Noise-Adaption Extended Kalman Filter Based on Deep Deterministic Policy Gradient for Maneuvering Targets

Abstract

Although there have been numerous studies on maneuvering target tracking, few studies have focused on the distinction between unknown maneuvers and inaccurate measurements, leading to low accuracy, poor robustness, or even divergence. To this end, a noise-adaption extended Kalman filter is proposed to track maneuvering targets with multiple synchronous sensors. This filter avoids the simultaneous adjustment of the process model and measurement model without distinction. Instead, the maneuver detection based on the Dempster-Shafer evidence theory is constructed to achieve the reliable distinction between unknown maneuvers and inaccurate measurements by fusing multi-sensor information, which effectively improves the robustness of the filter. Moreover, the adaptive estimation of the process noise covariance is modeled by a Markovian decision process with a proper reward function. Deep deterministic policy gradient is designed to obtain the optimal process noise covariance by taking the innovation as the state and the compensation factor as the action. Furthermore, the recursive estimation of the measurement noise covariance is applied to modify a priori measurement noise covariance of the corresponding sensor. Finally, the fusion algorithm is developed for the global estimation. Simulation experiments are carried out in two scenarios, and simulation results illustrate the feasibility and superiority of the proposed algorithm.

Keywords

• maneuvering target
• noise adaption
• maneuver detection
• Dempster-Shafer evidence theory
• deep deterministic policy gradient