IEEE Int. Conf.

Neural Networks & Signal Processing

Nanjing, China, December 14-17, 2003

A NOVEL MOTION MODEL AND TRACKING ALGORITHM

Dang, Jianwu

Huang, Jianguo

College of Marine Engineering, Northwestem Polytechnical University

Xi'an, Shaanxi, 710072, China
ABSTRACT
A novel motion model and adaptive algorithm for tracking
maneuvering target are proposed, in which the
acceleration of maneuvering targets is considered as a
time-correlation random process with non-zero mean
values and the probability density of the acceleration is
assumed Gaussian diseibution. The mean value of the
distribution function is the optimal estimation of the target
acceleration at present and its variance is directly
proportional to the square of the differential coefficient of
the optimal estimations of the target acceleration at present.
The Monte Carlo simulation results show that the model
and adaptive algorithm proposed in this paper can estimate
the position, velocity and acceleration of a target well and
requires less computation than the others, no matter what
the target is maneuvering at any form.

Thereafter Blom, Barshlom, etc [6], [7], [IO], and [ I l l

developed and completed the IMM tracking algorithm in
theory. In 1989, B a n g Boyan [8] developed the Truncated
Normal model of maneuvering targets, which differed
from the Current model in that probability density of
targets acceleration was assumed truncated normal
distribution.
In this paper, only single model of .maneuvering
target is discussed and a novel model, i.e. Adaptive
Gaussian model (AGM) was presented, in which the
acceleration of a unknown target was considered as a
Gauss-Markov random process with non-zero mean values
and its probability density was assumed normal
distribution. The mean values of the normal distribution
was considered as the optimal estimation of target
acceleration at present and its variance is proportional to
the square of the differential coefficient of the optimal
estimations of the acceleration at present.

2. ADAPTIVE GAUSSIAN MODEL

2.1. First order timecorrelation model with non-zero
mean values
1. INTRODUCTION

During the last three decades, the model of maneuvering

targets has been studied and some useful results have been
achieved. In 1970, R. A. Singer [ I ] put forward a
time-correlation model of maneuvering targets with zero
mean values, i.e. Singer model, in which the acceleration
of maneuvering targets was considered as results forced by
random noise. Based on the above, the statistic model of
maneuvering targets was given. In 1979, R. L. Moose, etc.
[2] brought forward the Semi-Markov statistic model of
maneuvering targets with random switch-mean, which was
more advanced than Singer model. In 1983, R. F. Berg [3]
suggested revised Singer model, which introduced the
differential coefficient of the mean values of targets
acceleration to Singer model. In 1984, Dr Zhou H. R. [4]
given the Current statistic model of maneuvering target
based on the Singer model, in which the non-zero mean
values of acceleration was inducted and the acceleration of
maneuvering target was thought the revised Raly-Markov
process. In 1984, H. A. P. Blom [SI proposed the
interacting multiple model (IMM) of maneuvering targets
that is based on the single model of maneuvering motion.

0-7803-7702-8/03/ $17.00 02003 IEEE

When a target maneuvers, its acceleration is not always a

stationary random process. Assuming the acceleration
following a f m t order time-correlation random process
with non-zero mean values, i.e.:
i ( t )= E

+ a(t)

(1)

wherex(t) is the position of the target at t, 2 ( t ) is the

is the
i mean value of acceleration and
acceleration, ?
~ ( r )is the colored acceleration noise with zero-mean
values. Letting the time-correlation function of a(t) be
the form with exponential attenuation [I]:
R~(.)=E[a(f)a(f+r)]=u~e-""'
(a>O)
(2)
where
is the variance of acceleration and a is the
frequency of targets maneuver, i.e. the reciprocal of the
maneuvering time constant.
Showing colored noise on Eq. (1) and (2) as the
following result driven by white noise:

where

604

H(s)=

1
s+a

k(t)=AX(t)+B;i+Cw(t)

(4)

(11)

where

o(s) = L[R,(r)J = 2ao:

(5)
here &(q means the correlation function of white noise
W(t) '

Based on the above, fust order time-correlation

model of maneuvering acceleration with zero mean values
is
i ( t ) = -ua(t) + w ( t )
(6)
where the variance of input white noise is
a: = 2 a a
(7)
According to Eq. (1) and (6), fmt order time-correlation
model of maneuvering acceleration with non-zero mean is
X(t) = ?
a ( ti
) +
(8)

a ( t ) = - a a ( f )+ w ( t )

x ( r ) , q r ) , q r ) and a is respectively the position,

velocity and acceleration of the maneuvering target at t
and W ( t ) N(O,Za<).
Letting T be sampling period, the discretized-time
state equation of the continuous-time system in Eq. (11)
can be obtained as following:
X ( k + I)= O(k + I , k ) X ( k ) + U ( k ) Z + W ( k )
(12)
where
X ( k + I) = [ x ( k ) , f ( k+ I ) , i ( k + I)]'
(13)

2.2. Adaptive Gaussian model

(14)

If prior knowledge about the statistical characters of

maneuvering targets acceleration can't be obtained, the
probability density of first order time-correlation model of
maneuvering acceleration with non-zero mean described
in Eq. (8) may be regarded as the Gaussian distribution
andi variance
, i.e.
with mean value ?

