[0001] The invention is related to a method for determining the track course of a track
bound vehicle.
[0002] A track bound vehicle can be for example a train or another vehicle in railroad traffic.
Further, it can be any other vehicle which is bound to a track, meaning the vehicle
is not able to leave this track under ordinary conditions.
[0003] It is very important to be able to determine the track course of a track bound vehicle
in a reliable manner, in particular when a train on a railroad track shall be localized.
It is desirable to determine the position of the vehicle only by using sensors in
or at the vehicle, so that no further infrastructure is needed.
[0004] For this purpose, it is known to use inertial sensors. A drawback when using inertial
sensors is that no method is known in order to determine the reliability of a determination
of the position of the vehicle based on their function. For applications which are
relevant to safety, for example in railroad traffic, this information is required.
[0005] It is an object of the present invention to provide a method for determining the
track course of a track bound vehicle, whereby the reliability of the determining
of the track course can be specified.
[0006] According to the invention this object is achieved by the features of claim 1.
[0007] The inventive method for determining the track course of a track bound vehicle comprises
the following method steps:
- a) A first error distribution of a curvature determination error for a plurality of
erroneously measured track curvatures around a first estimated curvature value k̂1 is defined. This is due to the fact that for example if k̂l is the actual curvature value, a sensor will also measure a plurality of false values
which lie around the real value k̂1 when a plurality of measurements is conducted. Thereby, it is likely that values
which are close to the real value k̂1 will be measured more frequently than more distant values ( namely bigger errors).
In the first error distribution the frequency of occurrence for each measuring error
in the vicinity of k̂1 is shown.
- b) A first threshold T1 is defined according to a predefined first wrong decision probability, whereby any
measured track curvature beyond this threshold is considered not to be the first estimated
curvature value k̂1. The probability that the actual curvature value is k̂1 and lies beyond this first threshold T1 (meaning that the measured curvature value will erroneously be considered not to
be k̂1) is defined as "probability of false alert (Pfa).
- c) A second error distribution of a curvature determination error for a plurality
of erroneously measured track curvatures around a second estimated value k̂2 is defined. The first estimated curvature value k̂1 is smaller than k̂2.
- d) A second threshold T2 is defined according to a predefined second wrong decision probability, whereby any
measured track curvature below this threshold is considered not to be the second estimated
curvature value k̂2. The probability that the actual curvature value is k̂2 and lies below T2 (meaning that it will be erroneously considered not to be k̂2) is defined as "probability of misdetection" (Pmd). This is the probability that the actual curvature value is k̂2 but it was decided that it is another value.
- e) According to the invention the distance between k̂1 and k̂2 can be reliably specified when T1=T2 or T1<T2 is fulfilled. If the distance between k̂1 and k̂2 was chosen such that T1>T2, it would be impossible to decide if a measured curvature value lying between T2 and T1 (T2<measured value<T1) is k̂1 or k̂2.
- f) The track curvature of the track bound vehicle is measured by using at least one
sensor. The measured curvature value is considered to be k̂1 if it is <T1 and is considered to be k̂2 if it is >T2, whereby if the measured value is identical to T2 and T1 the decision if it is T2 or T1 is taken based on a predefined system preference.
[0008] The inventive method can be used for a plurality of applications which will be described
in more detail later.
[0009] The first and second wrong decision probability can be identical or differ from each
other.
[0010] It is preferred that the first and second error distribution in particular for each
user sensor separately are determined each by a long time measurement in a static
laboratory environment meaning that the conditions which might influence the function
of the sensors are kept constant in this environment so that the exact error distribution
of the sensor or sensors used can be determined. It is preferred that the first and
the second error distribution are estimated.
[0011] It is further preferred that under the precondition that the track can only have
discrete predetermined curvatures in particular standard curvatures in railroad traffic,
the quality of the performed curvature determination is determined in terms of a wrong
decision probability. Standard curvatures in railroad traffic can be for example 0.4x10^(-3)
l/m for a radius of 2.5km til 5.26x10^(-3) l/m for a radius of 190m.
[0012] It is further preferred that a decision between the first estimated curvature
k̂1 and the second estimated curvature value
k̂2 is taken such that the value leading to the lowest wrong decision probability is
chosen. The minimum distance between k1 and k2 is obtained such that the reliability
requirements (Pfa and Pmd) are just fulfilled. That is for any k3>k2, the probability
of miss-detection is smaller than the required on: Pmd(k3)<Pmd(k2)
[0013] A further possible application of the inventive method is to determine a minimum
difference between two standard curvatures which is required to be able to distinguish
between them with a predefined wrong decision probability. For example it might follow
from the inventive method that a minimum difference of 0.45x10
-3 l/m is necessary in order to fulfill the predefined wrong decision probability 10
-5 at a velocity of 36.72km/h. The wrong decision probability can be a value between
10
-4 and 10
-6.
[0014] A further possible application of the inventive method is that a minimum speed can
be specified for the vehicle for passing a switch which is required in order to be
able to determine the correct function of the switch with a predefined wrong decision
probability. When a train passes a switch, it is necessary to know reliably if the
switch functions correctly, namely if the train took the desired direction. If the
train moves too slowly the measuring error of the sensors will increase. Thus, there
is a minimum speed with which the vehicle must move so that it is possible to determine
if the vehicle took the desired direction with a predefined wrong decision probability.
This minimum required speed can be determined with the inventive method.
[0015] It is preferred that the track curvature of the track bound vehicle is measured by
at least one sensor in or at the track bound vehicle. In particular, it is preferred
that exclusively three inertial sensors are used, namely one lateral acceleration
sensor, one longitudinal acceleration sensor and one rate sensor or gyroscope.
