • v.11 no.4
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    • pp.53-66
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    • 2004
  • The nonlinear speech enhancement method with interactive parallel-extended Kalman filter is applied to speech contaminated by additive white noise. To represent the nonlinear and nonstationary nature of speech. we assume that speech is the output of a nonlinear prediction HMM (NPHMM) combining both neural network and HMM. The NPHMM is a nonlinear autoregressive process whose time-varying parameters are controlled by a hidden Markov chain. The simulation results shows that the proposed method offers better performance gains relative to the previous results [6] with slightly increased complexity.

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A Multi Radar Fusion Algorithm for Reliable Maneuvering Target Tracking (신뢰성 있는 기동 항적 추적을 위한 다중 레이더 융합 알고리즘)

  • Cho, Tae-Hwan;Lee, Chang-Ho;Kim, Jin-Wook;Won, In-Su;Jo, Yun-Hyun;Park, Hyo-Dal;Choi, Sang-Bang
    • Journal of Advanced Navigation Technology
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    • v.15 no.4
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    • pp.487-494
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    • 2011
  • Data Fusion algorithm is essential in Target Detection using radar, and it has more reliability. In this paper, Multi Radar Fusion algorithm using IMM(Interacting Multiple Model) filter is suggested. This well-known IMM filter has better performance than Kalman filter has. In this simulation, Distributed Data Fusion process was applied, and three sub-filters and one main filter were employed. In addition, this simulation was evaluated by virtual radar data which include constant velocity, constant accelerate, turn rate. The result of an evaluation shows better performance in the maneuvering section of aircraft.

Autonomous Navigation of AGVs in Automated Container Terminals

  • Kim, Yong-Shik;Hong, Keum-Shik
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2004.04a
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    • pp.459-464
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    • 2004
  • In this paper, an autonomous navigation system for autonomous guided vehicles (AGVs) operated in an automated container terminal is designed. The navigation system is based on the sensors detecting the range and bearing. The navigation algorithm used is an interacting multiple model (IMM) algorithm to detect other AGVs and avoid other obstacles using informations obtained from multiple sensors. As models to detect other AGVs (or obstacles), two kinematic models are derived: Constant velocity model for linear motion and constant speed turn model for curvilinear motion. For constant speed turn model, an unscented Kalman filter (UKF) is used because of drawbacks of the extended Kalman filter (EKF) in nonlinear system. The suggested algorithm reduces the root mean squares error for linear motions, while it can rapidly detect possible turning motions.

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