- N(z,a:)
( t-)N ( 0 , 2 a u : ) .

X(f)

a(t) N(O,(T)

and
(-I

+ aT +

In terms of the characteristic of Gaussian distribution,

the PDF of maneuvering acceleration X ( t ) is

(15)

(16)

(-T+aT2/2+(l-e~"')/a)/a'
(-1 + a ~e-")/a'
+

In view of the estimating theory, letting the mean

value a of maneuvering target acceleration equal to the
condition expectation of the maneuvering acceleration as
the observation values of a system is z ( t ) , i.e. the
optimal estimation of state variable x ( t ) ,and setting

1 i ( t ) I /a, = b i.e. 1 B(t) 1 b =

(IO)
where i ( t ) is the differential coefficient of the optimal
estimation of maneuvering acceleration : ( I ) , b is the
variance adaptive coefficient to be a constant.
Adaptive Gaussian model of maneuvering target
acceleration is expressed completely in Eq (S), (9) and
(10).

(I - e-")/a

and w(k) is a discrete time white noise with variance

QW.

In view of the observation equation of tracking

system
Z ( k ) = H ( k ) X ( k )+ V(k)
(17)
Where ~ ( k=)(I,o,o]', V ( k )is the observation noise, and

E [ V ( k ) l = 0, EIV(k)V(k)rl= R(k)
(18)
The Kalman filtering equation used to estimate the motion
state of tacking system shown in Eq. (12) and (17) are as
follows:
~ k + I / k + l ) = ~ k + I / k ) + K ( k + ~ ) ~ k + ~ - ~ ( k t ~ ~ ( k(19)
+~/k)l
i ( k + Ilk)= O(k+ I , k ) B ( k / k ) + U ( k ) A

(20)
K(k+l)=~k+l/k)lp(k+l)~k+l~k+i/k~(k+l)+~k+l)~'

3. ADAPTIVE TRACKING ALGORITHM

To simplify the illumination in this paper, only one
dimensional tracking in a rectangular coordinate is studied.
The other two dimensional cases are similar.
In view of Eq. (S), the state equation of a target
tracking system is

605

~ ( k i+l k ) = @(k + i , k ) ~ ( k i k ) ~ ' (+ki , k ) + ~ ( k )

P(k + l/k+ I)[I - K ( k + I)H(k+ 1)p(k+I / k )

where

(21)
(22)
(23)

411

Q ( k ) = E [ w ( k ) w r ( k ) l=

421

411

412

432

.2ao:

presented in [4] are shown in this paper.

In the Fig.1, 2, and 3, "RMSE" means the mot
mean square error and "ME" means the mean error.

(24)

[%,4 2 3

+ W +2dT3/3-2aiT2 -@e?)/(&)

(25)
q,? =(e-*" + 1 - 2 8 + W e - " - 2 a ~ + a ' ~ ~ ) / ( ~(26)
a')
ql, =(I
-e-*= -2aTe-"T)/(2a')
(27)
q2* = ( 4 ~ -' 3 - e-2a' + 2 d 7 / ( 2 2 )
(28)
q21=(e-*" + I - 2e-")/(2a2)
(29)

ql, =(I -e?

(30)
Letting n = & i k ) and B = ( g ( k / k )- ;(k - I / k - I))/T .
According to Eq. (12), (14), (15) and (20), the following
equation can be achieved
k ( k + I / k ) = ID,(k+ I,k)2(k,k) + U , ( k ) t
(3 1)
where
I T 71/2
(-~+ar'/2+(1-8)/a)/a
,q(k+Lk)=O[o I T
T-;W$)/a
132)
q33=(I -e-'"')/(2a2)

1,

When using Eq. (22) to calculate P ( k + l / k ) , let

10

f ,

(33)
The tracking algorithm of the system shown in Eq.
(12) and (17) based on AGM can be obtained from Eq. (19)
to Eq. (33).
0:

