18.07.2014 Views

Sensor Data Fusion Using a Probability Density Grid - ISIF

Sensor Data Fusion Using a Probability Density Grid - ISIF

Sensor Data Fusion Using a Probability Density Grid - ISIF

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

<strong>Sensor</strong> <strong>Data</strong> <strong>Fusion</strong> <strong>Using</strong> a <strong>Probability</strong> <strong>Density</strong> <strong>Grid</strong><br />

Derek Elsaesser<br />

Communication and Navigation Electronic Warfare Section<br />

DRDC Ottawa<br />

Defence R&D Canada<br />

Derek.Elsaesser@drdc-rddc.gc.ca<br />

Abstract - A novel technique has been developed at<br />

DRDC Ottawa for fusing Electronic Warfare (EW)<br />

sensor data by numerically combining the probability<br />

density function representing the measured value and<br />

error estimate provided by each sensor. Multiple<br />

measurements are sampled at common discrete intervals<br />

to form a probability density grid and combined to<br />

produce the fused estimate of the measured parameter.<br />

This technique, called the Discrete <strong>Probability</strong> <strong>Density</strong><br />

(DPD) method, is used to combine sensor measurements<br />

taken from different locations for the EW function of<br />

emitter geolocation. Results are presented using<br />

simulated line of bearing measurements and are shown<br />

to approach the theoretical location accuracy limit<br />

predicted by the Cramer-Rao Lower Bound. The DPD<br />

method is proposed for fusing other geolocation sensor<br />

data including time of arrival, time difference of arrival,<br />

and a priori information.<br />

Keywords: <strong>Sensor</strong> data fusion, discrete probability<br />

density, emitter location estimation.<br />

1 Introduction<br />

The Discrete <strong>Probability</strong> <strong>Density</strong> (DPD) method is a novel<br />

