Joint Kalman filter for formation moving with wiener process acceleration

Itzik Klein; Ilan Rusnak; Yaakov Bar-Shalom

doi:10.1109/EEEI.2014.7005873

Joint Kalman filter for formation moving with wiener process acceleration

Itzik Klein, Ilan Rusnak, Yaakov Bar-Shalom

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

Recently, a Joint Kalman Filter (JKF) for tracking targets flying in formation was proposed and implemented for a constant velocity model. In this paper we extend this work and derive a JKF for a Wiener process acceleration target model. In this target model, it is assumed that the acceleration of all formation members is almost the same in its core structure. The closed-form analytical solution for the error state covariance of the JKF is used, gaining insight into the effect of the various parameters of the filter. It is shown that the Joint Kalman Filter has a lower estimation error compared to the case when an individual filter for each formation member is implemented. An advantage of the JKF is in situations when one of the targets is not detected, yet its state can still be estimated.

Original language	English
Title of host publication	2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781479959877
DOIs	https://doi.org/10.1109/EEEI.2014.7005873
State	Published - 2014
Externally published	Yes
Event	2014 28th IEEE Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014 - Eilat, Israel Duration: 3 Dec 2014 → 5 Dec 2014

Publication series

Name	2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014

Conference

Conference	2014 28th IEEE Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014
Country/Territory	Israel
City	Eilat
Period	3/12/14 → 5/12/14

Bibliographical note

Publisher Copyright:
© Copyright 2015 IEEE All rights reserved.

ASJC Scopus subject areas

Electrical and Electronic Engineering

Access to Document

10.1109/EEEI.2014.7005873

Cite this

Klein, I., Rusnak, I., & Bar-Shalom, Y. (2014). Joint Kalman filter for formation moving with wiener process acceleration. In 2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014 Article 7005873 (2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/EEEI.2014.7005873

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title = "Joint Kalman filter for formation moving with wiener process acceleration",

abstract = "Recently, a Joint Kalman Filter (JKF) for tracking targets flying in formation was proposed and implemented for a constant velocity model. In this paper we extend this work and derive a JKF for a Wiener process acceleration target model. In this target model, it is assumed that the acceleration of all formation members is almost the same in its core structure. The closed-form analytical solution for the error state covariance of the JKF is used, gaining insight into the effect of the various parameters of the filter. It is shown that the Joint Kalman Filter has a lower estimation error compared to the case when an individual filter for each formation member is implemented. An advantage of the JKF is in situations when one of the targets is not detected, yet its state can still be estimated.",

author = "Itzik Klein and Ilan Rusnak and Yaakov Bar-Shalom",

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year = "2014",

doi = "10.1109/EEEI.2014.7005873",

language = "English",

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Klein, I, Rusnak, I & Bar-Shalom, Y 2014, Joint Kalman filter for formation moving with wiener process acceleration. in 2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014., 7005873, 2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014, Institute of Electrical and Electronics Engineers Inc., 2014 28th IEEE Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014, Eilat, Israel, 3/12/14. https://doi.org/10.1109/EEEI.2014.7005873

Joint Kalman filter for formation moving with wiener process acceleration. / Klein, Itzik; Rusnak, Ilan; Bar-Shalom, Yaakov.
2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014. Institute of Electrical and Electronics Engineers Inc., 2014. 7005873 (2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AB - Recently, a Joint Kalman Filter (JKF) for tracking targets flying in formation was proposed and implemented for a constant velocity model. In this paper we extend this work and derive a JKF for a Wiener process acceleration target model. In this target model, it is assumed that the acceleration of all formation members is almost the same in its core structure. The closed-form analytical solution for the error state covariance of the JKF is used, gaining insight into the effect of the various parameters of the filter. It is shown that the Joint Kalman Filter has a lower estimation error compared to the case when an individual filter for each formation member is implemented. An advantage of the JKF is in situations when one of the targets is not detected, yet its state can still be estimated.

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Klein I, Rusnak I, Bar-Shalom Y. Joint Kalman filter for formation moving with wiener process acceleration. In 2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014. Institute of Electrical and Electronics Engineers Inc. 2014. 7005873. (2014 IEEE 28th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2014). doi: 10.1109/EEEI.2014.7005873

Joint Kalman filter for formation moving with wiener process acceleration

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