An Angle-Only Tracking Filter in

Modified Spherical Coordinates

by
David V. Stallard. Sc.D.*
Raytheon Company, Missile Systems Division
Bedford, Massachusetts 01 730

1.0 Abstract
Among previous approaches to tracking with angle measure- For this application, most papers1-' have utilized a four-
ments only, the IBM filter for planar tracking appears to be superior state Cartesian formulation with two relative position and two rela-
because of its use of modified polar coordinates (MPC), which re- tive velocity components, sometimes with a "pseudolinearization"
duce problems with observability, range bias and covariance ill- of the bearing measurement. Typically, difficulty was experienced
conditioning. Here, this approach is extended to three dimensions with instability andtor bias in the filter, apparently because of the
by the use of modified spherical coordinates (MSC). In the MSC fil- choice of the coordinate system.
ter, the six state variables are two angles, their derivatives, inverse
range and range-rate over range, which are transformable into Carte- The discovery of Modified Polar Coordinates (MPC) and
sian position and velocity. This filter successfully estimates the state their application to planar underwater tracking with sonar bearing
of a nonmaneuvering aircraft with noisy angle measurements from measurements appear to have been made at IBMB. Figure 1 shows
a moderately weaving interceptor aircraft. Questions remain as to the planar relative kinematics in a slightly different coordinate sys-
design refinements, desirable trajectories of the measuring vehicle, tem, in which only $ and the motion of the "ownship" is measured.
extension to a maneuvering target, and limitations of the MSC ap- The state vector in MPC is:
proach.
2.0 Introduction
The problem of determining the position of an object with-
out using measurements of range to it is familiar to surveyors and
astronomers. In the surveying problem, measurements of azimuth It is noteworthy that MPC uses l/r rather than r. The four scalar
and elevation angles to a point on the object can be made from each plant equations may be found from Equations (A-3), (A-18), (A-21)
end of a baseline of known length, and the position of the object can and (A-22) herein, with 8 and the target accelerations equal to 0:
be found by trigonometric calculations.
2.1 Genesis of Problem
There are military situations in which it is desirable to esti-
mate the position, velocity and perhaps acceleration of a target from
measurements of angle but not range. A well-known example is the
determination by a submarine of planar position and velocity of a
ship from passive sonar measurements, because the submarine com-
mander does not want to reveal his presence by pinging.
In air warfare, a fighter defending against a raid may wish
to launch a missile against a jammer at unknown range, but should
not do so unless the jammer's position and velocity can be estimat-
ed.
The simplest guidance of interceptor missiles relies on the
proportional navigation (PN) guidance law, in which the accelera-
tion command to the missile pitch autopilot is:

