1992 ACC/WM1 2

Two-Stage Alpha-Beta-Gamma-Lambda Estimator For

Tracking Constant Speed, Maneuvering Targets '

W.D. Blair and G.A. Watson

Weapons Control Division
Naval Surface Warfare Center
Dahlgren, Virginia 22448-5000

Abstract estimate the target acceleration and correct the position

and velocity estimates of the a,# filter whenever a ma-
The two-stage Alpha-Beta-Gamma-Lambda estima- neuver is detected [5]. As suggested in [6,7] for the two-
tor is proposed as an alternative to adaptive gain versions stage Kalman estimator, the two-stage a, 3, j estimator
of the Alpha-Beta and Alpha-Beta-Gamma filters for tracks the position and velocity in the first stage, which
tracking constant speed, maneuvering targets. This two- is a standard a,/3 filter, and the acceleration is tracked
stage estimator is the two-stage Alpha-Beta-Gamma es- in the second stage, which is a standard single gain filter.
timator with the kinematic constraint for constant speed The output of the acceleration filter can be used to ad-
targets included in the second stage. The purpose of this just the estimates of the a, /3 filter when a bias is detected.
paper is to accomplish constant gain, variable dimension This approach to tracking maneuvering targets is similar
filtering for constant speed, maneuvering targets with the to input estimation [8,9] with the exception that the ac-
two-stage Alpha-Beta-GammaLambda estimator which celeration is modeled as a stochastic process instead of a
is derived from a two-stage Kalman estimator. A pro- deterministic process as in input estimation. Thus, the
cedure for filter parameter selection is also given along estimator has the good noise reduction associated with
with a technique for maneuver response. Simulation re- the a,/ filter when the target is not maneuvering, and
sults are given to demonstrate the benefits of including when a maneuver is detected, an acceleration estimate is
the kinematic constraint. available to compensate the estimates of the at, / filter.
The purpose of this paper is to extend the work of [5] for
Introduction
1. the two-stage a, /, j estimator for constant gain, variable
dimension filtering to include the kinematic constraint for
For tracking systems with a uniform data rate and constant speed targets as a pseudomeasurement. This
stationary measurement noise, nonmaneuvering targets new filter will be the two-stage a,/3, , A estimator with
can be accurately tracked with an a, filter. However, A being the gain for the pseudomeasurement.
when the target maneuvers, the quality of the position
and velocity estimates provided by the filter can degrade The paper is organized as follows. The two-stage
significantly, and for a target undergoing a large maneu- estimator of [11] is presented in Section 2. In Section
ver, the target track may be lost. An ca, /, y filter can be 3, the two-stage a, 3,j, A estimator is derived, and some
used to track such a target, but if the target maneuvers relations for selecting the gains are presented. Simulation
with constant speed, the accelerations are not constant in results are given in Section 4 while concluding remarks are
an inertial tracking frame. For a constant speed, maneu- given in Section 5.
vering target, a kinematic constraint can be utilized as a
pseudomeasurement to improve the filter response to the 2. Two-Stage Kalman Estimator
time varying accelerations [1]. If the a gain of the a, ,B, Consider the problem of estimating the state of a lin-
filter is chosen small to achieve good noise reduction, the
ear system in the presence of a random bias that influ-
"optimal" 7 will be very small [2] and the acceleration es-
ences the system dynamics and/or observations. The bias
timates will respond very slowly to a maneuver. Thus, in vector may represent a part of the augmented system
order for the a,/,, y filter to respond quickly to a maneu-
state whose behavior is unknown [10]. The idea of us-
ver, a must be maintained at a high level and the filter
will provide poor noise reduction (noisy estimates) when ing a two-stage filter to implement an augmented state
the target is not manuevering. filter was introduced in [10]. The idea is to decouple the
central filter into two parallel filters. The first filter, the
An alternate approach to the adaptive gain techniques"bias-free" filter, is based on the assumption that the bias
of [3,4] which seems to be attractive is to continuously is nonexistent. The second filter, the bias filter, produces
an estimate of the bias vector. The output of the first
filter is then corrected with the output of the second fil-
' This work was supported by the AEGIS Program Office, ter. It was shown in [10] that if the bias is deterministic
Naval Surface Warfare Center, Dahlgren Virginia. and constant but unknown, the two-stage filter is equiva-

