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ISSN 1992-8424

**DYNAMIC LOCATION ESTIMATION
**

BY KALMAN FILTER

Lubna Farhi

UBICC Publishers, Sir syed Engineering University, Karachi, Pakistan

lubnafarhi@yahoo.com

ABSTRACT

This paper describes an effective method for dynamic location estimation by

Kalman Filter for range-based wireless network. The problem of locating a mobile

terminal has received significant attention in the field of wireless communications.

In this paper, Kalman Filter with TDOA technique describes the ranging

measurement tracking approach. Kalman filter is used for smoothing range data

and mitigating the NLOS errors. The paper presents a simple recursive model by

using time difference of arrival based location measurement and incorporating

state equality constraints in the Kalman filter. From the process of Kalman

filtering, the standard deviation of the observed range data can be calculated and

then used in NLOS/LOS hypothesis testing. The proposed recursive locating

algorithm, compared with a Kalman tracking algorithm that estimates the target

track directly from the TDOA measurements, will be comparatively more robust to

measurement errors because it updates the technique that feeds the location

corrections back to the Kalman Filter. It compensates for the measured geometrical

location and decreases random error influence to the location precision. Simulation

results show that the proposed location estimation algorithm can improve the

accuracysignificantly.

Keywords: Kalman filter, ranging, TDOA,CWLS.

1

INTRODUCTION

**The time-based methods for locating mobile
**

stations in wireless systems usually involve the usage

of location parameters, such as time of arrival (TOA)

and time difference of arrival (TDOA). In general, the

true range between a transmitter and a receiver in the

wireless environment can be correctly calculated only

when the direct path of signal propagation is present,

which may not always be possible. Among the error

sources which may affect the accuracy of wireless

location, non-line-of-sight (NLOS) error is considered

the major one. Particularly where higher accuracy is

required, the effects caused by NLOS error usually

cannot be ignored [1].

In this article, we concentrate on the ranging

aspect of the dynamic location estimation. In the TOA

method, the distance between the Mobile Station (MS)

and Base Station (BS) is determined from the

measured one-way propagation time of the signal

traveling between them. For two-dimensional (2D)

positioning, this provides a circle centered at the BS on

which the MS lies. By using at least three BSs to

resolve ambiguities arising from multiple crossings of

the lines of position, the MS location estimate is

determined by the intersection of the circles. In the

TDOA method, the differences in the arrival times of

the MS signal at multiple pairs of BSs are measured.

Volume 7 Number 5

**TDOA-based location systems are of more interest
**

because of its potential for high location estimation

accuracy. We will mainly discuss location algorithm

including fundamental performance in the presence of

noise and multi path. Further more we will describe

the combination of optimization strategies which will

improve the overall accuracy [4].

Accurate location is one of the essential features

that assist third generation (3G) wireless systems in

gaining a wide acceptance and triggering a large

number of innovative applications. Although the main

driver of location services is the requirement of

locating Emergency 911 callers within a specified

accuracy, mobile position information will also be

useful in designing intelligent transportation systems.

Global Positioning System (GPS) could be used to

provide mobile locations. However, it would be

expensive to be adopted in the mobile phone network

because additional hardware is required in the MS.

Alternatively, utilizing the base stations in the existing

network for mobile location is preferable and is more

cost effective for the consumer. The basic principle of

this software based solution is to use two or more BSs

to intercept the MS signal. Each TDOA measurement

defines a hyperbolic locus on which the MS must lie

and the position estimate is given by the intersection of

two or more hyperbola. In general, the MS location is

estimated from a set of nonlinear equations constructed

Page 1309

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Ubiquitous Computing and Communication Journal

ISSN 1992-8424

**from TDOA measurement.
**

In [5], a method of location and velocity

estimation with signal strength and TOA

measurements was suggested. By using a linear

recursive model of mobility and by smoothing the

location via Kalman filter, an accurate estimated track

could be achieved. A Kalman tracking method based

on TDOA measurements for UMTS mobile location

has been demonstrated in [6]. Using a different way of

converting nonlinear equations to linear equations

without introducing constrains, have developed a

simple LS AOA-based location algorithm [7].