[0016] The inventive method can be used as a subsidiary system which is part of an overall
system (for example a system for localizing a vehicle in a map). In order to be able
to specify the reliability or quality of the overall system it is necessary to specify
first the reliability of the subsystem which can be done by the inventive method.
[0017] In a preferred embodiment of the inventive method a curvature of the track course
of the vehicle is determined. If this is done only in one snap-shot it is possible
to reduce the number of possible positions of the vehicle in a map to all these positions
which have the specified curvature. As an alternative it is possible to determine
a plurality of subsequent curvatures, meaning that a plurality of curvatures of the
vehicle is recorded over time. These recorded curvatures can be compared to the curvatures
on a map so that it is possible to precisely identify the track course of the vehicle
on the map.
[0018] If the position of the vehicle is known (for example because no switches are on the
track so that it has not to be decided whether the vehicle has taken the desired direction)
the inventive method can be used in order to determine sensor errors, so that the
sensor can be calibrated.
[0019] In the following preferred embodiments of the invention are explained in the context
of the figures.
- Fig. 1
- shows the first error distribution,
- Fig. 2
- shows the first error distribution with the first threshold T1,
- Fig. 3
- shows the first and second error distributions,
- Fig. 4
- shows minimum detectable curvature differences at different vehicle speeds,
- Fig. 5
- Display of the 2D curvilinear coordinate system to determine the track curvature,
- Fig. 6
- Curvature error distribution for different hypotheses,
- Fig. 7
- Test statistic for curvature determination method 3 for two different hypothesis:
In dark grey the true curvature 10-4 [m-1] and in light grey the true curvature is 1/1749 [m-1] which correspond to a minimum detectable curvature difference of MDCD=4.7176×10-4 [m-1] given a probability of wrong decision of Pwd=10-5,
- Fig. 8
- Tracks configuration assumption,
- Fig. 9
- Minimum detectable curvature difference with respect to k0 = 10-4 [m-1] obtained for the three different curvature determination methods κ1, κ2 and κ3 vs. velocity are shown. For comparison, the standard German curvatures and their
maximum allowed velocities are indicated by black lines. This plot is valid for a
Pwd = 10-5 and using consumer grade sensors,
- Fig. 10
- Minimum detectable curvature difference with respect to κ0 = 10-4 [m-1] obtained with the three different curvature determination methods κ1, κ2 and κ3 vs. velocity are shown. For comparison, the standard German curvatures and their
maximum allowed velocities are indicated by black lines. This plot is valid for a
Pwd = 10-5 and using automotive grade sensors,
- Fig. 11
- Minimum detectable curvature difference with respect to κ0 = 10-4 [m-1] obtained with the three different curvature determination methods κ1, κ2 and κ3 vs. velocity are shown. For comparison, the standard German curvatures and their
maximum allowed velocities are indicated by black lines. This plot is valid for a
Pwd = 10-5 and using tactical grade sensors,
- Fig. 12
- Availability degradation plot of curvature determination method κ1 vs. velocity. for different IMU grades.
[0020] The track curvature is determined by using the above described sensors in particular
based on three different methods which will be described later in more detail.
[0021] As it is shown for example in Fig. 10 each of these three curvature determination
methods can result in a different minimum detectable curvature difference and a different
vehicle speed dependency. For example, one method might result in lower required vehicle
speeds which are necessary in order to be able to fulfill a required predefined wrong
decision probability at different standard curvatures while another method might require
higher speeds for the same preconditions. Since the performance order of the three
methods is not constant over speed, it is preferred to switch between the three curvature
determination methods depending on the speed and sensor quality. For example, if automotive
grade sensors are used, it might be beneficial to use method 2 for 0-45km/h and method
3 for higher speeds (Figure 10). Thus, it is preferred to choose this curvature determination
method for a first speed range which allows the vehicle to travel with lower speeds
at given curvatures and wrong decision probabilities while a second (and possibly
third) different curvature determination method is used for another speed range in
which this other curvature determination method allows the vehicle to travel with
lower speed in order to achieve the same results.
[0022] It is possible to use a weighted combination of the different curvature determination
methods, whereby the weight of each method depends on the velocity of the vehicle.
This is due to the fact that with changing velocity the quality of each method may
change as described above. In the example given above the weight of one method is
0 whereas the weight of the second (better) method is 1 at a first speed range and
vice versa at the second speed range. In the now described alternative it is possible
to adapt the weight for each method depending on the velocity of the vehicle.
[0023] It is further possible to adapt the weight of each method depending on the camber
of a track (namely the rotation around an x-axis running parallel to the longitudinal
direction of the vehicle). It is further possible to choose the weight of each method
based on an ascending or descending slope of the track (namely a rotation around the
y-axis of the vehicle).
[0024] By using the inventive method it is not only possible to determine standard curvatures.
It is also possible to determine the reliability of the curvature determination for
arbitrary curvatures.
[0025] Fig. 1 shows qualitatively the expected error distribution
pk(
k̃) of a curvature determination error. The curvature
k̂ is defined as multiplicative inverse of the track radius, i.e.,
k̂=1/r. This error distribution is centered around the true curvature value k.
[0026] The error distribution is used as an input for a threshold test, which for example
can result in a minimum required curvature difference between two tracks. For this
purpose a first threshold T
1 is defined in the first error distribution (see Fig. 2). A second threshold T
2 is defined in the second error distribution (see Fig. 3). Since in the example shown
in Figs. 2 and 3 T
1=T
2, only one threshold T=T
1=T
2 is shown. The probability of false alert is marked with P
fa in Fig. 2. The probability of misdetection is marked with P
md in Fig. 3.Since both probabilities characterize the allowed decision error for either
curvature one or two, they could be considered equal and can be called probability
of wrong decision.
[0027] The minimum curvature difference, which can be detected while fulfilling the required
safety aspects (namely wrong decision probabilities), results from the difference
between the two estimated curvature values MDCD =