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 lent to the aumented state filter. It was shown im [6,11] .-4 .4 rGebnIQ,n1(
"blb-1 =-'b-iIb- + tJk-iWb kit_b)T
T
(2.14)
that under an algebraic coniraint on the correlation be- -4 =-1
tween the state proces noise and the bim procem noise,
the propoed two-tage Kalma esftimator is equivalent
K,, = l-Sk
to the augmented state Kalnan filter. Consider a linear _
[ +H ePjk_.Hj + Rk]-l (2.15)
system whose dynami is modeled by -4 )4 -14
--
P,,gk = (I -KkkPll (2.16)
Xk+-= F,X, + G&I'& + Gf Wx (2.1) when
b+l = bi + Gt W (2.2) Sk = H,Uk + Ck (2.17)
Uk = Fk-1.Vk-1 + Gk-1 (2.18)
where Xk is an n dimensional system state vector, b,, is a V1 = (I-kf Hk)Uk + MCk, (2.19)
p dim onal bias vector. This ystem may represent the
dynamics of a maneuvering target, where the position ad and rk is the residual of the bias-free filter. Initialization
velocity are the system state and the bias represnts the of this bias filter will be discumed later.
target acceleration. The Wx and W& are white Gaussian
sequences with zero means ad variances given by The algcrithm for compensating the output of the
bias-free filter with the output of the bias filter is given
E[WI(W,j)T] = Qlbbk (2.3) by
E[Wk:(t)TJ
-I Q6 (2.4) Xkll = Xbli + Vkbklk (2.20)
E[WIx(W19] QX, (2.5)
The state _murement model at time is given by
Pklk = Ni1 + (2.21) licPbll?k
P"i1 = V1bklk (2.22)
Yk HbXk + Ckbk + vb
= (2.6)
Pklb= AIbk (2.23)
where Yk is the meaurement and vb N(O,R;) is the --

measurement error. The standard approach to estting Theorem: If

the state and bias is to form an aumented state model
which includes both the bias ad the state. With this GXQXI(Gb)T = u (2.24)
augmented state model, a Kalma filter may be used to
produce the optimal state estimates. and the error covaiance Q1 of the process noise of the
If the bias term is ignored, (bk = 0), the bias-free filter bias-free filter model given by
is the Kama filter based on the model in Eqs. (2.1) ad
(2.6), where fictitious statistics are used for Wk (i.e. Qx Q=(Gk)T
-= f - U1+1G'Q (G)U4+ (2.25)
is used instead of GX QX(GX)T). The bias-free filter is
given by i positive semi-definite, then the filter given by Eq.
(2.20)(2.23) is equivalent to the au ted state filter.
Xk,k-1 F,,1X_.11,l,.
= (2.7) Proof: See [11]
Xkgk= Xklk1+Kk tyi - HkXklk1] (2.8) While the algebraic constraint of Eq. (2.24) will not
=b_b. = F1.1PfX..I_..F- + 1 (2.9) vides a basisbyforalmost all real
be satisfied systems, the theorem pro-
messing the optimality of a two-stage
Ni1 = (I-K H1)Pk1._ (2.10) estimator when applied to specific problems. For initial-
ization of the two-stage Kalman estimator, P42,= 0 if
xt = P4I- H H [Hk P kIHTR- + (2.11) the initial estimate of the bias is uncorrelated with the
initial estimate of the bias-free state. If PJlo= 0, Eqs.
where Qh wil be defined later. The X1lk represents the (2.22) and (2.19) imply that Vo = 0 and Uo = 0. Note
estimate of the state process when the bias is ignored, that initialization does not require Pjf = 0 [7,11].
and j5lk--x is the eror covariace of
Xklb.
When designing the two-stage estimator, Q1 can be
As in [10], a separate filter may be used to estimat chosen to obtain the desired response of the constant ve-
the bias vector from the residual sequence of the bias-free locity filter and Q6 can be chosen for maneuver response.
filter. The bias filter is given by In this type of design procedure, Qt is chosen to be pos-
itive semi-definite ad QF is allcmed be a free paraneter
bbIb..-j = bk1-lk_. (2.12) that depends on the selection of and Q.
Qt
bklk = bklk-1 +xtfk - S1-b111.] (2.13)
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 3. Two-Stage a,f,j Estimator
in the two-stage a,f,jB estimator, the position and
velocity are tracked in the first stage, which is a stan-
dard a, # filter, and the acceleration is tracked separately
in the second stage, which is a standard single gain filter.
The output of the acceleration filter can be ued to adjust
the estimates of the a,fi filter when a maneuver is de-
tected. However, when tracking two or three dimensional
target motion with two-stage a, 6, I estimators operating
separately in each coordinate, the state estimates will be
biased for targets maneuvering with constant speed be-
cause the acceleration is time-varying. This bias in the
state estimates can be reduced through the use of the
kinematic constraint for constant speed targets as in [1].
The two-stage a, P, I estimator utilizing this congtraint
in the second stage will be called the two-stage a, fi, ¶, A
estimator. For constant speed targets,
of the constraint and equivalent for both the two-stage
a,,t estimator and the two-stage a,cv,P,,A etimator.
The second elem of S is given by Sf = Cf. Also, since
the errors on the measurement and the constraint are
assumed to be independent, the measuremet update and
the constraint update of the bias filter will be performed
separately with the meaurement-updated acceleration
estimates being used to compensate the velocty estimates
in the pseudomeasurement. Thus, the bias filter of Eqs.
(2.12)-(2.16) corresponds to the standard constant state
ifiter with the residuals of the biafree filter r and
the pseudomeasurement as the inputs. Since the bias
corresponds to a scalar acceleration, the bias filter gai
includes a scalar gain for both the bias-free filter residual
and the constraint. Let the bias filter gain for the bias-
free filter residuals be represented by
-4
Kk, = i
(3.9) Sl- k >0

