Constrained Multiple Model Particle Filtering for Bearings-Only Maneuvering Target Tracking

Abstract

This paper presents an effective constrained multiple model particle filtering (CMMPF) for bearings-only maneuvering target tracking. In the proposed algorithm, the process of target tracking is factorized into two sub-problems: 1) motion model estimation and model-conditioned state filtering according to the Rao-Blackwellised theorem and 2) the target dynamic system is modeled by multiple switching dynamic models in a jump Markov system framework. To estimate the model set, a modified sequential importance resampling method is used to draw the model particles, which can be restricted into the feasible area coincide with the constrained bound. To the model-conditioned state nonlinear filtering, a truncated prior probability density function is constructed by utilizing the latest observations and auxiliary variables (target spatio-temporal features), which can guarantee the diversity and accuracy of the sampled particles. The tracking performance is compared and analyzed with other conventional filters in two scenarios: 1) uniform and time-invariant sampling scenario and 2) non-uniform and sparse sampling scenario. A conservative Cramer-Rao lower bound is also introduced and compared with the root mean square error performance of the suboptimal filters. Simulation results confirm the superiority of CMMPF algorithm over the other existing ones in comparison with respect to accuracy, efficiency, and robustness for the bearings-only target tracking system, especially for the aperiodic and sparse sampling environment.

Keywords

• Bearings-only maneuvering target tracking
• constrained bound
• constrained multiple model particle filtering
• Cramer-Rao lower bound