Tracking an Underwater Object with Unknown Sensor Noise Covariance Using Orthogonal Polynomial Filters.

In this manuscript, an underwater target tracking problem with passive sensors is considered. The measurements used to track the target trajectories are (i) only bearing angles, and (ii) Doppler-shifted frequencies and bearing angles. Measurement noise is assumed to follow a zero mean Gaussian probability density function with unknown noise covariance. A method is developed which can estimate the position and velocity of the target along with the unknown measurement noise covariance at each time step. The proposed estimator linearises the nonlinear measurement using an orthogonal polynomial of first order, and the coefficients of the polynomial are evaluated using numerical integration. The unknown sensor noise covariance is estimated online from residual measurements. Compared to available adaptive sigma point filters, it is free from the Cholesky decomposition error. The developed method is applied to two underwater tracking scenarios which consider a nearly constant velocity target. The filter's efficacy is evaluated using (i) root mean square error (RMSE), (ii) percentage of track loss, (iii) normalised (state) estimation error squared (NEES), (iv) bias norm, and (v) floating point operations (flops) count. From the simulation results, it is observed that the proposed method tracks the target in both scenarios, even for the unknown and time-varying measurement noise covariance case. Furthermore, the tracking accuracy increases with the incorporation of Doppler frequency measurements. The performance of the proposed method is comparable to the adaptive deterministic support point filters, with the advantage of a considerably reduced flops requirement.