technique developed at Defence R&D Canada for<br />

numerically combining data containing uncertainty, such<br />

as Electronic Warfare (EW) sensor measurements [1, 2, 3,<br />

4, 5]. The basic assumption is that the sensor<br />

measurement of a given parameter can be modeled by<br />

some probability density function (PDF) over the range of<br />

possible values. The PDF may be modeled by a function,<br />

such as a Gaussian distribution, or by a set of empirical<br />

values that reflect the probability of the true value<br />

occurring within some range of the measured value.<br />

The basic theory of the DPD method is presented in<br />

Section 2. It describes the process for sampling<br />

independent PDFs at common discrete intervals to<br />

produce a set of discrete probability density vectors which<br />

are combined to form a joint DPD vector for estimating<br />

the mean and variance of the fused estimate of the<br />

measured parameter. Section 3 describes how this method<br />

is used to combine data from multiple sensor locations by<br />

projecting measurements of a common parameter onto a<br />

two-dimensional probability density grid. This is used to<br />

determine the most likely coordinates of the object being<br />

measured and an error estimate.<br />

In section 4 the DPD method is applied to emitter<br />

geolocation using line of bearing (LOB) measurements<br />

from multiple sensor locations [3]. The performance of<br />

the DPD method for emitter location accuracy is<br />

compared to the theoretical Cramer-Rao Lower Bound<br />

(CRLB) [6] as a function of the number of measurements<br />

included. The use of the DPD to fuse other sensor data,<br />

such as time of arrival (TOA), time difference of arrival<br />

(TDOA), and a priori information, is presented in section<br />

5.<br />

2 Discrete <strong>Probability</strong> <strong>Density</strong> Theory<br />

<strong>Data</strong> with uncertainty, such as sensor measurements, can<br />

be modeled by some PDF over the range of possible<br />

values. These PDFs may be represented by various<br />

distributions. Unlike techniques that use systems of<br />

equations to combine multiple sensor measurements and<br />

minimize the resulting error estimate, the DPD method<br />

combines probability density distributions of<br />

measurements directly by sampling each PDF at common<br />

intervals and calculating the joint product over the sample<br />

space. The resulting discrete probability density<br />

distribution is then used to calculate the estimated value<br />

and variance of the measured parameter. This concept is<br />

introduced using a one-dimensional DPD vector.<br />

2.1 Discrete Sampling of <strong>Probability</strong><br />

<strong>Density</strong> Functions<br />

All inputs are assumed to be estimates of some parameter,<br />

x, expressed as a probability density function, f X (x),<br />

representing the uncertainty or error in the estimated value<br />

of x [7]. The discrete probability density vector is formed<br />

by evaluating f X (x) at discrete points over the range of<br />

possible values of x. Let X(n) represent the discrete values<br />

of x over the range [a, b] sampled at intervals of ∆x with<br />

a delta function δ(n):<br />

b<br />

X ( n)<br />

= xδ ( x − ∆x n)<br />

n = 1…<br />

N (1)<br />

x = a<br />

The DPD vector is formed by evaluating the PDF at each<br />

value of X(n), with the integer indices of the DPD vector,<br />

n, then representing discrete values of x:<br />

F ( n)<br />

= f ( X ( n))<br />

n = 1…<br />

N<br />

(2)<br />

x<br />

x


This requires the total area under f X (x) equals unity and the<br />

value of f X (x) > 0 over the range of possible values of x. If<br />

the value of the PDF is zero over some range of x, it<br />

implies that it is impossible for the measured value of x to<br />

occur in this range. As the DPD vector is produced by<br />

discrete sampling of a PDF, the DPD method is not reliant<br />

on a specific probability distribution and can be used with<br />

a variety of probability density distributions, including<br />

non-linear distributions.<br />

As an example of a DPD vector, consider the Gaussian<br />

PDF which is commonly used to represent sensor<br />

