IEEE-International Conference on Recent Trends in Information Technology, ICRTIT 2011
MIT, Anna University, Chennai. June 3-5, 2011
IMM Estimator for Maneuvering Target
Tracking with Improved Current Statistical Model
S.Vasuhi1, V.Vaidehi2, T.Rincy3
1,2,3
Department of Electronics Engineering,
Madras Institute of Technology,
Anna University, Chennai, India
1
vasuhisrinivasan@yahoo.com, 2vaidehivijay@gmail.com, 3rincyaccet@gmail.com
Abstract— Target tracking is one of the most important
applications of Wireless Sensor Networks (WSN). It is
the state estimation of a moving object based on sensor
information. Interacting Multiple Model (IMM)
estimator is a self adaptable, multiple model filters with
less computational complexity where estimation is done
by probabilistically integrating different models. This
paper proposes IMM estimator with Improved Current
Statistical Model (ICSM). The main feature of this
estimator is ability to track the maneuvering target
according to its current acceleration so that it can track
accurately as its original motion. IMM is implemented
with two models namely Constant velocity (CV) and
ICSM to track the uniform and maneuvering targets
respectively. The estimator is examined for different
motions and simulation result is compared with the
traditional IMM estimator. The accuracy of the
proposed tracking has been validated for missing event
cases and different scenarios.
Keywords—WSN, Maneuvering Target, IMM, Improved
Current Statistical Model, constant velocity model.
I. INTRODUCTION
Target tracking finds a vast application in military and
civilian systems. Civilian applications include air traffic,
marine control, navigation, person/object tracking and
decision problems. The Kalman Filter (KF) is suitable to
estimate the state of targets moving with nearly constant
velocity. The single KF is no longer acceptable and will
lead to filter divergence when the target starts
maneuvering, because its acceleration appears as extensive
process noise in the target model and the original process
noise variance cannot cover it. The velocity model may not
be suitable for maneuvering target and acceleration model
may not be suitable for non maneuvering target tracking.
To precisely predict and estimate the motion information
of targets, the exact models of maneuvering targets should
be designed. Hence multiple model (MM) filters are
needed for efficient maneuvering target tracking. The
Interacting Multiple Model (IMM) estimator, where
multiple models with different structures or process noise
levels are used to describe the motion of the target and the
final estimate is obtained by a weighted sum of the
estimates from sub-filters of the different models [1][2][3].
IMM algorithm selects a model according to the motion
and automatically switches between the models as per the
Markov transition probability matrix [8]. The IMM
estimator with KF as sub filter is used a set of models to
describe the target model [4][5][6].
978-1-4577-0590-8/11/$26.00 ©2011 IEEE 286
The IMM consists of two models namely, constant
velocity (CV) model and Improved Current Statistical
Model (ICSM). The CV model [1] is also known as white
acceleration model since x and y directions are modeled as
white noise. The control input u is the main factor in
maneuvering target tracking. For non maneuvering mode u
is 0. Constant Acceleration (CA) model is the conventional
method used to model maneuvering mode. It assumes
acceleration increment as an independent (white noise)
process. However it cannot provide an accurate estimation
in highly maneuvering target, because actual maneuvers
seldom have constant accelerations that are uncoupled
across coordinate directions. Hence a better model is
required to cope up with the unknown varying target
acceleration.
Global Positioning System (GPS)-based systems are
widely used for tracking applications in WSN. A Sensor
node consists of RFID reader and GPS constitute the
Wireless Sensor Network (WSN). However, GPS based
systems provide continuous, accurate, and high integrity
position data. The integration of GPS data and data from
Radio Frequency Identifier (RFID) reader provides
necessary information to track a person/object. GPS
provide information about the location of the sensor in
WSN and RFID reader provides information about the
person/object who wears RFID tag.
This paper proposes IMM with Constant velocity (CV)
and Improved Current Statistical Model (ICSM). The
name improved implies, the previous state updated
acceleration is used to update the state acceleration matrix
in ICSM. Here the prior probability density of acceleration
is replaced by conditional probability density. The current
probability density of the maneuvering target acceleration
is a modified Rayleigh density which increases tracking
accuracy. The results show that the estimation accuracy is
increased by using ICSM.
The paper is organized as follows. Section II describes
the proposed method. In section III, IMM filter is
presented. Simulation results are shown in section IV.
Section V includes conclusion.
II. PROPOSED METHOD
Whenever a person with RFID tag is detected, the
location information of the node is sent to the base station
[2]. The block diagram for tracking is shown in the Fig
1.The processing system has the IMM filter where
estimation is done.
The target state and measurement equation are
represented by equation (1) and (2) respectively
x k+1 =F(k+1,k) x k +G k w (1)
 IEEE-ICRTIT 2011