However, all these methods ignore the constrains on

the movement of mobile users. The goal of this work is

vehicle position optimization by using NLOS error

identification and mitigation by using biased Kalman

filter, as shown in Fig.1.

measurement

based

on

ti in the presence of

disturbance, denoted by rTOA ,i is modeled as

rTOA ,i = d i nTOA ,i

= ( x xi )2 ( y yi )2 nTOA,i

(3)

i = 1,2, , M

where nTOA ,i is the range error in rTOA ,i . Eq. (3)

can also be expressed in a vector form as

rTOA = f TOA ( x ) n TOA ,

(4)

where

(5)

(6)

and

(7)

Figure 1: Dynamic Location Architecture.

2.1 TDOA measurement algorithm

**The rest of the paper is organized as follows.
**

Section 2 describes the measurement models.

Section 3 presents location estimation model and

Section 4 describe location measurement model

NLOS identification, the Kalman filter techniques for

smoothing, tracking and NLOS mitigation techniques

are presented in Section 5. Section 6 demonstrates the

simulation results. Conclusions are summarized in

section 7.

2

MEASUREMENT MODELS

This section describes the TOA and TDOA

T

**measurements. Let x = [ x, y ] be the MS location to
**

be determined. The coordinates of the i th BS is

**xi = [ xi , yi ]T , i = 1,2, , M ,where the superscript
**

T denotes the transpose operation and M is the total

number of the receiving BSs. The distance between the

MS and the BS, denoted by d i , is given by

( x xi ) 2 ( y yi ) 2

di =

where

**The TDOA algorithms are based on measuring
**

the difference in the time of reception of signals at

different BSs, without requiring a synchronization of

all the participating BSs and MT. Actually, the

uncertainty between the reference time of the BSs and

that of the MT can be removed by means of a

differential calculation. Therefore, only the BSs

involved in the location estimation process must be

tightly synchronized. For a couple of BSs, let say i and

, where

j, the TDOA, , is given by

and

are the absolute times taken by the burst

to reach the BSs i and j, respectively. Assuming that

the MT is in LOS with both the BSs,i and j, it follows

that the MT must lie on a hyperbola. A second

hyperbola on which the MT must lie can be obtained

using a further TDOA measurement involving a third

BS. The user position can therefore be identified as the

interception point of the two hyperbolae, as shown in

Fig.2. The solution of the relevant equation system can

be found with an iterative method and least squares

minimization.

(1)

i = 1,2 ..... M

**The TOA is the one-way propagation time taken
**

for the signal to travel from the MS to a BS. In the

absence of disturbance, the TOA measured at the BS,

denoted by ti , is

ti =

where

di

c

i = 1,2, , M

(2)

c is the speed of light. The range

Volume 7 Number 5

Page 1310

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Ubiquitous Computing and Communication Journal

ISSN 1992-8424

**Figure 2: TDOA method.
**

Assigning the first BS as the reference, it can be

easily deduced that the range measurements based on

the TDOAs are of the form:

(8)

is the range error in

. Notice

where

that if the TDOA measurements are directly obtained

from the TOA data, then

**In vector form, Eq. (8) becomes
**

(9)

where

(10)

(11)

(12)

3 LOCATION ESTIMATION

In general, the MS location is not determined

geometrically but is estimated from a set of nonlinear

equations constructed from the TOA, RSS, TDOA, or

AOA measurements, with the knowledge of the BS

geometry. Generally optimization approaches for

location are Nonlinear Least Square (NLS), Maximum

Likelihood (ML), Gaussian ML (GML), Genetic

Algorithm Method (GAM ) and Constrained Least

Volume 7 Number 5

**Square method (CWLS) [3]. Basically, there are two
**

approaches for solving the nonlinear equations. The

NLS approach is to solve them directly in a nonlinear

least squares or constrained weighted least squares

framework.

Although

optimum

estimation

performance can be attained, it requires sufficiently

precise initial estimates for global convergence

because the corresponding cost functions are multimodal. The CWLS approach is to reorganize the

nonlinear equations into a set of linear equations. In

this paper, the CWLS approach is adopted and we will

focus on a unified development of accurate position

algorithms for TDOA measurement. For TDOA-based

position systems, it is well known that for noise

conditions, the corresponding nonlinear equations can

be reorganized into a set of linear equations by

introducing an intermediate variable, which is a

function of the source position. This technique, is

commonly called spherical interpolation (SI) [8].