measurement errors that are normally distributed. It can be<br />

described by a mean, representing the estimated value,<br />

and variance, representing the uncertainty [4]. It can also<br />

be used in a system of equations representing the<br />

combination of multiple measurements for applications<br />

such as geolocation. A sensor measurement produces an<br />

estimate of x = 20 with a standard deviation of σ = 9.0.<br />

The Gaussian PDF is sampled over the range [-10, 50] at<br />

intervals of ∆x = 3.0. The continuous Gaussian PDF and<br />

the resulting DPD vector are shown in Figure 1. They are<br />

normalized over the range of x and the index, n, of F X (n)<br />

is translated back into x for comparison with f X (x).<br />

f(x), F(x)<br />

Continuous and Discrete Gaussian pdf; mean = 20.0, std = 9.0, dx = 3.0<br />

0.05<br />

continuous pdf<br />

0.045<br />

discrete pdf<br />

0.04<br />

0.035<br />

0.03<br />

0.025<br />

0.02<br />

0.015<br />

0.01<br />

0.005<br />

0<br />

-7 -4 -1 2 5 8 11 14 17 20 23 26 29 32 35 38 41 44 47 50<br />

x<br />

Figure 1. Discrete sampling of a Gaussian PDF<br />

2.2 Selecting a Sampling Interval<br />

Selection of an appropriate sampling interval, ∆x, is<br />

important as it directly impacts the computational cost of<br />

combining multiple measurements. In order to minimize<br />

the number of points, N, sampled over the range of x, the<br />

sampling interval must be selected so that the nature of the<br />

distribution of f X (x) is maintained by F X (n). As the aim is<br />

to determine the estimated value of x, x , and an error<br />

estimate in the form of the variance, σ 2 , about x , the<br />

sampling interval can be relatively large with respect to<br />

the variation in f X (x). For combining a set of Gaussian<br />

PDFs, a sampling interval of approximately σ i /2 (using the<br />

smallest value of σ i from the PDFs) has been found to be<br />

sufficient. Sampling at smaller intervals is generally found<br />

to have little effect on the resulting value of x and σ 2 , but<br />

increases computational cost proportionately with number<br />

of samples. Another factor to consider is the desired<br />

resolution of the resulting estimate of x . Because the<br />

index, n, of F X (n) is used to determine x , the sampling<br />

interval should be smaller than the desired resolution in x.<br />

2.3 Joint DPD Vectors<br />

A joint DPD vector is formed by taking the product of<br />

each input PDF at common sample points, X(n). For S<br />

sensor measurements this is expressed as:<br />

F ( s,<br />

n)<br />

= f ( s,<br />

X ( n))<br />

n = 1…<br />

N (3)<br />

x<br />

x<br />

where s = 1…S independent measurements of the same<br />

target; f X (s, x) is the array of PDFs representing these<br />

measurements over the same range [a, b] of x; and F X (s, n)<br />

is the resulting array of DPD vectors of length N. The<br />

joint discrete probability density vector, P X (n), is<br />

determined by taking the product of all DPD vectors at<br />

each integer value of n:<br />

S<br />

'<br />

PX<br />

( n)<br />

= ∏ FX<br />

( s,<br />

n)<br />

n = 1…<br />

N (4)<br />

s=<br />

1<br />

then calculating the normalization constant C:<br />

C =<br />

N<br />

∑<br />

n=<br />

1<br />

'<br />

P X<br />

( n)<br />

(5)<br />

resulting in the joint DPD vector:<br />

1 '<br />

PX<br />

( n)<br />

= PX<br />

( n)<br />

C<br />

n = 1…<br />

N (6)<br />

It is assumed that the chosen sampling interval is small<br />

enough to realize the significant variations in P X (n).<br />

The estimated value of the fused result is determined from<br />

the indices n weighted by P X (n):<br />

<br />

N<br />

n = ∑<br />

n=<br />

1<br />

nP n X<br />

( )<br />

and the estimated variance of n by:<br />

∑<br />

n=<br />

1<br />

(7)<br />

N<br />

2 2<br />

σ = ( n − n)<br />

P ( n)<br />

(8)<br />

n<br />

This is translated back into the domain of X within the<br />

range [a, b] giving the estimated value of x as:<br />

<br />

x = ∆xn<br />

+ a<br />

The standard deviation representing the combined error<br />

estimate is given by:<br />

σ = ∆<br />

(10)<br />

X<br />

xσ n<br />

X<br />

(9)


