1. Introduction
The motion state (position, velocity, acceleration, etc.) estimation of the target in the system refers to the measurement information obtained by the measuring device, and establishes a reasonable and accurate dynamic model by using modern signal processing techniques such as a stochastic process, estimation and detection theory, and a filtering algorithm. When dealing with linear systems, the Kalman filter [
1] theory is the optimal linear Bayesian estimation algorithm. Subsequently, some extended Kalman filters (EKF) [
2,
3] were proposed to further apply the Kalman filter (KF) theory to the nonlinear system. The basic idea of the EKF is to linearize the nonlinear system and then perform KF, so EKF is a suboptimal filter. Then, a second-order generalized Kalman filter [
4] method was proposed and applied to further improve the estimation performance of KF for nonlinear systems. It took into account the second-order terms of the Taylor series expansion. Therefore, the estimation error caused by linearization was reduced, and the filtering precision of nonlinear systems was improved, but the computational complexity was greatly increased. Therefore, it was not widely used in practice. Otherwise, with the aggravation of the nonlinearity of the dynamic system, the performance of EKF decreases sharply. In order to solve this problem, Julier and Uhlmann proposed the unscented Kalman filter (UKF) [
5] algorithm. Unlike the EKF, the UKF [
6,
7,
8] approximates the distribution of state random variables by selecting a small number of sample points, using the nonlinear model directly. However, since EKF and UKF have no way of getting rid of the system’s Gaussian constraints, the processing effect on non-Gaussian systems is not good.
In order to deal with the problem of state estimation in the case of nonlinear and non-Gaussian systems, particle filtering (PF) [
9] had been proposed. PF is a non-parametric Monte Carlo simulation method used to achieve a recursive Bayesian filtering. With the development of computing ability and statistical theory, the PF algorithm has been developed rapidly. Nowadays, the algorithm has been successfully applied in many fields. Isard et al. [
10] introduced PF into the target tracking of image sequences, which made PF become a hot topic in the fields of target tracking, machine learning and robot localization. Then, scholars put forward many improved algorithms based on the PF algorithm, such as Unscented PF (UPF) [
11], Rao-Blackwellized PF (RBPF) [
12], Auxiliary PF (APF) [
13], Regular PF (RPF) [
14], MCMC PF [
15] and Gaussian PF (GPF) [
16,
17].
Another significant feature in the nonlinear non-Gaussian system is the uncertainty of its motion pattern, so the traditional single-model method has difficulty achieving a good tracking performance. In view of this, some scholars have applied multiple PFs or a PF and multiple model method [
18,
19] to the system, and have obtained a good performance. Bando et al. [
20] proposed a switching particle filter, which allowed robust and accurate visual tracking under typical circumstances of real-time visual tracking. This scheme switched two complementary sampling algorithms, condensation and auxiliary particle filter, in an on-line fashion based on the confidence of the filtered state of the visual target. Meshgi et al. [
21] proposed an occlusion-aware particle filter framework that employs a probabilistic model, with a latent variable representing an occlusion flag, which prevented the loss of the target through the prediction of emerging occlusions, updated the target template by shifting relevant information, expanded the search area for an occluded target, and granted a quick recovery of the target after an occlusion. Martino et al. [
22] introduced two novel Markov Chain Monte Carlo (MCMC) techniques based on group importance sampling, where the information contained in different sets of weighted samples was compressed by using only one (properly selected, however), particle, and one suitable weight. Otherwise, an interacting multiple model Bernoulli PF (IMMBPF) [
23] algorithm for maneuvering target tracking was simply combined with the particle implementation of IMM and PF. The introduction of model information into the particle sampling process will lead to a reduction in the number of particles used to approach the current real state of the model, and the particles will interact with each other in each recursive model, which had the disadvantage of too much computation. To improve the effectiveness of single sampling particles in IMMBPF for real target states and a model approximation, Yang et al. [
24] proposed an improved multiple model Bernoulli particle filter (MMBPF), in which the number of particles in each model was pre-selected. Furthermore, the particles in the model did not need to interact with each other, which reduced the computational load. The model probability was calculated from the model likelihood function, and the particle degradation of the small probability model was avoided without changing the Markov property of the model. Additionally, to meet the requirements of modern radar maneuvering target tracking systems and to remedy the defects of an interacting multiple model based on PF, a non-interacting multiple model (NIMM) and an enhanced particle swarm optimized particle filter (EPSO-PF) were proposed in [
25]. NIMM was used to figure out the index of particles to avoid the high computing complexity resulting from particle interaction, and EPSO-PF not only improves the equation of a particle update through the rules through which individuals develop a group understanding but it also enhances particle diversity and accuracy through the small variation probability of the superior velocity. Additionally, the random assignment of an inferior velocity was capable of upgrading the filter efficiency. Instead of resorting to model selection, Urteaga et al. [
26] fused the information from the considered models within the proposed SMC method, and achieved the goal by dynamically adjusting the resampling step according to the posterior predictive power of each model, which was updated sequentially as we observed more data. Martino et al. [
27] designed an interacting parallel sequential Monte Carlo scheme for inference in state space models and in an online model selection. The parallel particle filters collaborated to provide a global efficient estimate of the hidden states and an approximation of the probability of the models, given the received measurements. For a static parameter estimation of the model, Carvalho et al. [
28] extended existing particle methods by incorporating the estimation of static parameters via a fully-adapted filter that utilizes conditional sufficient statistics for parameters and states as particles. For the sake of a better tracking performance, it may be necessary to use a large set of models, but this will inevitably increase the computational complexity, which is one of the drawbacks of the multi-model filtering method. At the same time, unnecessary competition from too many models may result in a decline in performance. Therefore, it is of great value and practical significance to seek a more effective modeling approach.
