TDOA Equation
TDOA Equation
3.1 Introduction
This chapter introduces the general models for the position location problem and the
techniques involved in the hyperbolic position location method. Hyperbolic position
location (PL) estimation is accomplished in two stages. The first stage involves
estimation of the time difference of arrival (TDOA) between receivers through the use
of time delay estimation techniques. The estimated TDOA’s are then transformed into
range difference measurements between base stations, resulting in a set of nonlinear
hyperbolic range difference equations. The second stage utilizes efficient algorithms
to produce an unambiguous solution to these nonlinear hyperbolic equations. The
solution produced by these algorithms result in the estimated position location of
the source. The following sections introduce the techniques and algorithms used to
perform hyperbolic position location of a mobile user.
34
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 35
The time difference of arrival (TDOA) of a signal can be estimated by two general
methods: subtracting TOA measurements from two base stations to produce a relative
TDOA, or through the use of cross-correlation techniques, in which the received signal
at one base station is correlated with the received signal at another base station. The
former method requires knowledge of the transmit timing, and thus, strict clock
synchronization between the base stations and source. To eliminate the need for
knowledge of the source transmit timing, differencing of arrival times at the receivers is
commonly employed. Differencing the observed time of arrival eliminates some of the
errors in TOA estimates common to all receivers and reduces other errors because of
spatial and temporal coherence. While determining the TDOA from TOA estimates is
a feasible method, cross-correlation techniques dominate the field of TDOA estimation
techniques. As such, the discussion of TDOA estimation is limited to cross-correlation
estimation techniques. In the following section, a general model for TDOA estimation
is developed and the techniques for TDOA estimation are presented.
For a signal, s(t), radiating from a remote source through a channel with interference
and noise, the general model for the time-delay estimation between received signals
at two base stations, x1(t) and x2 (t), is given by
where A1 and A2 are the amplitude scaling of the signal, n1 (t) and n2 (t) consist of
noise and interfering signals and d1 and d2 are the signal delay times, or arrival times.
This model assumes that s(t) , n1 (t) and n2 (t) are real and jointly stationary, zero-
mean (time average) random processes and that s(t) is uncorrelated with noise n1(t)
and n2 (t). Referring the delay time and scaling amplitudes to the receiver with the
shortest time of arrival, assuming d1 < d2 , the model of (3.1) can be rewritten as
where the parameter α is called the cycle frequency [Gar92a]. If α = 0, the above
equations are the conventional limit cross-correlation and autocorrelations.
If s(t) exhibits a cycle frequency α not shared by n1(t) and n2 (t), then by using
this values of α in the measurements in (3.3)-(3.5), we obtain through infinite time
averaging
Rαn1 (τ ) = Rαn2 (τ ) = Rαn2 n1 (τ ) = 0 (3.6)
and the general model for time delay estimation between base stations is
Accurate TDOA estimation requires the use of time delay estimation techniques that
provide resistance to noise and interference and the ability to resolve multipath sig-
nal components. Many techniques have been developed that estimate TDOA D
with varying degrees of accuracy and robustness. These include the generalized
cross-correlation (GCC) and cyclostationarity-exploiting cross-correlation methods.
Cyclostationarity-exploiting methods include the Cyclic Cross-Correlation (CYC-
COR), the Spectral-Coherence Alignment (SPECCOA) method, the Band-Limited
Spectral Correlation Ratio (BL-SPECCORR) method and the Cyclic Prony method
[Gar94]. While signal selective cyclostationarity-exploiting methods have been shown
in [Gar94] and [Gar92b] to outperform GCC methods in the presence of noise and in-
terference, they do so only when spectrally overlapping noise and interference exhibit
a cycle frequency different than the signal of interest. When spectrally overlapping
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 37
signals exhibit the same cycle frequency, as is encountered in multiuser CDMA sys-
tems, these methods do not offer an advantage over GCC methods. As such, only
generalized cross-correlation methods for TDOA estimation are presented.
Conventional correlation techniques that have been used to solve the problem of
TDOA estimation are referred to as generalized cross-correlation (GCC) methods.
These methods have been explored in [Gar92a], [Gar92b], [Kna76], [Car87], [Rot71],
[Hah73] and [Hah75]. These GCC methods cross-correlate prefiltered versions of the
received signals at two receiving stations, then estimate the TDOA D between the
two stations as the location of the peak of the cross-correlation estimate. Prefiltering
is intended to accentuate frequencies for which high signal-to-noise (SNR) is highest
and attenuate the noise power before the signal is passed to the correlator.