As the estimated value and error of the combined<br />

measurements, x andσ<br />

X<br />

, are produced by evaluating<br />

each PDF at discrete points, the DPD method can be used<br />

to combine measurements with different types of<br />

probability density distributions.<br />

2.4 Combining <strong>Sensor</strong> Measurements<br />

Benefits of the DPD method can be demonstrated by the<br />

following example, where the target value, x T =30, and<br />

each sensor measurement is modeled as a Gaussian PDF,<br />

PDF i (µ,σ), i = 1…3, with the mean being the measured<br />

value and the error estimate being the standard deviation.<br />

Note that each f X (x) must always be greater than 0. It is<br />

assumed that PDF 1 and PDF 3 represent accurate,<br />

unbiased, measurements of x T , but PDF 2 is a ‘wild’ or<br />

biased estimate. These three PDFs are shown in Figure 2,<br />

sampled at interval ∆x = 1.5 in Figure 3. The values of<br />

x and σ are calculated from the joint DPD vector shown<br />

X<br />

in Figure 4. It is seen that the inclusion of the biased<br />

measurement has only a modest effect on the resulting<br />

estimated value, x = 29.7, and error estimate, σ = 3.7.<br />

Gaussian(mean, std) for PDF1(30.0, 3.0), PDF2(11.5, 4.0), PDF3(30.5, 5.0)<br />

0.14<br />

PDF1<br />

PDF2<br />

0.12<br />

PDF3<br />

f(x)<br />

F(x)<br />

0.1<br />

0.08<br />

0.06<br />

0.04<br />

0.02<br />

0<br />

0 10 20 30 40 50 60<br />

x<br />

Figure 2. Three sensor measurements of x T = 30<br />

0.14<br />

0.12<br />

0.1<br />

0.08<br />

0.06<br />

0.04<br />

0.02<br />

0<br />

Discrete Sampling of Multiple PDFs, dx = 1.5<br />

6 12 18 24 30 36 42 48 54 60<br />

x<br />

X<br />

PDF1<br />

PDF2<br />

PDF3<br />

Figure 3. Discrete sampling of measurement PDFs<br />

P(x)<br />

0.25<br />

0.2<br />

0.15<br />

0.1<br />

0.05<br />

0<br />

Discrete Joint DPD, E[x] = 29.7, STD[x] = 3.7, dx = 1.5<br />

6 12 18 24 30 36 42 48 54 60<br />

x<br />

Figure 4. Joint DPD vector estimate of x T<br />

Numerous Monte Carlo simulations were conducted using<br />

combinations of various standard deviations, bias errors,<br />

and large numbers of measurements [2]. It was found that<br />

the joint DPD estimate generally converged on the true<br />

value as the number of measurements increased. It was<br />

also seen that the estimate was resilient to inclusion of<br />

measurements with large bias errors, with the main effect<br />

being an increase in the magnitude of the error estimate.<br />

3 Two Dimensional DPD <strong>Grid</strong>s<br />

A common data fusion function is to combine sensor<br />

measurements from multiple reference points to determine<br />

an estimate of the target in two or more dimensions. An<br />

example is emitter geolocation using LOB or TDOA<br />

measurements from multiple sensor positions [3]. The<br />

DPD method is applied by projecting the measurement<br />

PDF from each sensor onto a common grid of sample<br />

points. This requires that some transform function exists<br />

that will map the measured parameter into 2-dimenional<br />

space. This section describes using bearing measurements<br />

to produce a 2-dimensional location estimate.<br />

3.1 Projecting a LOB into Two Dimensions<br />

The Area-Of-Interest (AOI) that includes the target object<br />

is defined over a region in X and Y using a 2-dimenisonal<br />

grid of points at sample intervals ∆x and ∆y. It is implied<br />

that the target object is located within these bounds. The<br />

AOI must be large enough to ensure that truncation of the<br />

probability distribution at the boundaries does not<br />

significantly affect the result and that the sample interval<br />

is small enough to realize each PDF. Let there be S<br />

independent LOB measurements from sensor positions (x i ,<br />

y i ), i = 1…S, each with a measured bearing µ i and error<br />

estimate σ i . As bearing is an angular measurement, a LOB<br />

measurement can be represented by a von Mises PDF [7]:<br />

f ( θ ) = exp( κ cos( θ − µ )) / 2πI<br />

0<br />

( κ)<br />

0 ≤ θ < 2π<br />

(11)


