A survey of maneuvering target tracking: Approximation techniques for nonlinear filtering

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 5428, Issue , 2004, Pages 537-550

  Li, X Rong ^a   Jilkov, Vesselin P ^a  

^a UNO College of Engineering   (United States)

Author keywords

Nonlinear Filtering; Survey; Target Tracking

Indexed keywords

APPROXIMATION THEORY; FUNCTIONS; NONLINEAR FILTERING; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS; TRACKING (POSITION);

MULTIPLE-MODEL METHODS; SURVEY; TARGET MOTION MODELS; TARGET TRACKING;

TARGETS;

EID: 8844241597     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.553357     Document Type: Conference Paper

References (76)

1. B. D. O. Anderson and J. B. Moore. Optimal Filtering. Prentice-Hall, Englewood Cliffs, NJ, 1979.
2. M. Athans, R. P. Wishner, and A. Bertolini. Suboptimal State Estimation for Continuous-Time Nonlinear Systems from Discrete Noisy Measurements. IEEE Trans. Automatic Control, AC-13:504-514, Oct. 1968.
3. J. W. Austin and C. T. Leondes. Statistically Linearized Estimation of Reentry Trajectories. IEEE Trans. Aerospace and Electronic Systems, 17(1):54-61, 1981.
4. Y. Bar-Shalom, editor. Multitarget-Multisensor Tracking: Advanced Applications. Artech House, Norwood, MA, 1990.
5. Y. Bar-Shalom, editor. Multitarget-Multisensor Tracking: Applications and Advances, volume II. Artech House, Norwood, MA, 1992.
6. Y. Bar-Shalom and W. Dale Blair, editors. Multitarget-Multisensor Tracking: Application and Advances - Vol. III. Artech House, Norwood, MA, 2000.
7. Y. Bar-Shalom and X. R. Li. Estimation and Tracking: Principles, Techniques, and Software. Artech House, Boston, MA, 1993. (Reprinted by YBS Publishing, 1998).
8. Y. Bar-Shalom and X. R. Li. Multitarget-Multisensor Tracking: Principles and Techniques. YBS Publishing, Storrs, CT, 1995.
9. Y. Bar-Shalom, X. R. Li, and T. Kirubarajan. Estimation with Applications to Tracking and Navigation: Theory, Algorithms, and Software. Wiley, New York, 2001.
10. R. Bass, V. Norum, and L. Schwartz. Optimal Multichannel Nonlinear Filtering. J. Math. Anal. Appl., 16:152-164, 1966.
11. B. M. Bell and F. W. Cathey. The Iterated Kalman Filter Update as a Gauss-Newton Method. IEEE Trans. Automatic Control, AC-38(2):294-297, Feb. 1993.
12. R. L. Bellaire, E. W. Kamen, and S. M. Zabin. A New Nonlinear Iterated Filter with Applications to Target Tracking. In Proc. 1995 SPIE Conf. on Signal and Data Processing of Small Targets, vol. 2561, pages 240-251, July 1995.
13. S. S. Blackman. Multiple Target Tracking with Radar Applications. Artech House, Norwood, MA, 1986.
14. S. S. Blackman and R. F. Popoli. Design and Analysis of Modern Tracking Systems. Artech House, Norwood, MA, 1999.
15. M. Briers, S. Maskel, and R. Wright. A Rao-Blackwellised Unscented Kalman Filter. In Proc. 2003 International Conf. on Information Fusion, pages 55-61, Cairns, Australia, July 2003.
16. T. E. Bullock and M. J. Moorman. Extended Kalman Filters. In G. Chen, editor, Approximate Kalman Filtering. World Scientific, Singapoore, 1993.
17. C. B. Chang and J. Tabaczynski. Application of State Estimation to Target Tracking. IEEE Trans. Automatic Control, AC-29(2):98-109, Feb. 1984.
