Adaptive Target Tracking Using Retrospective Cost Input Estimation

Abstract: Target tracking of surrounding vehicles is essential for collision avoidance in autonomous vehicles. Our approach to target tracking is based on causal numerical differentiation on relative position data to estimate relative velocity and acceleration. Causal numerical differentiation is useful for a wide range of estimation and control problems with application to robotics and autonomous systems. The present paper extends prior work on causal numerical differentiation based on retrospective cost input estimation (RCIE). Since the variance of the input-estimation error and its correlation with the state-estimation error (the sum of the variance and the correlation is denoted as $\widetilde{V}$) used in the Kalman filter update are unknown, the present paper considers an adaptive discrete-time Kalman filter, where $\widetilde{V}_k$ is updated at each time step $k$ to minimize the difference between the sample variance of the innovations and the variance of the innovations given by the Kalman filter. The performance of this approach is shown to reach the performance of numerical differentiation based on RCIE with the best possible fixed value of $\widetilde{V}_k$. The proposed method thus eliminates the need to determine the best possible fixed value for $\widetilde{V}_k$. Finally, RCIE with an adaptive Kalman filter is applied to target tracking of a vehicle using simulated data from CarSim.