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Apri120(H

Overall test evaluation based on trajectory tracking data

WANG Zhengming (..I...iEI'1}]) & DUAN Xiaojun (..f~aJt~)

Department of Mathematics, National University of Defense Technology, Changsha 410073, China Correspondence should be addressed to Wang Zhengming (email: wzm@nudt.edu.cn) .

Received May 26, 2000

Abstract According to the trajectory characteristics of ballistic missile, a reduced parameter model is constructed based on difference between telemetry trajectory and trajectory tracking data. By virtue of Bayesian theory and data fusion technique, a new test evaluation method is put forth, which can make full use of the trajectory tracking data, shooting range test data and relevant information. Since the impact point can be derived from trajectory difference and its kinetic characteristics, evaluation of the impact point is a special case of this method . The accurate evaluation and the accuracy of evaluation results can be provided by the new method.

Keywords: test evaluation, tracking data, parameterized technique, Bayesian theory, data fusion.

Test design and evaluation are important issues in the development of a missile system. An effective scheme of test evaluation can greatly reduce cost and give accurate estimation of fighting performance indexes of the weapon system, which is especially true of small sample test of highcost and high performance weapon systems.

Most of the test evaluation techniques are based on sequential or Bayesian method, such as the well- known Wald sequential test, sequential truncation test, and Bayesian sequential test. In refs. [1 ,2] emphasis is put on the system function of model. In ref. [3 ] a circular error probability (CEP) estimators are expanded and the entire set of samples is divided into subsets according to the sample statistics. The main limitation of Bayes evaluation lies in the fact that the prior information is subjectively determined and error-prone.

An approach to improving the creditability of prior distribution is to make use of simulation data compatible with real trajectory'<", However, research on the effect of inclusion of simulation data and on the consistency between simulation data and real data are quite limited. Bootstrap and random weighting method[5,6] have been proposed to compute the prior distribution of impact point deviation by analysis of data obtained from similar or special trajectory experiments. Both ref. [5] and ref. [6] reported a low accuracy of the estimation and made no discussion on the error and deviation of the evaluation conclusion.

In this paper, we argue that the effectiveness of Bayesian method lies in accurate estimation of prior distribution based on proper prior data . We believe that an effective approach to improving the accuracy of test evaluation is to construct a model that can make full use of shooting range test data and trajectory tracking data and relevant information.

The organization of this paper is as follows: First, by making use of relavant test information, we derive the quantitative relationship between trajectory difference and impact point deviation. Then we apply data fusion and Bayesian analysis techniques to trajectory data of whole course and develop a model suitable for missile test evaluation . We put forward a hypothesis of prior distribution on trajectory difference. In this way, robust prior distribution can be derived di-

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rectly based on guidance theory. With this method we can get both the accurate evaluation and the precision of evaluation results. Theore tical analysis and computer simulations show that the evaluation conclusion is highly accurate and reliable.

1 Trajectory difference and its parameterized model

Of the main factors that affect missile accuracy, guidance error, including guidance method error and guidance instrument error (the latter is the principal), are about 80 % -95 % of CEP[7J. This section will study test evaluation by combining difference of telemetry and tracking trajectories with the guidance instrument error.

1.1 Parameterized model of trajectory difference

Considering the model of difference of telemetry and tracking trajectories in the same test, we take the pooled set of characteristic points in each trajectory as characteristic points set of model: T * = 1 T L f U 1 T sf, provided that there are different characteristic points between telemetry and tracking trajectories. Then parameter model of telemetry and tracking trajectories can both be represented by double orthonormalized basis (DOB) [8J, T * c J * , where J * is the set of nodes of all DOB.