where is the estimated angular rate of the line of sight (LOS), V,
is the closing velocity, N' is a dimensionless effective navigation ra-
tio (typically 3.5) and OH is the gimbal ande. The LOS angular rate
is easy to estimate approximately, and V, can be measured by a
doppler radar. Here, information on closing velocity but not relative
range is necessary.
A more recent problem is estimation of target position, ve-
locity and acceleration in three dimensions from angle measure-
ments only, either with a passive IR receiver or a jammed radar re-
ceiver on a missile, in order to utilize optimal guidance.
2.2
There appear to have been two main categories of effort in
angle-only tracking filters: (1) Work on the planar tracking of a non-
maneuvering ship; and (2) work on three-dimensional target track-
ing in Cartesian coordinates by a highly maneuvering interceptor
missile.
* Associate Fellow, AIAA
Copyright D American Institute of Aeronautics and
Astronautics, Inc., 1987. All rights resewed.
where A& and A& are ownship accelerations along and perpendicu-
lar to the range vector.
Reference 8 showed that the first three elements of x in
Equation (2) are observable from the ownship while it is on a
straight course with a nonzero LOS angular rate. See Figure 2, from
which it is apparent that both the true target and the false target at
half the true range have the same angular rate when viewed by the
constant-velocity ownship, which therefore cannot determine the
range.
The ownship must maneuver in order to determine llr,
which is observable8 by reason of being multiplied by A& in Equa-
tion (4). It seems at least intuitively clear from Figure 2 that a see
ond straight leg for the ownship would remove the range uncertain-
ty. For some reason, Reference 8 used two straight legs of ownship
motion meeting at a comer, but it appears that a more realistic join-
ing circular arc would also have served in estimating l/r. The latter
quantity instead of r is used as the fourth state because Equations
(4) through (6) are linear in l/r and so the incremental plant matrix
of the vector plant equation, the transition matrix and the covari-
ance propagation are less dependent on the initially unknown range.
A major virtue of the MPC approach is that "it decouples
the relatively accurate crossrange states from the downrange states,
which prevents covariance matrix ill-~onditioning."~ Also, "unlike
Cartesian or conventional polar coordinates, it prevents false rang-
ing and premature covariance collapse on a nonmaneuve~gown-
ship leg." Indeed, this writer has experienced difficulty in estimating
range in a three-dimensional, missile-borne, tracking filter in Carte-
sian coordinates.
Despite its apparent superiority for this application, MPC
appears to have been used in relatively few papersg-lo on planar,
bearings-only tracking by the underwater tracking community. The
References list two other planar tracking papers 11-12 for complete-
ness.
-
Figwe 1 Geometry of Planar Tracking in MPC
OWNSH IP
-
Figure 2 Relative Come of Target for Constant Ownship Velocity
2.2.2 Three-Dimensional Filters in Cartesian Coordinates
Considerable research13-'Q has been done at the University
of Texas at Austin on the three-dimensional tracking of an aircraft
by a highly maneuverable missile, using angle measurements only.
All of these papers have used Cartesian coordinates and none seems
to have considered the possibility of MP@, although the last uti-
lized a "special polar coordinate system" that included the cube of
range.
Reference 13 examined various formulations of the nonlin-
ear Kalman filter and chose the simplest Extended Kalman Filter
(EKF)formulation. The state variables were relative X, Y, Z, their
derivatives and absolute target acceleration in X, Y, Z, which recalls
somewhat the Bryson-HoZ0formulation of the interceptor-missile
problem in two dimensions.
Reference 14 took the interesting approach of deriving a
"maximum information trajectory" with zero expected miss distance
and a performance index which is the trace of the observability ma-
trix. The target had zero acceleration. The optimal missile trajectory
was roughly sinusoidal in the horizontal and vertical planes, with
peak accelerations of about 24 g and 59 g respectively, based on cal-
culations from the hard-to-read figures.
Presumably these accelerations were within the constraints
of the postulated, high-performance, bank-to-turn missile. These ac-
celeration levels may explain while ill-conditioning of the covariance
matrix was not reported in References 13-19. Unfortunately, the
foregoing acceleration levels are not available in the majority of in-
terceptor missile applications.
2.3 Statement of the Problem
The problem is to develop a filter to estimate the three-
dimensional position and velocity of a constant-velocity aircraft tar-
get, using only angle measurements at 2.5 sec intervals in Track-
While-Scan (TWS) mode from an interceptor aircraft that maneu-
vers with an acceleration not exceeding 2 g.
2.4 Contribution of this P a ~ e r
.4 solution has been found for the problem, with a six-state
filter in MSC coordinates which has good accuracy in the presence
of noisy measurements and an acceptable initial transient.
An approach to the further problem of estimating three-
dimensional position, velocity cmd acceleration is presented, with a
nine-state filter in MSC coordinates.
3.0 Recursive Tracking Filters in Modified S~hericd
Coordinates
The approach here is to extend IBM's work8 in planar track-
ing of a nonmaneuvering target in MPC to the three-dimensional
tracking of an essentially nonmaneuvering airborne target in MSC,
so as to solve the problem in Subsection 2.3.
Figure 3 shows the missile at the origin of a moving, non-
rotating Cartesian coordinate system, with X positive North, Y posi-
tive West and Z positive up. The target is at range r, with a compo-
nent rh in the X-Y plane making an angle $ with the X axis. The de-
pression angle 8 of the target is measured downward from rh to r.
The Cartesian velocities and accelerations of the missile target are
omitted from Figure 3 for simplicity.
The angles $ and 8 are chosen as two of the state variables.
Keeping in mind the imporlance of LOS angular rates in guidance,
8, shown as a vector perpendicular to the rh-r plane and w, perpen-
dicular to both the 8 vector and r, are also chosen as states. The iner-
tial target acceleration A$ is along r, while A$ and & are respec-
tively parallel to the 0 and w vectors.
3.1 Six-State Filter
3.1.1 State Vector. Plant Eauation and Observability
A six-state filter has been developed with the following state
vector in MSC:
Both conventional spherical coordinates and MSC use two angles,
but MSC uses llr instead of range r.
Appendix A derives the plant equations in scalar form as:
 3.1.2 Descri~tionof Filter
In keeping with the choice of in Equation (7), Equations
(8) through (13) are used to obtain a transition matrix for covari-
ance propagation and gain calculation. On the other hand, it seems
desirable to predict the state estimate forward in Cartesian coordi-
nates, for the sake of simplicity and accuracy. Otherwise, the ap-
proach to this nonlinear filtering problem is essentially that of Ref-
erence 21.
Prior to prediction, the estimated relative Cartesian position
and velocity components are computed from their updated MSC
counterparts by equations very similar to Equations (A-4) through
(A-9) in the Appendix. Prediction over the sampling interval T, is
then an elementary computation. Of course the ownship motion
contributes to the predicted relative position and velocity.
Before a measurement is used to update the predicted esti-
mate, it is reconverted to MSC by the following equations:

In Equations (9), (1 l), (13) the terms AfJr, A$/r and A

r/: in anten-
na coordinates are treated as process noise.

Z (VERTICAL)

t cd (1- r PLANE) 4
r =
4 ~4 A
X c o s $ + Y sin$

0 4 A 4 A
r = r cost9-Z sine
I1

( X - Y PLANE)

4 A h
i= - ( Z cost9 + E
11
sin01

" A 3
+ = ( Y c o s $ + X sin$)

The i-th measurement vector comprises the two angles plus

additive nose:

Figure 3 - Basic Coordinates for MSC Filters where the measurement matrix H is:

The following heuristic argument for observability is adapt-

ed from Reference 8. Refemng to Equations (8) through (13), 0 and
$ are directly measured, albeit with additive measurement noise,
a = [ 1
0
0
0
0
1
0
0
0
0
0
0
I (24)

and so the derivatives 0 and w are observable. If the latter variables

are nonzero, Equations (9) and (1 1) show that i/r affects their deriv-
atives and hence it too should be observable, even if the ownship ac- and the "measured" would actually be computed from the
celerations A,: A t y and A& in antenna coordinates are all zero. boresight errors (BSEs) of the seeker, its gimbal angles and angles -
On the other hand, the state variable llr is multiplied by the known from the on-board measurement unit (IMU).
,: and Aty in Equations (9) and (I 1) respectively, and so a nonze-
A The measurement noise is postulated to be additive, white
ro value of either leads to observability of llr. and Gaussian with a covariance matrix:

where each standard deviation is assumed to be 0.001 rad.
The i-th residual vector is:
duced to -4.2 percent at 42.5 sec. Figure 8 shows Rfi (relative range
rather than l/r, for convenience) and its estimate, for which the
large initial error is rapidly reduced to 14.4 percent at 42.5 sec and
then to 4 percent at 97.5 sec. This sequence of good accuracy in the
estimate of i/r before that of l/r would be predicted by Reference 8.
The MSC filter does not have a bias in its range estimate, as do
some other angle-only filters. This initialization transient should be
acceptable, considering the application and the time between mea-
surements, which is 2.5 sec in this TWS example.

where the predicted angles were found from Equations (16) and
(17).
It is important that the covariance propagation and Kalman-
gain computations be done in MSC, as previously indicated. Appen-
dix B summarizes these computations. In an actual application,
these would be done before the measurement and residual computa-
tion.
The updated state estimate in MSC is found as the sum of
the predicted estimate plus the Kalman gain matrix times the resid-
ual:

This completes the operations for the i-th estimate. Prediction of the
(i+l)th estimate then proceeds as described at the beginning of this
subsection.
3.1.3 Simulation Results
Figure 5 - True and Estimated 8 versus Time
An interceptor aircraft, a bomber target and the six-state fil-
ter have been simulated in ACSLz2. The interceptor flies initially
North (parallel to the inertial X axis) at 242.6 d s e c (Mach 0.8) at
an altitude of 10.668 km (35 kft), while the target flies South with
a velocity of 242.6 d s e c at an altitude of 9.144 km (30 kft), without
any maneuver.
At an initial X separation of 92.659 km (50 nm), the inter-
ceptor detects the jamming target and begins a weaving maneuver
with a turn acceleration of 2 g horizontally to 45 deg West of due
North, followed by a short straight leg, a 90 deg turn to the right, a
30 sec straight leg, a 90 deg left turn, etc. See the trajectory in Figure
4.

\
u
INT

TGT
i
100 200 ZOO 150 100 -50 0
-2500-
I

Figure 6 - True and Estimated w versns Time

Mgure 4 - Trqjectories of Interceptor Aircraft and Target in Horizon- 3.2
tal Plane
In the nine-state filter, the state vector in Equation (7) is
augmented with three target acceleration variables in antenna coor-
Once every scan interval of 2.5 sec, the interceptor measures dinates (Figure 3):
the angles 0 and # in Figure 3. These measurements, with noise, are
utilized in the six-state filter as described in the previous subsection
and Appendix B. The initial range estimate is two times the true val- I - r r r r r J
ue, and the initial estimate of target velocity is 20 percent high.
/--
Figures 5 and 6 show the true and estimated angular rates,
which show tolerable effects of measurement noise. See Appendices A and B. Some promising preliminary results have
The initially large error in the estimate of i/r (Figure 7) is re- been obtained with such a filter, but more work is needed.

