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International Journal of Computer Application
Issue 3, Volume 1 (February 2013)

Available online on http://www.rspublication.com/ijca/ijca_index.htm
ISSN: 2250-1797
A Three State Kalman Filter with Range and Range-Rate

Measurements *
B.R.Geetha
Research Scholar, Registration Number: 00140811V, File No.:11264
Department of Computer Science
Pacific Academy of Higher Education and Research University,
Pacific Hills, Airport Road, Pratap Nagar Extension, Udaipur, Rajasthan
K.V.Ramachandra
Retired Scientist, L.R.D.E. Bangalore, India
________________________________________________________________________
Abstract
In this paper, a one-dimensional three state Kalman tracking filter is discussed for
estimating the range, range-rate and range acceleration of a moving target such as an
aircraft or similar vehicle utilizing both range and range rate measurements obtained by a
track-while-scan radar sensor which employs pulsed Doppler processing such as a
moving target detector providing unambiguous Doppler data. The measurements are
obtained at uniform sampling intervals of time T seconds and all measurements are
assumed to be noisy.
______________________________________________________
1.1 Introduction
Analytical results are presented for a three state filter with range and range-rate
measurements for tracking an aircraft or similar vehicle moving with a random
acceleration of zero mean and constant variance. The tracker discussed in this paper
utilizes both the position and rate measurements. The steady state filter parameters have
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ISSN: 2250-1797
been analytically obtained under the assumptions of white noise maneuver capability and
are found to be functions of only two parameters. The numerical computations of these
* A version of this paper was presented in IRSI-2003
parameters are in excellent agreement with those obtained from the recursive Kalman
filter matrix equations. The solution for the case when only the range measurements are
available is obtained as a special case of this model. The radar sensor is assumed to
measure the range and range rate of the target at uniform sampling intervals of time and
both these measurements are corrupted with noise.
In a track-while-scan system employing pulsed Doppler such as the moving target
detector (MTD), target Doppler is available as part of the measurement process.
Experiments with MTD field data have shown that the measured data corresponds
unambiguously to the range rate of the target. Hence it is of interest to incorporate valid
Doppler data in the tracking process. Such data adds another dimension to the contact-totrack association process is an early indication of tracking maneuvers and can be used to
improve the tracking accuracies..
1.2. Dynamic Model
The dynamics of the target is assumed to be described by the vector-matrix
equation of the form
X n1 FX n An
(1)
where
xn
X n x n
xn
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X n is the vehicle state vector at scan n consisting of x n , the vehicle range at scan n, x n ,
the vehicle range velocity at scan n and xn , the vehicle range acceleration at scan n.
1 T T 2 2
F 0 1
T
0 0
1
T is the sampling time.

0
A 0
a n
(2)
a n is the plant noise that perturbs the range acceleration of the vehicle and accounts for
both maneuvers and/or other modeling errors.
The covariance matrix of the plant noise is given by
0 0 0
Q 0 0 0
0 0 a2
(3)
1.3. Measurement Model

The measurement model is assumed to be given by
Z n HX n Vn
(4)
where
x n
Zn m
x m n
xm n is the measured radial range at scan n and x m n is the measured range-rate at scan
n.
1 0 0
H
0 1 0
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ISSN: 2250-1797
v x n
Vn
v y n
Vn is the stationary white noise process with covariance matrix given by

2
R x
0
d2
(5)
R is the covariance matrix of the measurement noise. The maneuver noise A is assumed
to be independent of the measurement noise V.

1.4. Filtering Equations
By Kalman filtering algorithm, the steady state gain and covariance matrices are
given by
~
~
K PH T HPH T R
(6)
~
P FP F T Q
(7)
~
P I KH P
(8)
1.5. Steady State Filtered Covariances

If P matrix is and its normalized covariances are defined as
P = p ij
and
yij
i, j = 1, 2, 3
i j 2
p ijT
(9)
(10)
x2
Then they may be expressed as
y11
1
8x
a2 1 x 2 2
D
rs
y12
1 4x 2
2 2 a 2 a3
2D r s
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ISSN: 2250-1797
y13
x
4x
a2 2
rD
rs
y 22
1
4x 2
2
32
1
16
d
x
a
a
1
2 3
D
r 2s2
y 23
2x 4x
8 a 2
2
rD rs
y 33
1 2x
4x
28 a 2 a 2 2 x 2 d 2 x 3
2
rD
r
rs
(11)
where
D a2
4a 3
s2
a2 xd 2 d1
a3 4 1 x 2 a 2
d1 16
1
1
2
2r
r s
d 2 16
1
1
2r
r s
(12)
2 2
dT
x
x
r
aT 2
s
(13)
x is obtained by solving the biquadratic given by

x 4 d 2 x 3 6 x 2 d1 x 1 0
(14)
The required solution of the biquadratic (14) is given separately in Appendix.
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ISSN: 2250-1797
1.6. Steady State Predicted Covariances