Assume that j( t ) E CK - I [ t I , tm ] , j (K) ( t) is section continuous and absolutely integrable

M

in [tl' tm], and write T as [tl' tm] = U [ r., r, + I] , k= 1

define the frequency of j( t ) as[8J

F(j, T) = (rm I j(t) 12dt)-1 t {f~:'llf3)(t) -

t I = T I < T 2 < ... < T M + I = tm, and re-

The principles of constructing frequency and division T (namely characteristic points set) are: the most important characteristic points (such as shutdown and ignition) are included in T;

in [ r., T, + I ] ( VI :0:::;: k :0:::;: M), j( t ) can be represented by cubic polynomial precisely. So DOB of ( <PI ( t ) , <P2 ( t ) , ... ,<PN (t» can be generated by this frequency in [t I, tm], which

M

are 2-time continuously differentiable. We can choose DOB (sum to N) as bases representing

parameters of telemetry and tracking trajectories.

According to the characteristics of DOB and modeling principle of reduced parameters'{", the parameters of position and velocity of trajectory difference in coordination of inertial system

def

{DoX = (Dox,Doy,Doz)T = (xlra(t) - Xlele(t)'Ylra(t) - Ylele(t),Zlra(t) - Zlele(t»T,

. def

DoX = (Dox, Do y , Dot ) T = (X Ira (t) - X tele ( t ) ,y Ira ( t ) - Y lele ( t ) ,t Ira ( t ) - t lele ( t ) ) T

(2)

can be expressed by DOB as

N

J l>x ( t) = ~ b, ~,( t ), l> y ( t ) =

1 Dox ( t) = ~ bj <p/ t), Doy ( t ) =

j=1 j=l j=l

where the subscripts "tra" and "tele" denote tracking trajectory and telemetry data respectively.

Remark 1. After combining the sets of all characteristic points, if trajectory difference is represented by DOB rather than by spline, the knots and the parameters to be estimated will be

N N
~ b j + N <p/ t ), ,1z ( t ) = ~ bj+2N<Pj( t ) ,
j = 1 j = 1 (3)
N N
~ bj+N~j(t), ili(t) = ~ bj+2~/ t), No.2

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less. And consequently the processing is more accurate.

1 .2 Deviation formula of impact point

For ballistic missiles, the accuracy of hitting the target lies mainly in the control of kinetic stage. The impact point parameter (L, H) of a missile has an analytical relationship with the parameters at trajectory shutdown moment in coordination of inertial system[IO]. For simplicity, we denote

L = Z(R(tK)' V(tK»' H = h(R(tK), V(tK»'

According to the linear model of C ( t), the coefficients of guidance instrument error[7], the difference in velocity between telemetry and tracking trajectory can be written as

.6.X ( t) = 5 ( t ) C ( t ) . ( 4 )

C ( t ) is an n x 1 vector of the coefficients of guidance instrument error. It can be regarded as a variable related to velocity and acceleration, which is a slowly varying function of time. 5 ( t ) is a 3 x n matrix of the surrounding function, and it is also a nonlinear functional of (x ( t ) , y ( t ) , z ( t ) , x ( t ) , y ( t ) , z (t) ) T with known expression[7] .

The relation of impact point deviation and trajectory parameter at shutdown moment tK is[7]

I az az az at at· at

.6.L = ax.6.x + ay.6.y + az.6.z + ax.6.x + ay.6.y + at.6.t,

ah ah ah ah »i, ah (5)

.6.H = ax.6.x + ay.6.y + si= + ax.6.x + ay.6.y + at.6.t,

where (.::1x, .::1y, .::1z, .::1x, .::1y, &) are parameters of trajectory difference at t« in coordination of inertial system. Note that all the partial differentials in eq. (5) are known. Regard 5 ( t ) C ( t ) as a vector, which can be represented as

S(t)C(t) = (~b/p/t), ~bj+M<P/t),~bj+2M<P/t»)T, (6)

1'=1 j=l j=l

where (<Pl(t),<P2(t), ... ,<PM(t» are DOB (sum to M) selected as above.