However, the SI estimator solves the linear equations

via standard least squares (LS) without using the

known relation between the intermediate variable and

the position coordinate. To improve the location

accuracy of the SI approach, Chan and Ho have

proposed [4] to use a two-stage CWLS to solve the

source location, while [3] incorporates the relation

explicity by minimizing a constrained LS function

based on the technique of Lagrange multipliers.

According to [3], these two modified algorithms are

referred to as the quadratic correction least squares

(QCLS) and linear correction least squares (LCLS),

respectively. The QCLS estimator and LCLS yields an

unbiased solution with small standard deviation that is

close to moderate noise level. But when noise is

practically strong, its bias is considerable and its

variance could no longer approach the stability criteria.

We have improved the performance of the QCLS

estimator and LCLS estimator by introducing a

weighting matrix in the optimization, which can be

regarded as a hybrid version of the QCLS and LCLS

algorithms. We observe in simulation that the

performance of the CWLS estimator is superior to that

of the LCLS and QCLS by reduction in the MSREs,

for the whole range of noise power. Therefore,

considering the constraints, we can eliminate spurious

position estimates and improve the accuracy of

estimation.

In this work, we developed a unified approach for

mobile location by utilizing TDOA measurement and

improving the ranging accuracy with the use of CWLS

[7].

The CWLS location estimation approach for the

TDOA measurement is: without disturbance, Eq. (8)

becomes

Page 1311

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Ubiquitous Computing and Communication Journal

ISSN 1992-8424

where

It can be rewritten as

. Optimum estimate of the

location is computed by minimizing the following

CWLS cost function:

(13)

(21)

Squaring both sides of Eq. (13) and introducing an

intermediate variable , which has the form

(14)

where

is the covariance matrix of TDOA's

measure values, which is a function of the estimate of

, denoted by

[6].

The idea of CWLS estimator is to combine the key

principles in the CWLS and LCLS methods, the MS

location estimate is determined by minimizing Eq. (21)

subject to Eq. (20). For sufficiently small measurement

errors, the inverse of the optimum covariance matrix

for the CWLS algorithm is found using the best

linear unbiased estimator [2] as

We obtain the following set of linear equation

(15)

Writing Eq. (15) in matrix form gives

(22)

(16)

where

where

(23)

(17)

And,

Since

(18)

**and the variable
**

consists of the MS location as well as

**denotes element-by-elements multiplication.
**

contains the unknown

, we express

,

[8].

**In the presence of measurement errors, the SI
**

technique determines the MS location by simply

solving Eq. (16) via standard LS and the location

estimate is found from

and approximate

by

. Similar to [6],

the CWLS problem is solved by using the technique of

Lagrange multipliers and the Lagrangian to be

minimized is

(24)

where is the lagrange multiplier to be determined.

The estimate of is obtained by differentiating Eq.

(18)

with respect to and then equating

the results to zero [3] as

(19)

where

**is an optimization variable vector [6].
**

An improvement to the SI estimator is the linear

correction least squares (LCLS) method, which solves

the LS cost function in Eq. (19) subject to the

or

constraint

of

equivalently,

(20)

Volume 7 Number 5

The solution is:

(25)

where is real value. Put the in Eq. (25) and obtain

the sub-estimates of . Then choose the solution

from those sub-estimates which makes the cost

function minimum.

Page 1312

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Ubiquitous Computing and Communication Journal

4

ISSN 1992-8424

**LOCATION MEASUREMENT MODEL AND
**

NLOS IDENTIFICATION

**The range measurement between a mobile station
**

and the m th base station corresponding to TOA data

can be modeled as:

rm (ti ) = Lm (ti ) nm (ti ) NLOS m (ti )

(26)

**rm (ti ) is the measured range at the sampling
**

time ti , Lm (ti ) is the true range, nm (ti ) is the

where

**measurement noise and can be modeled as a zeromean additive Gaussian random variable with variance
**

m ; NLOSm (ti ) is the NLOS error component in

the received signal. There is no NLOS error if the lineof-sight exists, in which case, the measurement error

nm (ti ) becomes the only source of range

measurement error. To mitigate the NLOS errors, the

existence of non-zero NLOS component needs to be

identified. To identify the change of channel situation

between NLOS and LOS, the standard deviation of the

estimated range data rm (ti ) can be calculate as

ˆ m =

1

N

k

( r m ( t i ) Lˆ m ( t i ))

