2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

A comparison of several nonlinear filters for ballistic

missile tracking on re-entry

Nikhil Kumar Singh Shovan Bhaumik Samar Bhattacharya

Electrical Engineering Department Electrical Engineering Department Electrical Engineering Department
Jadavpur University Indian Institute of Technology Patna Jadavpur University
Kolkata, India-700032 Patna,Bihar, India Kolkata, India-700032
Email: ju.niksingh@gmail.com Email: shovan.bhaumik@iitp.ac.in Email: samar bhattacharya@ee.jdvu.ac.in

Abstract—In this paper, ballistic missile tracking on re-entry

has been considered. Position, velocity and ballistic coefficient are
considered as states of the target. As no prior information about
the target shape, mass and area is available, ballistic coefficient
of the target has been considered as a state variable. Different
type of nonlinear filters such as ensemble Kalman filter (EnKF),
unscented Kalman filter (UKF), Gauss-Hermite filter (GHF),
sparse-grid Gauss-Hermite filter (SGHF), cubature quadrature
Kalman filter (CQKF) are used to estimate states of the target.
The performance of all the above mentioned filters has been
compared on the basis of estimation accuracy, computational
time and missed distance. The 3 points GHF provides lowest
miss distance at reasonably low computational time; so GHF-3
is recommended for this problem.
Keywords-component; ballistic missile; missile tracking;
cubature Kalman filter; cubature quadrature Kalman filter;
Gauss-Hermite filter; sparse-grid Gauss-Hermite filter; ensem-
ble Kalman filter; unscented Kalman filter
I. I NTRODUCTION
Tracking a ballistic target is essential due to successful
interception of ballistic target for safety and security pur-
pose. Ballistic target tracking on re-entry [1]-[5] becomes
challenging to the practitioner due to (i) noise in sensor
measurement, (ii) nonlinear target and measurement model,
(iii) less engagement time, (iv) lack of prior information about
the shape and size of the missile.
In literature, the ballistic missile tracking problem on
re-entry has been solved with the extended Kalman filter
(EKF), the unscented Kalman filter (UKF) [2], particle filter
(PF), the ensemble Kalman filter (EnKF) [1], Cramer-Rao
lower bound (CRLB) etc. Very recently few more advanced
filters namely Gauss-Hermite filter (GHF) [11], [12], cubature
Kalman filter (CKF), sparse-grid Gauss-Hermite filter (SGHF)
[13], [14], cubature quadrature Kalman filter (CQKF) [10]
have been proposed. Curious about the performance of the
recent advanced nonlinear filters on the well discussed re-
entry ballistic missile tracking problem, we have applied the
above mentioned filters. In the literature, it has been claimed
that the above mentioned filters are superior compared to the
existing methods. We expect better tracking performance with
the above mentioned newly developed filters.
In this paper, the result of these filters has been compared
on the basis of estimation accuracy, missed distance and
computational time with other filters like EnKF and UKF.
Figure 1: Ground radar based ballistic missile tracking sce-
nario.
We observed that the missed distance of GHF-3 is lowest
than above discussed filters. Computational time of GHF-3
is moderate. CKF has lowest computational time but missed
distance is more compared to GHF-3. GHF-3 has lowest
missed distance as well as moderate computational time, so
we prefer GHF-3 for this problem.
The organization of this paper is as follows: section II
deals with the problem formulation of ballistic target. Section
III deals with the different type of nonlinear filters. Section
IV provides the simulation results and then finally we draw
conclusion.
II. P ROBLEM F ORMULATION
A. Process Model
We assume the target is falling vertically downwards on
the earth as shown in Figure 1. Further, We assume (i)
drag and gravity are acting in straight line, (ii) lift force is
negligible small, (iii) earth is flat and stationary, and (iv)
altitude independent due to gravity. Based on above mentioned
assumptions, the target follows kinematic equations as [1], [2],
[4].
ḣ = −v (1)
ρ(h)gv 2
v̇ = − +g (2)
2β
β̇ = 0, (3)
2
where, g is gravitational acceleration (9.81 m/s ), h is altitude
in (m), v is velocity in (m/s) and β is ballistic coefficient.
Air density ρ(h) = a1 × e−a2 ×h is exponential function of

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 2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

Figure 2: Missile trajectory of position vs time. Figure 4: Missile trajectory of acceleration vs time.

