Kalman Filtering Techniques for Radar Tracking K. V. Ramachandra Elecf ronics and Radar Developmenf Esf ablis hmenf Ba ng a lore, India MARCEl MARCELDEKKEIRNC,. NEWYORK BASEL DEKKER ISBN: 0-8247-9322-6 This book is printed on acid-free paper. Headquarters Marcel Dekker, Inc. 270 Madison Avenue, New York, NY 10016 tel: 2 12-696-9000; Fix: 2 12-685-4540 Eastern Hemisphere Distribution Marcel Dekker AG Hutgasse 4, Postpdch 8 12, CH-4001 Basel, Switzerland tel: 4 1-6 1-26 1-8482: fax: 4 1-61 -26 1-8896 World Wide Web http:/ /www.dekker.com The publisher offers discounts on this book when ordered in bulk quantities. For more information, write to Special Sales/ Professional Marketing at the head- quarters address above. Copyright ((72000 by Marcel Dekker, Inc. All Rights Reserved. Neither this book nor any part may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying, microfilming, and recording, or by any information storage and retrieval system, without permission in writing from the publisher. Current printing (last digit): 10 9 8 7 6 5 4 3 2 1 PRINTED IN THE UNITED STATES OF AMERICA To Bhaguivan Sri. Sathya Sui Baba This page intentionally left blank Preface The Kalman filter theory published in 1960 significantly boosted the devel- opment of sophisticated digital filter algorithms for tracking space vehicles. As a result, a large number of tracking filters have been developed and their algorithms published in journals. Tracking of objects based on Kalman filter theory has become an established technique of fundamental importance in both engineering applications and scientific investigations. The central problem is that radar and sonar systems, optical telescopes, and infrared sensors used in civil and defense applications require updated information obtained continu- ously on the parameters that describe the dynamics of such targets as satellites, missiles, aircraft, ships, submarines, RPVs, and other objects having a significant relative motion with respect to the sensor. Recent developments such as track-while-scan systems, phased array radar tracking, airborne radar tracking, multitarget tracking, multisensor tracking, and multitarget multisensor tracking have not only increased the scope of tracking technology but also added new dimensions to it. Specifically, the position of a target such as an aircraft or similar vehicle is measured at discrete intervals of time by an automatic track-while-scan radar sensor, and the measurements are reported to a radar data processor (RDP).The reports obtained from successive radar scans are processed by the RDP and suitable tracks are formed. A computer tracking filter is used to smooth the report data corrupted by range noise and angular noise caused by the electronic and mechanical components of the measuring device. The tracking filter is the most important component of an RDP/ surveillance system. It processes the target radar measurements, reduces the measurement errors, estimates the position, velocity, and/ or V vi Preface acceleration of the target at any instant of time, and predicts the future position of the target. Hence the tracking filter is the heart and soul of a radar data processing system. This book deals with the development of different types of tracking filters based on the Kalman filtering techniques for radar tracking applications. Chapter 1 presents the discrete-time formulation of Kalman filter, the continuous-time and continuous-discrete-time formulations of Kalman- Bucy filters, and the extended Kalman filter. Chapter 2 deals with the application of Kalman filter theory for developing one-dimensional trackers for tracking targets such as an aircraft moving with constant velocity or constant acceleration motion when pos- ition measurements are obtained by a track-while-scan radar sensor through random noise. Three models are discussed and their steady state results obtained analytically. Chapter 3 deals with the extension of one-dimensional models to two dimensions for tracking an aircraft or any other space vehicle by a two-dimensional track-while-scan radar that measures the range and bear- ing of the target. The tracking operation is assumed to be done in the cartesian coordinate system, and the coupling between the quantities measured by the radar and the cartesian coordinate system is explicitly con- sidered in the development of two-dimensional models. Chapter 