where θ is the variable in radian, µ is the mean, κ is the<br />

concentration (which is analogous to 1/σ 2 ), and I 0 (κ ) is a<br />

Bessel function of the first kind and order zero. Examples<br />

of the von Mises PDF for LOBs with different values of κ<br />

are shown in Figure 5. Note that other probability density<br />

distributions can be used to model a LOB.<br />

0.16<br />

0.14<br />

Von Mises <strong>Probability</strong> <strong>Density</strong> Function<br />

LOB RMS error = 3 degrees, k = 364.7563<br />

LOB RMS error = 6 degrees, k = 91.1891<br />

LOB RMS error = 12 degrees, k = 22.7973<br />

An example of F XY (n,m) for a sensor at position (20, 20)<br />

with bearing estimate µ i = 45° and error estimate σ i = 3° is<br />

shown in Figure 7 as a color surface plot. It is seen that<br />

the value of F(x, y) is constant along any bearing line from<br />

the sensor, regardless of distance, since the value of the<br />

LOB PDF is constant for a given angle.<br />

0.12<br />

0.1<br />

p(angle)<br />

0.08<br />

0.06<br />

0.04<br />

0.02<br />

0<br />

-80 -60 -40 -20 0 20 40 60 80<br />

angle (degrees)<br />

Figure 5. The von Mises PDF used to model a LOB<br />

A transform is required to project the 1-dimensional LOB<br />

measurement, represented as an angular PDF, onto the 2-<br />

dimensional grid in X, Y. The value of the LOB PDF at<br />

each node in the grid is calculated using its angle relative<br />

to the sensor position. The angular transform function<br />

between the sensor location and a grid point is simply [5]:<br />

θ i ( x,<br />

y)<br />

= arctan(( y − y i ) /( x − x i )) − π ≤ θi<br />

< π (12)<br />

The value of a LOB PDF is calculated using the von<br />

Mises PDF with κ = 1/σ 2 for θ i (x, y) – µ i at each discrete<br />

point X(n) and Y(m), representing each (x, y) value in the<br />

grid, as shown in Figure 6.<br />

x i<br />

,y i<br />

x,y<br />

Figure 6. Transforming a LOB PDF to a 2-D DPD grid<br />

This produces a 2-dimensional LOB DPD array:<br />

F XY<br />

( n,<br />

m)<br />

= f ( θ ( X ( n),<br />

Y ( m)))<br />

n = 1... N , m = 1...<br />

M (13)<br />

i<br />

where F XY (n, m) is the LOB DPD array of size N×M<br />

points. The value of F XY (n, m) at a given index is the LOB<br />

PDF, f(θ i ), taken at discrete values of x, y.<br />

θ i<br />

µ i<br />

Figure 7. Example of a 2-D LOB DPD for µ=45˚, σ=3˚<br />

3.2 Joint DPD Location Estimate<br />

For multiple LOB measurements the joint DPD array is<br />

calculated over a common N×M grid by:<br />

S<br />

P<br />

'<br />

XY<br />

( n,<br />

m)<br />

= ∏ FXY<br />

( s,<br />

n,<br />

m)<br />

n = 1... N,<br />

m = 1...<br />

M<br />

s=<br />

1<br />

(14)<br />

where F XY (s, n, m) is the set of S independent LOB DPD<br />

arrays using a common grid. This is normalized by:<br />

N M<br />

C =<br />

'<br />

∑∑P<br />

( n,<br />

m)<br />

(15)<br />

XY<br />

n= 1m=<br />

1<br />

to produce the joint DPD array representing the target<br />

object’s location estimate:<br />

1 '<br />

PXY ( n,<br />

m)<br />

= PXY<br />

( n,<br />

m)<br />

(16)<br />

C<br />

For a grid of N by M points, the resulting computational<br />

complexity of the joint DPD array is of O(S×N×M).<br />

<br />

The 2-dimensional location estimate of the target, x T , yT<br />

,<br />

is determined by first taking the <strong>Probability</strong> Mass<br />

Functions (PMF) of P XY (n, m):<br />

X<br />

M<br />

XY<br />

m=<br />

1<br />

PMF ( n)<br />

= ∑ P ( n,<br />

m)<br />

n = 1... N (17)<br />

N<br />

XY<br />

n=<br />

1<br />

PMF ( m)<br />

= ∑ P ( n,<br />

m)<br />

m = 1... M (18)<br />

Y<br />

The target location estimate can be determined by treating<br />

PMF X (n) and PMF Y (m) as 1-dimensional DPD vectors and


calculating the index estimates, n ˆ , mˆ<br />

T T<br />

, as in equation 7.<br />

For cases where a large number of measurements<br />

correlate, the distribution of P XY (n,m) becomes<br />

exponential about the estimated location. The estimated<br />

location can then be found from the indices that have the<br />

largest values of PMF X (n) and PMF Y (m), respectively. As<br />