19161kg/ms2 respectively. Sampling time is taken as τ =

0.1s.

B. Measurement Model
The position of the missile is measuring using ground based
radar at every sampling interval of time. The measurement
equation is taken as linear and white Gaussian noise is cor-
rupted with zero mean of covariance Rk
yk = Hxk + νk , (7)

Figure 3: Missile trajectory of velocity vs time. where H = [1 0 0].

III. N ON LINEAR F ILTERS

altitude, where, a1 = 1.754, and a2 = 1.49 × 10−4 . Now, the A. Ensemble Kalman Filter
process model of missile dynamics have been discretized its EnKF [6], [7] algorithm is described with the following
state xk is shown as steps:
xk+1 = f (xk ) + wk , (4) Step 1: Initialization of the filter
where, nonlinear function f (xk ) is used to describe the state Ensemble are formed due to augmentation of state vector
as with its measurement. Initially, the size of ensemble N is taken
f (xk ) = φxk − G[D(xk ) − g], (5) and it is given as
  1
G, φ and xk are shown in the form of sampling time τ X0 x x20 x30 ... xN
T Z0 = = 10 0 (8)
as G = [0 τ 0] , φ = [1 τ 0; 0 1 0; 0 0 1], Y0 y0 y02 y03 ... y0N
T gρ(hk )vk2
xk = [h v β] . D(hk , vk , βk ) = is the atmo- where X0 ∈ Rn×N , Y0 ∈ Rp×N and Z0 ∈ R(n+p)×N . n and
2βk
spheric drag force. p denotes the number of states and number of measurements
of the system. xj0 are taken randomly from initial distribution
Due to atmospheric drag force, the target dynamics is and y0j are calculated from Hxj0 .
highly nonlinear. The process noise wk arises due to imperfec-
tion in target dynamics. The process noise is taken as white, Step 2: Prediction / forecast
Gaussian, and which is defined by zero mean, Qk covariance Propagate ensemble members
⎡ ⎤
τ3 τ2 Xk|k−1 = f (xjk|k ) + wk−1
⎢ q3 3 q3 2 0 ⎥ (9)
⎢ 2 ⎥
Qk = ⎢ τ ⎥, (6) Yk|k−1 = Hxjk|k
⎣ q3 q3 τ 0 ⎦ (10)
2
0 0 q4 τ Evaluate the ensemble error covariance
where, the tuning parameters q3 in (m2 /s3 ) and q4 in Pk|k−1 = Lk|k−1 LTk|k−1 (11)
(kg 2 m−2 s−5 ) are to be selected by the designers.
where
In Figure 2 to Figure 4, plotted the typical missile trajectory 1 1 2
of position, velocity and acceleration, where no process noise Lk|k−1 = √ [(Zk|k−1 − Ẑk|k−1 ) (Zk|k−1 − Ẑk|k−1 )
is taken such that q3 = q4 = 0. Initial height, velocity N −1
N
and ballistic coefficient are taken as 60960m, 3048m/s and ... (Zk|k−1 − Ẑk|k−1 )]

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 2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

and C. Gauss-Hermite Filter

N
1
j
Ẑk|k−1 = Z (12) GHF [11], [12] uses Gauss-Hermite quadrature rule to
N j=1 k|k−1 approximate the intractable integrals numerically.
m

Step 3: Estimation / analysis I≈ f (qi )wi (19)

Calculate Kalman gain matrix i=1

Kk = Pk|k−1 GT (GPk|k−1 GT + Rk )−1 (13) where f (.) is an arbitrary function, qi and wi are quadrature
points and their respective weights. For m-point quadrature
where G matrix is defined as G = [01×n I1×p ]. rule, it is exact upto polynomial of degree (2m − 1). To
calculate the quadrature points, we have taken a symmetric
Estimate ensemble points triangular matrix J with zero diagonal elements
j
Zk|k j
= Zk|k−1 j
+ Kk (yk,0 j
− yk|k−1 ) (14) 
Ji,i+1 = i/2, 1  i  (m − 1). (20)
j
where, yk,0 are calculated using measurement noise distribu- √
j The quadrature points qi = 2ξi , where ξi are the ith eigen
tion, yk,0 ∼ ℵ(yk , Rk ). value of J. The ith weight wi is chosen as wi = ki1 2
, where
Step 4: EnKF estimate ki1 is the first element of the ith normalized eigenvector of J.

