Title :
Optimal observer trajectories for bearings only tracking by minimizing the trace of the Cramer-Rao lower bound
Author :
Helferty, James P. ; Mudgett, David R.
Author_Institution :
Appl. Res. Lab., Pennsylvania State Univ., State College, PA, USA
Abstract :
This paper compares two performance indices for computing optimal observer paths for the bearings-only source localization and tracking problem, for constant velocity sources. Previous work on this problem is based on maximizing the determinant of the Fisher information matrix (FIM) of the estimation problem. This paper considers minimizing the trace of a weighted sum of the Cramer-Rao lower bound (CRLB) of current or future source position errors, and source velocity errors. Quasi-Newton optimization is used to compare optimal observer paths, given three distinct goals: minimizing current position error, velocity error, and future position error. Significant differences in optimal paths are observed, and the CRLB trace is found to yield smaller estimation ambiguity
Keywords :
matrix algebra; minimisation; performance index; position control; state estimation; tracking; Cramer-Rao lower bound; Fisher information matrix; Quasi-Newton optimization; bearings only tracking; constant velocity sources; estimation problem; optimal observer trajectories; optimal path; performance index; position error; trace minimisation; velocity error; Area measurement; Covariance matrix; Educational institutions; Eigenvalues and eigenfunctions; Ellipsoids; Maximum likelihood estimation; Observers; Trajectory; Velocity measurement; Yield estimation;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325008