Multiple-sensor Fusion Tracking Based on Square-root Cubature Kalman Filtering

Nonlinear state estimation and fusion tracking are always hot research topics for information processing. Compared to linear fusion tracking, nonlinear fusion tracking takes many new problems and challenges. Especially, the performances of fusion tracking, based on different nonlinear filters, are obviously different. The conventional nonlinear filters include extended Kalman filter (EKF), unscented Kalman filter (UKF), particle filter (PF) and cubature Kalman filter (CKF), and the recent square-root cubature Kalman filter (SCKF) has been paid more and more attention by researchers because of its advantages of computation complexity and estimation accuracy over other nonlinear filters. However, the SCKF is mainly designed for single sensor system, and for present nonlinear multi-sensor system, it is not applicable. Based on the current results of fusion tracking algorithms, this paper provides a novel multi-sensor fusion tracking algorithm based on the SCKF. Firstly, a brief introduction of basic SCKF algorithm is given. Then, the centralized fusion tracking frame with augmented measurements and the sequential fusion tracking frame are presented respectively. Finally, two computer simulation examples are demonstrated. Simulations results show that the centralized SCKF can obtain better performances of accuracy, stability and convergence.

[1]  Hui Li,et al.  Light scattering characteristic from particles located on a surface , 2015, Information, Computer and Application Engineering.

[2]  Deok-Jin Lee,et al.  Nonlinear Estimation and Multiple Sensor Fusion Using Unscented Information Filtering , 2008, IEEE Signal Processing Letters.

[3]  Cheng-lin Wen,et al.  SCKF-STF-CN: a universal nonlinear filter for maneuver target tracking , 2011, Journal of Zhejiang University SCIENCE C.

[4]  S. Feng,et al.  Estimation precision comparison of Cubature Kalman filter and Unscented Kalman filter , 2013 .

[5]  Jeffrey K. Uhlmann,et al.  Unscented filtering and nonlinear estimation , 2004, Proceedings of the IEEE.

[6]  Hao Jin-hui Initial alignment of SINS on dynamic base based on NPF-CKF , 2011 .

[7]  Wei Li,et al.  Multi-feature Fusion Tracking Based on A New Particle Filter , 2012, J. Comput..

[8]  Yuan-li Cai,et al.  Iterated cubature Kalman filter and its application , 2011, 2011 IEEE International Conference on Cyber Technology in Automation, Control, and Intelligent Systems.

[9]  Simon Haykin,et al.  Square-Root Quadrature Kalman Filtering , 2008, IEEE Transactions on Signal Processing.

[10]  Tang Xianfeng Micro-EKF fusion algorithm for multi-sensor systems with correlated noise , 2012 .

[11]  Ruoyu Sun,et al.  Centralized Fusion Algorithms Based on EKF for Multisensor Non-linear Systems , 2014 .

[12]  Cheng-lin Wen,et al.  A Data Fusion Algorithm of the Nonlinear System Based on Filtering Step By Step , 2006 .

[13]  I. Postlethwaite,et al.  Square Root Cubature Information Filter , 2013, IEEE Sensors Journal.

[14]  Fakhri Karray,et al.  Multisensor data fusion: A review of the state-of-the-art , 2013, Inf. Fusion.

[15]  Chenglin Wen,et al.  Cubature Kalman Fusion for Bearings-Only Tracking Networks , 2013, ICONS.

[16]  Henry Leung,et al.  Data fusion in intelligent transportation systems: Progress and challenges - A survey , 2011, Inf. Fusion.

[17]  Meng Zhang,et al.  The Intelligent Video Playback System Based on RFID Technology , 2012, J. Networks.

[18]  Zhang Yanga Location Technology Based on the Extend Cubature Kalman Filter , 2012 .

[19]  Jing Ma,et al.  Centralized Fusion Estimators for Multi-sensor Systems with Multiplicative Noises and Missing Measurements , 2012, J. Networks.

[20]  S. Haykin,et al.  Cubature Kalman Filters , 2009, IEEE Transactions on Automatic Control.

[21]  F. Daum Nonlinear filters: beyond the Kalman filter , 2005, IEEE Aerospace and Electronic Systems Magazine.