From model (4) and formula (6), we have

(7)

(8)

where b = (bl,'" , bM, bM + 1"" , b2M, b2M + 1, .•. , b3M)T, def

cIJ(t) = [cIJ1(t)T,cIJ2(t)T,'" ,cIJ6(t)TF

152 SCIENCE IN CHINA (Series E) Vol. 44
f~ 'FI( ddT f~ 'FM( ddT 0 0 0 0
0 0 f: 'FI (ddT f~ 'FM( ddT 0 0
def
0 0 0 0 t 'FI (ddT f~'FM(T)dT .(9)
'FI(t) 'FM( t ) 0 0 0 0
0 0 'FI(t) 'FM(t) 0 0
0 0 0 0 'FI(t) 'FM( t )
Since if> ( t ) is known, (I:::.L, I:::.H) is a linear function of b. 1 .3 Distribution of trajectory difference parameters

From engineering practicality, missile control can be decomposed into control of position and velocity, namely, at a given time T, the following limitation is applied:

1(~i~:~)I~v(r) = (Vl(r),V2(r),···,V6(r»T. (10)

Combining (7) and (9), we denote inequality (10) by I if> ( r ) b I ~ ).i ( r }. When DOB and T are given, if> ( T) is a known matrix. In reality, S ( t ) can be achieved by telemetry data. From design values of each factor in C (t), we have I C;( t ) I ~ 30'i ( t). Accordingly, C (k) ( t ) (k =

1 ,2, ... , ko) is generated via simulation, which results in S ( t ) C (k) ( t ) and L S ( r) C (k) ( r ) d r . Denote

~f o~k~~,I{f>(r)C(k)(r)dTU, Vi+3(t) ~f o~k~~,I{S(t)C(k)(t)LI,

L =

~f min I{S(t)CCk)(t)LI,

DE;; k=:;; ho

1,2,3.

(11 )

According to the maximum entropy principle for non-information priority[llJ, b can be regarded as subject to uniform distribution in

D = j01 o, = j01 { x I w ( tj) ~ I if> ( tj) x I ~ v ( tj) } ,

where n is the number of the sampling data in kinetic stage. Denoting by V ( D) the volume of D, the distribution density is

rr(b) = I V/D)'

0,

bED, b Et D.

(12)

Let I:::.X ( t) and I:::. X ( t ) be the measured data of I:::. X ( t ) ,I:::.X ( t) at time t , respectively,

def _ "'"'-' _ ~ def

a = (I:::.X(tl?' I:::. X(tj)T,· .. ,I:::.X(tn)T,1:::.X(tJT)T, if> = (if>(tl)T,if>(t2)T,"',if>(tn)T»)T,

from formulae (7) and (9), we obtain

a = if>b + e, e - N(O, K6nx6n)' where K = diag(K1, K2,'" Kn), and x, = COV(I:::.X( tJT,1:::. X( tJT)T.

In the following section, the posterior estimate of b as well as the parameter evaluation will

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be derived from combination of practically observed data a .

p(alb)= 1 lexp{-~(a-CPb)TK-I(a-CPb)}. (14)

(2n:)3n 1 K 12

Letting r ( a) = f o exp { aT K-1 CPb - ~ b T cpT K-1 CPb } db, we have

p(a) = 1 1 f exp{ - ~ aTK-la + aTK-ICPb - ~ bTCPTK-Icpb }db

(2n:)3n 1 K 12V(D) o

r ( a) {I T -I } (15)

= (2n:)3n 1 K liV(D)exp -"2a K a .

The posterior density of b is

h(b 1 a) = p(a ~/l)7r(b)

"\eXpl~a'K-'a},/a)expl- ~(a-

0,

bED'(16) b $. D.

Thus, the posterior estimate of b is

b(a) = Ea(b) = fnbh(b 1 a)db = r/a)fnbexplaTK-ICPb - ~ bTcpTK-Icpbidb. (17)

The estimate accuracy of b in formula (17) can be represented by the posterior covariance marix

Vh (b) = Eh(bla)[b - b(a»(b - b(a»T], (18)

h h-(bl ) {h(bla), bED, h f'" hI f 11

were a = 0 , b $. D, w ose mean 0 postenor estimate IS t e east 0 a

. f . . [llj

estimates 0 posten or covanance .

