Porter, D. W. | Search NASA

NASA NTRS1980

Estimation of Kalman filter model parameters from an ensemble of tests

A methodology for estimating initial mean and covariance parameters in a Kalman filter model from an ensemble of nonidentical tests is presented. In addition, the problem of estimating time constants and process noise levels is addressed. Practical problems such as developing and validating inertial instrument error models from laboratory test data or developing error models of individual phases of a test are generally considered.

Gibbs, B. P.↗

NASA NTRS1979

Multiple object tracking with non-unique data-to-object association via generalized hypothesis testing

A generalized hypothesis testing approach is applied to the problem of tracking several objects where several different associations of data with objects are possible. Such problems occur, for instance, when attempting to distinctly track several aircraft maneuvering near each other or when tracking ships at sea. Conceptually, the problem is solved by first, associating data with objects in a statistically reasonable fashion and then, tracking with a bank of Kalman filters. The objects are assumed to have motion characterized by a fixed but unknown deterministic portion plus a random process portion modeled by a shaping filter. For example, the object might be assumed to have a mean straight line path about which it maneuvers in a random manner. Several hypothesized associations of data with objects are possible because of ambiguity as to which object the data comes from, false alarm/detection errors, and possible uncertainty in the number of objects being tracked. The statistical likelihood function is computed for each possible hypothesized association of data with objects. Then the generalized likelihood is computed by maximizing the likelihood over parameters that define the deterministic motion of the object.

Porter, D. W.↗