18. P. J. Costa. Adaptive Model Architecture and Extended Kalman-Bucy Filters. IEEE Trans. Aerospace and Electronic Systems, AES-30(2):525-533, April 1994.
19. F. E. Daum and R. J. Fitzgerald. Decoupled Kalman Filters for Phased Array Radar Tracking. IEEE Trans. Automatic Control, AC-28:269-282, Mar. 1983.
20. P. J. Davis and P. Rabinovitz. Methods of Numerical Integration. Academic Press, 1984.
21. A. Farina, D. Benvenuti, and B. Ristic. A Comparative Study of the Benes Filtering Problem. Signal Processing, 82:133-147, 2002.
22. A. Farina, B. Ristic, and D. Benvenuti. Tracking a Ballistic Target: Comparison of Several Filters. IEEE Trans. Aerospace and Electronic Systems, 38(3): 1916-1924, 2002.
23. A. Gelb, editor. Applied Optimal Estimation. MIT Press, 1974.
24. A. Germani, C. Manes, and P. Palumbo. Polynomial Extended Kalman Filter for Discrete-Time Nonlinear Stochastic Systems. In Proc. 42th IEEE Conf. on Decision and Control, pages 886-891, Maui, Hawaii, USA, Dec. 2003.
25. R. Henriksen. The Truncated Second-Order Nonlinear Filter Revisited. IEEE Trans. Automatic Control, 27(1):247-251, 1982.
26. K. Ito and K. Xiong. Gaussian Filters for Nonlinear Filtering Problems. IEEE Trans. Automatic Control, 45(5):910-927, May 2000.
27. A. H. Jazwinski. Filtering for Nonlinear Dynamical Systems. IEEE Trans. Automatic Control, 11(5):765-766, 1966.
28. A. H. Jazwinski. Stochastic Processes and Filtering Theory. Academic Press, New York, 1970.
29. L. A. Johnston and V. Krishnamurthy. Derivation of a Sawtooth Iterated Extended Kalman Smoother via the AECM Algorithm. IEEE Trans. Signal Processing, 49(9):1899-1909, 2001.
30. S. J. Julier and J. K. Uhlmann. A New Approach for Filtering Nonlinear Sytems. In Proceedings of the 1995 American Control Conference, pages 1628-1632, Seattle, WA, 1995.
31. S. J. Julier and J. K. Uhlmann. A Consistent, Debiased Method for Converting Between Polar and Cartesian Coordinate Systems. In Proceedings of SPIE: Acquisition, Tracking, and Pointing XI, Vol. 3086, pages 110-121, 1997.
32. th International Symposium on Aerospace/Defence Sensing, Simulation and Controls, Session: Multi Sensor Fusion and Resource Management II, Orlando, FL, 1997.
33. S. J. Julier and J. K. Uhlmann. Reduced Sigma Point Filters for the Propagation of Means and Covariances Through Nonlinear Transformations. In Proc. 2002 American Control Conf., pages 887-892, 2002.
34. S. J. Julier and J. K. Uhlmann. The Scaled Unscented Transformation. In Proc. 2002 American Control Conf., pages 4555-4559, 2002.
35. S. J. Julier and J. K. Uhlmann. The Spherical Simplex Unscented Transformation. In Proc. 2003 American Control Conf., pages 2430-2434, 2003.
36. S. J. Julier and J. K. Uhlmann. Unscented Filtering and Nonlinear Estimation. Proc. IEEE, 92(3):401-422, March 2004.
37. S. J. Julier, J. K. Uhlmann, and H. F. Durrant-Whyte. A New Method for Nonlinear Transformation of Means and Covariances in Filters and Estimators. IEEE Trans. Automatic Control, AC-45(3):477-482, Mar. 2000.
38. E. W. Kamen and J. K. Su. Introduction to Optimal Estimation. Springer, London, 1999.
39. T. H. Kerr. Streamlining Measurement Iteration for EKF Target Tracking. IEEE Trans. Aerospace and Electronic Systems, AES-27(2):408-421, March 1991.