As a mathematical tool to deal with the fuzzy phenomenon, fuzzy mathematics [
29] can not only solve the uncertainty caused by the randomness of the system, but can also deal with the fuzzy uncertainty caused by the uncertainty of the extension of the concept of the system. It can be used to model qualitative, fuzzy or uncertain ones in the form of natural language. Fuzzy mathematics can describe different uncertain information in simple fuzzy language. Recently, the study of fuzzy particle filtering has become one of the research hotspots of complex nonlinear non-Gaussian systems. Widynski et al. [
30] proposed a particle filtering algorithm with integrated fuzzy spatial information, which introduced the target spatial information through the fuzzy probability and improved the accuracy of the sampling particle. Li et al. [
31,
32] proposed a fuzzy orthogonal particle filter, which approximated the predicted probability density function and the posterior probability density function by introducing a set of positive intersection probabilities based on the Gauss-Hermite rule. The advantage of a fuzzy logic particle filter is that it does not need to know the statistical model of the process in advance. In addition, it does not need any maneuvering detector, even when tracking high-performance targets, so the computational complexity is low, and appropriate fuzzy overlapping sets will be closer to the real motion model. The theory of fuzzy models is a general concept proposed in the last decade. Among the various types of fuzzy models, there is a very important T-S [
33,
34] fuzzy model. Due to its special rules of consequence-structure and its success in function approximation, it has been widely used recently. Therefore, this paper constructs a general T-S fuzzy model framework based on spatial-temporal semantic information, and uses multiple linear models to get a more accurate target motion model, which makes the state estimation of the particle filtering algorithm more accurate.
In this paper, for the nonlinear non-Gaussian problem in the passive sensor system, a T-S fuzzy modeling particle filtering algorithm, based on improved fuzzy expectation maximization, is proposed. The main contributions are as follows: (1) A T-S fuzzy model, based on spatial-temporal information, is proposed for the uncertain modeling of a target dynamic model, in which spatial-temporal feature information is represented by multiple semantic fuzzy sets. Then, the general T-S fuzzy model framework is constructed, approximating the dynamic model with a high precision. (2) An improved fuzzy expectation maximization method with fuzzy C-regressive model clustering based on entropy and integrated spatial-temporal information is proposed for the premise parameter identification in the T-S fuzzy model. In addition, the model probability is adjusted adaptively through the premise membership functions. (3) The importance density function is constructed by using the proposed T-S fuzzy model, which contains abundant prior knowledge and the latest measurement information; thus, it can effectively approximate the true posterior probability density function and improve the diversity of particles.
The rest of this paper is organized as follows.
Section 2 presents the proposed T-S fuzzy modeling particle filtering algorithm.
Section 3 describes the simulation results that compare the performances of all of the algorithms. Finally, some conclusions of the proposed algorithm are given in
Section 4.
2. The Proposed Algorithm
According to the constrained Bayesian principle [
35], the nonlinear discrete system model is considered.
where
denotes the discrete time,
,
and
denote some appropriate nonlinear functions, and
is a state vector.
is a measurement vector.
is the process noise, with zero mean and covariance
, and
is the measurement noise, with zero mean and covariance
.
denotes the spatial-temporal feature information.