Calculate mean Now, we apply product rule to generate support points for
multidimensional system. Applying product rule, we get
N
1
j
Ẑk|k = Z (15) m

m

N j=1 k|k IN ≈ ... f (qi1 , qi2 .., qin )wi1 wi2 ...win . (21)
i1 =1 in =1
Estimated states X̂k|k = M Ẑk|k . Where, matrix M is defined
as M = [I1×n 01×p ]. In n-dimensional integral system with m-point single dimen-
sional Gauss-Hermite quadrature rule has total mn multidi-
mensional points. Hence the filter suffers from the curse of
B. Cubature Quadrature Kalman Filter
dimensionality problem.
The CQKF [10] is a nonlinear filter, which is based on
spherical radial quadrature and Gauss-Laguerre quadrature
rule. For first order Gauss-Laguerre quadrature, CQKF is same D. Sparse grid Gauss-Hermite Filter
as CKF. The SGHF [13], [14] uses sparse-grid quadrature rule for
Cubature quadrature points and weights are calculated from finding points and weights. It works on deterministic sampling
approximated integral I(f ) as, point approach. For univariate, GHF and SGHF have same
quadrature points and weights. In multivariate, GHF faces the

2n
n  curse of dimensionality problem. SGHF uses Smolyak’s rule
1
I(f ) ≈ Ai f ( 2λi [ui ]) , (16) for generation of points and weights, which is free from the
2nΓ(n/2) i=1  curse of dimensionality problem. The sparse-grid integral is
i =1
defined as,
where, n represents the order of Gauss-Laguerre polynomial.

CQKF has total 2nn points, where n represents the dimension
of the state model. When n = 1, then CQKF merges with f (x)ℵ(x; 0, In )dx ≈ In,L (f ) (22)
Rn
CKF. λi is the Gauss-Laguerre quadrature points, which is
determined from Chebyshev-Laguerre polynomial equation, L−1

L−1−q

 d 
n In,L (f ) = (−1)L−1−q Cn−1 (Ii1 ⊗Ii2 ...⊗Iin )(f )
Lα
n = (−1)n λ−α eλ n λα+n e−λ = 0 (17) q=L−n Ξ∈Nqn
dλ
(23)
n !Γ(α + n + 1) where In,L is the approximation of the n-dimensional integral
and Ai = is the Gauss-Laguerre weights.
λi [L̇α 2 of function f (.) with Gaussian weights ℵ(x, 0, In ) with accu-
n (λi )]
where α = (n/2 − 1). racy level L ∈ N. It gives the exact solution for all polynomial
upto degree (2L − 1). C denotes as a binomial coefficient,
Now, from
√ equation (16), we get a cubature quadrature defined by Ckn = n!/k!(n − k)!, where n! denote as a factorial
points ξj = 2λi [ui ] and its corresponding weights wj as, of n. ⊗ denotes the tensor product. Iij is a single dimensional
1 n !Γ(α + n + 1) quadrature rule where ij ∈ Ξ is the accuracy level. It means
wj = Ai  = (18) that Iij gives exact result upto polynomial of degree 2ij − 1.
2nΓ(n/2) λi [L̇α
n (λi )]
2
The accuracy level sequence
for i = 1, 2, ..., 2n, i = 1, 2, ..., n and j = 1, 2, ..., 2nn , n
where n is dimension and n is the order of Gauss-Laguerre n {Ξ : j=1 ij = n + q} f or q  0
Nq = (24)
quadrature points. ∅ f or q < 0

