Novel adaptive Kalman filtering and fuzzy track fusion approach for real time applications

The track fusion combines individual tracks formed by different sensors. Tracks are usually obtained by Kalman filter (KF), since it is suitable for real-time application. The KF is an optimal linear estimator when the measurement noise has a Gaussian distribution with known covariance. However, in practice, some of the sensors do not have these properties, and the traditional KF is not an optimal estimator. In this paper, a novel adaptive Kalman filter (NAKF) is proposed. In this approach, the measurement noise covariance is adjusted by using an introduced simple mathematical function of one variable, called the degree of matching (DoM), where it is defined on the basis of covariance matching technique. In the fusion structure, each measurement coming from each sensor is fed to a NAKF. So n sensors and n NAKFs will work together in parallel. To obtain the fused track, a fuzzy track fusion method is also proposed. In this method, a fuzzy weight is assigned to each track based on the values of DoM, and another variable is generated by using the track quality function. The fuzzy weight of each track shows the degree of confidence of each track among others. Finally, defuzzification using the center of gravity can obtain the fused track. The NAKF and the proposed fusion methods have very simple structures with low computational cost and accurate performance. Hence, they are suitable to be used in real-time applications. Simulation results show not only the effectiveness and accuracy of using the NAKF in track estimation, but also the good performance of the proposed track fusion method in compare with the other common fusion methods such as simple convex combination and Bar-Shalom/Campo state vector combination methods.

[1]  A. H. Mohamed,et al.  Adaptive Kalman Filtering for INS/GPS , 1999 .

[2]  Lawrence A. Klein,et al.  Sensor and Data Fusion Concepts and Applications , 1993 .

[3]  Raman K. Mehra,et al.  Approaches to adaptive filtering , 1970 .

[4]  J. H. Oh,et al.  Gain fusion algorithm for decentralised parallel Kalman filters , 2000 .

[5]  T. W. Jeffrey Track quality estimation for multiple-target tracking radars , 1989, Proceedings of the IEEE National Radar Conference.

[6]  Chee-Yee Chong,et al.  Convex Combination and Covariance Intersection Algorithms in Distributed Fusion , 2001 .

[7]  Yaakov Bar-Shalom,et al.  The Effect of the Common Process Noise on the Two-Sensor Fused-Track Covariance , 1986, IEEE Transactions on Aerospace and Electronic Systems.

[8]  Thiagalingam Kirubarajan,et al.  Performance limits of track-to-track fusion versus centralized estimation: theory and application [sensor fusion] , 2003 .

[9]  C. J. Harris,et al.  Comparison of two measurement fusion methods for Kalman-filter-based multisensor data fusion , 2001 .

[10]  N. Mort,et al.  Multi-sensor data fusion architecture based on adaptive Kalman filters and fuzzy logic performance assessment , 2002, Proceedings of the Fifth International Conference on Information Fusion. FUSION 2002. (IEEE Cat.No.02EX5997).

[11]  Guanrong Chen,et al.  A modified adaptive Kalman filter for real-time applications , 1991 .

[12]  Junbin Gao,et al.  Some remarks on Kalman filters for the multisensor fusion , 2002, Inf. Fusion.

[13]  Shrabani Bhattacharya,et al.  Performance evaluation of multi-sensor data fusion technique for test range application , 2004 .

[14]  Thiagalingam Kirubarajan,et al.  Estimation with Applications to Tracking and Navigation , 2001 .

[15]  J. L. Roux An Introduction to the Kalman Filter , 2003 .

[16]  Ng Gee Wah,et al.  Comparison of decentralized tracking algorithms , 2003, Sixth International Conference of Information Fusion, 2003. Proceedings of the.

[17]  R. E. Kalman,et al.  A New Approach to Linear Filtering and Prediction Problems , 2002 .

[18]  N. Mort,et al.  ADAPTIVE KALMAN FILTERING THROUGH FUZZY LOGIC , 2008 .

[19]  T. Kirubarajan,et al.  Performance Limits of Track-to-Track Fusion vs . Centralized Estimation : Theory and Application , 2001 .

[20]  P. J. Escamilla-Ambrosio,et al.  Hybrid Kalman filter-fuzzy logic adaptive multisensor data fusion architectures , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[21]  Yang Gao,et al.  Comparison and Analysis of Centralized, Decentralized, and Federated Filters , 1993 .

[22]  P. J. Escamilla-Ambrosio,et al.  A hybrid Kalman filter-fuzzy logic architecture for multisensor data fusion , 2001, Proceeding of the 2001 IEEE International Symposium on Intelligent Control (ISIC '01) (Cat. No.01CH37206).

[23]  Robert Grover Brown,et al.  Introduction to random signals and applied Kalman filtering : with MATLAB exercises and solutions , 1996 .

[24]  W. Niehsen,et al.  Information fusion based on fast covariance intersection filtering , 2002, Proceedings of the Fifth International Conference on Information Fusion. FUSION 2002. (IEEE Cat.No.02EX5997).

[25]  R. Mehra On the identification of variances and adaptive Kalman filtering , 1970 .

[26]  Greg Welch,et al.  An Introduction to Kalman Filter , 1995, SIGGRAPH 2001.