A comparison of particle filters and multiple-hypothesis extended Kalman filters for bearings-only tracking

David A Zaugg; Alphonso A Samuel; Donald E Waagen; Harry A Schmitt

doi:10.1117/12.541625

27 July 2004 A comparison of particle filters and multiple-hypothesis extended Kalman filters for bearings-only tracking

David A Zaugg, Alphonso A Samuel, Donald E Waagen, Harry A Schmitt

Author Affiliations +

Proceedings Volume 5430, Acquisition, Tracking, and Pointing XVIII; (2004) https://doi.org/10.1117/12.541625
Event: Defense and Security, 2004, Orlando, Florida, United States

Abstract

Bearings-only tracking is widely used in the defense arena. Its value can be exploited in systems using optical sensors and sonar, among others. Non-linearity and non-Gaussian prior statistics are among the complications of bearings-only tracking. Several filters have been used to overcome these obstacles, including particle filters and multiple hypothesis extended Kalman filters (MHEKF). Particle filters can accommodate a wide range of distributions and do not need to be linearized. Because of this they seem ideally suited for this problem. A MHEKF can only approximate the prior distribution of a bearings-only tracking scenario and needs to be linearized. However, the likelihood distribution maintained for each MHEKF hypothesis demonstrates significant memory and lends stability to the algorithm, potentially enhancing tracking convergence. Also, the MHEKF is insensitive to outliers. For the scenarios under investigation, the sensor platform is tracking a moving and a stationary target. The sensor is allowed to maneuver in an attempt to maximize tracking performance. For these scenarios, we compare and contrast the acquisition time and mean-squared tracking error performance characteristics of particle filters and MHEKF via Monte Carlo simulation.

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David A Zaugg, Alphonso A Samuel, Donald E Waagen, and Harry A Schmitt "A comparison of particle filters and multiple-hypothesis extended Kalman filters for bearings-only tracking", Proc. SPIE 5430, Acquisition, Tracking, and Pointing XVIII, (27 July 2004); https://doi.org/10.1117/12.541625

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