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Reliability Assessment of an Unscented Kalman Filter by Using Ellipsoidal Enclosure Techniques
(2022)
The Unscented Kalman Filter (UKF) is widely used for the state, disturbance, and parameter estimation of nonlinear dynamic systems, for which both process and measurement uncertainties are represented in a probabilistic form. Although the UKF can often be shown to be more reliable for nonlinear processes than the linearization-based Extended Kalman Filter (EKF) due to the enhanced approximation capabilities of its underlying probability distribution, it is not a priori obvious whether its strategy for selecting sigma points is sufficiently accurate to handle nonlinearities in the system dynamics and output equations. Such inaccuracies may arise for sufficiently strong nonlinearities in combination with large state, disturbance, and parameter covariances. Then, computationally more demanding approaches such as particle filters or the representation of (multi-modal) probability densities with the help of (Gaussian) mixture representations are possible ways to resolve this issue. To detect cases in a systematic manner that are not reliably handled by a standard EKF or UKF, this paper proposes the computation of outer bounds for state domains that are compatible with a certain percentage of confidence under the assumption of normally distributed states with the help of a set-based ellipsoidal calculus. The practical applicability of this approach is demonstrated for the estimation of state variables and parameters for the nonlinear dynamics of an unmanned surface vessel (USV).
Modeling a suitable birth density is a challenge when using Bernoulli filters such as the Labeled Multi-Bernoulli (LMB) filter. The birth density of newborn targets is unknown in most applications, but must be given as a prior to the filter. Usually the birth density stays unchanged or is designed based on the measurements from previous time steps.
In this paper, we assume that the true initial state of new objects is normally distributed. The expected value and covariance of the underlying density are unknown parameters. Using the estimated multi-object state of the LMB and the Rauch-Tung-Striebel (RTS) recursion, these parameters are recursively estimated and adapted after a target is detected.
The main contribution of this paper is an algorithm to estimate the parameters of the birth density and its integration into the LMB framework. Monte Carlo simulations are used to evaluate the detection driven adaptive birth density in two scenarios. The approach can also be applied to filters that are able to estimate trajectories.
Experimental Validation of Ellipsoidal Techniques for State Estimation in Marine Applications
(2022)
A reliable quantification of the worst-case influence of model uncertainty and external disturbances is crucial for the localization of vessels in marine applications. This is especially true if uncertain GPS-based position measurements are used to update predicted vessel locations that are obtained from the evaluation of a ship’s state equation. To reflect real-life working conditions, these state equations need to account for uncertainty in the system model, such as imperfect actuation and external disturbances due to effects such as wind and currents. As an application scenario, the GPS-based localization of autonomous DDboat robots is considered in this paper. Using experimental data, the efficiency of an ellipsoidal approach, which exploits a bounded-error representation of disturbances and uncertainties, is demonstrated.
Extended Target Tracking With a Lidar Sensor Using Random Matrices and a Virtual Measurement Model
(2022)
Random matrices are widely used to estimate the extent of an elliptically contoured object. Usually, it is assumed that the measurements follow a normal distribution, with its standard deviation being proportional to the object’s extent. However, the random matrix approach can filter the center of gravity and the covariance matrix of measurements independently of the measurement model. This work considers the whole chain from data acquisition to the linear Kalman Filter with extension estimation as a reference plant. The input is the (unknown) ground truth (position and extent). The output is the filtered center of gravity and the filtered covariance matrix of the measurement distribution. A virtual measurement model emulates the behavior of the reference plant. The input of the virtual measurement model is adapted using the proposed algorithm until the output parameters of the virtual measurement model match the result of the reference plant. After the adaptation, the input to the virtual measurement model is considered an estimation for position and extent. The main contribution of this paper is the reference model concept and an adaptation algorithm to optimize the input of the virtual measurement model.
Virtual measurement models (VMM) can be used to generate artificial measurements and emulate complex sensor models such as Lidar. The input of the VMM is an estimation and the output is the set of measurements this estimation would cause. A Kalman filter with extension estimation based on random matrices is used to filter mean and covariance of the real measurements. If these match the mean and covariance of the artificial measurements, then the given estimation is appropriate. The optimal input of the VMM is found using an adaptation algorithm. In this paper, the VMM approach is expanded for multi-extended object tracking where objects can be occluded and are only partially visible. The occlusion can be compensated if the extension estimation is performed for all objects together. The VMM now receives as input an estimation for the multi-object state and the output are the measurements that this multi-object state would cause.
In multi-extended object tracking, parameters (e.g., extent) and trajectory are often determined independently. In this paper, we propose a joint parameter and trajectory (JPT) state and its integration into the Bayesian framework. This allows processing measurements that contain information about parameters and states. Examples of such measurements are bounding boxes given from an image processing algorithm. It is shown that this approach can consider correlations between states and parameters. In this paper, we present the JPT Bernoulli filter. Since parameters and state elements are considered in the weighting of the measurement data assignment hypotheses, the performance is higher than with the conventional Bernoulli filter. The JPT approach can be also used for other Bayes filters.
Multi-object tracking filters require a birth density to detect new objects from measurement data. If the initial positions of new objects are unknown, it may be useful to choose an adaptive birth density. In this paper, a circular birth density is proposed, which is placed like a band around the surveillance area. This allows for 360° coverage. The birth density is described in polar coordinates and considers all point-symmetric quantities such as radius, radial velocity and tangential velocity of objects entering the surveillance area. Since it is assumed that these quantities are unknown and may vary between different targets, detected trajectories, and in particular their initial states, are used to estimate the distribution of initial states. The adapted birth density is approximated as a Gaussian mixture, so that it can be used for filters operating on Cartesian coordinates.
Random matrices are used to filter the center of gravity (CoG) and the covariance matrix of measurements. However, these quantities do not always correspond directly to the position and the extent of the object, e.g. when a lidar sensor is used.In this paper, we propose a Gaussian processes regression model (GPRM) to predict the position and extension of the object from the filtered CoG and covariance matrix of the measurements. Training data for the GPRM are generated by a sampling method and a virtual measurement model (VMM). The VMM is a function that generates artificial measurements using ray tracing and allows us to obtain the CoG and covariance matrix that any object would cause. This enables the GPRM to be trained without real data but still be applied to real data due to the precise modeling in the VMM. The results show an accurate extension estimation as long as the reality behaves like the modeling and e.g. lidar measurements only occur on the side facing the sensor.
The random matrix approach is a robust algorithm to filter the mean and covariance matrix of noisy observations of a dynamic object. Afterward, virtual measurement models can be used to find iteratively the extent parameters of an object that would cause the same statistical moments within their measurements. In previous work, this was limited to elliptical targets and only contour measurements.In this paper, we introduce the parallel use of an elliptical, triangular and rectangular-shaped virtual measurement model and a shape classification that selects the model that fits best to the measurements. The measurement likelihood is modeled either via ray tracing, a uniformly or normally spatial distribution over the object’s extent or as a combination of those.The results show that the extent estimation works precisely and that the classification accuracy highly depends on the measurement noise.
