2nd IEEE International Conference on Engineering and Technology (ICETECH), 17 th & 18th March 2016, Coimbatore, TN, India.

Tracking of Object using Optimal Adaptive Kalman

Filter
Ravi Pratap Tripathi Soumyabrata Ghosh Prof.J.O.Chandle
Medical Electronics Dept-2. Dept. of Electrical Engg.
Dept of Electrical Engg.
SAMEER VJTI
VJTI
Mumbai, India Mumbai, India
Mumbai, India
ghosh.soumyabrata@gmail.com jochandle@vjti.org.in
tripathiravi2310@gmail.com

Abstract— in this paper we present an optimization based
adaptive Kalman filter method is proposed for tracking of an
object. In this process noise variance and measurement noise
variance are unknown and there is also some error in state of the
system. In traditional Kalman filter it is dead beat to find the
optimal value of noise variances .In this paper we use innovation
based adaptive filtering for estimation of noise variances and
memory attenuated filtering is used for state estimation. The
proposed adaptive Kalman filter is demonstrated by a example to
track an object.
Keywords— Adaptive filtering, optimization, Kalman filter,
Innovation based adaptive estimation, memory attenuated.
I. INTRODUCTION
Moving object tracking is significant and highly
recommended in the area of control system, medical,
navigation, finance, traffic monitoring and video encoding. At
present Kalman filter is highly used in the field of tracking and
real time prediction [1]. It uses some set of mathematical
equation for prediction of actual value from the noisy
measured data. The Kalman filter is a linear, time dependent,
discrete time, finite dimensional system which calculates the
state estimate that minimizes the error covariance. The
Kalman filter gives result by performing iteratively some set
of mathematical equation on considering that the noise is
Gaussian. The innovation process concord with the filter
which represents the novel information imparted to the state
estimate and by system measurement. On filter dynamics
analysis it is consider that the noise is Gaussian and system is
linear. if the system state dynamics or measured dynamics is
nonlinear then by conditional probability the mean square
error may be non Gaussian, due to this the analysis becomes
more difficult. To solve such type of problem Extended
Kalman filter (EKF) is used [2]- [4]. But to use extended
Kalman filter accurate value of system noise variances and
measurement noise variances are required which is not
possible in real time application. This invites for a novel
optimal adaptive Kalman filter based approach.
Adaptive Kalman filter is most widely used for tracking
Filter because generally we do not have exact information
related to noise variances and state ,moving object
shape,orientation,dynamics may be different thats why we use
adaptive filter.
978-1-4673-9916-6/16/$31.00 ©2016 IEEE
If the noise variances are not well defined than filter may
diverse. To overcome this problem many researcher worked in
This field [2-7].Mehra [5]- [9] who classify the adaptive filters
into four types: (i) Bayesian (ii) maximum likelihood (ML)
(iii) correlation (iv) covariance matching. Generally, when
Bayesian and Maximum likelihood methods than we consider
that the noise statistics are time invariant. In covariance
matching we use filter residual and theoretical covariance and
Correlation method is mainly used for linear processing.Sinha
and Tom [16] have proposed a procedure which computes the
initial value of the Kalman gain using the algorithm proposed
by carew [14].after this some other method proposed by
gandhi,XU fuzen, Yue Xiaokun, and Yuan Jianping [6-12] in
which ML method, innovation approach and MA method
frequently uses.
In this paper we propose an optimization based adaptive
Kalman filter which is combination of innovation based
adaptive estimation, maximum likelihood estimation and
memory attenuated filtering.
The paper is organized as follows: section II reviews the
basics of Kalman filter. Section III explains about optimized
adaptive Kalman filter. In section IV we evaluate simulation
and present our results and section V gives the concluding
remarks.
II. REVIEW OF KALMAN FILTER
In this section the Kalman filter equation are reviewed .The
Kalman filter equation uses state of dynamic system which is
given as-
in the above formula
2nd IEEE International Conference on Engineering and Technology (ICETECH), 17 th & 18th March 2016, Coimbatore, TN, India.
Fig 1 Structure of Kalman Filter
III. OPTIMIZATION BASED ADAPTIVE KALMAN FILTER
A. INNOVATION ADAPTIVE ESTIMATION
Since Mehra [5] proposd adaptive filter algorithm. In
innovation every instant we find the residual information
which gives the new information. In this we don’t have
requirement
than theoretical covariance is given as-
B. Maximum Likelihood Estimation Algorithm
The maximum likelihood takes the set of values of the
model parameters that maximizes the likelihood function.
Generally, for maximizing the parameter this maximized
measured data is used and for discrete random variables which
Maximizes the probability distribution of the newly found data
With in the final result data. Maximum-likelihood estimation
gives a combined approach to estimation, in Gaussian
distribution. Maximum likelihood estimation demonstrates the
relation between covariance and noise variances. [6]- [17]
α is a adaptive parameter. It is not dependent on system states,
transition matrix and measurement matrix. R is measurement
noise matrix estimation and Q is process noise matrix. As Q
and R independent to each other than
According to the above equation and assumptions, we can get
theoretical innovation co-variance estimation expression [22]
On using equation (4) we get estimated value of R as-
Similarly we can find for Q
Then estimated value of Q [17]
C. Memory Attenuation Estimation Algorithm
MA filtering algorithm is mainly used when modal of system
is not well defined in real time application it is possible that
state of the system is not well defined. During the filtering
process, the error covariance will continuously decrease or
tend to zero. When this happens, the remedial action of the
new measured value for the prediction value will constantly
decay. In MA algorithm we used a weight factor β in
calculation of Pk / k −1 .
From above equation it is clear that filtering gain
is changed by β P / −1 it may lead (I − KH ) less than 0
k k
so it may be mean square error become negative, that may
lead filter diverse .To avoid this put β equal to 1 otherwise
keep it as β:The value of β is calculated as [22]-
If β ≥ 1 1, then the error co-variance matrix increase that’s
why Kalman gain K also increased, so measured value is more
dominating as compare to estimated value. So the filtered
estimation is more closer to the measured value, by using this
filter divergence problem can be compensated efficiently.
2nd IEEE International Conference on Engineering and Technology (ICETECH), 17 th & 18th March 2016, Coimbatore, TN, India.

