Shifted Rayleigh filter: a new algorithm for bearings-only tracking
A new algorithm, the "shifted Rayleigh filter," is introduced for two- or three-dimensional bearings-only tracking problems. In common with other "moment matching" tracking algorithms such as the extended Kalman filter and its modern refinements, it approximates the prior conditi...
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| Veröffentlicht in: | IEEE transactions on aerospace and electronic systems 2007-10, Vol.43 (4), p.1373-1384 |
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| container_title | IEEE transactions on aerospace and electronic systems |
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| creator | Clark, J.M.C. Vinter, R.B. Yaqoob, M.M. |
| description | A new algorithm, the "shifted Rayleigh filter," is introduced for two- or three-dimensional bearings-only tracking problems. In common with other "moment matching" tracking algorithms such as the extended Kalman filter and its modern refinements, it approximates the prior conditional density of the target state by a normal density; the novel feature is that an exact calculation is then performed to update the conditional density in the light of the new measurement. The paper provides the theoretical justification of the algorithm. It also reports on simulations involving variants on two scenarios, which have been the basis of earlier comparative studies. The first is a "benign" scenario where the measurements are comparatively rich in range-related information; here the shifted Rayleigh filter is competitive with standard algorithms. The second is a more "extreme" scenario, involving multiple sensor platforms, high-dimensional models and noisy measurements; here the performance of the shifted Rayleigh filter matches the performance of a high-order bootstrap particle filter, while reducing the computational overhead by an order of magnitude. |
| doi_str_mv | 10.1109/TAES.2007.4441745 |
| format | Article |
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(IEEE) 2007</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c302t-f062e85dfd1be40e288805ea709f89bd07ad305e4cff5903d46c209555ed990c3</citedby><cites>FETCH-LOGICAL-c302t-f062e85dfd1be40e288805ea709f89bd07ad305e4cff5903d46c209555ed990c3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/4441745$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>315,781,785,797,27928,27929,54762</link.rule.ids><linktorsrc>$$Uhttps://ieeexplore.ieee.org/document/4441745$$EView_record_in_IEEE$$FView_record_in_$$GIEEE</linktorsrc></links><search><creatorcontrib>Clark, J.M.C.</creatorcontrib><creatorcontrib>Vinter, R.B.</creatorcontrib><creatorcontrib>Yaqoob, M.M.</creatorcontrib><title>Shifted Rayleigh filter: a new algorithm for bearings-only tracking</title><title>IEEE transactions on aerospace and electronic systems</title><addtitle>T-AES</addtitle><description>A new algorithm, the "shifted Rayleigh filter," is introduced for two- or three-dimensional bearings-only tracking problems. In common with other "moment matching" tracking algorithms such as the extended Kalman filter and its modern refinements, it approximates the prior conditional density of the target state by a normal density; the novel feature is that an exact calculation is then performed to update the conditional density in the light of the new measurement. The paper provides the theoretical justification of the algorithm. It also reports on simulations involving variants on two scenarios, which have been the basis of earlier comparative studies. The first is a "benign" scenario where the measurements are comparatively rich in range-related information; here the shifted Rayleigh filter is competitive with standard algorithms. The second is a more "extreme" scenario, involving multiple sensor platforms, high-dimensional models and noisy measurements; here the performance of the shifted Rayleigh filter matches the performance of a high-order bootstrap particle filter, while reducing the computational overhead by an order of magnitude.</description><subject>Aircraft components</subject><subject>Algorithms</subject><subject>Approximation</subject><subject>Density</subject><subject>Density measurement</subject><subject>Electronic systems</subject><subject>Information filtering</subject><subject>Information filters</subject><subject>Matched filters</subject><subject>Mathematical models</subject><subject>Measurement standards</subject><subject>Noise reduction</subject><subject>Particle filters</subject><subject>Particle measurements</subject><subject>Performance evaluation</subject><subject>Platforms</subject><subject>Studies</subject><subject>Target tracking</subject><subject>Tracking</subject><issn>0018-9251</issn><issn>1557-9603</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2007</creationdate><recordtype>article</recordtype><sourceid>RIE</sourceid><recordid>eNqFkU9PwzAMxSMEEmPwARCXigOcOpw2SRNu0zT-SJOQ2DhHWetsGV07kk5o355WGxw4wMl69u_Zsh4hlxQGlIK6mw3H00ECkA0YYzRj_Ij0KOdZrASkx6QHQGWsEk5PyVkIq1YyydIeGU2XzjZYRK9mV6JbLCPrygb9fWSiCj8jUy5q75rlOrK1j-ZovKsWIa6rchc13uTvrTwnJ9aUAS8OtU_eHsaz0VM8eXl8Hg0ncZ5C0sQWRIKSF7agc2SAiZQSOJoMlJVqXkBmirRtsNxariAtmMgTUJxzLJSCPO2T2_3eja8_thgavXYhx7I0FdbboFuPYJlI2L9ke1iIRPCOvPmTTBnjQnDRgte_wFW99VX7r5aCccZl1m2jeyj3dQgerd54tzZ-pynoLifd5aS7nPQhp9Zztfc4RPzhv6df3I2Myg</recordid><startdate>200710</startdate><enddate>200710</enddate><creator>Clark, J.M.C.