40. W. Kolodziej and R. Mohler. Analysis of New Nonlinear Filter and Tracking Methodology. IEEE. Trans. Information Theory, 30(4):677-681, 1984.
41. E. Kraft. A Quaternion-Based Unscented Kalman Filter for Orientation Tracking. In Proc. 2003 International Conf. on Information Fusion, pages 42-54, Cairns, Australia, July 2003.
42. H. Kushner. Approximations to Optimal Nonlinear Filters. IEEE Trans. Automatic Control, 12(5):546-556, 1967.
43. T. Lefebvre, H. Bruyninckx, and J. De Schutter. Kalman Filters for Nonlinear Systems: A Comparison of Performance, October 2001. Internal Report 01R033, Department of Mechanical Engineering, Katholieke Universiteit Leuven, Belgium.
44. T. Lefebvre, H. Bruyninckx, and J. De Schutter. Comment on "A New Method for Nonlinear Transformation of Means and Covariances in Filters and Estimators". IEEE Trans. Automatic Control, 47(8): 1406-1408, August 2002. Authors' Reply in the same issue, pp. 1408-1409.
45. T. Lefebvre, H. Bruyninckx, and J. De Schutter. Comment on:"A New Nonlinear Iterated Filter with Application to Target Tracking", May 2002. Addition to Internal Report 01R033, Department of Mechanical Engineering, Katholieke Universiteit Leuven, Belgium.
46. U. N. Lerner. Hybrid Bayesian Networks For Reasoning About Complex Systems. PhD thesis, Stanford University, Stanford, CA, 2002.
47. X. R. Li. Applied Estimation and Filtering, May 2001. Course Notes, Univ. of New Orleans.
48. X. R. Li and V. P. Jilkov. A Survey of Maneuvering Target Tracking - Part II: Ballistic Target Models. In Proc. 2001 SPIE Conf. on Signal and Data Processing of Small Targets, vol. 4473, pages 559-581, San Diego, CA, USA, July-Aug. 2001.
49. X. R. Li and V. P. Jilkov. A Survey of Maneuvering Target Tracking - Part III: Measurement Models. In Proc. 2001 SPIE Conf. on Signal and Data Processing of Small Targets, vol. 4473, pages 423-446, San Diego, CA, USA, July-Aug. 2001.
50. X. R. Li and V. P. Jilkov. A Survey of Maneuvering Target Tracking - Part IV: Decision-Based Methods. In Proc. 2002 SPIE Conf. on Signal and Data Processing of Small Targets, vol. 4728, pages 511-534, Orlando, Florida, USA, April 2002.
51. X. R. Li and V. P. Jilkov. A Survey of Maneuvering Target Tracking - Part V: Multiple-Model Methods. IEEE Trans. Aerospace and Electronic Systems (submitted), Nov. 2003. Also available at URL: "http://ece.engr.uno.edu/ isl/Reprints/MTTSurveyPart5.pdf".
52. X. R. Li and V. P. Jilkov. Survey of Maneuvering Target Tracking - Part I: Dynamic Models. IEEE Trans. Aerospace and Electronic Systems, AES-39(4):1333-1364, Oct. 2003.
53. P. S. Maybeck. Stochastic Models, Estimation and Control, Vols. II, III. Academic Press, New York, 1982.
54. R. K. Mehra. A Comparison of Several Nonlinear Filters for Reentry Vehicle Tracking. IEEE Trans. Automatic Control, AC-16:307-319, Aug. 1971.
55. R. V. Merwe, A. Doucet, N. De Freitas, and E. Wan. The Unscented Particle Filter. Technical Report CUED/F - INPENG/TR 380, Cambridge University Engineering Department, 2000. Also in: Adv. Neural Inform. Process. Syst., Dec. 2000.
56. R. V. Merwe, A. Doucet, N. De Freitas, and E. Wan. The Unscented Particle Filter. Technical Report CUED/F - INPENG/TR 380, Cambridge University Engineering Department, 2000. Also in: Adv. Neural Inform. Process. Syst., Dec. 2000.