As is well known, the spatial relationship cannot be directly applied to the particle filtering algorithm. In this paper, the target feature information is used to construct the importance density function through the proposed T-S fuzzy model, so that the spatial relation is introduced into the particle filtering algorithm. In the particle filtering framework, the probability density function estimation is divided into two phases: time update and state update. The prediction state density is calculated from the prior probability density function (PDF) by using the Chapman-Kolmogorov equation:
where
is the priori transfer density function, and the measurement update is computed by a Bayesian formula:
where
is the likelihood function, and
is the characteristic likelihood function.
Suppose that
represents the particles at time
, where
is the number of particles. Under the constraint of spatial-temporal feature
, and
,
denotes the weight of the particle; consequently,
The
not only contains abundant prior knowledge, but also incorporates a higher-level spatial-temporal feature as well as measurement information. If we combine it with a prior probability density function
to form an importance density function
, it will reduce the degradation of the particles.
2.1. Construction of Importance Density Function
The selection of an importance density function is a very important step. Traditional particle filtering algorithms usually use priori probability as the importance density function, but generally the prior probability does not fully consider the real-time effects of the current measurement. It is easy to cause particle degradation. In order to solve this problem, according to the principle of constrained particle filtering, the importance density function is constructed, as in Equation (7), not only reducing the particle degradation phenomenon, but also improving the stability of the system. The block diagram of the T-S fuzzy modeling method is shown in
Figure 1.
2.1.1. T-S Fuzzy Semantic Modeling
A detailed T-S fuzzy model can be found in references [
36,
37], and it is briefly described in this section. In general, the T-S fuzzy model can be described by
fuzzy linear models:
Model
: IF
is
,
is
, …,
is
, then:
where
denotes the premise parameters of the model,
denotes the fuzzy set of the
premise parameter in the model
, and
and
denote the state transition matrix and the measurement matrix, respectively. The consequent part is iteratively updated by the strong tracking algorithm [
38], so the global fuzzy model can be represented as follows:
where
denotes the model probability, which is calculated as follows:
were
denotes the membership function of the premise parameter
belonging to model set
in the fuzzy linear model
.
In general, the fuzzy membership function of the model sets
is designed as the following Gaussian type function:
where
and
denote the mean and standard deviation of the membership function of the premise parameter
in the model
, respectively.
2.1.2. Premise Parameter Identification Based on Improved Fuzzy Expectation Maximization
Inspired by the Gaussian mixed model (GMM) [
39], in which the expectation maximization (EM) algorithm was used to fit its parameters, in the process of constructing the T-S model we use the EM algorithm, a general method for a maximum likelihood estimation of the model parameters, to identify the premise parameters. According to the idea of the EM in the GMM, the likelihood function of the parameter model is constructed as follows:
where
is a hidden feature, and
is defined in (13).
Given the appropriate initial assumptions, the noise samples and normal samples participate in the iterative process equally, which will undoubtedly have a negative impact on the accuracy and convergence rate of the parameter estimation. To solve this problem, the knowledge of the fuzzy theory was introduced in the iterative process of the EM algorithm, and a fuzzy expectation maximization (FEM) algorithm [
40] was proposed. The fuzzy theory was introduced into the EM algorithm to reduce the influence of noise by making different samples play different roles in the iterative process. Simulations showed that this limitation can better realize the parameter estimation function of the EM algorithm and accelerate the convergence speed of the algorithm.
Theorem 1 (Jensen inequality [41]): letbe a convex function, for the random variable, thenIf and only if(That is,is constant), equal sign holds by probability 1, whereis the expectation operation. For example, the logarithmic function is an upper convex function, then In accordance with the traditional FEM, the non-negative fuzzy parameter
is introduced into Equation (14), where
is the fuzzy membership degree between the
lth measurement and the
ith rule at time
, which satisfies
, and the Jensen inequality (Theorem 1) is used to obtain the likelihood function of the proposed FEM approach:
In the EM algorithm, the right side of the inequality in Equation (15) is the lower bound that needs to be optimized:
Consider the constraint
, and introduce the Lagrangian term to obtain the constrained optimization likelihood objective function:
It is known from Equation (13) that the membership function of the premise parameter obeys the Gaussian distribution.
According to the gradient descent method, the mean and standard deviation of the premise membership functions are obtained (The specific derivation process is shown in
Appendix A).