1.4

Corresponding deviation of impact point From formula (8) , we have

def 3M

6.L = fjl = 'forb = 2...: <pLibi ,

(19)

i = 1

i = 1

and we will derive the distribution of ( fjl' fj2) from that of b .

Lemma 1. Denote the joint distribution density of b = (b I, b2, ••• , b3M) T by p (XI' X2, ••• , X3M)' The functional relation of ( fjl , fj2) and b can be given by formula (19) . Then the distribution density of ( fjl , fj2) is

( ) - f h(y 1 a)dY3dY4"'dY3M (20)

q YI, Y2 - 3M-' ,j,,j, ,j,,j,

II'1 't'LI't'H2 - 't'L2't'HI

Proof. Denote fj = ( fjl , fj2, ••• , fj3M) T, where the relation of fjl , fj2 and b is given in formula (19). Considering that the vector dimensions should be equal to each other in the transform of random variables, we assume T/i = b i , i = 3 ,4 , ... ,3M, and denote a joint distribution density of fj = ( T/I , fj2' •.. , fj3M ) T by q * (y ). Then the determinant of Jacobi matrix J of the transform is

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OXI OXI
°Yl °Y3M 1
J = = ~Ll ~H2 - ~L2~Hl'
oX3M OX3M
°Yl °Y3M (21)

Thus, we have

q*(y) = P(Xl(y),X2(y),"',X3M(Y» I J I = h(y I a) I J I,

q(Yl,Y2) = t_,M_2Q(Yl,Y2"",Y3M)dY3M"'dY3, (22)

h -( ) {q*(y), yE D, ()

were q Yl, Y2, •.. , Y3M = D namely 20 .

0, Y f!. '

Remark 2. The calculation of integrals in higher space related to multi-dimensional function

f( ~) ( ~ E Rn) can be solved as follows: since the integral region D is a bounded domain, we take a positive number a such that D c [ - a , a ] n, D ct. [ - a + 10 - 8 , a - 10 - 8 ] n. Define f* (~) =

{~,~) , ~: ~, and generate ~(i) - U[ - a, a] n. Then the integral of f( ~) can be obtained:

f Df( ~)d~ = fc-a,alJ* (~)M ='= (2~)n tf* (~(i) , whose order of error is o( ~) .

2 Evaluation based on trajectory difference

CEP is the accuracy criterion in classical test evaluation, whose disadvantages lie in the fact that CEP is given by design, and easily influenced by the subjective factors. Especially the demarcation of test region is based on classical statistics, so the extremely small sample flight test cannot be reliably evaluated. In the following part, the test data and Bayesian theory are combined to evaluate the kinetic stage.

2 . 1 Success or failure evaluation

According to the practical engineering background, ].I can be achieved by the ground test information of guidance instrument. Considering the flight test data in a given time interval [0,

7: J, according to the combination of prior information for t, < 7: and observed data of t, ::;; 7:, we can obtain b ( v ( t ) ), the posterior estimate of b (t ::;; 7: ), from an equation similar to formula (17). The corresponding trajectory difference parameters can also be obtained from formulav'Z) . Then

~(t) = iP(t)b(v(t»,

t ::;; 7:.

(23)

In one flight test, if I ~ ( t) I ::;; v ( t ) , (t ::;; 7: ), the missile can be determined as successful in time interval of [0, 7: J, otherwise it would fail. Obviously, , since it is unnecessary to construct classical statistics based on large sample size, this way is better than the classical way in extremely small sample situation. Furthermore, this way can tell us the exact failure moment in a flight test of finalizing the weapon design. As for the risk of mis-interpretation, the criterion can be derived from the relevant data in flight test when classical way is not applicable.

