2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

A comparison of several nonlinear lters for ballistic

missile tracking on re-entry
Nikhil Kumar Singh

Shovan Bhaumik

Samar Bhattacharya

Electrical Engineering Department

Jadavpur University
Kolkata, India-700032
Email: ju.niksingh@gmail.com

Electrical Engineering Department

Indian Institute of Technology Patna
Patna,Bihar, India
Email: shovan.bhaumik@iitp.ac.in

Electrical Engineering Department

Jadavpur University
Kolkata, India-700032
Email: samar bhattacharya@ee.jdvu.ac.in

AbstractIn this paper, ballistic missile tracking on re-entry

has been considered. Position, velocity and ballistic coefcient are
considered as states of the target. As no prior information about
the target shape, mass and area is available, ballistic coefcient
of the target has been considered as a state variable. Different
type of nonlinear lters such as ensemble Kalman lter (EnKF),
unscented Kalman lter (UKF), Gauss-Hermite lter (GHF),
sparse-grid Gauss-Hermite lter (SGHF), cubature quadrature
Kalman lter (CQKF) are used to estimate states of the target.
The performance of all the above mentioned lters has been
compared on the basis of estimation accuracy, computational
time and missed distance. The 3 points GHF provides lowest
miss distance at reasonably low computational time; so GHF-3
is recommended for this problem.

Keywords-component; ballistic missile; missile tracking;

cubature Kalman lter; cubature quadrature Kalman lter;
Gauss-Hermite lter; sparse-grid Gauss-Hermite lter; ensemble Kalman lter; unscented Kalman lter
I.

I NTRODUCTION

Tracking a ballistic target is essential due to successful

interception of ballistic target for safety and security purpose. Ballistic target tracking on re-entry [1]-[5] becomes
challenging to the practitioner due to (i) noise in sensor
measurement, (ii) nonlinear target and measurement model,
(iii) less engagement time, (iv) lack of prior information about
the shape and size of the missile.
In literature, the ballistic missile tracking problem on
re-entry has been solved with the extended Kalman lter
(EKF), the unscented Kalman lter (UKF) [2], particle lter
(PF), the ensemble Kalman lter (EnKF) [1], Cramer-Rao
lower bound (CRLB) etc. Very recently few more advanced
lters namely Gauss-Hermite lter (GHF) [11], [12], cubature
Kalman lter (CKF), sparse-grid Gauss-Hermite lter (SGHF)
[13], [14], cubature quadrature Kalman lter (CQKF) [10]
have been proposed. Curious about the performance of the
recent advanced nonlinear lters on the well discussed reentry ballistic missile tracking problem, we have applied the
above mentioned lters. In the literature, it has been claimed
that the above mentioned lters are superior compared to the
existing methods. We expect better tracking performance with
the above mentioned newly developed lters.
In this paper, the result of these lters has been compared
on the basis of estimation accuracy, missed distance and
computational time with other lters like EnKF and UKF.
978-1-4799-1769-3/16/$31.00 2016 IEEE

459

Figure 1: Ground radar based ballistic missile tracking scenario.

We observed that the missed distance of GHF-3 is lowest

than above discussed lters. Computational time of GHF-3
is moderate. CKF has lowest computational time but missed
distance is more compared to GHF-3. GHF-3 has lowest
missed distance as well as moderate computational time, so
we prefer GHF-3 for this problem.
The organization of this paper is as follows: section II
deals with the problem formulation of ballistic target. Section
III deals with the different type of nonlinear lters. Section
IV provides the simulation results and then nally we draw
conclusion.
II.

P ROBLEM F ORMULATION

A. Process Model
We assume the target is falling vertically downwards on
the earth as shown in Figure 1. Further, We assume (i)
drag and gravity are acting in straight line, (ii) lift force is
negligible small, (iii) earth is at and stationary, and (iv)
altitude independent due to gravity. Based on above mentioned
assumptions, the target follows kinematic equations as [1], [2],
[4].
h = v
(1)
v =

(h)gv 2
+g
2

(2)

= 0,

(3)
2

where, g is gravitational acceleration (9.81 m/s ), h is altitude

in (m), v is velocity in (m/s) and is ballistic coefcient.
Air density (h) = a1 ea2 h is exponential function of

2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

Figure 2: Missile trajectory of position vs time.

Figure 4: Missile trajectory of acceleration vs time.

19161kg/ms2 respectively. Sampling time is taken as =

0.1s.
B. Measurement Model
The position of the missile is measuring using ground based
radar at every sampling interval of time. The measurement
equation is taken as linear and white Gaussian noise is corrupted with zero mean of covariance Rk
yk = Hxk + k ,
where H = [1

Figure 3: Missile trajectory of velocity vs time.