k̂2 -
k̂1 (minimum detectable curvature difference). Fig. 4 shows some examples of these MDCD
values, whereby three different curvature determination methods and inertial sensors
of very high quality have been used. The curvature difference minima shown in Fig.
4 have been calculated based on a wrong decision probability of 10
-5 and tactical grade sensors. They are further dependent on the speed of the vehicle.
The horizontal lines indicate the standard curvatures which are used in German railroad
traffic (and their differences). The end of each of these horizontal lines indicates
the maximum speed on these tracks. Therefore, the right, upper area shows vehicle
speeds which are higher than the allowed German maximum speed on the respective track
and hence, they are not relevant.
[0028] The inventive method can also be applied for determining the position of the vehicle
in a three dimensional space. In this case additional sensors will be necessary since
a three dimensional position cannot be determined by using the described three sensors.
[0029] Further in the inventive method a more complex error model can be used for example
by assuming that the bias of the sensors is defective meaning that it is not constant
over a time. The same applies to the scale factor of the sensors.
[0030] The inventive method including more detailed algorithms will now be described in
more detail.
First, a brief introduction is given:
[0031] Global Navigation Satellite Systems (GNSS) are inspiring more and more safety of
life applications like aviation, maritime and railway. However, for terrestrial applications
in general and for rail applications especially, the signals provided by satellites
are often blocked and reflected by surrounding obstacles like trees, terrain and buildings.
So the signals coming to the receiving GNSS antenna might not be the direct signals
but distorted ones. This has a huge impact on the achievable position accuracy, system
availability, continuity and integrity. Consequently, pure satellite based navigation/localization
systems may fail to provide the required system performance particularly for safety-of-life
critical railway applications. Furthermore, GNSS is generally delivering an absolute
positioning which is often not what matters in rail navigation. Here, trains can only
move on well-defined smooth tracks and the localization objective consists of determining
on which track segment and at which level in this segment the train is located and
in which direction it moves. This information is crucial for collision avoidance system
such as RCAS
1. In case the position of the trains within the track map is reliably and continuously
known, possible train collision situations can be identified and avoided on time.
1Railway Collision Avoidance System (RCAS) - a project of the German Aerospace Center
(DLR) - investigating, developing and validating a 'safety overlay' system which can
be deployed on top of any existing safety infrastructure in train networks. The core
idea of RCAS is to broadcast the position and intended track of trains as well as
additional information like vehicle size to all other trains in the area using an
ad-hoc train-to-train communication system. This enables train drivers to have an
up-to-date accurate knowledge of the traffic situation in the vicinity, and act in
consequence.
[0032] There are different approaches to solve this localization problem: The two main methods
are map matching and dead reckoning system. The former obtains an absolute 3D position
estimating using GNSS and additional sensors for each epoch and matches this position
with the track map. This could be done by choosing the closest point in the track
as the best estimate. In the second approach, the movement of the train relatively
to a reference point is estimated incorporating all available sensors. Hence the position
within the map is directly known. This approach can provide a more accurate and reliable
solution since no intermediate solution is computed. Train localization/navigation
using GNSS and IMU has been investigated by many different authors some of them providing
novel and promising techniques using Bayesian filters [6].
[0033] One of the most critical situations for dead reckoning systems are switches. Here,
the train localization system needs to detect reliably and automatically with low
latency which track was taken by the train. This decision can be done by determining
the curvature of the track. In [1], low-cost MEMS gyroscopes are used for curvature
detection. By applying a matched filter, the detection is optimized for real-time
operations. However, the reliability of the detection cannot be determined which is
mandatory for integrity assessment.
[0034] In this paper, we define and investigate the usage of three different test statistics
to classify the curvature of the track instantaneously. We also address the performance
of this classification with respect the false alert and miss-detection probabilities.
Based on these results, we determine the minimum velocity which is necessary to reliably
identify the curvature. In our approach, we use three inertial sensor components,
i.e., an along-track and a cross-track accelerometer and a heading rate gyroscope.
As a matter of course, the classification performance depends strongly on the quality
of the sensor. Hence, we discuss the sensor error model, derive the corresponding
stochastic differential equation and the Gaussian overbound of the stochastic process
solution. We then outline and analyze the three possible curvature computation methods
expressed as ratios of sensor outputs. Later the resulting test statistics of these
three methods are evaluated with respect to standard German track curvatures. Finally,
we conclude this paper with a summary and a direction for future work.
I. SYSTEM MODEL
A. General System Assumption
[0035] In this paragraph we list the major assumptions that we make except those related
to the error model extensively discussed in the following section.
[0036] We neglect the effect of the gravity related errors in the inertial sensors. That
is we assume that the plan of motion (formed by the along track and cross track vectors)
is perpendicular to the gravity vector. Hence, the acceleration due to the gravity
is not measured by the along and cross track sensors. This assumption might be valid
due to the planar construction requirement of switches in general.
[0037] We assume that the accelerometers are perfectly aligned with the body frame of the
train. Hence, no along track and cross track misalignment are considered.
[0038] For the heading rate gyroscope, we further assume a perfectly alignment of the motion
plan. We further assume a perfect correction of the turn rate errors due to the Coriolis
force and the earth rotation.
B. Inertial Sensor Error Model
[0039] Inertial error models have been widely discussed in the literature. According to
[2], however it is sufficient to use a simplified version of sensor model. Assuming
the misalignment of the different sensors with respect to the reference axes are known,
the measured sensor output can be written as:

where
m̂(
t) is the measured sensor output such as angular turn rate and a 1-D acceleration,
respectively. The true value of this quantity is denoted as m(t) and can be used as
the input value in the simulations. It is possible to simulate different type of scenarios
as for example vibrations or constant acceleration, deceleration [5]. An ideal accelerometer
would directly sense
m(t) but in a non ideal case, the measured acceleration or turn rate is decomposed
into a proportional part (proportional to a scaling factor
sf) and a time dependent drift part
b(
t)
. The latter can be modeled by a constant offset
b0 as well as a time varying
b1(
t) and a sampling noise component η
m:

[0040] We assume that the offset
b0 stays constant during each run and is corrected by an initial calibration of the
sensors. Additionally, the sampling noise is assumed to be Gaussian distributed with
zero-mean and a variance

The time-varying component is represented by a 1st-order Gauss-Markov process which
can be expressed mathematically by

where τ is the correlation time and η
b is the driving noise which can be assumed to be Gaussian distributed with zero mean
and variance

This is also known as an Ornstein-Uhlenbeck process with a rate of mean reversion
of

and a volatility
σb.
[0041] In order to obtain realistic values for the sampling and driving noise component
as well as for the time correlation, real sensor measurements have to be analyzed
with the help of the Allan variance and auto-correlation function of a long series
of zero-input measurements [2]. Exemplary, we show the resulting parameters of three
different qualities of inertial sensors in Table 2. We will use these parameters and
values throughout our paper.
C. Stochastic Differential Equation and its Solution
[0042] Due to the focus of this paper, we need to investigate not only the error of the
measurement itself but also its propagation via integration. In the following, we
look into the stochastic differential equation issues to solve our problem.
[0043] Let us first consider a one dimensional translational acceleration (without attitude
change) only. The position of the rover can be determined using only one accelerometer
or the combination of redundant accelerometers in the direction of the acceleration.
We combine the Equation (1) and (2) and obtain:

Let the error of the measurement be noted by Δ
m̂(
t) with:

[0044] The time-varying bias
b1(
t) is the solution of the stochastic differential Equation (3). If we rewrite this
equation into the Ito-form and introduce a one-dimensional Brownian motion
Bt, we obtain for the sensor time-varying bias the following [9]:

[0045] The corresponding error
u(
t) introduced by the integration of the measurement error can be expressed by:

