International Journal of Computer Application

Available online on http://www.rspublication.com/ijca/ijca_index.htm

Issue 3, Volume 1 (February 2013)

ISSN: 2250-1797

A Computer Algorithm for Estimating Optimum Steady

State Position and Velocity of an Aircraft
B.R.Mohan
Research Scholar
Registration Number : 1050108743
School Of Computer Science & IT
Singhania University
Pacheri Bari, Jhunjunu, Rajasthan

__________________________________________________________________
Abstract An alternate computer algorithm using Kalman filtering techniques and spectral factorization
method is discussed to obtain analytical solutions for the optimum steady state position and
velocity estimates of an aircraft moving with a random acceleration perturbing its motion from
its straight line path. The position of the aircraft is assumed to be measured by a track-while-scan
radar sensor at uniform sampling intervals of time T seconds and all measurements are assumed
to be noisy.
Words for Indexing: Kalman filter, track-while-scan radar sensor, Aircraft tracking, Spectral
factorization method

__________________________________________________________________
1.1. Introduction
In [1], Friedland has discussed a one-dimensional dynamic model with piecewise constant
acceleration assumed, to obtain expressions for aircraft position and velocity accuracy before and
after measurements using Kalman filtering techniques. The method employed by Friedland is to
directly solve the algebraic Riccati equations in the steady state. This involves solving three
highly nonlinear equations to obtain the results. In this paper, the problem is treated by using the
spectral factorization method to obtain simpler solutions.
1.2. Dynamic Model
In the one-dimensional dynamic model, as it is assumed that each position coordinate is
measured independently, each coordinate is uncoupled from the other two and can be treated
separately. Thus, for each coordinate, the dynamics of the aircraft is assumed to be described by
the vector matrix equation of the form
X n1 X n an
...(1)
where
T 2 2
x
1 T

X n n ,
,

0 1
x n
T
X n is the state vector consisting of the aircraft position x n and velocity x n ,
a n is the acceleration acting upon the aircraft and T is the uniform sampling interval between
observations. It is assumed that the acceleration is a random constant between successive

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International Journal of Computer Application

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Issue 3, Volume 1 (February 2013)

ISSN: 2250-1797

observations. This random constant is assumed to be of zero mean and constant variance a2 and
is uncorrelated with the acceleration at other intervals, i.e,
Ean 0

E an2 a2

Ean ak 0 for n k

1.3. Measurement Equation

Each position coordinate of the aircraft is measured independently in the Cartesian coordinate
system and the measurement equation may be written as
(2)
xm n HX n vn
where
xm n measured x-coordinate at scan n, X n is the state vector at scan n,

v n is the random noise corrupting the measurement at scan n with the following statistical
properties
Evn 0

E vn2 x2

Evn vk 0 for n k

and

H 1 0

1.4. Filtering Equations

Equations (1) and (2) are in the standard format for application of the Kalman filtering theory.
The optimum estimate of the state vector is given by
~
~
X n X n K n xm n HX n
~
with X X
(3)

n 1

1
~
~
K n Pn H T HPn H T Rn
~
Pn1 FPn F T Q T
~
Pn I K n H Pn
(4)

~
X n X n is the optimum estimate of the state vector after (before) the measurement is processed,
K n is the Kalman gain matrix,
~
P P is the covariance matrix of estimation errors after (before) the measurement is processed
n

In the steady state, (4) may be written as

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~
~
K PH T HPH T R
~
P FP F T Q T
~
P I KH P

Issue 3, Volume 1 (February 2013)

ISSN: 2250-1797

(5)

1.5. Steady State Gain

If the steady state gain vector is defined as
k
K 1
k 2
Then the normalized gains may be written as
g 1 k1

g 2 k 2T

(6)

(7)

Then from the spectral factorization method [2], it can be shown that

g1 1
g2

r 1
r 1

4
r 1

(8)

where

r 1 1 r1 r2
r 1 1 r1 r2

(9)

r1 and r2 are real, positive and satisfy the relation

r2

4 x
aT 2

r12 1 2r2

(10)

~
1.6. Steady State P Matrix

From (5), we have

I KH 1 P~ P~T

Q T (11)

~
Let the P matrix be defined as

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Issue 3, Volume 1 (February 2013)