0].

III.
altitude, where, a1 = 1.754, and a2 = 1.49 104 . Now, the
process model of missile dynamics have been discretized its
state xk is shown as
xk+1 = f (xk ) + wk ,

(4)

where, nonlinear function f (xk ) is used to describe the state

as
f (xk ) = xk G[D(xk ) g],
(5)
G, and xk are shown in the form of sampling time
T
as G = [0 0] , = [1 0; 0 1 0; 0 0 1],
g(hk )vk2
T
xk = [h v ] . D(hk , vk , k ) =
is the atmo2k
spheric drag force.
Due to atmospheric drag force, the target dynamics is
highly nonlinear. The process noise wk arises due to imperfection in target dynamics. The process noise is taken as white,
Gaussian, and which is dened by zero mean, Qk covariance

3
2
0
q3 3 q3 2

2
(6)
Qk =
,
q3
q3
0
2
0
0
q4
where, the tuning parameters q3 in (m2 /s3 ) and q4 in
(kg 2 m2 s5 ) are to be selected by the designers.
In Figure 2 to Figure 4, plotted the typical missile trajectory
of position, velocity and acceleration, where no process noise
is taken such that q3 = q4 = 0. Initial height, velocity
and ballistic coefcient are taken as 60960m, 3048m/s and
460

(7)

N ON LINEAR F ILTERS

A. Ensemble Kalman Filter

EnKF [6], [7] algorithm is described with the following
steps:
Step 1: Initialization of the lter
Ensemble are formed due to augmentation of state vector
with its measurement. Initially, the size of ensemble N is taken
and it is given as
  1

X0
x x20 x30 ... xN
0
Z0 =
= 10
(8)
Y0
y0 y02 y03 ... y0N
where X0 RnN , Y0 RpN and Z0 R(n+p)N . n and
p denotes the number of states and number of measurements
of the system. xj0 are taken randomly from initial distribution
and y0j are calculated from Hxj0 .
Step 2: Prediction / forecast
Propagate ensemble members
Xk|k1 = f (xjk|k ) + wk1

(9)

Yk|k1 = Hxjk|k

(10)

Evaluate the ensemble error covariance

Pk|k1 = Lk|k1 LTk|k1

(11)

where
Lk|k1 =

1
1
2
Zk|k1 ) (Zk|k1
Zk|k1 )
[(Zk|k1
N 1
N
... (Zk|k1
Zk|k1 )]

2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

and
Zk|k1

C. Gauss-Hermite Filter

N
1
j
=
Z
N j=1 k|k1

(12)

GHF [11], [12] uses Gauss-Hermite quadrature rule to

approximate the intractable integrals numerically.

Step 3: Estimation / analysis

Kk = Pk|k1 GT (GPk|k1 GT + Rk )1

(13)

I1p ].

Estimate ensemble points

j
j
j
j
= Zk|k1
+ Kk (yk,0
yk|k1
)
Zk|k

(14)

j
are calculated using measurement noise distribuwhere, yk,0
j
tion, yk,0 (yk , Rk ).

Step 4: EnKF estimate

N
1
j
Z
Zk|k =
N j=1 k|k

(15)

k|k = M Zk|k . Where, matrix M is dened

Estimated states X
as M = [I1n 01p ].
B. Cubature Quadrature Kalman Filter
The CQKF [10] is a nonlinear lter, which is based on
spherical radial quadrature and Gauss-Laguerre quadrature
rule. For rst order Gauss-Laguerre quadrature, CQKF is same
as CKF.
Cubature quadrature points and weights are calculated from
approximated integral I(f ) as,



n
2n


1
Ai f ( 2i [ui ]) ,
I(f )
2n(n/2) i=1 

(16)

i =1

where, n represents the order of Gauss-Laguerre polynomial.

CQKF has total 2nn points, where n represents the dimension
of the state model. When n = 1, then CQKF merges with
CKF. i is the Gauss-Laguerre quadrature points, which is
determined from Chebyshev-Laguerre polynomial equation,
L
n

n


d
= (1)n e n +n e = 0
d

(17)

n !( + n + 1)
and Ai =
is the Gauss-Laguerre weights.
2
i [L
n (i )]
where = (n/2 1).
Now, from
equation (16), we get a cubature quadrature
points j = 2i [ui ] and its corresponding weights wj as,
wj =

(19)

1
n !( + n + 1)
Ai  =
2
2n(n/2)
i [L
n (i )]

where f (.) is an arbitrary function, qi and wi are quadrature

points and their respective weights. For m-point quadrature
rule, it is exact upto polynomial of degree (2m 1). To
calculate the quadrature points, we have taken a symmetric
triangular matrix J with zero diagonal elements