unknown target acceleration should be properly described

WSN IMM FILTER in the case of maneuvering target. For a maneuvering
target, it is better to consider the current acceleration rather
than including all possible values of maneuvering
Initialize matrices and acceleration. The main feature of ICSM is, the region of
other parameters acceleration to be taken in the next instant is limited and is
Base
Station around current acceleration. In ICSM the acceleration
x̂0j (k-1/k-1) matrix is updated using the previous state updated
0j
P (k-1/k-1) acceleration.

Interaction
ª1 T 0 0 0 0º
zk «0 1 0 0 0 0 »»
«
«0 0 0 0 0 0»
F= « » (3)
Non Maneuvering «0 0 0 1 T 0»
Maneuvering case «0 0
case (CV) (ICSM) 0 0 1 0»
« »
¬0 0 0 0 0 0¼
L 1(k ) L 2 (k ) ªT 2 /2 0 º
1
x̂ ( k / k ) 2
x̂ ( k /k ) « »
P 1 (k/k) Update Mode P 2 (k/k)
« T 0 »
Probability « 1 0 »
G= « 2 » (4)
ȝ j (k) « 0 T /2 »
State estimation
« 0 T »
« »
¬« 0 1 ¼»
ª1 0 0 0 0 0º
Estimated output H= « » (5)
¬0 0 0 1 0 0¼
x (k /k ) P (k /k)

The state space model for ICSM is given by

Fig.1. Block diagram for tracking
x k+1 = F(k+1,k) x k +U k a (6)
z k =Hx k +v (2)
. .. . ..
Where U is acceleration matrix and
T
Where x k+1 =[x, x , x ,y, y , y ] is the state vector at a = xˆ k is previous state updated acceleration
time k+1. The target is represented by 2 dimensions x and State transition matrix is represented by equation (7)
y and three states, like position, velocity and accelerations.
z is the measurement vector. F(k+1,k) is state transition ª1 T F0 0 0 0º
matrix and H denotes measurement matrix. The process «0 1 F1 0 0 0 »»
noise w and the measurement noise v are considered as «
white noise with covariance matrix Q and R respectively. «0 0 F2 0 0 0»
Multiple models serves best in the case of maneuvering
F= « » (7)
target tracking. Constant velocity model and improved «0 0 0 1 T F0 »
current statistical model are the two models used to «0 0 0 0 1 F1 »
represent different motions of the target. IMM switches « »
between the two models probabilistically.
«¬0 0 0 0 0 F2 »¼

A. Constant velocity model Where

1 1
Constant velocity model is used to describe the basic or F0 = 2
[-1+ĮT+e-ĮT ] F1 = [1-e-ĮT ] F2 =e-ĮT
uniform motion of the target. Here the target’s acceleration Į Į
is 0. The F , G and H matrices are given by equations
(3,4,5) respectively. Į is acceleration correlation coefficient. Process noise
covariance matrix is given by
B. Improved current statistical model
ªq 03X3 º
Constant velocity model is efficient in the case of non Q=2Įı 2m « 2 (8)
maneuvering target where there is no acceleration. The ¬03X3 q 2 »¼

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 IMM Estimator for Maneuvering Target Tracking with Improved Current Statistical Model

j =2,3,..,r are calculated by mixing the state estimates

ª q11 q12 q13º x̂ j (k-1/k-1) and covariance P j (k-1/k-1) of all filters
q 2 = ««q12 q22 q23»» obtained at the previous time step.
r
«¬ q13 q23 q33»¼ xˆ 0j (k-1/k-1)= ¦ xˆ i (k-1/k-1)ȝ i/j (k-1/k-1) (11)
i=1
Where r

