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Principles of Radar Tracking Using the Kalman Filter to locate targets.

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Principles of Radar Tracking Using the Kalman Filter to locate targets
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Page 1: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Principles of Radar Tracking

Using the Kalman Filter to locate targets

Page 2: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Abstract

Problem-Tracking moving targets, minimize radar noise

Solution-Use the Kalman Filter to largely eliminate noise when determining the velocities and distances

Page 3: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Noise

• Error (noise) is described by an ellipse– Defined by variance and covariance in x

and y

• Two kinds of error– State– Measurement

Page 4: Principles of Radar Tracking Using the Kalman Filter to locate targets.

TeamsReciproverse

Brian DaiJoshua NewmanMichael Sobin

LextenStephen ChanAdam LloydJonathan MacMillanAlex Morrison

Page 5: Principles of Radar Tracking Using the Kalman Filter to locate targets.

History of the Kalman Filter

• Problem: 1960’s, Apollo command capsule

• Dr. Kalman and Dr. Bucy– Make highly adaptable iterative

algorithm– No previous data storage– Estimates non-measured quantities

(velocity)

• Later found to be useful for other applications, such as air traffic control

Dr. Kalman

Page 6: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Model

kkk

kkk

rHxy

qΦxx

1

xk: position and velocity (state) of the target at time k (k+1 is next time step)Φ: state transition matrix qk: uncertainty in the state due to “noise” (e.g. wind variation and pilot error)

yk: measurement at time kH: term that gets rid of velocity in Xr: measurement noise, dictated by our devices

Page 7: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Other Important Matrices

• P: error covariance matrix– Describes estimate accuracy

• K: Kalman gain matrix– Intermediate weighting factor between

measured and predicted

• I: identity matrix

Page 8: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Some Matrices

y

y

x

x

x

2222

2222

2222

2222

yyyyxyx

yyyyxxy

yxyxxxx

yxxyxxx

P

m

m

y

xy

22

22

mmm

mmm

yyx

yxx

R

Page 9: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Kalman Filter: Predict

kkk xΦx ˆˆ |1

QΦΦPP T

kkk |1

Page 10: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Kalman Filter: Correct

1|1|| ˆˆˆ kkkkkkkk xHyKxx

1|| kkkkk PHKIP

1

1|1|

RHHPHPK Tkk

Tkkk

Page 11: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Tools: Visual Basic• Matlib- an external matrix operations

library• Input format – text files, simulated

radar data• Console- data output

Page 12: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Tools: Excel Track Charts

-80

-70

-60

-50

-40

-30

-20

-10

0

0 5 10 15 20 25 30 35

Truth

Our Results

Raw Data

Page 13: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Tools: Excel Residual Analysis

Residual Plot

0

0.5

1

1.5

2

2.5

3

Time (hr)

Re

sid

ua

l (m

i)

Our ResidualRaw Data residual

Page 14: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Filter Development: Cartesian Coordinates

• Filter Implemented• Test: Residual Analysis• Does it work?

Page 15: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Cartesian Residuals

Residual, Case 2

0

0.5

1

1.5

2

2.5

3

0.02

50

0.04

17

0.05

83

0.07

50

0.09

17

0.10

83

0.12

50

0.14

17

0.15

83

0.17

50

0.19

17

0.20

83

0.22

50

0.24

17

Time (hours)

Res

idu

al (

mil

es)

Our Residual

Raw Data residual

Page 16: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Filter Development: Polar Coordinates

• Prefiltering• Polar to

Cartesian conversion

• More appropriate data feed

• Error matrices– Redefine R

][2sin2

1

cossin

sincos

22222

222222

222222

mmmm

mmm

mmm

R

R

R

Ryx

Ry

Rx

Page 17: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Filter Development: Multiple Radars

• Mapping coordinates to absolute coordinate plane

• Two radars means a smaller error ellipse

• Note drop in residual– Switch to second

radar

Page 18: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Residual, Case 4

0

1

2

3

4

5

6

7

8

0.02

50

0.03

33

0.04

17

0.05

00

0.05

83

0.06

67

0.07

50

0.08

33

0.10

00

0.10

83

0.12

50

0.13

33

0.14

17

0.15

83

0.16

67

0.19

17

0.20

00

0.20

83

Time (hours)

Res

idu

al (

mil

es)

