An Improved Kalman Filter Based on Long Short-Memory Recurrent Neural Network for Nonlinear Radar Target Tracking

The target tracking of nonlinear maneuvering radar in dense clutter environments is still an important but difficult problem to be solved effectively. Traditional solutions often rely on motion models and prior distributions. This paper presents a novel improved architecture of Kalman filter based on a recursive neural network, which combines the sequence learning of recurrent neural networks with the precise prediction of Kalman filter in an end-to-end manner. We employ three LSTM networks to model nonlinear motion equation, motion noise, and measurement noise, respectively, and learn their long-term dependence from a large amount of training data. They are then applied to the prediction and update process of Kalman filter to calculate the estimated target state. Our approach is able to address the tracking problem of nonlinear maneuvering radar target online end-to-end and does not require the motion models and prior distributions. Experimental results show that our method is more effective and faster than the traditional methods and more accurate than the method with LSTM network alone.