It can be seen from Equations (19) and (20) that the identification of the premise parameters is closely related to the non-negative fuzzy parameters
. Therefore, the design of the
is the key problem to be solved in the next step. In the traditional method, the fuzzy parameter was set by manual initialization, which will have certain errors and subjective factors. To avoid the influence, we use the fuzzy C-recessive model (FCRM) clustering algorithm, based on spatial-temporal information and entropy adjustment to obtain the fuzzy parameter. Therefore, the premise parameter membership functions can fully reflect the motion information of the target, and avoid the unnecessary influence caused by the artificial setting of the initial value. Suppose that
is a measurement set and
is a predictive measurement set,
denotes the
lth measurement, and
denotes the predictive measurement based on the
ith fuzzy rule at time
. On the basis of the traditional FCRM [
33], the weighted entropy is introduced to balance the membership degree, which is called the entropy adjustment method. Meanwhile, the target feature information reflects the target motion trend in real time. Therefore, combining the spatial constraint information
, the objective function of the entropy adjustment method is defined as follows:
where
is the Lagrange multiplier vector,
is a constant,
is the weight of the feature
in the model
.
denotes the dissimilarity measure function between the
lth measurement and the output predictive measurement of the
ith fuzzy rule, which is defined as:
where
is called the likelihood function of the measurement
given the target state
.
According to the Lagrangian multiplier, the update of the fuzzy membership degree
between the
lth measurement and the
ith fuzzy model is obtained (The specific derivation process is shown in
Appendix B).
The improved fuzzy expectation maximization algorithm used in the identification of the premise parameters is shown in Algorithm 1.
Algorithm 1 Premise Parameter Identification-Improved Fuzzy Expectation Maximization |
1. Initializations: Define the initial premise parameter , the stop criterion , the parametric model likelihood function , and the set . 2. Do Calculate the non-negative fuzzy membership degree by Equation (23) and introduce it into the likelihood function of Equation (14), and rewrite the likelihood function into Equation (15). The lower bound function is obtained from Jensen’s inequality. E-step: Calculate by Equations (16)–(18). M-step: , and the is obtained by Equations (19) and (20).
3. Until 4. Return 5. Finish |
On the basis of the model fusion method in the traditional multiple model algorithm, the premise membership function is identified by Equations (19) and (20), the model probability is obtained by Equation (12), and the
and
are obtained by strong tracking [
38]. Therefore, the state and covariance updates of the proposed T-S fuzzy model are as follows:
For each particle, the state and covariance are
and
on the basis of Equations (24) and (25), so the importance density function of the proposed algorithm is defined as:
2.2. Summary of the Algorithm
Based on the above analysis, the T-S fuzzy modeling particle filtering algorithm can be summarized as Algorithm 2:
Algorithm 2 Fuzzy Expectation Maximization-Based T-S Fuzzy Particle Filtering Algorithm |
1. Initializations: Set that the number of fuzzy rules is . The particles are drawn from the priori probability density function , and the number of particles is set to . 2. For k = 1, 2, …- (a)
T-S fuzzy model parameter identification - ▪
Consequence parameter identification: The strong tracking algorithm [ 38] is used to identify the consequence parameters. - ▪
Premise parameter identification: As shown in Algorithm 1.
- (b)
Model probability update and fusion: The model probability is updated by Equation (12), and the model fusion is carried out by Equation (10). - (c)
Construct the importance density function and sample: Draw particles from Equation (26). - (d)
Calculate and normalize the particle weight: The particle weight is calculated by Equation (6) and normalized as follows: - (e)
State and covariance estimation: - ▪
Output state: - ▪
Output covariance:
|
2.3. Discussion
Summary: In the design of the proposed algorithm, to improve the convergence performance of the T-S fuzzy model in a passive sensor system, and to reduce the approximation error, the FEM was introduced to identify the premise parameters that can capture the higher-order statistical parameters from a small number of samples. To identify the consequent parameters of the T-S fuzzy model, the strong tracking estimator was used. In particular, for the maneuvering target tracking, the model probability, which was closely connected to the true motion model, was adaptively updated by the premise membership functions. Moreover, the samples were drawn from the proposed T-S fuzzy model, which had abundant priori information and the latest measurement, and which can reduce the degradation of the particles.
Comparison: All of the samples were used to train the fuzzy model parameters in the conventional T-S fuzzy model described in [
33,
34], after which the trained fuzzy model was used to classify or estimate the model state. In our proposed algorithm, the parameters of the T-S fuzzy model were updated by using the recursive mechanism of the algorithm, which required the fast convergence. The simulations showed that the proposed algorithm can not only achieve fast convergence, but that it can also accurately estimate the state.
Additionally, in the traditional FEM, the fuzzy parameter was set by manual initialization, but in our proposed algorithm the fuzzy parameter was obtained through the FCRM, based on entropy and the spatial-temporal characteristic information. The simulations showed that not only can the proposed FEM realize the parameter estimation function of the EM algorithm and accelerate the convergence speed, but it can also avoid the subjective influence caused by the artificial setting of the initial value.