2

i =1

(27)

**Lˆm (ti ) is the estimated range data of the mth
**

BS at time instant ti smoothed by the unbiased

where

**Kalman filter. The standard deviation estimated in Eq.
**

(21) can then be used in the simple hypothesis testing

to determine the LOS/NLOS BSs

H o : ˆ m < m LOS condition

H1 : ˆ m m NLOS condition

**necessary for optimality actually exist, and yet the
**

filter apparently works well for many applications in

spite of this situation.

Filtering is desirable in many applications. For

example, radio communication signals are corrupted

with noise. A good filtering algorithm can remove

noise from electromagnetic signals while retaining the

useful information. Kalman filter is a tool that can

estimate the variables of a wide range of processes and

estimates the states of a linear system. It is the one that

minimizes the variance of the estimation error.

Kalman filtering provides a tool for obtaining that

reliable estimate. It estimates a process by using a

form of feedback control: the filter estimates the

process state at some time and then obtains feedback in

the form of (noisy) measurements. As such, the

equations for the Kalman filter fall into two groups:

time update equations and measurement update

equations. The time update equations are responsible

for projecting forward (in time) the current state and

error covariance estimates to obtain the a priori

estimates for the next time step. The measurement

update equations are responsible for the feedback for

incorporating a new measurement into the a priori

estimate to obtain an improved a posteriori estimate.

The time update equations can also be thought of as

predictor equations, while the measurement update

equations can be thought of as corrector equations.

Indeed the final estimation algorithm resembles that of

a predictor-corrector algorithm.

A Kalman filter is recursive so that new

measurements can be processed as they arrive. It is

essentially a set of mathematical equations that

implement a predictor-corrector type estimator that is

optimal in the sense that it minimizes the estimated

error covariance. A Kalman filter can be used in

estimating the state vector of a mobile target from the

observed range data and therefore estimating the true

range value. The state vector can be represented in [1]

(28)

X ( k 1) = A( k ) X ( k ) B( k )W( k ) ,

(29)

where X (k ) = [ Lm ( k )

(30)

Lm ( k )] is the state

**where is a scaling factor, and > 1 is chosen
**

experimentally for the UWB channels.

**vector of the mobile related to the m th sensor. The
**

W (k ) is the driving noise vector with covariance

5

matrix Q = w I , and

2

KALMAN FILTER

**The Kalman filter is a set of mathematical
**

equations that implement a predictor-corrector type

estimator that is optimal in the sense that it minimizes

the estimated error covariance. The Kalman filter has

been the subject of extensive research and application,

particularly in the area of autonomous or assisted

navigation. This is likely due in large part to advances

in digital computing that made the use of the filter

practical, but also to the relative simplicity and robust

nature of the filter itself. Rarely do the conditions

Volume 7 Number 5

(31)

The measurement process is

(32)

where

Page 1313

**is the measured data and
**

(33)

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Ubiquitous Computing and Communication Journal

and

ISSN 1992-8424

**is the measurement noise with covariance
**

.

**The operation of the Kalman filter can be
**

summarized as follows:

**Fig.4 shows the range measurement which is
**

optimized by applying CWLS optimization technique

to improve the estimation. It can be observed that the

estimation by applying CWLS technique can great

improve the estimation accuracy.

**• Kalman filter time update equations:
**

(34)

(35)

**The Simulation result shows that the big value of
**

velocity can reduce the "transient time" of the Kalman

filter especially in the case of biased smoothing. In this

paper the simulation is conducted in the following two

cases:

**• Kalman filter measurement update equations
**

(36)

(37)

(38)

where

is the Kalman gain vector and

covariance matrix of

.

**Fig.3 illustrates the application of Kalman filter to
**

mitigate the NLOS error, where the solid curve and

dished curve denote the true distance and the estimated

distance respectively.

is the

**The modified biased Kalman filter is proposed to
**

process the range measurement according to the

feedback identification result from the previous

processed data. Before computing kalman gain, the

or the range

measurement noise covariance

prediction covariance

is adjusted as follows:

**Fig.5 shows the location estimation error with
**

constrained and unconstrained filters represented by

the dashed and the solid curve respectively. It can be

seen that the constrained filter results in much more

accurate estimates than the unconstrained filter. The

unconstrained filter results in average position errors

of about 5.8 m, while the constrained filter results in

position errors of about 3.3 m.