the indices are translated back into x and y coordinates to<br />

provide the location estimate of the target, this approach<br />

has the drawback that the resolution of the target location<br />

is limited to the sampling interval.<br />

The location error estimate is determined by the variances<br />

and covariance of the joint DPD array about the indices of<br />

estimated target location:<br />

COV<br />

XY<br />

N<br />

∑<br />

n=<br />

1<br />

2<br />

2<br />

σ = PMF ( n)<br />

⋅ ( n − nˆ<br />

) (19)<br />

X<br />

M<br />

∑<br />

m=<br />

1<br />

X<br />

2<br />

2<br />

σ = PMF ( m)<br />

⋅ ( m − mˆ<br />

) (20)<br />

N<br />

Y<br />

M<br />

= ∑∑<br />

n= 1 m=<br />

1<br />

P<br />

XY<br />

Y<br />

( n,<br />

m)<br />

⋅ ( n − nˆ<br />

) ⋅(<br />

m − mˆ<br />

)<br />

T<br />

T<br />

T<br />

T<br />

(21)<br />

These terms are scaled by the sampling interval and form<br />

a covariance matrix for calculating an Elliptical Error<br />

Probable (EEP), which is commonly used to represent the<br />

error estimate [3]. Although the EEP assumes that the<br />

error distribution is Gaussian, which may not be the case<br />

for a DPD distribution, it is useful for comparing the DPD<br />

results to other geolocation techniques and the CRLB. In<br />

cases where a sufficiently large number of measurements<br />

correlate near a point, the joint DPD distribution is seen to<br />

approximate a Gaussian distribution.<br />

4 DPD Method for LOB Geolocation<br />

LOB data is used for location estimation using the<br />

technique commonly referred to as triangulation. The<br />

DPD method is applied to LOB geolocation and compared<br />

to the CRLB, which represents the performance bound of<br />

an unbiased location estimator for the relative sensor<br />

positions and error estimates, excluding measurement<br />

biases. This is used to assess the accuracy of the DPD<br />

method and its resilience to bias errors.<br />

4.1 Increasing the Number of LOBs<br />

The comparison of the DPD method to the CRLB is<br />

conducted using Monte Carlo simulation and averaged<br />

over 10,000 iterations. All LOBs are normally distributed,<br />

with σ = 3˚, from 4 to 10 sensor sites arranged as a linear<br />

baseline across the bottom of an AOI. The details of the<br />

testing are provided in [2]. The AOI is defined as a<br />

200×300 point grid with a sampling interval of 100<br />

meters. The effect on the DPD location estimate is<br />

compared to the CRLB for an increasing number of<br />

unbiased LOBs with LOB1 having a bias error. This is<br />

repeated for bias errors on LOB1 of -40°, -20°, 0, 20°, and<br />

40° counterclockwise. An example for 10 LOBs and a 40°<br />

bias on LOB1 is shown in Figure 8. The location RMSE<br />

for increasing number of LOBs is shown in Figure 9.<br />

Location RMSE (m)<br />

Location RMSE (m)<br />

Location RMSE (m)<br />

Location RMSE (m)<br />

Location RMSE (m)<br />

Y x 100m<br />

300<br />

250<br />

200<br />

150<br />

100<br />

50<br />

Figure 8. Example scenario with LOB1 bias = 40°<br />

4000<br />

2000<br />

LOB STD = 3.0 deg, LOB1 Bias = -40.0 deg<br />

CRLB<br />

DPD Method<br />

0<br />

4 5 6 7 8 9 10<br />

Number of LOBs included in fix<br />

LOB STD = 3.0 deg, LOB1 Bias = -20.0 deg<br />

4000<br />

2000<br />

CRLB<br />

DPD Method<br />

0<br />

4 5 6 7 8 9 10<br />

Number of LOBs included in fix<br />

LOB STD = 3.0 deg, LOB1 Bias = 0.0 deg<br />

4000<br />

2000<br />

CRLB<br />

DPD Method<br />

0<br />

4 5 6 7 8 9 10<br />

Number of LOBs included in fix<br />

LOB STD = 3.0 deg, LOB1 Bias = 20.0 deg<br />

4000<br />

2000<br />

CRLB<br />

DPD Method<br />

0<br />

4 5 6 7 8 9 10<br />

Number of LOBs included in fix<br />

LOB STD = 3.0 deg, LOB1 Bias = 40.0 deg<br />

4000<br />

2000<br />

DPD Location Estimate and CRLB<br />

LOB1<br />

DPD<br />

CRLB<br />

1 5 7 2 9 10 3 8 6 4<br />

20 40 60 80 100 120 140 160 180 200<br />

X x 100m<br />

CRLB<br />

DPD Method<br />

0<br />

4 5 6 7 8 9 10<br />

Number of LOBs included in fix<br />

Figure 9. Effect if increasing the number of unbiased<br />

LOBs with LOB1 bias error = -40°, -20°, 0°, 20°, 40°.