-
Figure 7 True and Estimated ilr versus T i e
-
Figure 8 True and Estimated Relative Range versus Time
4.0 Conclusions
An examination of previous work in angle-only tracking fil-
ters has shown the importance of'choosing a good coordinate sys-
tem, such as IBM's MPC8 for planar underwater tracking. The work
herein extends this approach to three dimensions with MSC. The
six-state filter successfully estimates the MSC equivalents of posi-
tion and velocity in three dimensions for a nonmaneuvering target,
using only moderate accelerations of the tracking aircraft. Although
the particular application was for TWS by an aircraft, the algorithm
could also be used by a homing missile with a faster data rate, prob-
ably in antenna-based MSC.
More work is needed to improve the initialization and set-
tling of the filter, perhaps via an auxiliary deterministic solution of
range.
The nine-state filter estimates the MSC equivalents of posi-
tion, velocity and acceleration in three dimensions, but improve-
ments in performance are needed.
5.0 References
1) Aidala, V. J., "Kalman Filter Behavior in Bearings-
Only Tracking Applications," ZEEE Transactions on
Aerospace and Electronic Systems, Vol. AES-15, No.
1, January 1979, pp. 29-39.
2) Nardone, S. C. and Aidala, V. J., "Observability
Criteria for Bearings-Only Target Motion Analysis,"
ZEEE Transactions on Aerospace and Electronic Sys-
tems, Vol. AES-17, No. 2, March 1981, pp. 162-166.
3) Nardone, S. C., Lindgren, A. G. and Gong, K. F., "A
Performance Analysis of Some Passive Bearings-Only
Target Tracking Algorithms," Conference Record of
15th Asilomar Conference on Circuits, Systems and
Computers, Pacific Grove, CA, Nov. 9-1 1, 1981, pp.
405-415.
Aidala, V. J. and Nardone, S. C., "Biased Estimation
Properties of the Pseudolinear Tracking Filter," ZEEE
Transactions on Aerospace and Electronic Systems,
Vol. AES-18, No. 4, July 1982, pp. 432-441.
Petridis, V., "Bearings-Only Target Tracking via Par-
titioning Estimation Algorithms," ZFAC Identification
and System Parameter Estimation 1982, Washington,
DC, 1982, pp. 1659-1654.
Nardone, S. C., Lindgren, A. G. and Gong, K. F.,
"Fundamental Properties and Performance of Con-
ventional Bearings-Only Target Motion Analysis,"
ZEEE Transactions on Automatic Control, Vol. AC-
29, No. 9, September 1984, pp. 775-787.
Hammel, S. E. and Aidala, V. J., "Observability Re-
quirements for Three-Dimensional Tracking via An-
gle Measurements," ZEEE Transactions on Aerospace
and Electronic Systems, Vol. AES-2 1, No. 2, March
1985, pp. 200-207.
Hoelzer, H. D., Johnson, G. W. and Cohen, A. O.,
"Modified Polar Coordinates - The Key to Well Be-
haved Bearings Only Ranging," (See also Brown, K.
R., "Appendix: Successive Conditionally Linearly Ob-
servable Coordinates for Tracking on Angle Only",)
IR & D Report 78-M19-OOOlA, IBM Federal Systems
Division, Shipboard and Defense Systems, Manassas,
VA 221 10, August 31, 1978.
Hammel, S. E., Aidala, V. J., Gong, K. F. and Lind-
gren, A. G., "Recursive versus Batch Processing Algo-
rithms for Bearings-Only Tracking," Proceedings of
Oceans '83, Effective Use of the Sea - An Update, San
Francisco, CA, Aug. 29 - Sept. 1, 1983, pp. 50-61.
Aidala, V. J. and Hammel, S. E., "Utilization of Mod-
ified Polar Coordinates for Bearings-Only Tracking,"
ZEEE Transactions on Automatic Control, Vol. AC-
28, NO. 3, March 1983, pp. 283-284.
Chung, J. C. and Shapiro, E. Y., "Maneuvering Tar-
get Tracking Using Bearing Measurements,"
Proceedings of the National Aerospace and Electronics
Conference, Dayton, OH, May 17-19, 1983, Vol. 1,
published by IEEE, NY, 1983, pp. 449-451.
Hwang, C. S. and Mohler, R. R., "Nonlinear Observa-
bility and Mixed-Coordinate Bearing-Only Signal
Processing," OSU-OWR TR84-4, Department of
Electrical and Computer Engineering, Oregon State
University, Corvallis, 1984.
Speyer, J. L. and Hull, D. G., "Comparison of Several
Extended Kalman Filter Formulations for Homing
Missile Guidance," Preprint Volume of the 1980 AZAA
Guidance and Control Conference, Danvers, MA, Au-
gust 11-13, 1980, pp. 392-398.
Hull, D. G. and Speyer, J. L., "Maximum Informa-
tion Trajectories for Homing Missiles," Preprint Vol-
ume of the 1981 AIM Guidance and Control Confer-
ence, Albuquerque, NM, August 19-21, 1981, pp. 71-
.".
76
Speyer, J. L. and Hull, D. G., "Estimation Enhance-
ment by Trajectory Modulation for Homing Mis-
siles," Proceedings of the 1982 American Control Con-
ference, Arlington, VA, June 14-16, 1982, pp. 978-
984.
Speyer, J. L., Hull, D. G., Tseng, C. Y. and Larson,
S. W., "Estimation Enhancement by Trajectory Mod-
ulation for Homing Missiles," AZAA Journal of Guid-
ance and Control, Vol. 7, No. 2, March-April 1984,
pp. 167-174.
Hull, D. G., Speyer, J. L. and Tseng, C. Y., "Maxi-
mum-Information Guidance for Homing Missiles,"
AIM Journal of Guidance Control and Dynamics,
Vol. 8, NO. 4, July-August 1985, pp. 494-497.-
Song, T. L. and Speyer, J. L., "A ~tochasticAnalysis
of a Modified Gain Extended Kalman Filter with A p
plications to Estimation with Bearings Only Measure-
ments," ZEEE Transactions on Automatic Control,
Vol. AC-30, NO. 10, Oct. 1985, pp. 940-949.
Balakrishnan, S. N. and Speyer, J. L., "Coordinate-
 Transformation-Based Filter for Improved Target
Tracking," Journal of Guidance Control and Dynam- x = F c o s 9 cos$ - 2 6 s i n e cos$
ics, vol. 9, No. 6, November-December 1986, pp. 704-
709. - 2 $case s i n $ + 2 r e $sine sin$
Bryson, A. E., Jr. and Y-C Ho, Applied Optimal Con-
trol, Blaisdell Publishing Company, Waltham, MA, - r B, 'COSO COS+ - r$ c o s e cos $
1969, pp. 424-427.
Wishner, R. P., Tabaczynski, J. A. and Athans, M.,
- r ;9' s i n e cos+ - r 4; c o s 0 s i n $
"A Comparison of Three Non-Linear
Filters,"Automatica, Vol. 5, 1969, pp. 487-496.
"Advanced Continuous Simulation Language, User Y = cos0 s i n + - 2 6 sin0 sin$
Guide/Reference Manual," Mitchell and Gauthier As- + 2 $ COSO - 2 r 6 $sin8 cosq
COS+
sociates, Inc., Concord, MA, 1981.
Singer, R. A., "Estimating Optimal Tracking Filter 2 2
- r 9 cos9 s i n $ - r $ cose s i n $
Performance for Manned Maneuvering Targets,"
ZEEE Transactions on Aerospace and Electronic Sys- - ri9' s i n e sin$ + r 6 cos9 cos $
tems, Vol. AES6, No. 4, July 1970, pp. 473-483.
6.0 Acknowled~ements
i' = -i: s i n e - 2 b 9 cos9 + r e' 2s l.n 8
The author acknowledges gratefully the support of Raytheon
Company in computation and publishing, the library research of P.
- r 19 c o s 0 (A- 12)
Healey and P. Vivier-Thresher, the computer consultation of C.
Moore and particularly the consulation of R. Fitzgerald on the basic
approach, as well as the encouragement of his family and friends.
i x Derivation of Plant Eauations
A ~ ~ e n d A.
Next, the relative Cartesian accelerations are expressed in
This appendix derives the plant equations in MSC in three antenna coordinates (Figure 3), where Ya is parallel to the inertial
dimensions, as an extension of MPC in two dimensions8. X-Y plane. The following coordinate-rotation matrix transforms a
vector from inertial (I) into antenna (A) coordinates:

I
A-1 Plant Eauations for Six-State Filter case cos$, cos9 sin$, -sin9
The velocity w is given by:
cosg (A-1 3)
1
s i n e cos$ s i n 9 sin$ c oo s 0

Using the third row of Equation (A-13) and also Equations

The derivatives of the angle state variables are: A- 10) through A-1 2), it is found after simplification that:

ya = - 2 +B, - r w 2 t a n e - YO
(A-1 4)
Atz ~mdz
- d+
dt
= - W
case
=

This may be put into the form:

In an earth-fixed Cartesian coordinate system, not shown in

Figure !, the mjssile and target respectively have velocity compo-
Y,, &, and also acceleration components

In order to find the derivatives of e and w, it is useful to ex-
press the relative coordinates X, Y and Z in terms of r, )I and 13 and
then to find their first and second derivatives. First:
X = r cos0 cos$ (A-4)
which is the derivative of e and is therefore one row of the vector
plant equation.
Using the second row of Equation (A-13) and Equations
A-10 through A-12, it is found that:

Z = - r sin0 (A-6)

The relative Cartesian velocities are: Differentiating Equation (A-1) yields the auxiliary equation:

Equations (A-1) and (A-17) may be substituted into Equation (A-16)

to give:
i = - sine - ri cose (A-9)

The relative Cartesian accelerations are:

which is the derivative of w and thus is one row of the vector plant where is a vector of process noise and & is the vector missile or
equation. ownship acceleration in antenna coordinates. The vector differential
Similarly, using the first row of Equation (A-13) and Equa- equation for the estimate is:
tions (A-10) through (A-12), one finds that:

which omits the process noise because it is unknown.

The differential equation for the error in the estimate is:
The following auxiliary equation is useful:

where the incremental plant matrix F is an n by n matrix of deriva-

tives:
Substitution of Equation (A-19) into Equation (A-20) gives:

which is also one row of the vector plant equation.