Our Residual

Raw Data Residual

Multiple Radar Residuals

Radar 2 starts

Radar 1

Radar 2 to end

Page 19: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Maneuvering Targets

• Filter Reinitialization– 3σ error ellipse

(~98%)– If three consecutive

data points outside ellipse, reinitialize filter

– Should happen upon maneuvering

• Prevents biased prediction matrix

GOOD

Predicted point

BAD

Page 20: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Maneuvering UFO

-50

-40

-30

-20

-10

0

10

20

30

40

50

60

-30 -20 -10 0 10 20 30 40 50

Truth Track

Our Data

Raw Data

Maneuvering Target Tracks

Page 21: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Maneuvering Target Residuals

Residual, Case 5

0

1

2

3

4

5

6

7

8

9

0.00

00

0.03

32

0.06

64

0.09

96

0.13

28

0.16

60

0.19

92

0.23

24

0.26

56

0.29

88

0.33

20

0.36

52

0.39

84

0.43

16

0.46

48

Time (hrs)

Re

sid

ua

l (m

i)

Residual of Us

Residual of Data

Page 22: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Interception

• Give interceptor path using filter– Interceptor: constant velocity– Intercept UFO

• Cross target path before designated time

• Solve using Law of Cosines

Page 23: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Interception Triangles

vt (from filter)

Dist plane-UFO

630t

Intercept pt

Current plane pt

Current UFO pt

β

θ

Δy

Δx

Page 24: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Interceptor Equations

vt

Dist

Current UFO pt

β

x

y

x

y

v

v

Dist

Distarctanarctan

Disty

Distx

vy

vx

Current plane pt

Intercept pt

Page 25: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Interceptor Equations

vt

Dist630t

Current UFO pt

β

22

2222

22222

630

)(630cos)(cos)(

cos)(2630:Cosines of Law

v

distvdistvdistvt

distvtdisttvt

Intercept pt

Current plane pt

Page 26: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Interceptor Equations

630t (course

of plane)

Intercept pt

Current plane pt

θ

Δy

Δx

x

yarctan

Page 27: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Interceptor Track

Maneuvering Plane with Interceptor

-140

-120

-100

-80

-60

-40

-20

0

20

40

-60 -40 -20 0 20 40 60

Truth

Data

Our Results

Interceptor

Page 28: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Multiple Targets

• Tracking multiple targets lends itself to an object oriented approach

• Why is it useful? Collision avoidance

Target Class

Methods:

•Initialize

•Predict

•Correct

Matrices

•X

•Y

•P

•R

Target Object

Target Object

Page 29: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Collision Avoidance

Page 30: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Collision Avoidance Math

Express position at a future time t:

tvyy

tvxx

y

x

111

111

ˆ

ˆ

Plane 1:

tvyy

tvxx

y

x

222

222

ˆ

ˆ

Plane 2:

Page 31: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Collision Avoidance Math

1ˆˆˆˆ 212

212 yyxx

12

12

12

12

yyy

xxx

vvv

vvv

yyy

xxx

Determine if planes will be within one mile at any such time:

Make some substitutions to simplify the expression:

Page 32: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Collision Avoidance Math

Arrive at inequality describing dangerous time interval:

The solution to this inequality is the time intervalwhen the planes will be in danger

01 2 22222 yxtvyvxtvv yxyx

1

222

22

yxc

vyvxb

vva

yx

yx

02 cbtat

Page 33: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Collision Tracks

-40

-30

-20

-10

0

10

20

30

-80 -60 -40 -20 0 20 40 60

Plane 1Plane 2Estimated Collision Interval

Page 34: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Conclusion

• Using the Kalman filter, we were able to minimize radar noise and analyze target tracking scenarios.

• We solved: plane collision avoidance, interception, tracking multiple aircraft

• Still relevant today: several space telescopes use the Kalman Filter as a low powered tracking device

Page 35: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Acknowledgements

• Mr. Randy Heuer• Zack Vogel• Dr. Paul Quinn• Dr. Miyamoto• Ms. Myrna Papier• NJGSS ’07 Sponsors

Page 36: Principles of Radar Tracking Using the Kalman Filter to locate targets.

Works Cited

• http://www.physics.utah.edu/~detar/phycs6720/handouts/curve_fit/curve_fit/img147.gif

• http://www.afrlhorizons.com/Briefs/Mar02/OSR0106.html

• http://www.cs.unc.edu/~welch/kalman/media/images/kalman-new.jpg

• http://www.combinatorics.org/Surveys/ds5/gifs/5-VD-ellipses-labelled.gif


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