It is seen that the inclusion of the biased LOB from site 1<br />

has limited effect on the DPD location estimate. Even for<br />

the worst-case, a LOB1 bias error of 20˚, the location<br />

RMSE for the DPD method approaches the CRLB as the<br />

number of unbiased LOBs is increased. Even though the<br />

location RMSE for the DPD method is still larger than the<br />

CRLB, it must be remembered that the CRLB represents<br />

the ideal estimate with no bias errors.<br />

The DPD location error estimate (the EEP) also decreased<br />

as the number of LOBs increased [2]. This suggests that<br />

the DPD method is an unbiased location estimator, even in<br />

the presence of unknown sensor bias errors. Other tests<br />

have shown that the DPD method is resilient to large<br />

numbers of bias errors because the joint DPD distribution<br />

is determined mainly by measurements that correlate near<br />

the most common location [1]. This makes the DPD<br />

method well suited to real-world applications where<br />

sensor measurements are often affected by environmental<br />

conditions or systemic errors.<br />

5 Other Geolocation Techniques<br />

The DPD method may be applied to other geolocation<br />

techniques based on the measurement of parameters such<br />

as time, frequency, or power. Time is used in TOA<br />

techniques such as radar and range estimation for signals<br />

with known timing characteristics. TDOA between<br />

multiple sites is a common technique for geolocation of<br />

non-cooperative signals. The measured receive power of a<br />

signal can be used to estimate range if sufficient detail is<br />

known of the transmitted power and propagation path.<br />

Any of these techniques can be used in a hybrid method<br />

with LOBs. Because each technique relies on a<br />

measurement of a parameter with various degrees of error,<br />

it can be modeled with some PDF; hence, the DPD<br />

method could be used to produce a location estimate. This<br />

section shows how the DPD method is applied to timebased<br />

measurements and hybrid techniques using a priori<br />

information.<br />

5.1 Time Of Arrival Location Estimation<br />

In TOA, the measured parameter is the time between<br />

when the signal was emitted and when it was received at<br />

the sensor (or half the transit time in the case of radar<br />

signals). If the speed of signal propagation, υ, is known,<br />

the TOA from any point to sensor i can be calculated by:<br />

toa<br />

d<br />

v<br />

1<br />

v<br />

2<br />

2<br />

i<br />

( x,<br />

y)<br />

= = ( y − yi<br />

) + ( x − xi<br />

) (22)<br />

If the sampling interval is constant in x, y, a TOA<br />

measurement for sensor s can be transformed into a 2-<br />

dimensional TOA DPD array by evaluating the PDF at<br />

each discrete node:<br />

F ( n,<br />

m)<br />

= f ( toas ( X ( n),<br />

Y(<br />

m)))<br />

n = 1... N,<br />

m = 1...<br />

M (24)<br />

s s<br />

The joint DPD array is calculated by taking the product of<br />

all S sensor measurement DPD arrays at each common<br />

node, n, m:<br />

S<br />

P(<br />

n,<br />

m)<br />

= ∏ F(<br />

s,<br />

n,<br />

m)<br />

n = 1... N,<br />

m = 1... M<br />

s=<br />

1<br />

(25)<br />

Consider the following example for TOA geolocation.<br />

There are four sensors deployed in a 2 km × 2 km AOI<br />

and the target emitter is located in the center of the AOI as<br />

shown in Figure 10.<br />

Y (meters)<br />

2000<br />

1800<br />

1600<br />

1400<br />

1200<br />

1000<br />

800<br />

600<br />

400<br />

200<br />

1<br />

TOA Scenario<br />

200 400 600 800 1000 1200 1400 1600 1800 2000<br />

X (meters)<br />

Figure 10. Scenario for TOA location estimation<br />

Each sensor has the ability to estimate the TOA with a<br />

standard deviation of 200 ns. The PDF is assumed to be<br />

Gaussian with the mean being the actual transit time of the<br />

signal. The desired location resolution is 10 meters<br />

(sample interval = 10 meters). A TOA DPD array from<br />

sensor 1, with no bias errors or multi-path effects, is<br />

shown in Figure 11. Similar DPD arrays are produced for<br />

the TOA measurements from the other sensors and a Joint<br />

DPD array is produced. The location estimate is<br />

calculated as in section 3 and shown in Figure 12.<br />

2<br />

4<br />

3<br />

The measurement of the TOA can be modeled by a PDF,<br />

such as a Gaussian distribution with the estimated TOA<br />

being the mean, µ, and estimated error as the standard<br />

deviation, σ:<br />

2 2<br />

exp( −(<br />

toa − µ ) ) /(2σ<br />

))<br />

f ( toa)<br />

=<br />

(23)<br />

2πσ


in a non-Gaussian distribution of the joint DPD peak and a<br />

smaller EEP ellipse. The truncation of the DPD peak is<br />

equivalent to using the bounds of the AOI as a priori<br />

information, as discussed next.<br />

Figure 11. TOA DPD grid for sensor 1 at (50,100)<br />

2000<br />

TOA DPD 50% EEP: 1000.0,1000.0m 50.1x50.1m @ 90.0 deg<br />

Y (meters)<br />

1800<br />

1600<br />

1400<br />

1200<br />

1000<br />

800<br />

600<br />

400<br />

200<br />

1<br />

Target<br />

EEP<br />

200 400 600 800 1000 1200 1400 1600 1800 2000<br />

X (meters)<br />

Figure 12. TOA scenario with target location estimate<br />

5.2 Time Difference Of Arrival<br />

The DPD method can also be used to provide location<br />

estimates from TDOA data, where the emission time of<br />

the signal is unknown but the relative time difference of<br />

arrival of the signal between pairs of sensors can be<br />

measured. Like TOA, the TDOA PDF can be represented<br />

by a Gaussian function, as shown in equation 23, with the<br />

TDOA value being the difference of the TOA value from<br />

each node in the grid to a given pair of sensors.<br />

Consider an example using the same sensor deployment<br />

scenario as shown in Figure 10 with the target emitter<br />

located at grid (160,160), and a TDOA measurement<br />

error, σ TDOA = 282.8 ns. The four sensors provide six<br />

TDOA measurement pairs that are shown in Figure 13 to<br />

visualize the joint probability density grid, which is seen<br />

to exhibit some truncation at the boundary. This results in<br />

the major axis of the resulting DPD EEP being slightly<br />

smaller than the CRLB, as shown in Figure 14.<br />

The estimated location of the target is unaffected by the<br />

truncation of the DPD distribution; however, the variance<br />

calculations are limited to the points in the grid, resulting<br />

2<br />

4<br />

3<br />

Y (meters)<br />

Figure 13. TDOA DPD grid for target at (160,160)<br />

TDOA DPD 50% EEP: 1600.0,1600.0m 318.1x64.2m @ 45.0 deg<br />

2000<br />

1800<br />

1600<br />

1400<br />

1200<br />

1000<br />

800<br />

600<br />

400<br />

200<br />

DPD (red)<br />

200 400 600 800 1000 1200 1400 1600 1800 2000<br />

X (meters)<br />

Figure 14. Effect of truncation on DPD location estimate<br />

5.3 <strong>Fusion</strong> of a Priori Information<br />

CRLB (black)<br />

It is implicit in the definition of the boundaries of the AOI<br />

that the probability the target resides outside the AOI is<br />

negligible. Hence, it can be argued that this truncation<br />

represents the product of the sensor measurements with a<br />

priori knowledge of the target’s possible location. This<br />

concept could be extended to include other a priori<br />

information, such as terrain data, that could be represented<br />

as a DPD distribution. For example, if the target emitter is<br />

known to be mounted on a vehicle, then a street map<br />

could be used as a priori information and modeled by a<br />

DPD distribution, as shown in Figure 15, with a relatively<br />

high probability the target in on a street and relatively low<br />

probability it is located elsewhere.