2 . 2 Accuracy evaluation

On the basis of success or failure evaluation, q (Yl' Y2) can be achieved by applying all flight test data before shutdown moment. By formulae (16) and (20), according to the variance

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and prior information of the trajectory difference, the expectations of impact point deviations are E[6L] = r:r:y,q(Y"Y2)dy,dY2, E[6H] = r:r:YZq(Y"Yz)dy,dyz, (24) and the corresponding variances are

lYa'(I:1L) = f~ ~r. ~ (y, - E[I:1L J)' q (y" y,)dy,dy"

Var(6H) = L,J_co (Y2 - E[6H])2q(Y"Y2)dy,dY2'

(25)

2 . 3 Robustness evaluation of prior distribution

The robustness of prior distribution can be studied by perturbation method[ll]. Supposing that F is a prior distribution pressing comparatively close to engineering background, and G is a prior distribution close to F, we get G ( x) = (1 - E ) F ( x) + E W ( X ), where W belongs to the set of all possible perturbation distributions. The observed data and the coefficients of DOB are still denoted by a and b. When prior distribution 7r: alters in prior class G, the robustness of evaluation results can be deduced by the scope of possible loss on posterior estimation. If there exist the corresponding posterior densities h/ b I a) and b; ( b I a) for F and W, the posterior density for G is[ll]

hg(b I a) = }..(a)hj(b 1 a) + [1- }..(a)]hw(b 1 a), (26)

[ Em (a 1 hw) ] -I

where x I c ) = 1 + (1- c)m(a 1 hj) . From formulae (12) and (14), we have

mea 1 hj) = fnPj(a 1 b)rrj(b)db

= 1 1 f exp{ - ~ (a - ~b)TK-'Ca - ~b) }db.

(27r: )3n I K 12 V( D) o

The value of m ( a 1 hw) could be derived similarly after determining the distribution form of h.; ( b 1 a ). Thus the posterior mean and variance of h g can be expressed by equations similar to (24) and (25) through replacing q(YI'Y2) by qg(YI,Y2) (from formulae (16),(20) and (26». Given E, the robustness of prior distribution is obtained via comparing the difference in pollution for E [ .1L] and E [ .1H]. For example,

E.[6L] = Eg[6L] - EA6L] = r:r:YI(qg(YI'Y2) - qj(YI,Y2»dyldY2

= f+cof+co y,{f 3M-2 ~ (~- }..(~a)~ [hw(Y 1 a) - hj(y I a)]dY3"'dY3M}dyldyz, (27)

- co - co R LI HZ - L2 HI

where the relation of h , h is given in subsec. 1.3.

The estimate of b can also be calculated directly. Supposing that 7r: ( x) = 7r: 0 ( x) + q ( x ) , we have

Eb, - Eb,. = L. f 1 [f ,bp(a I b)q(b)dbf ,p(a I ,ho(,)d,

.9f3b P ( a t) 7r: ( t ) d t .9f3 .9f3

- f.9f3bbp(a 1 b)7r:o(b)dbf.9f3bP(a 1 s)q(s)ds]da.

The robustness of impact point deviation can be deduced by formula (19) .

(28)

2.4 Precision analysis of evaluation results

It is very important to analyze the precision of evaluation results to make sure its credibility.

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Since the deviations at impact point or a given characteristic point are regarded as functions of parameters of trajectory difference, their corresponding variances can be achieved. The accuracy on estimate of b is derived from formula (18). As far as the precision of impact point evaluation results is concerned, one way is to calculate the variance of impact point deviation provided that the prior distribution of b is given (from formula (25) in subsec. 2.2). Another way is to determine the deviation resulting from prior distribution error of b, as shown in subsec. 2. 3. Therefore, the precision of evaluation results is

Mse,(L~L) = (E.[~L])2 + Var(~L) = [9>LdEbf- Ebw)J2 + 9>Lvar(bHLT

= 9>L[€2(Ebf - Ebw)(Ebf - Ebw)T + var(b)H/, (29)

Mse, (~H) = (E, [~HJ)2 + var(~H)

= 9>H[€2(Ebf- Ebw)(Ebf- Ebw)T + var(b)HHT. (30)

We can also apply simulation to verify the rationality of evaluation method and the robustness of assumption on prior distribution. Computer simulation is designed as follows:

Step 1. According to given data and engineering background, determine the characteristic

points, and estimate the coefficients of trajectory based on DOB and corresponding statistical parameters. Then generate the simulated value of trajectory parameters, system error and random error.