Sklk (-ikjkk + ikilkk ++4jZ) 31 where j and Skare positive scalars obtained from Eqs.
(3.1)
+ 6j3I iL-IkZk' = 0
(2.15) and (2.17) withSh being the first element of Sk.
Let the gain for the constraint be repreented by
where Sklk = (4kj + k1 + 4i)0 is the filtered target
speed at time k [1]. For the two-stage approach, the Kc = A kC k >0 (3.10)
measurement equation for the z coordinate with &b = Ak
is given by where Ak is a positiVe scalar. Letting Ab = bk, the
equations for the two-stage a,f, jB,A estimator are as
follows.
[ ( 1|t + iklkz;kI)]
kIkb [o 0 Xk Prediction:
+ [g:]Ak+ [;kts2) Xkl_tl = F_L-Xk-_lk- (3.11)
Akik-I = At-_lit-1 (3.12)
C iL1k (3.3)
SkI,,
Uk = P Uj_j + CX-, (3.13)
where Y, is the z coordinate position measurement, v, -u 1¶1
N(O, R,) is the meaurement error, pk N(O, R ) is the
constraint err, and Ak is the r coordinate acceleration.
Measurement Update:
Since the bias-free state is not observed through the
pseudomeasurement, its gain in the bias-fee filter can be
shown to be zeo. Thus, the bias-free filter can be defined XLlL = XltI,,l + Rt(Yk -HkXi_) (3.14)
as if the ematic cntraint is not being used. As in 15], A-lit = (1 - + (3.15) I,)AkI,L1 jk(Si)1(r)
the bias.free fiter of Eqs. (2.7)-(2.11) corresponds to the
standard constant velocity filter when Contrain Update:
F [0 1] (3.4) A1,, A,,, - AC:k
= z + J + i4,z,kjk)
(3.16) -k

(3.5)
-

el; rkGkGhT
= Output Correction:
Gk= [T2 riT (3.6)
Xklk = XJtjk + Vkxi;l (3.17)
H = [1 0] (3.7) 1 -a 0^
&a= ak #]T (3.8) V= Pk 1 ui; (3.18)
bT
for scalar acceleration error variance qZ. Using Esp. The velocities of Eq. (3.16) are temporarily compensated
(2.17) - (2.19) in conjunction with Eq. (3.2), U,,, VK,, and with the acceleration estimates before updating the accel-
the first elemet of S, can be shown to be independent eration with the kinematic constraint. The bias filter is