Section 3.0 explains the rationale for choosing llr rather and G, is a process-noise input matrix of derivatives:
than range r as a state. The derivative is simply:

B-2 Covariance and Kalman Gain Calculations

which is another row of the vector plant equation.
The covariance of the error just before the i-th measurement
In Equations (A-15), (A- 18) and (A-2 l), the variables A?&, is:
Avr, and Atlr for target acceleration are treated as white process
noise. The variables A,: A$ and A& are the known accelerations .
M.111-i - T
of the missile in antenna axes. - @(ti 9 t i - 1 ) P i - l l i-l 9 (ti,ti-l) + Qi
(8-6)
A-2 Plant Eauations for Nine-State Filter
This expanded version of the filter uses the same six scalar where Pili is the error covariance just after the i-th measurement and
plant equations as those of the previous section, but treats the tar- Qi is the covariance of the effect of w on & over the interval between
get-acceleration variables #&, A*, Atlr as three additional states. measurements.
First, it is postulated that the Singer modelz3of target accel- The Kalman gain matrix for the i-th measurement is:
eration applies, i.e. that the target acceleration is exponentially cor-
related with time constant 7, and is the output of a low-pass filter
driven by white noise, with the differential equation:

and the covariance of the error after the i-th measurement is:

where wy is white noise. It follows immediately that:

B-3 Transition Matrix. Process Noise Covariance. and Initial Error
Covariance
It is assumed that the geometry changes relatively slowly
over a time interval t' less than a measurement interval T,, and so
the transition matrix can be approximated quite adequately by:
Similar equations apply for the other two target-acceleration
variables. 9 ( t 1 , 0) 2 I + Ft' (B-9)
AD~endixB. Linearization and Covariance
The process noise covariance matrix is:
Calculations
B-1 Plant Eauation and Linearization
Conceptually, the linear plant equations, e.g. Equations (8)-
(13) for the six-state filter, are expressible as a vector plant equation: ti-1 ti-1

( 6 , )c:t6, )aT(ti t , )d6,d& (8-10)

The transition matrix for the six-state filter is:
 in which four of the elements are: By evaluating Equation (B-5) from Equations (8) - (13), the
2 process-noise input matrix is found to be:
@ 2 , 1 ( t l , 0 ) = - ( w sect)) t'

2
@ 4 , 1 ( t l,O) = w 6 sec 6 t '

As indicated in subsection 3.1.1, the prozess-noise vector is

the vector of target accelerations in antenna coordinates: After substituting Equations (B-11), (B-19) and (B-20) into
Equation (B-lo), it is found that three of the diagonal elements are:

A simplified form of the Singer mode123 of target accelera-

tion will be used, beginning with the assumption of a zero mean and
an isotropic correlation matrix:

(8-23)
Where the elements of iP apply to the measurement interval ti-l to
(B-17) ti. From experience with other applications of the Singer model, it
The integral of this matrix is: appears unnecessary to compute and utilize the other elements of
Qi. R. J. Fitzgerald of Raytheon has pointed out that this is mathe-
matically equivalent to assuming an impulsive change in the second,
fourth and sixth diagonal elements of Mili.1 just prior to the mea-
surement at t+
Assuming that the target is an incoming bomber, the pro-
cess-noise parameters are chosen as:

Let the maneuver time constant 7, be far less than the measurement
time T, (which is 2.5 sec in subsection 3.1.2), let there be a fixed
value of the integral in Equation (B-1 S), and let the correlation func-
- tion by approximated by an impulse matrix:

Again, the area of the correlation function in Equation (B-26) is the

significant parameter in the actual impulsive model for this six-state
filter.
 The initial error covariance matrix Pois diagonal, except for where the standard deviations of range and range-rate error are re-
non-zero 6, 5 and 5, 6 elements. The two angle elements are: spectively assumed chosen as 50,000 m and 100 m/s.
The remaining non-zero elements of Po are:
2
= Po = 0-
in (8-27)
0
1 9 1 393

where the rms measurement noise for this jamming target is as-
sumed, admittedly optimistically, to be 1 mrad. The two angular-
rate elements are:

where {,,; is the correlation coefficient between range and range-rate

errors, with an assumed value of 0.5.