If the normalized predicted covariances are also defined as in (10) replacing ^ by
~, then they are given by
y
~
y11 y11 2 y12 y13 y 22 y 23 33
4
3 y
y
~
y12 y12 y13 y 22 23 33
2
2
y
~
y13 y13 y 23 33
2
~
y 22 y 22 2 y 23 y 33
~
y 23 y 23 y 33
1
~
y33 y 33 2
r
(15)
1. Steady State Normalized Kalman Gain Matrix

If the Kalman gain matrix is given by
k11 k12
K k 21 k 22
k 31 k 32
(16)
then the normalized gains may be defined as
g11 k11
g12
k12
T
g 21 k 21T
g 22 k 22
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ISSN: 2250-1797
g 31 k 31T 2
g 32 k 32T
(17)
and may be derived as
g11 y11
g12
y12
s2
g 21 y12
g 22
y 22
s2
g31 y13
g 32
y 23
s2
(18)
1.8. Numerical Results

The normalized covariances and gains given by (11), (15) and (18) are evaluated
for different values of r and s and the computer results are given below:
Example.1.
Parameters
r=5
s = 50,
Computer Results
For the given values of the parameters, solving the biquadratic (14), we get
x 0.5573
From (15), the normalized predicted covariance matrix may be evaluated as
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ISSN: 2250-1797
2.2196 1.2621 0.3588

~
Y 1.2621 0.9176 0.3177
0.3588 0.3177 0.1807
From (11), the normalized filtered covariance matrix may be evaluated as

0.6893 0.3919 0.1114
Y 0.3919 0.4228 0.1771

0.1114 0.1771 0.1407
From (18), the normalized gain matrix is evaluated as

0.6893 0.0002
G 0.3919 0.0002
0.1114 0.0001
Example.2.
Parameters
r =25
s = 75
Computer Results
x 7104

0.9817 0.3325 0.0563
~
Y 0.3325 0.1526 0.0326
0.0563 0.0326 0.0110

0.4954 0.1678 0.0284
Y 0.1678 0.0968 0.0232
0.0284 0.0232 0.0094
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ISSN: 2250-1797

0.4954 0.0000
G 0.1678 0.0000
0.0284 0.0000
Example.3.
Parameters
r = 0.5
s = 100,
Computer Results
x 2848

11.3277 12.6122 7.0214
~
Y 12.6122 16.0424 10.0444
7.0214 10.0444 11.1844

0.9188 1.0228 0.5693
Y 1.0228 3.1381 2.8600
0.5693 2.8600 7.1844

0.9188 0.0001
G 1.0228 0.0003
0.5693 0.0003
These values are found to be in perfect agreement with the steady state values obtained
by executing the recursive Kalman filter matrix equations to the steady state.
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ISSN: 2250-1797
The normalized covariances and gains are plotted in Figures 1 to 9 as functions of r and s.
These plots throw light on how the accuracies depend on different parameters and also
the improvement achieved by incorporating velocity measurements.
Fig.1. Filtered position accuracy as a function of r and s
Fig. 2. Filtered velocity accuracy as a function of r and s

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ISSN: 2250-1797
Fig. 3. Filtered acceleration accuracy as a function of r and s
Fig. 4. Predicted position accuracy as a function of r and s

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ISSN: 2250-1797
Fig. 5. Predicted velocity accuracy as a function of r and s
Fig. 6. Predicted acceleration accuracy as a function of r and s

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ISSN: 2250-1797
Fig.7. g12 as a function of r and s
Fig. 8. g22 as a function of r and s

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Fig. 9. g32 as a function of r and s

6.9. Results for Range Measurements Only Case
The results for the range measurements only case are obtained by letting s .
For this conventional case, the normalized elements of P matrix given by (11) become
y11 1 x 2
2
y12 21 x
y13
x
r
y 22
4
1 x 3 1
x
r
y 23
2
1 x
r
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ISSN: 2250-1797
y 33
1
1
x
2
4 2 x 2 x
1
r
r
2r
(19)
x is obtained from (14) with

d1 4
1
2r
d2 4
1
2r
(20)
For s , the biquadratic (14) may also be written as
x 1 x 3 3
1 2
1
x 3 x 1 0
2r
2r
(21)
The normalized predicted covariances and gains are obtained from (15) and (18)
Appendix
Solution of Biquadratic
The required solution of the biquadratic (14) is given by
1
A A2 4B
2
where, for r 0.4 and s 0.1,
x
d2
y
e and B 1 f
2
2
(A.1)
(A.2)
and, for other values of r and s