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 initialied wh Ao-1.=OandUo=[O flthemea- where a denotes the alpha gain of a standard a, fi, y filter
surement rate is uniform (i.e., T is constant), the statis- that is desired for tracing through maneuvers. Using
tics of the It, traint, and acceleration e- the results of [2] and [5], a match between the velocity
rors are stationary(i.e., eR= and ==&,2), then the vaiances is given by
bia-free filter in steady-sate conditions corresponds to
an a 5 filter with ak = a and Al = J Using Eqs. (3.9) [{1-aA {a+ 0.25t(fl- 2a'-4) 0
and (3.13), the following steady-state parameter are &} \
[\1- (a - 0.54) 0.5#J
(3.28)
Uk = U = [ ( + O.S)T] (3.20)
where &,i, j denote the gain of a standard a,t ,'y filter
that is desired for tacing through maneuvers. Note that
(3.21) the jof
Vk = V= (1-. a)j (-0.5)TJ Eqs. (3.28) and (3.29) is one half that given in
[2] because the "2 in the acceleration gain is included in
Sk=[ ] (3.22) 7. For a match between the acceleration variances,
The bias filter is a two gain filter with the residuals of the 7p2 (3.29)
bias-free filter multiplied by (S)-1 and the pseudomea-
surements asinputs. Since the lmangaiattime k is
given by the product of the filtered eror covauiance, the The gami y can also be selected from the parameters ia2
obsrvation matrx, and the invere of the observation and 4 with the relationship
matrix,
error covariance
4
(3.30) 92
(1 ) 2-
75 = P&to- (3.23)
Ac5C = %'kCkVOr;2 (3.24) When selecting A, the scalar relationship between A and j
can be adjusted to tune the filter. A gain scheduling tech-
where 42 is the variance of the residual errors entering nique for initializing the two-stage a, f, j estimator given
into the bias filter (i.e. after the residuals have mltiplied in [5] can be used for the two-stage a,f,8j,A estimator
by (Sk)-1). Thus, Eq. (3.23) and (3.24) gives with
Af= r165+1' 6<1 (3.31)
=
=;77
¢2@ 7 (3.25)
where ro is chosen for steady-state conditions and r, is
Al

chosen for initialization.

and the output variance of the second stage is given by
P*lkI=k74>r=4T(la)
If the statistics of ri are stationary, the bias filter will
achieve steady-state conditions when the statistics of Wk
are stationary (i.e., Q4 = 42) and the kinematic con-
straint is not included. Thus, for simplification, the gan
7w ill be usumed to reach a steady-tate value j. Thus,
covariance matrix of the output of the two-stage a, Pt t, A
estimator will the equivalent to that of the two-stage
a, f, estimator given in [5].
Since the algebraic constraint of (2.24) will not be sat-
isfied, two-stage estimator with the acceleration estimates
compensating the a, f filter wil not be idential to the
augmented state filter. However, the position, velocity, or
4. Example
(3.26) As an emple, a tracking system that measures a tar-
get's position at 2 Hz with erors that have 6 meters stan
dard deviation in range and 2 mrad standard deviation
in bearing and elevation. For an a,f,8y filter, a = 0.40,
p = 0.1 and - = 0.013. For the two-stage estimator,
a = 0.3,
O = 0.053 and j = 0.19, where Eq. (3.28) was
used to compute ¶. From Eq. (3.31), ro = 0.75, r1 = 400,
and S = 0.75. While varous techniques can be used for
maneuver detection, a soft switch appoach was chosen.
For the soft switch approach, the acceleration filter in
each coordinate is duplicated in the maneuver detector
with bjk as the filter output. As a result, the gain for
compensating the a,fl filter is given by
lbkI < 4.0
0,

acceleration variances of the two-stage estimator and the

a, fl,y filter can be matched. Using the output covarance Gss = 1.0, IbkI > 6.0 (4.1)
matrix given in [5] for the two-stage a, P,y estimator and
the results of [2] to match the position vaiances, j is 0.5(bskI 4.0), otherwise. -

given by
= (1- a) Also, in order to improve maneuver response, the magni-
(3.27) tude of bb is restricted so that I6bl S 6.2. Using the soft