Fig.1. A target maneuvers in snaking

=((a(k/k)-a(k- l/k-l))/T)2/b2

% a

4. MONTE CARLO SIMULATION

In order to evaluate the AGM of the maneuvering target

presented in this paper, some Monte Carlo simulation are
conducted on the condition of typical underwater targets
maneuver. The values of the parameters and the initial
values of maneuvering target in Monte Carlo simulation
are as follows:
(I). When a target maneuvers at a constant speed
~ ( 0 =) 500 m, y(0) = 0 , k(0) = 0, v r = 20mis, y y = 0,

Fig.2. A target maneuvers at a constant acceleration

nrbnugapndpallm

Y r = ~ , n w = ~ 0 m / s 2 ,a=0.1, ~ = t .
(2). When a target maneuvers at a constant acceleration
~(0=
) 500 m, y(0) = 0 , k(0) = 0, v, = IOmis, v y = 0,

V,=O,

~ , = I O ~ / S ~ ~
,

= o . I ,T = I , a ,

5m/s2.

(3). When a target maneuvers in snaking

~ ( 0 ) = 5 0 0 m, y(0) = O , h ( ~ ) =0, a, = 10mis2,
a = 0.1, T = 1. The amplitude values of target
maneuvering is 5001x1 and its radian 6equency is 2 n 1200.
In Monte Carlo simulation, when a target maneuvers
in the difference forms, the Singer model in [I], the
Current Statistic model in [4], the Truncated Normal
Probability Density model in [9] and AGM in this paper
were respectively simulated by sixty runs. Because of the
limitation of paper pages and the similarity of the
simulation results, only typical figures of the simulation
results compared with the Current Statistic model

606

Fig.3. Atarget maneuvers at a constant velocity

The conclusions can be found from the Fig.l,2 and 3

that no matter what a target maneuvers in any of three
forms, the AGM has better performance of adaptive

hacking and its estimate errors on the position, velocity,

and acceleration is less thm that of the other models.
5. CONCOLUSION
In this paper, a novel target motion model and its adaptive
hacking algorithm was given, and a large number of
Monte Carlo simulation experiments were made. The
theory analyzing and simulation results show that the
AGM presented in this paper characterizes exactly the
maneuver of target and the physical meaning of the mean
and the variance of the Gaussian distribution. When any
prior knowledge about the characteristic of maneuvering
target can't be obtained, The AGM has better performance
of adaptive hack and less tracking error than that of the
other models.

REFERENCES
[I]

R. A. Singer, Estimating Optimal Tracking Filter

Performance for Manned Maneuvering Targets, IEEE
Transactions on Aerospnce and Elecmnic Systems, 1970,
6(4): 473--483.

[Z]

R. L. Moose, etc., Modeling and Estimation for Tracking

Maneuvering Targets, IEEE Transactions on Aerospace
Elecmn Systems, 1979, 15(3), 448--456.

[3]

R. F. Berg, Estimation and Prediction for Maneuvering

Twet Trajectories, IEEE Transactions on Automatic
Coi!ml, 1983,28(3)

r41

Zhou Honmen. Kumar K S P. A current statistical model

and adaptive algorithm for estimating maneuvering targets.
AIAA J
d on Gidawz, C " 1 and @f"b,
1984,7(5):
5 w .
H. A. P. Blom, An effrcient filter for abruptly changing
systems, Proc IEEE CDC,1984, pp656.
H. A. P. Blom and Y. Bar-Shalom, The IMM algorithm for
system with Markovian switching coefficients, IEEE

[71

Y. Bar-Shalom, K. C. Chang and H. A. P. Blom, Tracking a

maneuvering target using input estimation. versus
interacting multiple model algorithms, IEEE Transactions
on Aerospace Elecmn .$Weins, 1989,25(2).
T. L. Song, Suboptimal Filter Design with
Pseudemeasurements for Target, IEEE Transactions on

Transactions on Automatic Control, 1988,VoL33,780--783.

Aerospace Electron Systems, 1988,24(1).

Zhang boyan, Cai qingyu and Yuan zengren, A New
Method for Tracking Maneuvering Targets, Modeling,
Simulation & Control, C, AMSE Press, 1989,18(4): 7-14.

H.Wang, T.Kirubarajan, and Y. Bar-shalom, Precision

Large Scale Air Traffic Surveillance Using
IMM/Assignment Estimators, IEEE Trans. Aerospace and
Elecrmnics Systems, 1999,35(1): 255-266.

B.Chen and J.K.Tugnait, Interacting Multiple Model

Fixed-Lag
for Markovian Switching
- Smoothing
-Algorithm
.
Systems, IEEE Trans. Aerospace and Electronic Sysfem.
2000,36(1): 243-250.

607