A
d2
y
e and B 1 f
2
2
(A.3)
with
d 22
d y
1
y1 6 and f d1 2 1
4
2e
2
(A.4)
y1 is determined as follows:
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ISSN: 2250-1797
Let
1 1 1
,
r 2 s2 4
1
p q
.and Q
2
r
3 2
(A.5)
Then for Q < 0, y1 is given by
y1 2 2
p

cos
3
3
2
2
r
tan 1
with
(A.6)
For Q 0 , y1 is given by
1
1
3 1
3
y1 2 2 Q 2 Q
2r
2r
(A.7)
References
[1] K.V.Ramachandra, Kalman Filtering Techniques for Radar Tracking, Marcel-Dekker,
Inc., New York, 2000
[2] F.R.Castella, Tracking Accuracies with Position and Rate Measurements, IEEE
Transactions on Aerospace and Electronic Systems, AES-17, pp 433-437, May 1981
[3] K.V.Ramachandra, Identical Steady State Results for a Kalman Tracker, IEEE
Transactions on Aerospace and Electronic Systems, AES-19, pp 129-130, September
1983.
[4] B.Ekstrand, Analytical Steady State Solution for a Kalman Tracking Filter, IEEE
Transactions on Aerospace and Electronic Systems, AES-19, pp 815-819, November
1963
[5] R.J.Fritzgerald, Simple Tracking Filters: Position and Velocity Measurements, IEEE
Transactions on Aerospace and Electronic Systems, AES-18, pp 531-537, September
1982
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ISSN: 2250-1797
[6] K.V.Ramachandra, Analytical Results for a Kalman Tracker using Position and Rate
Measurements, IEEE Transactions on Aerospace and Electronic Systems, AES-19, pp
776-779, September 1983
[7] D.R.Vaughan, A Nonrecursive Algebraic Solution for the Discrete Riccati Equation,
IEEE Trans on Automatic Control, AC-15, pp 597-599, October 1970
[8] K.V.Ramachandra, B.R.Mohan and B.R.Geetha, The Discrete ECV Target Tracking
Filter with Position and Velocity Measurements, Electro Technology (India), Vol.36,
No.3, pp 97-113, September 1992
[9] K.V.Ramachandra, B.R.Mohan and B.R.Geetha, A Three State Kalman Tracker using
Position and Velocity Measurements, Electro Technology (India), Vol.29, No.1, pp 215222, January 1993
[10] K.V.Ramachandra, Analytical Results for ECA Target Tracking Filter with
Position and Velocity Measurements, Electro Technology (India), Vol.41, No.1&2, pp
13-35, March & June 1997
[11] K.V.Ramachandra, C.Ramesh, R.Rajagopal, J.Paramashivam and B.R.Mohan
Analytical Results for three state filter with position and velocity measurements,In
Proceedings of the International Radar Symposium, India (IRSI-2003), held in
Bangalore, India, during 03 05 December 2003, Pp 483-489
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International Journal of Computer Application

Issue 3, Volume 1 (February 2013)

A Three State Kalman Filter with Range and Range-Rate

International Journal of Computer Application

International Journal of Computer Application

T is the sampling time.

1.3. Measurement Model

International Journal of Computer Application

Vn is the stationary white noise process with covariance matrix given by

to be independent of the measurement noise V.

1.5. Steady State Filtered Covariances

Then they may be expressed as

International Journal of Computer Application

x is obtained by solving the biquadratic given by

The required solution of the biquadratic (14) is given separately in Appendix.

International Journal of Computer Application

1.6. Steady State Predicted Covariances

1. Steady State Normalized Kalman Gain Matrix

then the normalized gains may be defined as

International Journal of Computer Application

and may be derived as

1.8. Numerical Results

From (15), the normalized predicted covariance matrix may be evaluated as

International Journal of Computer Application

2.2196 1.2621 0.3588

From (11), the normalized filtered covariance matrix may be evaluated as

Y 0.3919 0.4228 0.1771

From (18), the normalized gain matrix is evaluated as

From (15), the normalized predicted covariance matrix may be evaluated as

From (11), the normalized filtered covariance matrix may be evaluated as

International Journal of Computer Application

From (18), the normalized gain matrix is evaluated as

From (15), the normalized predicted covariance matrix may be evaluated as

From (11), the normalized filtered covariance matrix may be evaluated as

From (18), the normalized gain matrix is evaluated as

International Journal of Computer Application

Fig.1. Filtered position accuracy as a function of r and s

Fig. 2. Filtered velocity accuracy as a function of r and s

International Journal of Computer Application

Fig. 3. Filtered acceleration accuracy as a function of r and s

Fig. 4. Predicted position accuracy as a function of r and s

International Journal of Computer Application

Fig. 5. Predicted velocity accuracy as a function of r and s

Fig. 6. Predicted acceleration accuracy as a function of r and s

International Journal of Computer Application

Fig.7. g12 as a function of r and s

Fig. 8. g22 as a function of r and s

International Journal of Computer Application

Fig. 9. g32 as a function of r and s

International Journal of Computer Application

x is obtained from (14) with

For s , the biquadratic (14) may also be written as

and, for other values of r and s

International Journal of Computer Application

Then for Q < 0, y1 is given by

International Journal of Computer Application

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