1 ª -2ĮT 2Į T 3 3
º P 0j (k-1/k-1)= ¦ ȝ i/j (k-1/k-1)P i (k-1/k-1)
q11= 5 «
1-e +2ĮT+ -2Į 2 T 2 -4ĮTe-ĮT » i=1
2Į ¬ 3 ¼ + ª¬ xˆ i (k-1/k-1)-xˆ 0j (k-1/k-1) º¼
1
q12= 4 ª¬1+e-2ĮT -2e-ĮT +2ĮTe-ĮT -2ĮT+Į 2 T 2 º¼ ª¬ xˆ i (k-1/k-1)-xˆ 0j (k-1/k-1) º¼ (12)
T

2Į
1 1
q13= 3 ª¬1-e-2ĮT -2ĮTe-ĮT º¼ Where ȝ i/j (k-1/k-1)= ª¬ pijȝ i/j (k-1) º¼ are mixing
2Į cj
1 probabilities and
q22= 3 ª¬ 4e -ĮT -3-e-2ĮT +2ĮT º¼ r
2Į
cj = ¦ pijȝ i/j (k-1/k-1) is the normalisation factor.
1
q23= 2 ª¬1-2e -ĮT +e-2ĮT º¼ i=1
2Į
1 (ii) Mode Conditioned Filtering
q33= ª¬1-e-2ĮT º¼ The estimate and covariance values are used as input to
2Į
The acceleration matrix is given by equation (9) the Kalman filter matched to m j (k) to obtain state
j j
estimate x̂ (k/k) and covariance P (k/k) at time k.
ª u1 0 º The Kalman filter equations are given in the following
« u2 0 » equations (13) to (19)
« »
« u3 0 »
U= « » (9) xˆ j (k/k-1)=Fj(k-1) xˆ j (k-1/k-1)+G(k-1)w (13)
« 0 u1»
(14)
« 0 u2» Pj (k/k-1)=Fj(k-1) Pj (k-1/k-1)FjT (k-1) +GQ(k)G T
« »
¬ 0 u3¼ z j (k)=z(k)-H j (k)xˆ j (k/k-1) (15)
Where S j (k)=H j (k)Pj (k/k-1)H Tj (k)+R(k) (16)
2 -ĮT -ĮT
T (ĮT-1+e ) (1-e )
u1= - u2=T-
2 Į2 Į K j (k)=Pj (k/k-1)H Tj (k)S-1j (k) (17)
u3=1-e-ĮT
R is measurement noise covariance given by equation (10)
xˆ j (k/k)=xˆ j (k/k-1)+K j (k)v j (k) (18)
ª r 0º Pj (k/k)=Pj (k/k-1)-K j (k)S jK Tj (k) (19)
R= « » (10)
¬0 r ¼ The likelihood function L j (k) is given as
III. IMM FILTER -1/2­ 1 ½
The IMM filter uses various models [8] to estimate the L j (k)= S j (k) exp ®- z Tj (k)S-1j (k)z j (k) ¾ (20)
target’s state. At each time it switches between the
¯ 2 ¿
constant velocity and improved current statistical model Where S j (k) and z j (k) are j conditioned filter
accordingly. The Kalman filter is elementary filter for covariance and innovation respectively.
these models.
Let r be the number of models constructed in the IMM
filter. Let us assume that the target motion is described by (iii) Mode Probability Update
one of the models at each time. IMM algorithm consists of
the following four steps [3]. The mode probability is updated as
r
1
(i) Interaction ȝ j (k)= L j (k)¦ pijȝ i (k-1) (21)
x̂ 0j (k-1/k-1) and covariance
The mixed initial state c i=1
Where, c is normalisation factor.
P 0j (k-1/k-1) for the filter matched to m j (k) ,

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 IEEE-ICRTIT 2011

2500
(iv) Estimate and covariance combination
The combination of the updated mode conditioned state 2000

estimates and covariance produces the output estimates

r 1500

y position in metres
x(k/k)= ¦ xˆ (k/k)ȝ j (k)
j
(22)
1000
j=1

r 500

P(k/k)= ¦ Pj (k/k)+ ª¬ x j (k/k)-x(k/k) º¼

j=1 0
observed
T CV ICSM estimated
ª¬ x j (k/k)-x(k/k) º¼ ȝ j (k) (23) -500
CV CA estimated
-500 0 500 1000 1500 2000 2500