4 deals with the extension of one-dimensional models to three dimensions for tracking an aircraft or any other target with range, bearing, and elevation measurements obtained by a three-dimensional track-while-scan radar sensor. The tracking operation is assumed to be performed in cartesian coordinates and the coupling is explicitly considered. Chapter 5 deals with the continuous-time Kalman tracking filters with position measurements. Fitzgerald’s steady state solutions of ECV and ECA models are discussed. The general solution of the second-order ECV model of Nash is given. The random walk velocity model and the random walk acceleration model are also presented. Chapter 6 deals with the continuous-discrete-time Kalman tracking filters with position measurements. Singer’s ECA model and Fitzgerald’s steady state performance analysis are discussed. Vaughan’s nonrecursive algorithm is briefly described. The steady state results of ECV and ECA filters based on Vaughan’s nonrecursive algorithm are presented. Finally, Beuzit’s steady state results of the ECA filter obtained by a comparison of Kalman and Wiener filter theories are presented. Preface vii Chapter 7 deals with con tin uous-discrete-time one-dimensional models with position and velocity measurements. A two-state model, an ECV target tracking filter, Fitzgerald’s steady state analysis of the ECA model, and a three-state filter are discussed and their steady state solutions are presented. Chapter 8 deals with continuous-time one-dimensional tracking filters with position and velocity measurements. A two-state model and a three-state model are discussed. Chapter 9 deals with maneuvering target tracking filters. Bar-Shalom-Birmiwal’s model is discussed and Blom-Bar-Shalom’s interacting multiple model is presented. Chapter 10 deals with tracking a maneuvering target in clutter. Validation region or gate, the probabilistic data association filter, and Bar- Shalom-Chang-Blom’s model for automatic track formation are discussed. Chapter 11 deals with an introduction to multitarget tracking. The JPDAF and Reid’s algorithm are mentioned. This book provides enough information in the selection of trackers to meet the requirements of practicing engineers. It also provides sufficient material for advanced students to take up further work in the field. K. V. Ramachandra Acknowledgments I wish to express my gratitude to Dr. A. P. J. Abdul Kalam, Scientific Adviser to the Minister for Defence, and Dr. V. K. Aatre, Chief Controller of Research & Development, DRDO, New Delhi, and Dr. G. M. Cleetus, Director, Mr. N. P. Ramasubba Rao, former Director, Mr. K. U. Limaye, Associate Director, Dr. S. Christopher, Divisional Officer of “C” Radar Division, Mr. K. N. Dinesh Kumar, Scientist “D,” Mr. J. Paramashivan, Technical Officer “B,” and other colleagues at the Electronics and Radar Development Establishment, Bangalore, India, for their help and encour- agement in the development of the book. Credit goes to Miss S. Sukanya for the cover artwork. I am also grateful to Mr. R. P. Mohan of Bharath Electronics Ltd., Bangalore; Mr. B. N. Ramesh of Metabyte, Fremont, California; Mr. B. R. Mohan and Mrs. B. R. Geetha of National College, Bangalore; and Mrs. B. R. Gayathri of Fremont, California, for their invaluable interest and help in the development of the book. I am deeply indebted to Mrs. Chaya Ramachandra for her patience and perseverance during the preparation of the book. Finally, I wish to thank Dr. Y. Bar-Shalom, Distinguished Professor, University of Connecticut, Storrs, Connecticut, for his help in the develop- ment of the book. viii Contents V viii 1. Kalman Filter 1 2. Discrete-Time One-Dimensional Tracking Filters 9 3. Discrete-Time Two-Dimensional Tracking Filters 45 4, Discrete-Time Three-Dimensional Tracking Filters 61 5. Continuous-Time One-Dimensional Tracking Filters with Position Measurements 75 6, Contiii uo us- Discre te-Time One- Dimensional Tracking Filters with Position Measurements 87 7. Continuous-Discrete-Time One-Dimensional Tracking Filters with Position and Rate Measurements 117 8. Continuous-Time One-Dimensional Kalman Tracking Filters with Posit ion and Velocity Measurements 167 9. Maneuvering Target Tracking 191 10. Tracking a Maneuvering Target in Clutter 209 1I. Introduction to Multitarget Tracking 227 Index 23I ix
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