Scientific Journal of Control Engineering

April 2013, Volume 3, Issue 2, PP.52-58

Quasi-Monte Carlo Gaussian Particle Filter

Based Passive Bearings-only Target Tracking
Jungen Zhang#, Peiyu Zhao
1. Department of Equipment of Unit 93936 of Peoples Liberation Army, Yinchuan Ningxia 750025, China
2. Unit 94136 of Peoples Liberation Army, Yinchuan Ningxia 750025, China
#

Email: zhang_jungen@sina.com

Abstract
Aiming at the highly nonlinearity of passive bearings-only target tracking, a new algorithm based on Quasi-Monte Carlo Gaussian
particle filter is proposed for target tracking, which uses Gaussian particles to approximate the marginal association probabilities.
Then, Gaussian particle filter (GPF) is utilized for approximating the prediction and update distributions. Meantime, the
Quasi-Monte Carlo integration method is introduced to predicate the target and update the distribution. Finally, the proposed
method is applied to passive multi-sensor target tracking. Simulation results show that the method can obtain better tracking
performance than Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF).
Keywords: Target Tracking; Passive Bearings-only; Particle Filter (PF); Quasi-Monte Carlo (QMC)

QMC-GPF
1 2
1.93936 750025
2.94136 750025

-(QMC-GPF)

(GPF)
(QMC)
(EKF)(UKF)

[1]

(EKF)
[2]Julier
(UKF)[3] Sigma
UKF
Gordon
[4-8]

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Kotecha (GPF)[9]

GPF [10]-(QMC-GPF)

xk fk (xk 1 , w k 1 )

(1)

k h k (x k , v k )

(2)

nx h k : nx nv nz x k nx k
n
k k w k 1 v k k
*
x k [ xk , yk , zk , xk , yk , zk ] N
1 ( xi , yi , zi ) i 1, 2, , N
i i i k
*
k [ k ,1 , k ,1 , , k , N , k , N ] k
f k : x
n

nw

( xT , yT , zT )

1
( x1 , y1 , z1 )

( x2 , y2 , z2 )

3
3
x

( x3 , y3 , z3 )

k ,i arctan
k ,i arctan

zk zi
( xk xi ) 2 ( yk yi ) 2
xk xi
i 1, 2,
yk yi

,N

(3)

(4)

2 QMC-GPF
2.1

p x k | 1:k 1:k 1 , 2 , , k
p x 0 | 0 p x0 p x k | 1:k
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p xk | 1:k 1 p xk | xk 1 p xk 1 | 1:k 1 dxk 1

(5)

p x k | 1:k

p k | x k p x k | 1:k 1
p k | 1:k 1

(6)

p x k 1 | 1:k 1 k 1 p x k | x k 1

1 p k | x k 26
k

56

2.2 QMC
(MC) N MC

O N

1/ 2

(QMC)
MC [10]
QMC MC MC
MC
QMC MC

QMC p Halton

{ui },i 1,

,n

1 p n Halton ui , i 1,

,n

A
ui
B For i 1,

Uniform 0,1

,n

k
ln 1 ui ln p 1
bkp p 1 p k p k

ui 1 ui b

p
k

2 MC QMC

2 ui xi , i 1,
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,n

A. Cholesky RT R
B. ui xi , i 1,

, n xi R 1 ui

2 MC QMC (1000 ) QMC

2.3 QMC-GPF
GPF[10] QMC MC QMC-GPF
k =1 p x1 | 0 x1 ; 1 , 1 1 , 1

k
1)
k (5)
p x k | k Ck p k | x k p x k | k 1

(7)

Ck p k | x k x k ; k , k

Ck 1/ p k | k 1 p x k | k 1 xk ; k , k
p x k | k x k ; k , k

QMC x k | k x k ; k , k x k k

j 1, 2,..., N
x
k

( j)

( j)

j 1

k j 1 k ( k x k )( k x k )
N

( j)

( j)

(8)

( j) *

(9)

N p x k | k x k ; k , k
2)
p x k | k (6)

p x k 1 | k p x k 1 | x k p x k | k dx k
p x k 1 | x k x k ; k , k dx k
1

p x
N

j 1

| xk
j

k 1

(10)

x k QMC xk ; k , k

(10) p xk 1 | xk

j 1, 2,..., N N x
j
k 1

k 1 j 1 x k 1
N

( j)

(11)

k 1 j 1 ( k 1 x k 1 )( k 1 x k 1 )
N

( j)

( j)

(12)

3
13
x0 [40km 40km 10km 100m / s 100m / s -100m / s]
*

P0 diag (106 km 2 s 4 [100 100 100 100 100 100]) 50 T 1s

100 Monte Carlo EKFUKF
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 QMC-GPF QMC-GPF 600 Pentium 4 CPU 3.06GHz

PC Matlab

x ( k 1) x ( k 1)
y ( k 1) y ( k 1)

z ( k 1) z ( k 1)
f ( x k 1 )

x ( k 1)

y ( k 1)

z ( k 1)