Location information in the wireless packet is sent to the x position in metres

IMM which is used to estimate the next position of the Fig.2 a.CV-ICSM Estimation
target and also to minimize the error in the measurement.
RMSE is calculated for x and y position for both CV-
The predicted state is corrected using the observation.
ICSM and conventional CV-CA and are shown in Fig. 4
IMM state vector X is initialized using the target/person’s
and 5 respectively. The performances of both the methods
current position in x and y coordinates.
are evaluated and their comparisons prove that, the
IV. SIMULATION RESULTS proposed method has less deviation than the other one.
Once the sensors are deployed in the area of interest,
during initialization phase, the sensor id, the location TABLE I. RMSE comparison for CV CA and CV ICSM
information, and its neighbours connectivity details are
available in the server via sink node. When a person is
moving, nodes in that path detect the movement of the
person and send the packet to the sink. The generated x position y position
WSN packet consists of node id, RFID, location and time.
Coordinates X and Y in the location field represent the At T 5s 10s 15s 5s 10s 15s
location of the sensor node that has detected the person.
This information is fed to the IMM filter in the system CV-CA 0.80 1 3.861 1.901 1.399 6.400 6.188
connected to the sink node. To show the effectiveness of
the algorithm, a scenario for tracking a maneuvering target
CV ICSM
is examined. The filter is designed with the following 0.696 1.968 0.779 1.204 2.578 1.164
parameters
Sampling interval T is set to be 1s.
Maneuver correlation coefficient α is 0.1. 140
Prior probability is = [0.85 0.15]. observed

ª0.35 0.65º
CV ICSM estimated
120 CV CA estimated
Transition probability is = « ».
¬0.65 0.35¼ 100

Measurement noise covariance is = 2 m2.

y pos ition in m etres

80
Simulation results are obtained from 15 Monte Carlo
runs by varying the measurement noise covariance. 60
The Fig.2 a & b shows the estimation of CV-ICSM for
different trajectory. The error is less in the case of 40
proposed ICSM method than the CV-CA one. It reveals
that even though the target has dynamic motion, the 20
proposed method can track with less error. Fig.3 shows the
switching between Constant Velocity and Improved 10 20 30 40 50 60 70 80
Current Statistical Model for Fig.2 a and it shows that the x position in metres

model selects Improved Current Statistical Model.

Whenever it has uniform motion IMM chooses Constant
Velocity model. Fig.2 b.CV-ICSM Estimation
For different time period, the RMSE values are shown
in Table I. At each second estimation is done for various
meausrement noise variances and their RMSE is
calculated.

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 IMM Estimator for Maneuvering Target Tracking with Improved Current Statistical Model

1
At any time no observation is received, the filter can
0.9 able to estimate the state using the previous estimated state.
0.8 A scenario is created with events missing at 5s, 6s, 7s, 14s,
0.7 15s, 16s and 17s and the simulation is done. Fig 6 shows
the IMM state estimation when some events are missing.
mode probability

0.6 constant veocity model

0.5
Improved current statistical model .
V. CONCLUSION
0.4

0.3 This paper proposes IMM based tracking scheme using

0.2
CV and ICSM models for WSN. The proposed scheme has
been validated for missing data and different target motion.
ICSM can track accurately with adaptive gain since it
0.1

0
0 5 10 15 20 25 30 35 depends on current acceleration. The estimated output has
no of samples
less deviation as shown in error plots. It is found from
Fig.3.Mode Probability (CV ICSM) simulation studies that the proposed scheme gives better
20
performance in terms of prediction accuracy for any kind
CV CA of trajectory.
18 CV ICSM
.
16 REFERENCES
14
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5 10 15 20 25 30 35
no of samples

Fig.5 .RMSE for y position

Estimation for Events missing
1000

900

800

700
y position in metres

600

500

400

300
original
200 estimated

100

0
0 100 200 300 400 500 600 700 800 900
x position in metres

Fig.6.State estimation when some events are missing

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