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 2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

where q is an auxiliary parameter which lies between L − n 

q  L − 1 and ∅ for empty set. Now from (23),
L−1

In,L (f ) = ....
q=L−n Ξ∈Nqn qs1 ∈Xi1 qsn ∈Xin
n
(25)
L−1−q

L−1−q
f (qs1 , ..., qsn ) × {(−1) Cn−1 w sj }
j=1

where Xij are set of univariate quadrature points. The set of

sparse-grid quadrature points Xn,L is defined as
L−1
 
Xn,L = (Xi1 ⊗ ... ⊗ Xin ) (26)
q=L−n Ξ∈Nqn Figure 5: Mean position error for various filters.

where denotes the union of quadrature point sets.

IV. S IMULATION R ESULTS

A. Initialisation
In this paper, we have simulated with initial position
h = 60960m, velocity v = 3048m/s and ballistic coef-
ficient, where beta distribution is used for initializing the
ballistic coefficient (β) with both parameters are 1.1, i.e.
β ∼ Beta(1.1, 1.1) and, lower and upper limit boundaries
are 10000kg/ms2 and 63000kg/ms2 respectively. We have
taken the initialization from [1],[2], where ballistic coefficient
is distributed randomly because we have no prior information
about the target’s shape, size and mass.
The initialization of the filter with its mean Figure 6: Mean velocity error for various filters.
T
x̂0|0 =⎡ [60960 3048⎤ mean(β0 )] , and covariance
Rk
⎢ Rk 0⎥
⎢R τ ⎥
P0|0 = ⎢ k 2 k 0 ⎥, where mean β0 and standard
R standard deviation of position error. Table I shows normalized
⎣ τ τ2 ⎦ computational time and missed distance for different filters.
0 0 σβ2 From Table I, we see GHF-3 has lowest missed distance and
deviation σβ are generated randomly from beta distribution. moderate normalized computational time, so GHF-3 is suitable
for this problem.
B. Simulation results
V. C ONCLUSION
The above mentioned missile tracking problem has been
solved with EnKF with ensemble size 50, UKF, CKF, CQKF-2, Ballistic missile tracking problem has been solved in this
GHF-3 and SGHF-2. In this problem, we have taken sampling paper using EnKF, UKF, CKF, CQKF, GHF and SGHF.
time τ = 0.1sec and simulation is observed upto 30sec. The
tuning parameter of process noise for estimator and truth are
given in [1] with q3 = q4 = 5. The measurement noise
covariance(Rk ) is assumed as Rk = 2002 . Above discussed
filters are simulated upto 100 Monte Carlo runs.
The mean error of estimator are plotted for position in
Figure 5, velocity in Figure 6 and ballistic coefficient in Figure
7 for 100 MC runs respectively. The standard deviation of
estimator are plotted for position in Figure 8, velocity in
Figure 9 and ballistic coefficient in Figure 10 for 100 MC
runs respectively. The performance of these filters have been
compared on the basis of estimation accuracy, computational
time and missed distance. GHF-3 has smallest position error
shown in Figure 8. In Figure 9, velocity error has spike occured
between 5s and 25s. Largest spike has occured in SGHF-2
at 16s. In Figure 10, GHF-3 has lowest ballistic coefficient Figure 7: Mean beta(β) error for various filters.
error. Missed distance is the last point error calculation from

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 2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

Table I: Comparison of Normalized Computational Time and

Missed Distance of Position Error with EnKF-50, UKF, CKF,
CQKF-2, GHF-3 and SGHF-L2

Normalized Missed distance

No. of Points
computational time of position error (m)
CKF 6 1 32.18156
UKF 7 1.054979 29.98065
CQKF-2 12 1.619338 30.59586
GHF-3 27 2.999348 26.90438
SGHF-L2 7 1.097639 29.93088
EnKF-50 50 6.299187 29.19445

We compare the estimation accuracy, missed distance and

computational time of all the above discussed filter. We ob-
served that GHF-3 has lowest missed distance and moderate
Figure 8: Std. dev. of position error for various filters. computational time. Thus we recommend GHF-3 for onboard
implementation.

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Figure 10: Std. dev. of beta(β) error for various filters.

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