Step 2. According to modeling principle and the prior distribution in sub sec . 1. 3, fuse prior information, and then get trajectory difference parameters ~X, ~X, the coefficients and control parameters v. Thus the posterior estimate of b can be calculated from formula ( 17) .

Step 3. Determine the prior distribution of v ( t ), give success or failure evaluation results. If success, give the accuracy evaluation results as follows.

Step 4. Substitute estimate of b to formula (8), calculate the estimators of impact point deviations and their variances, and compare the results with the simulated values.

Step 5. Change prior distribution and analyze its effects on evaluation conclusion. Add all possible perturbation of W ( x) to prior distribution, then vary s , and obtain corresponding posterior estimate of b .

Step 6. Repeat the above process, get E,[~LJ, E,[~HJ ,Mse,(~L) ,Mse,(~H) from formulae (27), (29) and (30), then give the evaluation conclusion on flight test.

3 Example

On the basis of the theoretical trajectory of missile and the designed values of guidance instrument, a set of characteristic points is determined according to practical background and measured data. Therefore, a simulated telemetry trajectory and the matched tracking data can be generated. Afterwards they are transformed into parameters of trajectory difference in inertial coordination system:

~x(ti),~y(tJ,~i(tJ, where t, = 0.05Ci -l),i = 1,2,···,3600.

Take the success or failure evaluation at to = 150 s in kinetic stage and the accuracy evaluation at shutdown moment t K = 180 s as examples. Since the surrounding function S ( t ) is known, the guidance instrument error coefficients C ( t ) is obtained by simulation, and the control param-

eter v ( t ) can be determined by S ( t ) C ( t ) , f S ( t ) C ( t ) d t. According to (11), the base matrix <P ( to) is gained by DOB and their integrals. Therefore, the prior distribution of b IS achieved as I <P ( t ) b I :::; ).I ( t), where b is a 3 * 60 vector. Finally the posterior estimate b is

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obtained from (17) and Remark 2 ( N = 10000). Since I ~ ( t ) I = I cD ( t ) b ( Ii ( t ) ) I ::::; Ii ( t ) IS satisfied when t ::::; to, the flight is determined as successful at [0, to].

The simulation of impact point deviations are t::. L = - 196. 9 m , t::. H = 145. 3 m , and evaluation conclusion at shutdown moment t K can be obtained by virtue of prior information (table 1, corresponding value with to = 0). Change prior distribution with the perturbation of multidimensional normal distribution, vary to: 0 ::::; to ::::; O. 1, calculate expectations of corresponding impact points according to subsection 2.3, then analyze the effect on evaluation. The results are illustrated as follows. Table 1 shows that the effect of perturbation is small.

Table 1 The effect of prior distribution perturbation on evaluation results in this method

e

b.Llm

sn/«

b.Llm

snr«

o 0.01 0.02

- 212.6

- 213.0

- 213.5

144 .8 144.9 145.1

0.05 0.08 0.10

- 214.9

- 216.3

- 217.2

145.4 145.7 146.0

As far as the classical accuracy evaluation on CEP is concerned, in extremely small sampletest or without sufficient prior information, it is difficult to determine whether the flight is successful or fails provided that the impact point is at the circle. If the impact point is not at the circle, it may be commonly assumed that (t::.L, sn: - N (,u , 0'2I) in a classical way, where ,u and 0' can be given by the missile manufacturer, or obtained by statistics of previous flight tests. By combining the Bayesian formula and the practical data of (t::. L, t::. H) in this test, the evaluation of (t::.L, t::.H) can be gained[IO]. However, the result is much dependent on the prior distribution of N (,u, 0'2 I) in the classical method. The variation in the parameters of ,u and 0' or the prior distribution will have remarkable influence on the results[IO] .

Remark 3. The method in this paper can be mainly applied to ballistic missile. It is still applicable to other kinds of missiles, via adjustment according to the corresponding control equation.

Acknowledgements This work was supported by the National Natural Science Foundation of China( Grant No. 69872039).

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