(13)

3.1

S10 (10km, 0km, 5km), S 02 (0km, 10km, 5km)

(14)

0.1
Sik S ik 1 0.1 , i 1, 2

0

(15)

0.4mrad
0.14
EKF
UKF
QMC-GPF

0.1
0.08
0.06
0.04
0.02
0

EKF
UKF
QMC-GPF

0.05

(km/s)

(km)

0.12

0.045
0.04
0.035
0.03
0.025
0.02
0.015

10

20

30

40

0.01

50

10

20

(s)

30

40

50

(s)

(a)

(b)

3 100 1
EKF UKF QMC-GPF
1

(km)

(km/s)

EKF

0.0939

0.0397

UKF

0.0650

0.0280

QMC-GPF

0.0462

0.0120

3.2

S10 (10km, 0km, 5km), S 02 (0km, 10km, 5km), S30 ( 10km, 10km, 5km)

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(16)

S S
i
k

i
k 1

0.1
0.1 , i 1, 2, 3

0

(17)

0.4mrad
0.05

EKF
UKF
QMC-GPF

EKF
UKF
QMC-GPF

0.045

(km/s)

(km)

0.15

0.1

0.05

0.04
0.035
0.03
0.025
0.02
0.015

10

20

30

40

0.01

50

10

20

(s)

30

40

50

(s)

(a)

(b)

4
2

(km)

(km/s)

EKF

0.0912

0.0393

UKF

0.0623

0.0274

QMC-GPF

0.0454

0.0195

4 100 2
EKF UKF EKF QMC-GPF

3.3

S10 ( 10km, 0km, 5km), S 02 (0 km, 10 km, 5km),

(18)

S 30 ( 10km, 10km, 5km), S 04 ( 20 km, 0 km, 5km)

S S
i
k

i
k 1

0.1
0.1 , i 1, 2, 3, 4

0

(19)

0.4mrad
0.05
EKF
UKF
QMC-GPF

EKF
UKF
QMC-GPF

0.045

(km/s)

(km)

0.1
0.08
0.06
0.04

0.04
0.035
0.03
0.025
0.02

0.02
0.015
0

10

20

30

40

50

0.01

10

20

(s)

30
(s)

(a)

(b)

5
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40

50

 5 100 3
QMC-GPF EKF UKF
3

(km)

(km/s)

EKF

0.0747

0.0378

UKF

0.0536

0.0271

QMC-GPF

0.0388

0.0195

4
QMC-GPF GPF
QMC
GPF

REFERENCES
[1]

Blackman S S, Popoli R. Design and Analysis of Modern Tracking Systems [M]. Norwood, MA: Artech House, 1999

[2]

Bar-Shalom Y, Li X R, Kirubarajan T. Estimation with Applications to Tracking and Navigation: Theory, Algorithm and Software
[M]. New York: Wiley, 2001

[3]

Julier S, Uhlmann J, Durrant-Whyte H F. A New Method for the Nonlinear Transformation of Means and Covariances in Filters
and Estimators[J]. IEEE Transactions on Automatics Control, 2000, 45(3): 477-482

[4]

Cappe O, Godsill S J, Moulines E. An Overview of Existing Methods and Recent Advances in Sequential Monte Carlo[J].
Proceedings of the IEEE, 2007, 95(5): 899-924

[5]

Mohammed M Olama, Seddik M Djouadi, Ioannis G Papageorgiou, et al. Position and Velocity Tracking in Mobile Networks
Using Particle and Kalman Filtering With Comparison[J]. IEEE Trans on Vehicular Technology, 2008,57(2): 1001-1010

[6]

Arulampalam M S, Maskell S, Gordon N, et al. A Tutorial on Particle Filters for Online Nonlinear/Non-Gaussian Bayesian
Tracking[J]. IEEE Trans on Signal Processing,2002, 50(2): 174-188

[7]

, . [J]. . 2010, 32(10): 2223-2226

[8]

, . JPDA [J]. . 2010, 32(11): 2686-2690

[9]

Kotecha J H, Djuric P M. Gaussian particle filtering[J]. IEEE Trans. on Signal Processing, 2003, 51(10): 2592-2601

[10] Guo D, Wang X. Quasi-Monte Carlo filtering in nonlinear dynamic systems[J]. IEEE Trans. on Signal Processing, 2006, 54(6):
2087-2098

1979-

1978-

2005.8-2011.3

1996.8-2000.7

Email: zpyzax@gmail.com

Email: zhang_jungen@sina.com

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