Ji,i+1 = i/2, 1  i  (m 1).
(20)

The quadrature points qi = 2i , where i are the ith eigen

2
value of J. The ith weight wi is chosen as wi = ki1
, where
ki1 is the rst element of the ith normalized eigenvector of J.
Now, we apply product rule to generate support points for
multidimensional system. Applying product rule, we get

Calculate mean

f (qi )wi

i=1

Calculate Kalman gain matrix

where G matrix is dened as G = [01n

(18)

for i = 1, 2, ..., 2n, i = 1, 2, ..., n and j = 1, 2, ..., 2nn ,

where n is dimension and n is the order of Gauss-Laguerre
quadrature points.
461

IN

...

i1 =1

f (qi1 , qi2 .., qin )wi1 wi2 ...win .

(21)

in =1

In n-dimensional integral system with m-point single dimensional Gauss-Hermite quadrature rule has total mn multidimensional points. Hence the lter suffers from the curse of
dimensionality problem.
D. Sparse grid Gauss-Hermite Filter
The SGHF [13], [14] uses sparse-grid quadrature rule for
nding points and weights. It works on deterministic sampling
point approach. For univariate, GHF and SGHF have same
quadrature points and weights. In multivariate, GHF faces the
curse of dimensionality problem. SGHF uses Smolyaks rule
for generation of points and weights, which is free from the
curse of dimensionality problem. The sparse-grid integral is
dened as,

f (x)(x; 0, In )dx In,L (f )
(22)
Rn

In,L (f ) =

L1

q=Ln

L1q
(1)L1q Cn1

Nqn

(Ii1 Ii2 ...Iin )(f )

(23)
where In,L is the approximation of the n-dimensional integral
of function f (.) with Gaussian weights (x, 0, In ) with accuracy level L N. It gives the exact solution for all polynomial
upto degree (2L 1). C denotes as a binomial coefcient,
dened by Ckn = n!/k!(n k)!, where n! denote as a factorial
of n. denotes the tensor product. Iij is a single dimensional
quadrature rule where ij is the accuracy level. It means
that Iij gives exact result upto polynomial of degree 2ij 1.
The accuracy level sequence

n
{ : j=1 ij = n + q} f or q  0
n
(24)
Nq =

f or q < 0

2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

where q is an auxiliary parameter which lies between L n 

q  L 1 and for empty set. Now from (23),
In,L (f ) =

L1

q=Ln Nqn qs1 Xi1

f (qs1 , ..., qsn ) {(1)

....

qsn Xin

L1q

L1q
Cn1

n


(25)
w sj }

j=1

where Xij are set of univariate quadrature points. The set of

sparse-grid quadrature points Xn,L is dened as
L1


Xn,L =
where

(Xi1 ... Xin )

(26)
Figure 5: Mean position error for various lters.

q=Ln Nqn

denotes the union of quadrature point sets.

IV.

S IMULATION R ESULTS

A. Initialisation
In this paper, we have simulated with initial position
h = 60960m, velocity v = 3048m/s and ballistic coefcient, where beta distribution is used for initializing the
ballistic coefcient () with both parameters are 1.1, i.e.
Beta(1.1, 1.1) and, lower and upper limit boundaries
are 10000kg/ms2 and 63000kg/ms2 respectively. We have
taken the initialization from [1],[2], where ballistic coefcient
is distributed randomly because we have no prior information
about the targets shape, size and mass.
The initialization of the lter with its mean
T
x
0|0
= [60960 3048 mean(0 )] , and covariance
Rk
0
Rk

R
R
P0|0 = k 2 k 0 , where mean 0 and standard

2
0
0
2
deviation are generated randomly from beta distribution.
B. Simulation results
The above mentioned missile tracking problem has been
solved with EnKF with ensemble size 50, UKF, CKF, CQKF-2,
GHF-3 and SGHF-2. In this problem, we have taken sampling
time = 0.1sec and simulation is observed upto 30sec. The
tuning parameter of process noise for estimator and truth are
given in [1] with q3 = q4 = 5. The measurement noise
covariance(Rk ) is assumed as Rk = 2002 . Above discussed
lters are simulated upto 100 Monte Carlo runs.
The mean error of estimator are plotted for position in
Figure 5, velocity in Figure 6 and ballistic coefcient in Figure
7 for 100 MC runs respectively. The standard deviation of
estimator are plotted for position in Figure 8, velocity in
Figure 9 and ballistic coefcient in Figure 10 for 100 MC
runs respectively. The performance of these lters have been
compared on the basis of estimation accuracy, computational
time and missed distance. GHF-3 has smallest position error
shown in Figure 8. In Figure 9, velocity error has spike occured
between 5s and 25s. Largest spike has occured in SGHF-2
at 16s. In Figure 10, GHF-3 has lowest ballistic coefcient
error. Missed distance is the last point error calculation from
462

Figure 6: Mean velocity error for various lters.

standard deviation of position error. Table I shows normalized

computational time and missed distance for different lters.
From Table I, we see GHF-3 has lowest missed distance and
moderate normalized computational time, so GHF-3 is suitable
for this problem.
V.

