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FUZZY LOCAL LINEAR MODELS FOR TARGET TRACKING

Shaun McGinnity, George Irwin

INTRODUCTION
This paper is concerned with the problem of estimating the states x (k) E R" , using only the noise corrupted measurements z ( k ) E Rm, of the general nonlinear state-space system described by ( I ) , where w (k) and v ( k ) are zero-mean, uncorrelated Gaussian white noise sequences with known covariance matricesQ(k) and R(k).

The conventional approach to estimation of this system is the extended Kalman filter[l] which linearises the nonlinear functions for application of linear Kalman filtering. The estimation procedures outlined in this paper approximate the non-linear state transition and measurement functions, f and h, using a linear local model based approach within a fuzzy logic framework, and apply these models Gthin the Kalman filter. The local modelling technique[2] simplifies the nonlinear modelling problem by dividing the system operating range into a set of smaller operating regimes. A local model is then defined within each regime together with a validation function describing its applicability over the regime. Interpolation between regimes is performed to obtain the full model. Within the fuzzy inference framework defined by Sugeno[3] each fuzzy rule has the form:
if x x) - = f, - is Ar - then y - (-

The consequence, fr ( x ) , of each fuzzy rule can be considered to be a local model, defined by a set of parameters pr The antecedents, A', of each rule determine the regime of the local model, or the subset of the input space over which this local model applies. Hence the fuzzy rules constitute parameterized local models defined by f, - (x;A,;p,). Combining each rule and using weighted average defuzzification, the approximation is now expressed as equation (3),where is the normalised firing strength of the r'hrule. The rule firing strength gives the validity function of the local model, defining the relevance of the model over the function operating space. By normalizing the firing strengths, interpolation between N local models is obtained.

w,
N

r=

w,

(3)

= wr/
s= 1

ws

Shaun McGinnity and George Irwin are with the Control Engineering Research Group, Dept. of Electrical and Electronic Engineering, The Queens University of Belfast

Sugeno fuzzy inference therefore provides a very convenient, yet powerful, approach to local modelling. By applying neurofuzzy networks to identify the local models and associated operating regimes from representative system input-output data, very good approximations of nonlinear systems can be achieved. Finally, if the rule consequences are defined as linear functions then:

and hence equation (3) becomes


N

r= I

Hence the general nonlinear mapping, y = f (x), is approximated by interpolating between local linear approximations and is itself a linear comb<natioi of the inputs, x. Applying ( 5 ) to the general nonlinear system (1) allows linear Kalman filtering to be used directly without further linearisation. Four new fuzzy Kalman filters for nonlinear state estimation based on this local linear modelling approach are presented[4], [ 5 ] .Fuzzy Kalman filter 1 (FKF#I) uses a single global approximation to the nonlinear system, with the Kalman filter state transition and measurement matrices being updated at each instant using ( 5 ) . Fuzzy Kalman filter 2 (FKF#2) also uses the local models within the global approximation to build a bank of Kalman filters, each using a different linear local model as the state transition or measurement matrices. The state estimate is then a weighted sum of estimates from the Kalman filter bank. Fuzzy Kalman filter 3 (FKF#3) uses a similar approach to FKF#I however, for modelling purposes, the vector nonlinear state transition and measurement functions are separated into n and m scalar functions respectively. Fuzzy Kalman filter 4 (FKFM) uses an extended approach - the global approximation to the nonlinear system is linearised using a Taylors expansion before application of Kalman filtering.

SIMULATIONS
Results will be given for simulations of the fuzzy filters estimating the states of a constant velocity crossing target moving in a plane, as shown in figure 1. The unknown states are defined in polar co-ordinates as range, range rate, bearing and bearing rate. The nonlinear state equation is then described by:

where, x ( k ) = [ r ( k ) , i- ( k ) , 0 ( k ) is defined as:

, e ( k ) ] is the state vector, w - ( -x ( k ) - ( k ) is the system noise vector, and f

where Tis the sample time.

1012

Measurements are taken of range and bearing and these are assumed to be corrupted by additive white noise, giving a linear measurement equation.

velocity V

\ range

,
X

Fig. I - Target Tracking Scenario Global and composite approximations to this nonlinear system were created offline using the ANFIS[4] architecture and a Quasi-Newton training algorithm[5]. Two tests were performed to compare the fuzzy Kalman filters with conventional extended Kalman filtering. The first test used zero system noise with measurement noise variances of 100m2 for range and 0.001rad2 for bearing. The second test included system noise representing small perturbations in velocity in the Cartesian x and y directions. The same measurement noise statistics were used with a system noise variance of 5(ms-) in both x and y directions.

CONCLUSIONS
Four new filters for nonlinear estimation have been introduced based on a local linear modelling approach. Simulations on a highly nonlinear target tracking application suggest the performance of FKF#l and FKFW to be comparable to the EKF, and FKF#3 to be consistently better, especially when system noise is added. This highlights the effect of composite modelling, which in general leads to greater modelling accuracy and hence to more accurate tracking. A major advantage of the local modelling based approach is that further linearisation of the model is not required for application of Kalman filtering (except in FKFW). Also, as the approach is model based it lends itself to systems for which analytical equations may not be available. Current work is continuing on the application of the local modelling concept to tracking manoeuvring targets.

REFERENCES
1.

2.

3. 4.
5.
6.

7.

Chiu C.K. and Chen G., Kalman Filtering, 1987, Springer-Verlag. Berlin Johansen T.A. and Foss B.A., Semi-Empirical Modelling of Non-linear Dynamic Systems through . . Identification of Operating Regimes and Local Models, 1995, 5 ,Hunt K.J., Irwin G.W. and Warwick K. (Eds), Springer, London ,v o l . , 59-83 Sugeno M., 1994, An Introductory Survey of Fuzzy Control, McGinnity S. and Irwin G., 1996, Fuzzy Assisted Kalman Filtering for Target Tracking, Pnrcz L Exeter, , 614-619 McGinnity S. and Irwin G., 1996, Nonlinear State Estimation Using Fuzzy Local Linear Models, submitted to V of S y w Jang J.-S. R. and Sun C., 1995, Neuro-Fuzzy Modelling and Control,, D. 378-405 Mc Loone S. and Irwin G.W., Fast Gradient Based Off-line Training of Multilayer Perceptrons, 1995, nl Systems, Hunt K.J., Irwin G.W. and Warwick K. (Eds), Springer, London

ACKNOWLEDGEMENT

Shaun McGinnity would like to acknowledge the financial support of the Department of Education for Northern Ireland and SMS Ltd.
C C 1996 The Institution of Electrical Engineers. Printed and published by the IEE,Savoy Place, London WCZR OBL, UK.

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