[0046] These equations can be applied to all our measurements required for our test statistics,
i.e., to the cross track and along track accelerometer as well as to the heading rate
gyroscope.
[0047] In order to solve our problem, let us define a state vector
x(
t) = (
b1 (t) u(
t))
T. By applying the previous defined equations, we can rewrite our problem as follows:

[0048] In general, two different approaches are used to solve these kind of problems. The
first one uses a generator of the Ito-diffusion process defined by the stochastic
differential equation and derive a partial differential equation, so called Kolmogorov
Forward Equation or Fokker Planck Equation. Its solution is a transition probability
density function of the solution process (see [4] and [3]).
[0049] The second method takes advantage of the fact that the process solution is Gaussian
distributed, if the initial state densities can be assumed to be also Gaussian distributed.
Hence, it is sufficient to investigate the evolution of the corresponding expectation
and variance of the transition density function. In the section below, we apply the
second concept and discuss the results.
D. Analytical Form of the Transition Density solution of the Stochastic Differential
Equation
[0050] We consider a state vector comprising the drift of the sensor and the integral with
respect to time of the sensor error (e.g., the velocity error for an accelerometer
or the heading error for an angle rate gyro). So we need to solve this problem:

where
x(0) = (
b1(0)
u(0))
T is our initial state vector. Recall from before that this can be considered as an
Ornstein-Uhlenbeck process in case of a continuous time problem or as an 1st-order
auto-regressive process with equilibrium at 0 in case of a discrete time problem.
Thus, we can reformulate Equation (6) as integrated process:

[0051] Under the assumption that the initial value of the time-variant bias
b1(0) can be considered as normal distributed random variable with mean

and variance

the solution of the bias differential equation results also in a Gaussian distributed
quantity, where the corresponding mean and variances are given by:

[0052] Similar steps, we can apply to the full stochastic differential equation
x(
t) = (
b1(
t)
u(
t))
T and we obtain:

where

To solve our problem, we propose to compute the expectation and variance of the process
in a snapshot manner, i.e., for each time step. So, for the expectation we have to
solve:

since

by definition of a Brownian motion. The two components of the sum can be rewritten
as:

[0053] The derivation of the corresponding state vector covariance matrix is quite complex,
so we just want to state the result here in this paper.

[0054] Please note that the covariance matrix is symmetric, i.e.,
c12(
t) =
c21(
t)
. Also we define an auxiliary Gaussian random variable

So, we get

[0055] Recall that
ετ (
t) is function of
Bt,1, we kept the cross products as non necessarily zero terms. In fact (See Appendix
A for more details), the mean

and the variance of
ετ(
t) is given by

[0056] Finally we observe that the covariance matrix

is not diagonal in the general case.
[0057] We observe that when the random variables in the model of the sensor are all Gaussian
distributed (including the initial point
b1(0) and
u0, the state vector is also Gaussian distributed. Therefore the propagation of the
mean and the variance is sufficient if we want to characterize the whole distribution.
[0058] Given all these expressions, we can deduce the expectation and the variance of the
state vector as function of time t, time constant
τ and the parameters of the problem.

[0059] By using Equation (5), we deduce the expectation and the variance of the sensor error:

II. SNAPSHOT TRACK CURVATURE CLASSIFICATION
A. Curvature Determination
[0060] In the following section, the physical assessment of the track curvature is introduced
and three different methods are outlined. Let
s(
t) being the curvilinear abscissa representing the length of the arc represented by
the track from a reference position to a current point. The velocity vector of the
train is v =
ṡe
AT and the acceleration vector is:

[0061] In this expression and in the rest of this chapter we drop the time
t for simplification. The dot above variables always means the derivative of the given
variable with respect to time. To express ė
AT, we use the notations of Figure 5. During
dt, the point M moved from
s to
s+
ds and the unit along track vector has rotated with the angle
dψ. This drives to the following relation:

[0062] Observing that the acceleration vector lies in the osculating plan defined by (e
AT, e
CT), we can decompose the acceleration into 2 components: and taking the same notation
as for the unit vectors, we have:

[0063] We observe that
ṡ =
rψ̇, so we have the following expression:

[0064] With
r being the local radius of the trajectory.
[0065] We observe that Equation (11) can be expressed in terms of
ṡ rather than
ψ̇ and observing that ||v|| =
ṡ, we have:

[0066] There is a relation between the speed of the train, the cross track acceleration
and the heading rate for a given trajectory.
[0067] We have the following relations:

[0068] In this equation, we can directly sense the cross track acceleration
aCT, the heading rate
ψ̇ and indirectly the velocity of the train v (integral of the along track acceleration).
This is an important a-priori information that can be used in a test statistic to
decide which direction the train has taken after a switch. By convention we will choose
to work with the curvature rather than with r. Let
κ = 1/
r the relation above can be written as follows:

[0069] In this equation,
κ can be obtained in three different ways:

[0070] All three methods can also be used in a non-stationary scenario, i.e., while the
train is moving. Otherwise the curvature determination might be not defined. That
is if
aCT = 0, κ
1 is undefined and if ||
v(
t)|| = 0, κ
2 and κ
3 are undefined.
B. Test Statistic
[0071] In this section, we analyze the resulting test statistic based on the three curvature
determination methods. To compute
κi, i = 1, ... , 3, we need the heading rate, along-track and cross-track accelerations.
These measurements are distorted by sensor errors which can be modeled as described
in Section I-B. Using the SDE results from Section I-C, we can access the error distribution
of each measurement required to determine the curvature. However, the distribution
of curvatures itself is not simple to derive since we have to obtain the distribution
of a ration of random variables. The resulting distribution might not be symmetric
and can be even heavy tailed. In the following, we discuss the expected behavior of
the test statistics.
[0072] Naturally, if all measurements would be error-free, all three curvature computations
would deliver the same result κ
1 = κ
2 = κ
3. But due to the randomness of the measurements of
aCT (t), ψ̇ (
t) and
v(
t), the performance of the obtained curvatures can only be characterized in terms of
distribution.
[0073] First method κ
1: The measurements of this methods can be directly sensed, so no integration of the
measurements is required. However, we can see that if the curvature of the path is
zero, i.e., the track is straight, the numerator will take positive random values
following a
χ2 distribution and the denominator will take values centered at 0. This induces fat
tails in the distribution of κ
1. Consequently, it might be not very promising to use this method for the hypothesis
test.
[0074] Second method κ
2: Here, we observe a ratio between a normally distributed random variable and a folded
normal distribution (the absolute value of a normally distributed random variable).
In the case of a ratio between two independent, normally distributed random variables
with zero mean, the distribution of the ratio follows a Cauchy distribution. In the
case of non-centered distributions, it has been demonstrated [7] that the probability
density function can be written as follows:

where

and

and

This expression is not representing the test statistic of interest κ
2 for which no closed form could be found.
[0075] Third method κ
3: Similar to κ
2, to nominator can be seen as normal distributed random variable. However, the denominator
is not only linear dependent on an folded normal distributed random variable, but
quadratically dependent. Also in this case no close for solution can be found.
[0076] In the remaining paper, we assess the distributions of κ
i, i = 1,...,3 via Monte-Carlo simulations. As derived before we can compute the probability
distributions of
aCT (t), ψ̇(
t) and v(
t) depending on the quality of the sensor as well as initialization. Please note that
the direct use of heavy tailed distributions can generate instabilities of the test
statistics. In this case, the mean and variance may not exist especially in the case
of high densities around zero for the test statistics denominators.
[0077] One possibility is to exclude the samples of
aCT (t), ||v(
t)|| and ||v(
t)||
2 that are close to zero, or in an interval around zero. The area to exclude using
a pretest should not be too large for one reason essentially: the exclusion reduces
the availability of the test statistics (for each sample falling in the excluded area,
the corresponding test statistics is set as unavailable). But the closer the exclusion
bounds are to zero, the wider the distribution of the test statistics and therefore
the smaller the minimum detectable curvature difference (MDCD).
C. Hypothesis Test
[0078] To classify or identify a certain curvature, we compare our computed curvature with
a threshold. The latter, we have determined by a standard hypothesis test algorithm.
In the following, this algorithm is described briefly.
[0079] First of all, reliable knowledge of curvature determination error behavior is required.
We denoted this curvature error probability density function as
pK(κ)
. We assume that this pdf is centered at the true curvature. Then we can define the
distributions for two different track curvature hypotheses that we want to test. For
example, after a switch a train might have two possibilities to move on, i.e., track
segment one with curvature κ
a or track segment two with curvature κ
b. Figure6 (a) illustrates the resulting curvature pdfs, if either track segment one
pK(κ|
Ha) or track segment two
pK(κ|
Hb) has been taken. In order to make a decision, we have to define a threshold
T against which we compare our curvature measurements. If our measurement is below
the obtained threshold, we decide for
Ha and if it exceeds this threshold, we decide for
Hb. To find this threshold we have to consider the probability of false alarm
Pfa. This probability is a system reliability requirement and accounts for the case,
where we decided for
Hb (indicated segment two, while hypothesis
Ha was correct (the train took the segment one). This is depicted on Figure 6 (b)).
Consequently, the threshold is given by

[0080] Similar considerations can now be done for hypothesis
Hb as well. A probability of missed detection, i.e., we decided for segment one while
the train took segment two, is normally defined as