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 switch approach, the correction to the output of the bias-
free filter with the ccderation stimates i multiplied
by Gss. Simulated tr in results from a Monte Carlo
simuaktion with 200 experiments are given in Figure 1 for S
the a,fl,7 filter and the two-stage with and without the
kinematic constraint. For this example, the target moved
with constant velocity except for a 4 g turn from 12 to
24 seconds. The target began at a range of 17.5 km and
moved at a constant speed of 300 m/s to a final range of I
9.3 km. A sacond order system with an approximate time
constant of 2 seconds was used to model the dynamics of
the target.
5. Summary and Conclusions
The two-stage a,fl, t, A estimator is simple so that it
can be implemented in current systems with a modest
increase in the computational burden and memory. This

1- ¶V'
two-stage estimator has the potential to provide signif- 30 1
15
icant performance gains in the tracking of maneuverig
targets within systems that are responsible for tracking
and engaging a large number of targets. Also, since the
two-stage estimator maintains an a,# filter track at all
times, the command and control decisions as well as ma-
neuver detection can be made with greater consistency 20 'I
with the two-stage estimator than with other adaptive w- f'OO
filtering techniques where the gains are increased. When
using the two-stage estimator, the kinematically con- & MVJIMXNflA WJM
strained second stage can be paraleled with the stan- 08]P.L. 10gla 15 a 2u 30 Uu 40
dard second stage so that variable speed targets can also
be tracked by selecting the more accurate second stage.
However, further research is needed for the two-stage es-
timator to develop procedures for improved maneuver re-
sponse and selecting the more accurate second stage.
40M A1~
K ~ 1
References
[1] A.T. Alouani, and W.D. Blair, "Use of a Kiematic
Constraint in Tracing Constant Speed, Maneuvering
Targets," Proc. of 30th IEEE Conf. on Dec. and Cont., 20 '-
Brighton, UK, Dec. 1991, pp. 2055-2058. lnput stimaton," 1E:E linut (5cc Eec.)yt) E
[2] P.R. Kalata, "The Tracking Index: A Generalized
Parameter for a - f and a - -y Target Trackers,"
IEEE Trans. Aero. Elect. Syst., AES-20, March 1984, pp. [10 B
174-182. o l1 15 30 l i30 W5 40
[3] B.H. Cantrell, Adaptive Tracking Algorithms, NRL
Report, Washington, DC, April 1975.
[4] S.S. Blackman, Multiple-Target -Racking with Radar Figure 1. RMS Errors for Example
Applications, ARTECH House, Inc., Norwood, MA, 1986. tering,"lEk:E lhn~ss uo ot G 14,Ags 99
[5] W.D. Blair, "Two-Stage Alpha-Beta-Gamma Esti- Input []P.L. Bogler, "Tracking a Maneuvering Target Using
mator for Tracking Maneuvering Targets," Proc. of 1992 24, May Estimation," IEEE Trans. Aero. Elect. Syst., AES-
American Control Conf., Chicago, IL, June. 1992. 1987, pp. 293-310.
[9] Y.
[6] A.T. Alouani, P. Xia, T.R. Rice, and W.D. Blair, Association, Bar-Shalom and T. Fortmann, Tracking and Data
"A Two-Stage Kalman Estimator for State Estimation in Academic Press, Inc., Orlando, FL, 1988.
the Presence of Random Bias and Tracking Maneuvering [10] B. Fziedland, "Treatment of Bias in Recursive Fil-
Targets," Proc. of 30$h IEEE Con! on Dec. and Cont., tering," IEEE Trans. Auto. C-ont., AC-14, August 1969.
Brighton, UK, Dec. 1991, 2059-2062. [11] A.T. Alouani, T.R. Rice, and W.D. Bla.ir, "A Two-
[7] A.T. Alouani, P. Xia, T.R. Rice, and W.D. Blair, "A Stage Filter for State Esiaini the Presence of
Two-Stage Kalman Estimator for Tracking Maneuvering Dynamical Stochastc Bias," Proc. of 1992 American
Targets," Proc. of IEEE 1991 Inten. Conf. on Syst., Man, C-ontrol Conference, Chicago, IL, June 1992.
Cyber., Charlottesville, VA, Oct. 1991.

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