Figure 15. <strong>Using</strong> a street map DPD as a priori information<br />

When the TDOA DPD grid shown in Figure 13 is<br />

combined with the street map DPD grid, the result is the<br />

improved location estimate shown in Figure 16.<br />

Y (meters)<br />

TDOA-MAP DPD 50% EEP: 1600.0,1600.0m 92.4x21.2m @ 45.0 deg<br />

2000<br />

1800<br />

1600<br />

1400<br />

1200<br />

1000<br />

800<br />

600<br />

400<br />

200<br />

200 400 600 800 1000 1200 1400 1600 1800 2000<br />

X (meters)<br />

Figure 16. Improved location estimate using map<br />

This illustrates that DPD grid can be used to represent a<br />

variety of types of data and information that have some<br />

degree of uncertainty. The nature of the probability<br />

density distribution can be almost any form as long as it is<br />

non-zero at all points and normalized over the AOI.<br />

Multiple probability density distributions can be combined<br />

directly, regardless of the source, as long as they are<br />

projected onto a common grid.<br />

6 Conclusion<br />

TDOA-MAP FIX<br />

The DPD method is useful for a variety of applications as<br />

it does not require sensor measurement errors to be<br />

normally distributed. Research suggests that the DPD<br />

method is an unbiased estimator that provides a<br />

maximum-likelihood solution for geolocation. This is<br />

achieved at the cost of computational complexity, which<br />

is of O(S×N×M) for S sensor measurements over an N×M<br />

grid.<br />

The DPD method has been demonstrated for geolocation<br />

in two dimensions using line of bearing, time of arrival,<br />

time difference of arrival, and hybrid methods [1]. It can<br />

easily incorporate a priori information in the form of nonlinear<br />

data including geo-spatial data such as street maps.<br />

It is expected that the DPD method can be extended to<br />

provide 3-dimensional location estimates and used with<br />

other geolocation techniques and data.<br />

The DPD method is well suited for geolocation<br />

applications involving large numbers of measurements<br />

from different sensors that experience significant errors.<br />

This includes urban environments with large multi-path<br />

effects, or sensors mounted on mobile platforms having<br />

significant positional and orientation errors, such as land<br />

combat vehicles or a small aircraft. Future research<br />

includes characterization of the DPD method and its<br />

application to other geolocation and data fusion problems,<br />

including the use of geographic information.<br />

References<br />

[1] Derek Elsaesser, The Discrete <strong>Probability</strong> <strong>Density</strong><br />

Method For Electronic Warfare <strong>Sensor</strong> <strong>Data</strong> <strong>Fusion</strong>,<br />

DRDC Ottawa TR 2006-242, Defence R&D Canada –<br />

Ottawa, November 2006.<br />

[2] Derek Elsaesser, The Discrete <strong>Probability</strong> <strong>Density</strong><br />

Method For Emitter Geolocation, Canadian Conference<br />

on Electrical and Computer Engineering 2006,<br />

Conference proceedings (ISBN: 1-4244-0038-4), Ottawa,<br />

Ontario, 7-10 May 2006.<br />

[3] Richard A. Poisel, Electronic Warfare Target<br />

Location Methods. “The Discrete <strong>Probability</strong> <strong>Density</strong><br />

Method,” Artech House, Boston, MA, 2005, pp.72-79.<br />

[4] Derek Elsaesser and Richard Brown, “The Discrete<br />

<strong>Probability</strong> <strong>Density</strong> Method for Emitter Geo-Location,”<br />

DRDC Ottawa TM 2003-068, Defence R&D Canada –<br />

Ottawa, June 2003.<br />

[5] Richard Brown and Derek Elsaesser, “<strong>Probability</strong><br />

<strong>Grid</strong> and Contours for Estimating Radar Locations,”<br />

DREO TM 2000-095, Defence R&D Canada – Ottawa,<br />

November 2000.<br />

[6] Don Torrieri, “Statistical Theory of Passive Location<br />

Systems,” IEEE Transactions on Aerospace and<br />

Electronic Systems, VOL AES-20, No. 2, pp. 183-198,<br />

March, 1984.<br />

[7] Edward Emond, “A New Mathematical Approach to<br />

Direction Finding,” Project Report No. PR505,<br />

Operational Research and Analysis Establishment,<br />

Directorate of Mathematics and Statistics, Department of<br />

National Defence, Canada, 1989.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!