57. K. Nam and M.-J. Tahk. A Second-Order Stochastic Filter Involving Coordinate Transformation. IEEE Trans. Automatic Control, AC-44(3):603-608, 1999.
58. M. L. A. Netto, L. Gimeno, and M. J. Mendes. On the Optimal and Suboptimal Nonlinear Filtering Problem for Discrete-Time Systems. IEEE Trans. Automatic Control, AC-23:1062-1067, Dec. 1978.
59. T. M. Nguyen, V. P. Jilkov, and X. R. Li. Comparison of Sampling-Based Algorithms for Multisensor Distributed Target Tracking. In Proc. 2003 International Conf. on Information Fusion, pages 114-121, Cairns, Australia, July 2003.
60. M. Nørgaard, N.K. Poulsen, and O. Ravn. New Developments in State Estimation for Nonlinear Systems. Automatica, 36(11):1627-1638, Nov. 2000.
61. S. Ohmatsu, Y. Tomita, and T. Soeda. Optimal Filtering for Discrete-Time Nonlinear Systems. IEEE Trans. Automatic Control, pages 116-118, February 1976.
62. B. Ristic, S. Arulampalam, and N. Gordon. Beyond the Kalman Filter. Particle Filters for Tracking Applications. Artech House, 2004.
63. B. Ristic, A. Farina, D. Benvenuti, and M. Arulampalam. Performance Bounds and Comparison of Nonlinear Filters for Tracking a Ballistic Object on Re-entry. IEE Proc. Radar Sonar Navigation, 150(2):65-70, April 2003.
64. A. Sage and J. Melsa. Estimation Theory with Applications to Communications and Control. McGraw-Hill, 1971.
65. T. S. Schei. A Finite-Difference Method for Linearization in Nonlinear Estimation Algorithms. Automatica, 33(11):2053-2058, 1997.
66. H. W. Sorenson, editor. Kalman Filtering: Theory and Application. IEEE Press, 1985.
67. H. W. Sorenson and A. R. Stubberud. Nonlinear Filtering by Approximation of the A Posteriori Density. Int. J. Control, 8:33-51, 1968.
68. H. W. Sorenson and A. R. Stubberud. Recursive Filtering for Systems with Small but Nonnegligible Nonlinearities. Int. J. Control, 7:271-280, 1968.
69. R. F. Stengel. Optimal Control and Estimation. Dover, New York, 1994.
70. E. A. Wan and R. Van der Merwe. The Unscented Kalman Filter. In Kalman Filtering and Neural Networks, chapter 7. Wiley, 2001.
71. R. P. Wishner, R. E. Larson, and M. Athans. Status of Radar Tracking Algorithms. In Proc. Symp. Nonlinear Estimation, San Diego, CA, Sept. 1970.
72. R.P. Wishner, J.A. Tabaczyski, and M. Athans. A Comparison of Three Nonlinear Filters. Automatica, 5:487-496, 1969.
73. J. R. Van Zandt. A More Robust Unscented Transform. In Proc. 2001 SPIE Conf. on Signal and Data Processing of Small Targets, vol. 4473, San Diego, CA, USA, 2001.
74. J. R. Van Zandt. Boost Phase Tracking with an Unscented Filter. In Proc. 2002 SPIE Conf. on Signal and Data Processing of Small Targets, vol. 4728, pages 263-274, Orlando, FL, USA, April 2002.
75. Z.-L. Zhao, X. R. Li, and V. P. Jilkov. Best Linear Unbiased Filtering with Nonlinear Measurements for Target Tracking. In Proc. 2003 SPIE Conf. on Signal and Data Processing of Small Targets, vol. 5204, San Diego, CA, USA, Aug. 2003.
76. Z.-L. Zhao, X. R. Li, V. P. Jilkov, and Y.-M. Zhu. Optimal Linear Unbiased Filtering with Polar Measurements for Target Tracking. In Proc. 2002 International Conf. on Information Fusion, pages 1527-1534, Annapolis, MD, USA, July 2002.