</creator><creator>Vinter, R.B.</creator><creator>Yaqoob, M.M.</creator><general>IEEE</general><general>The Institute of Electrical and Electronics Engineers, Inc. (IEEE)</general><scope>97E</scope><scope>RIA</scope><scope>RIE</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7SP</scope><scope>7TB</scope><scope>8FD</scope><scope>FR3</scope><scope>H8D</scope><scope>L7M</scope><scope>F28</scope></search><sort><creationdate>200710</creationdate><title>Shifted Rayleigh filter: a new algorithm for bearings-only tracking</title><author>Clark, J.M.C. ; Vinter, R.B. ; Yaqoob, M.M.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c302t-f062e85dfd1be40e288805ea709f89bd07ad305e4cff5903d46c209555ed990c3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2007</creationdate><topic>Aircraft components</topic><topic>Algorithms</topic><topic>Approximation</topic><topic>Density</topic><topic>Density measurement</topic><topic>Electronic systems</topic><topic>Information filtering</topic><topic>Information filters</topic><topic>Matched filters</topic><topic>Mathematical models</topic><topic>Measurement standards</topic><topic>Noise reduction</topic><topic>Particle filters</topic><topic>Particle measurements</topic><topic>Performance evaluation</topic><topic>Platforms</topic><topic>Studies</topic><topic>Target tracking</topic><topic>Tracking</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Clark, J.M.C.</creatorcontrib><creatorcontrib>Vinter, R.B.</creatorcontrib><creatorcontrib>Yaqoob, M.M.</creatorcontrib><collection>IEEE All-Society Periodicals Package (ASPP) 2005-present</collection><collection>IEEE All-Society Periodicals Package (ASPP) 1998–Present</collection><collection>IEEE Xplore</collection><collection>CrossRef</collection><collection>Electronics & Communications Abstracts</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>Technology Research Database</collection><collection>Engineering Research Database</collection><collection>Aerospace Database</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>ANTE: Abstracts in New Technology & Engineering</collection><jtitle>IEEE transactions on aerospace and electronic systems</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Clark, J.M.C.</au><au>Vinter, R.B.</au><au>Yaqoob, M.M.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Shifted Rayleigh filter: a new algorithm for bearings-only tracking</atitle><jtitle>IEEE transactions on aerospace and electronic systems</jtitle><stitle>T-AES</stitle><date>2007-10</date><risdate>2007</risdate><volume>43</volume><issue>4</issue><spage>1373</spage><epage>1384</epage><pages>1373-1384</pages><issn>0018-9251</issn><eissn>1557-9603</eissn><coden>IEARAX</coden><abstract>A new algorithm, the "shifted Rayleigh filter," is introduced for two- or three-dimensional bearings-only tracking problems. In common with other "moment matching" tracking algorithms such as the extended Kalman filter and its modern refinements, it approximates the prior conditional density of the target state by a normal density; the novel feature is that an exact calculation is then performed to update the conditional density in the light of the new measurement. The paper provides the theoretical justification of the algorithm. It also reports on simulations involving variants on two scenarios, which have been the basis of earlier comparative studies. The first is a "benign" scenario where the measurements are comparatively rich in range-related information; here the shifted Rayleigh filter is competitive with standard algorithms. 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| source | IEEE Xplore |
| subjects | Aircraft components Algorithms Approximation Density Density measurement Electronic systems Information filtering Information filters Matched filters Mathematical models Measurement standards Noise reduction Particle filters Particle measurements Performance evaluation Platforms Studies Target tracking Tracking |
| title | Shifted Rayleigh filter: a new algorithm for bearings-only tracking |
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