Case 1: if

(39)

(40)

Case 2: if

(41)

(42)

Figure 3: NLOS mitigation using biased KF.

6 SIMULATION RESULTS

Simulation is performed for position estimation by

using MATLAB. It is assumed that 200 data samples

are measured with the sampling period 3s. The

vehicles have a velocity of 4m/s. The range data are

created by the true distance from each vehicle position

in the trajectory to the known three BSs. The

measurement noise is assumed to be AWGN and

NLOS noise is added to the true calculated range to get

the measured range data. The measurement noise is

assumed to be Gaussian distributed with zero mean

. The initial value

and a standard deviation

for the state vector is

.

Volume 7 Number 5

Page 1314

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Ubiquitous Computing and Communication Journal

ISSN 1992-8424

**effectiveness of this method. If the state constraints are
**

nonlinear they can be linearized. The proposed method

gives a real-time constrained least squares estimation

algorithm for estimating the location using TDOA

measurements. The NLOS errors can be mitigated

effectively for achieving higher accuracy in range

estimation and wireless location.

8

REFERENCES

**[1] B. L. Le, K. Ahmed, and H. Tsuji, "Mobile
**

location estimator with NLOS mitigation using kalman

filtering,"

In Proc.IEEE Wireless Communication

and Networking, vol. 3, pp. 16–20, 2003.

[2] H. C. So and S. P. Hui, "Constrained location

algorithm using TDOA measurements,"

IEICE

Transactions on Fundamentals of Electronics,

Communications and Computer Sciences, vol. E86-A,

no. 12, pp. 3291–3293, 2003.

Figure 4: NLOS mitigation with CWLS optimization.

**[3] G. W. Elko, Y. Huang, J. Benesty, and R. M.
**

Mersereati, "Realtime passive source localization: a

practical linear-correction least-squares approach,"

IEEE Transactions on Speech and Audio Processing,

vol. 9, no. 8, pp. 943–956, 2001.

[4] Y. T. Chan and K. C. Ho, "A simple and efficient

estimator for hyperbolic location,"

IEEE

Transactions on Signal Processing, vol. 35, no. 8, pp.

1905–1915, 1994.

[5] M. Hellebrandt and R. Mathar, "Location tracking

of mobiles in cellular radio networks,"

IEEE

Transactions on Vehicle Technology, vol. 48, pp.

1558–1562, 1999.

Figure 5: Position estimation error

constrained and unconstrained filters.

with

the

7 CONCLUSION

The techniques and algorithm in this paper has

been developed to be used for dynamic location

estimation. GPS often use to localize objects; however,

the accuracy of the GPS receiver’s location estimate is

not reliable when the satellite signal is completely lost

or distorted by trees, high buildings, or tunnels. The

absence of satellite signals has been studied in much of

the research and a Kalman Filter has been employed in

order to integrate the GPS measurements with other

measurements and to overcome the outage of the

satellite signals. However, the distortion of the satellite

signal still causes misleading information for the

location.

In this paper, we present a range estimation

algorithm with NLOS error mitigation using biased

Kalman filter. Simulation results demonstrate the

Volume 7 Number 5

**[6] M. Najar and J. Vidal, "Kalman tracking based on
**

tdoa for umts mobile,"

IEEE International Symp.

Personal, indoor and Mobile Radio Communication,

vol. 1, pp. 45–49, 2001.

[7] A. Pages-Zamora, J. Vidal, and D. R. Brooks,

"Closed-form solution for positioning based on angle

of arrival measurements," 13th IEEE International

Symposium on Personal, Indoor and Mobile Radio

Communications, vol. 4, pp. 1522–1526, 2002.

[8] J. O. Smith and J. S. Abel, "Closed-form leastsquares source location estimation from rangedifference measurements,"

IEEE Transactions on

Acoustics, Speech and Signal Processing, vol. 35, no.

12, pp. 1661–1669, 1987.

Page 1315

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