[0081] This is displayed in Figure 6 (c).
Pmd is also a system reliability requirement and normally pre-defined by the system.
So for a given
Pmd, we can find a κ
m such that

where
Hm is the hypothesis that the train has taken a track with curvature κ
m. Thus, we can define a minimum detectable curvature difference MDCD = κ
m - κ
a for the given system requirements of false alert and missed detection. Both probabilities,
Pmd and
Pfa indicate that a wrong decision is made. Since we want to protected hypothesis
Ha and
Hb equally, we set
Pfa =
Pmd =
Pwd, where wd stands for wrong decision.
[0082] In Figure (7), we show two histograms observed while using the test statistics of
κ
3. The train moves with a speed of 50 [km/h] and the coasting time is 75 seconds. By
coasting time we understand the time for which the inertial sensors run free, so the
time after initialization.
[0083] We assume that during the coasting period, the speed is obtained by integrating the
along track acceleration. In dark gray, we show the distribution of the test statistic
under the hypothesis
Ha (with a curvature radius of 10 km) and the light gray curve corresponds to the hypothesis
Hb (with a curvature radius of 1749 m). So the minimum detectable curvature difference
is equivalent to MDCD = 1/1749 - 10
-4 = 4.7176 × 10
-04 [m
-1]. The probability of wrong detection is set to
Pwd = 10
-5 and is generally a requirement based on the level of hazard for being on another
track than the one expected. This risk is usually defined as a probability of being
in this hazardous situation during a predefined exposure time.
III. SIMULATION AND EVALUATION
A. Simulation Environment
[0084] For simulation, we used standard curvatures found in the German railway. A summary
of available curvatures and corresponding maximum allowed train velocity can be found
in Table 1. As mentioned before, the error model parameters of the used inertial sensors
are shown in Table 2.
Table 1: Basic Design Parameters of German standard switches [8]
| radius r in m |
curvature c in 10-3 1/m |
max velocity νmax in km/h |
| 190 |
5.26 |
40 |
| 300 |
3.33 |
50 |
| 500 |
2.0 |
60 |
| 760 |
1.32 |
80 |
| 1200 |
0.83 |
100 |
| 2500 |
0.4 |
120 |
[0085] We propose to investigate a curvature detector based on the three test statistics
defined in Equations (15, 16, 17). The path identification after a switch is crucial
for train surveillance and train collision avoidance systems. If we assume not to
know the itinerary but just the map with the switch locations and the curvature of
the possible paths after the switches, it is possible to determine the path followed
by the train with a confidence depending on the quality of the sensors.
[0086] In the simulations, we use a sensor having the following characteristics:
[0087] We solve the stochastic differential system for the expectation and the variance
for all three different sensor grades.
[0088] We draw paths following the process distributions calculated and we build the histograms
for each test statistic κ
1, κ
2 and κ
3.
[0089] The initial along track velocity uncertainty might be given by GNSS and is assumed
to have a σ
ν̂(0)0 = 0.05 [m/s]. When GNSS is not longer available, the velocity is drifting from its
initial value considering a coasting using along track accelerometer.

B. Assumptions for train localization
[0090] At a given initial epoch we assume to know the position and the direction of displacement
of the train (for example at the departure station). The localization problem consists
of determining the track segment ID, the direction of displacement and the curvilinear
abscissa on the track segment.
[0091] A track segment is defined as a path between two switches. We assume that between
two guaranteed positions (e.g., obtained by GNSS and verified by a receiver autonomous
integrity monitoring), velocity fixes a coasting with the inertial unit based on along
track, cross track accelerometers and a heading rate gyro using the characteristics
defined in Table 2. The coasting time is not longer than 1 second when at least 5
satellites are visible which is generally the case. But in some cases (long tunnels
or in the general case of bad satellite visibility or when the satellite signals are
blocked or reflected by a strong multipath environment) the coasting time could be
last much longer (up to several minutes). Nevertheless, as long as the information
used is not integrated in the time to obtain velocity, position or heading angle,
the error in the information is stationary and can be overbounded by a Gaussian distribution
for a non zero required integrity risk. This overbound remains constant assuming the
error is a stationary process.
[0092] In Figure (8) we show the topology we adopt for the switch scenario. We assume at
each switch, only two possible tracks can be taken.
C. Minimum Detectable Curvature Difference
[0093] We have seen in the precedent section that the probability of wrong decision is an
important system reliability requirement. The question we need to answer is now: What
is the minimum curvature difference for which we can detect an alternative curvature
with a probability of 1 -
PWD? In order to answer this question, we first have to determine our test statistic
threshold
T = fct(κ
0,
PWD) which is a function of the curvature of our
Ha hypothesis κ
0 and the allowed probability of false alert. Then we generate the probability density
function for a continuously growing curvature κ
m > κ
0 until we get:

where
Hm is the hypothesis centered at κ
m and κ
i, for
i = 1,... 3 are the different test statistics defined in Equation (15, 16,17). Finally,
the MDCD is κ
m - κ
0.
[0094] The MDCD is a function of the velocity of the train. Intuitively the larger the velocity
of the train, the smaller the dispersion of the test statistic.
[0095] We investigate the MDCD for each test statistic as function of the train velocity
at a switch and for different IMU qualities. In the following investigations, we set
our curvature of hypothesis
Ha to κ
0 = 10
-4 [m
-1].
[0096] In Figures (9, 10, 11) we have plotted the corresponding MDCD vs. the velocity for
each test statistic and for each IMU quality. The black horizontal lines represent
the standard curvatures of tracks observed in Germany. Each standard line starts at
ν = 0 [km/h] and stop at the maximal allowed velocity for the corresponding curvature.
The larger the curvature, the smaller the maximal allowable speed. The initial and
reference curvature to be almost zero (a curvature of exactly 0 lends to a singularity).
We see that the lower the velocity, the higher the MDCD.
[0097] Although κ
1 seems to provide acceptable performance in the case of tactical grade IMU, its low
availability for a large range of velocities see Figure (12) makes it unusable for
the simulated scenario. Only κ
2 and κ
3 are providing acceptable results (their availabilities were always 100% for any type
of IMU).
[0098] For tactical grade IMU, we see a very effective κ
2 based test statistic. In fact the combination of high accurate velocity and high
performance heading gyro provides a sharp distribution and therefore a clear signature
when the train change its track. For this tactical grade IMU,
κ2 and
κ3 are not crossing in the velocity range [0 - 200] [km/h].
[0099] For both the consumer and the automotive grade IMUs, the MDCD curves cross at a speed
of approximately 50 [km/h]. This suggests a velocity based test selection: below 50
[km/h] we use
κ2 to make our decision and above this limit, we use κ
3 which performs better. A more efficient strategy could consist of defining a weighted
combination of both test statistics enabling even lower MDCD. However, this is beyond
the scope of this paper.
[0100] The results obtained suggest a weighted sum of κ
2 and κ
3 in order to improve the detectability. Some intrinsic problems may appear because
of the dependency of all 3 test statistics. Correlations need to be considered while
seeking an optimal combination of curvature types.
IV. CONCLUSION
[0101] In this paper we explored three different ways to determine track curvatures. The
tests are based on ratios of random variables that can be directly sensed like the
heading rate gyro and the cross track acceleration and indirectly sensed like the
speed of the train which can be obtained by an integration of the along track acceleration.
[0102] The expectation and the variance of the Gaussian overbound of the sensor errors are
analytically expressed and the test statistics after pretreatment of the random denominators
(exclusion of an interval around zero to prevent heavy tailed distributions) are investigated
using Monte Carlo simulations. The minimum detectable curvatures difference is determined
for three different classes of IMUs, namely consumer, automotive and tactical grade.
The resulting MDCD curves have been compared to standard curvatures and their performance
have been assessed.
[0103] It is shown that κ
1 in addition to being unavailable a large part of the time (exclusion of the high
density around zero of the cross track acceleration) provides when a bad performance.
In comparison, κ
2 and κ
3 show best results with a maximum availability when the train is moving. A performance
crossover can be observed for the consumer and automotive grade IMUs. That is κ
3 can outperform κ
2 when the velocity of the train is larger than 50 km/h. However, κ
3 depends on the cross track acceleration which is difficult to sense in a more realistic
dynamic scenarios (for a non-perfect horizontal plan of motion, for which the gravity
vector may introduce a component in cross track direction). In contrast, κ
2 shows a real improvement as it can be reliably used for a large range of velocities.
Furthermore, it has a dependency on the heading rate rather than on the accelerations
which makes it more robust to realistic scenarios (non-perfect horizontal displacements).
[0104] Future studies will consider a generalization of this concept for a three dimensional
tracks (with gravity vector not always perpendicular to the motion plan), misalignment
of sensors, transition curvatures. The performance crossover observed for κ
2 and κ
3 for low cost IMUs suggests to use a combination of both test statistics which is
investigated in a future paper. Another investigation might consider the minimum probability
of wrong detection for a given type of IMU and as function of the speed at the switch.
This approach can give the level of safety achieved by different types of IMU.
APPENDIX A
EXPECTATION AND VARIANCE OF BROWNIAN MOTIONS (APPEARING IN THE ANALYTICAL FORM OF
THE EXPECTATION AND THE VARIANCE OF THE ALONG TRACK VELOCITY ERROR)
A. Expectation of the Brownian Motion
[0105] Consider the following Brownian Motion:

so we can express its expected value as

[0106] We define Δ
t =
t/
n and
tk =
kΔ
t. The Riemann sum approximation of x(t)is:

where
tn Λ
tk = min (
tn, tk)

[0107] By continuity we have

when
n → ∞ and

[0109] Finally we have:

C. Variance of ηt (τ)
[0110] We recall that

[0111] The expectation of
γt (
τ) is equal to zero. Therefore the variance is:

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