Fig 2 Structure of OAKF gain loop

Fig 4 Tracking using KF

Fig 3 Structure of OAKF

Fig 5 Tracking using EKF
IV. SIMULATION
A. Simulation Background

Consider a prey is moving and predator is trying to catch it.

On movement of prey it is possible that prey may randomly
accelerate or decelerate. Let constant acceleration is 5
m/s2:sampling time .01 sec and measurement noise is white
Gaussian with mean 0 and variance 2.5 and δA= 0:2:

Fig 6 Tracking using OAKF

B. Simulation Result
On the basis of given condition we track prey using Kalman
filter, Expanded Kalman filter and Optimization based
Kalman Filter when noise variances are not well defined. In
following Simulation result Y-axis is Position (meter) and X-
axis is time (sec). In Fig [7-9] tracking of prey is shown by
Kalman filter, Extended Kalman filter and Optimization based
Kalman filter when system dynamics and noise variances both
are not well defined. Fig[10] show tracking of object in 2-D. Fig 7 Tracking using KF when error in system dynamics.
2nd IEEE International Conference on Engineering and Technology (ICETECH), 17 th & 18th March 2016, Coimbatore, TN, India.
V. CONCLUSION

In this paper we combined the characteristics of maximum

Likelihood estimation, Innovation adaptive estimation and
Memory Attenuation algorithms which give the superior
tracking result in real time application. Its accuracy, stability
and robustness are better as compare to others. Therefore this
method is quite beneficial in tracking related problem.

Acknowledgment
The authors would like to thanks Medical Electronics
Department- 2, Society for Applied Microwave Electronics
Engineering Research LAB (SAMEER), (Ministry of
Fig 8 Tracking using EKF when error in system dynamics.
Communications and Information Technology, Govt. of
India),IIT Mumbai, entire staff for their constant help and on
using their infrastructure, and also thanks their friend and
colleagues.

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Fig 9 Tracking using OAKF when error in system dynamics .
Fig10.Tracking using OAKF in 2D.
C. Result Analysis
From the result we can observe the advantages of OAKF in
tracking. We find that when the process state are well defined
but noise variances are inaccurate fig [6] than OAKF show
better result. It also gives better result when system and noise
variances both are inaccurate fig [9]. From the above result
analysis it is clear that OAKF show better tracking in compare
to KF and EKF.
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