ISSN: 2250-1797

~
~
p
~ p
(12)
P ~11 ~12
p12 p 22
Then the normalized covariances may be defined as
~
p
~
y11 2 11 4
aT
~
p
~
y12 212 3
aT
~
p
~
(13)
y 22 2 22 2
aT
Then from (11) and (13), the normalized covariances may be derived as
r r 1
~
y11 1
8

r
1
~
y12
4
1 r1
~
y 22
2

(14)

1.7. Steady State P Matrix

From (5), we have
~
P I KH P

(15)

Let the P matrix be defined as

p
P 11
p 12

p 12
p 22

(16)

The normalized covariances may be defined as

y11

y12
y 22

p 11
a2T 4
p 12

a2T 3
p 22
a2T 2

(17)

Then from (15) and (17), the normalized covariances may be derived as
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r1 r 1
8
r 1
y12
4

r1 1
y 22
2

Issue 3, Volume 1 (February 2013)

ISSN: 2250-1797

y11

(18)

Thus, all the filter parameters are functions of only one dimensionless quantity r2 . Hence for
different values of the dimensionless parameter r2 , the normalized covariances and gains may be
evaluated from (14), (18) and (8). For example, for r2 10,100,50 and 0.5 the computer results
may be found as given below:
Example. 1.
Computer Results
Parameter

r2 10
~ 8.9260 3.8956
Y

3.8956 2.7913
3.6760 1.6044
Y

1.6044 1.7913
0.5882
g

0.2567

Example 2.
Computer Results
Parameter

r2 100
~ 204.1153 28.7944
Y

28.7944 7.5887
153.8653 21.7056
Y

21.7056 6.5887

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Issue 3, Volume 1 (February 2013)

ISSN: 2250-1797

0.2462
G

0.0347
Example 3.
Computer Results
Parameter
r2 50

~ 76.6930 15.2625
Y

15.2625 5.5249
51.4430 10.2375
Y

10.2375 4.5249
0.3292
G

0.0655
Example 4.
Computer Results
Parameter

r2 0.5
~ 0.5152 0.7286
Y

0.7286 1.2071
0.0152 0.0214
Y

0.0214 0.2071
0.9706
G

1.3726
These values of normalized gains and covariances are in excellent agreement with those values
obtained from the recursive Kalman filter matrix equations (5) for the normalization given by
(7), (13) and (17), thus validating the derivation of results

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Issue 3, Volume 1 (February 2013)

ISSN: 2250-1797

Advantages of Kalman Filter For Aircraft Tracking

The advantages of the Kalman filter [5] for aircraft tracking are:
1. The Kalman filter is a recursive estimator so that it processes the measurements as they are
generated in real time and is easy to implement on a digital computer for on-line estimation.
2.

The steady state restriction is removed so that optimum results are obtained even during
start-up transients

.
3.

Systems dynamics and noise characteristics may be non stationary.

4.

Both continuous and discrete- time formulations are possible.

5.

Measurements may be treated whenever they become available (not necessarily at a constant
rate) and may consist of any function of the state variables.

6.

Large number of state variables may be handled in a straight forward way (although with
increased computational cost).

7.

A by-product of the filter computations are the generation of a covariance matrix which
provides a statistical measure of performance in the form of variances and covariances of the
estimation errors.

Acknowledgements
The author is indebted to Dr. K.V.Ramachandra for his valuable Guidance.
References
[1] B.Friedland, Optimum Steady State Position and Velocity Estimation Using Noisy Sampled
Position Data IEEE Transactions on Aerospace and Electronic Systems, Vol.AES-9, No.6, Pp
906-911, November 1973
[2] M.Beuzit, Analytical Steady State Solution for a Three State Kalman Filter, IEEE
Transactions on Aerospace and Electronic Systems, Vol.AES-25, No.6, Pp 828-835,
November 1989
[3] K.V.Ramachandra, Optimum Steady State Position, Velocity and Acceleration Estimation
Using Noisy Sampled Position Data, IEEE Transactions on Aerospace and
Electronic Systems, Vol.AES-23, No.5, Pp 705-708, September 1987
[4] K.V.Ramachandra, Estimation of Optimum Steady State Position, Velocity and Acceleration
Using Noisy Sampled Position Data, Electro Technology (India), Vol.-23,
No.5, Pp 53-59, September 1979

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International Journal of Computer Application

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Issue 3, Volume 1 (February 2013)

ISSN: 2250-1797

[5] K.V.Ramachandra, Kalman Filtering Techniques for Radar Tracking, Marcel-Dekker Inc.,
New York, 2000

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