C ONCLUSION

Ballistic missile tracking problem has been solved in this

paper using EnKF, UKF, CKF, CQKF, GHF and SGHF.

Figure 7: Mean beta() error for various lters.

2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

Table I: Comparison of Normalized Computational Time and

Missed Distance of Position Error with EnKF-50, UKF, CKF,
CQKF-2, GHF-3 and SGHF-L2
No. of Points
CKF
UKF
CQKF-2
GHF-3
SGHF-L2
EnKF-50

6
7
12
27
7
50

Normalized
computational time
1
1.054979
1.619338
2.999348
1.097639
6.299187

Missed distance
of position error (m)
32.18156
29.98065
30.59586
26.90438
29.93088
29.19445

We compare the estimation accuracy, missed distance and

computational time of all the above discussed lter. We observed that GHF-3 has lowest missed distance and moderate
computational time. Thus we recommend GHF-3 for onboard
implementation.

Figure 8: Std. dev. of position error for various lters.

R EFERENCES
[1]

[2]

[3]

[4]

[5]

[6]

Figure 9: Std. dev. of velocity error for various lters.

[7]
[8]

[9]
[10]
[11]

[12]
[13]
[14]

Figure 10: Std. dev. of beta() error for various lters.

463

N. K. Singh, S. Bhaumik and S. Bhattacharya, Tracking of ballistic

target on re-entry using ensemble Kalman lter, in Proc. IEEE Indicon.,
Dec. 2012.
M. Srinivasan, S. Sadhu and T. K. Ghoshal, Ground-based radar tracking
of ballistic target on re-entry phase using derivative-free lters, in Proc.
IEEE Indicon., Sep. 2006.
A. Farina, B. Ristic and D. Benvenuti, Tracking a ballistic target:
comparison of several nonlinear lters, IEEE Trans. Aerosp. Electron.
Syst., vol. 38, no. 3, pp. 854-867, July 2002.
B. Ristic, A. Farina, D. Benvenuti and M. S. Arulampalam, Performance
bounds and comparison of nonlinear lters for tracking a ballistic object
on re-entry, IET IEE Proc. Radar Sonar Navig., vol. 150, no. 2, pp.
65-70, Apr. 2003.
R. K. Mehra, A comparison of several nonlinear lters for reentry
vehicle tracking, IEEE Trans. Automat. Control, vol.16, no. 4, pp. 307319, Aug. 1971.
G. Evensen, The ensemble Kalman lter: theoretical formulation and
practical implementation, Ocean Dynamics, vol. 53, no. 4, pp. 343-367,
Nov. 2003.
R. J. Lorentzen and G. Naevdal, An iterative ensemble Kalman lter,
IEEE Trans. Autom. Control, vol. 56, no. 8, pp. 1990-1995, Aug. 2011.
C. Antoniou, M. Ben-Akiva and H. N. Koutsopoulos, Nonlinear Kalman
ltering algorithms for on-line calibration of dynamic trafc assignment
models, IEEE Trans. Intell. Transp. Syst., vol. 8, no. 4, pp. 661-670,
Dec. 2007.
E. A. Wan and R. Van Der Merwe, The unscented Kalman lter for
nonlinear estimation, in Proc. IEEE ASSPCC., Oct. 2000.
S. Bhaumik and Swati, Cubature quadrature Kalman lter, IET Signal
Process., vol. 7, no. 7, pp. 533-541, Sep. 2013.
I. Arasaratnam, S. Haykin and R. J. Elliott, Discrete-time nonlinear
ltering algorithms using Gauss-Hermite quadrature, in Proc. IEEE, vol.
95, no. 5, pp. 953-977, May 2007.
G. Chalasani and S. Bhaumik, Bearing only tracking using GaussHermite lter, in Proc. IEEE ICIEA, July 2012.
B. Jia, M. Xin and Y. Cheng, Sparse-grid quadrature nonlinear ltering, Automatica, vol. 48, no. 2, pp. 327-341, Feb. 2012.
B. Jia, M. Xin and Y. Cheng, Sparse Gauss-Hermite quadrature lter
for spacecraft attitude estimation, in Proc. IEEE ACC, July 2010.