Generalized cross-correlation methods for TDOA estimation are based on (3.7) with
α = 0 [Gar92a]. Thus (3.7) is rewritten as
The argument τ that maximizes (3.10) provides an estimate of the TDOA D. Equiv-
alently, (3.10) can be written as
Z ∞
Rx2 x1 (τ ) = R0x2 x1 (τ ) = x1(t)x2(t − τ )dt. (3.11)
−∞
However, Rx2 x1 (τ ) can only be estimated from a finite observation time. Thus, an
estimate of the cross-correlation is given by
1ZT
R̂x2 x1 (τ ) = x1 (t)x2(t − τ )dt, (3.12)
T 0
where T represents the observation interval. Equation (3.12) is based on the use of
an analog correlator. An integrate and dump correlation receiver of this form is one
realization of a matched filter receiver [Zie85]. The correlation process can also be
implemented digitally if sufficient sampling of the waveform is used. The output of a
discrete correlation process using digital samples of the signal is given by
N −|m|−1
1 X
R̂x2 x1 (m) = x1(n)x2 (n + m)dt. (3.13)
N n=0
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 38
The cross-power spectral density function, Gx2 x1 (f), related to the cross-correlation
of x1(t) and x2(t) in (3.12) is given by
Z ∞
Rx2 x1 (τ ) = Gx2 x1 (f)ejπf τ df (3.14)
−∞
or Z ∞
Gx2 x1 (f) = Rx2 x1 (τ )e−jπf τ dt. (3.15)
−∞
As before, because only a finite observation time of x1(t) and x2(t) is possible, only
an estimate Ĝx2 x1 (f) of Gx2 x1 (f) can be obtained.
In order to improve the accuracy of the delay estimate, filtering of the two signals is
performed before integrating in (3.12). As shown in Figure 3.1, each signal x1 (t) and
x2(t) is filtered through H1 (f) and H2 (f), then correlated, integrated and squared.
This is performed for a range of time shifts, τ , until a peak correlation is obtained.
The time delay causing the cross-correlation peak is an estimate of the TDOA D̂.
If the correlator is to provide an unbiased estimate of TDOA D, the filters must
exhibit the same phase characteristics and hence are usually taken to be identical
filters [Hah73].
When x1(t) and x2(t) are filtered, the cross-power spectrum between the filtered
outputs is given by
Gy2 y1 (f) = H1 (f)H2∗ (f)Gx2 x1 (f), (3.16)
where
ΨG (f) = H1 (f)H2∗ (f) (3.18)
and denotes the general frequency weighting, or filter function. Because only an
estimate of RG
y2 y1 (τ ) can be obtained, (3.17) is rewritten as
Z ∞
R̂G
y2 y1 (τ ) = ΨG (f)Ĝx2 x1 (f)ejπf τ df, (3.19)
−∞
which is used to estimate the TDOA D. The GCC methods use filter functions ΨG (f)
to minimize the effect of noise and interference.
The choice of the frequency function, ΨG (f), is very important, especially when the
signal has multiple delays resulting from a multipath environment. Consider the
optimal case in which n1 (t) and n2 (t) are uncorrelated and only one signal delay is
present. The cross-correlation of x1(t) and x2 (t) in (3.10) can be rewritten as
If the delays of the signal are not sufficiently separated, the spreading of the one delta
function will overlap another, thereby making the estimation of the peak and TDOA
difficult if not impossible. The frequency function ΨG (f) can be chosen to ensure a
large peak in the cross-correlation x1(t) and x2 (t), resulting in a narrower spectra and
better TDOA resolution. However, in doing so, the peaks are more sensitive to errors
introduced by the finite observation time, especially in cases of low signal to noise
ratio (SNR). Thus the choice of ΨG (f) is a compromise between good resolution and
stability [Kna76].
Several frequency functions, or processors, have been proposed to facilitate the esti-
mate of D̂. When the filters H1 (f) = H2 (f) = 1, ∀(f), then ΨG(f) = 1, and the
estimate Ĝ is simply the delay abscissa at which the cross-correlation peaks. This is
considered cross-correlation processing. Other processors include the Roth Impulse
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 40
|γx1 x2 (f)|2
Hannon-Thomson or Maximum Likelihood
|Gx1 x2 (f)|[1−|γx1 x2 (f)|2 ]
Response processor [Rot71], the Smoothed Coherence Transform (SCOT) [Car73], the
Eckart filter [Kna76],[Hah73], and the Hannan-Thomson (HT) processor or Maximum
Likelihood (ML) estimator [Han73]. A list of GCC frequency functions is provided in
Table 3.1
The Roth Impulse Response processor has the desirable effect of suppressing the
frequency regions in which power spectral noise density, Gn1 n1 (f) or Gn2 n2 (f) , is large
and the estimate of the cross power spectral signal density, Ĝx1 x2 (f) , is likely to be
in error. However, the Roth processor does not minimize the spreading effect of the
delta function whenever the power spectral noise density is not equal to some constant
times the power spectral density of the signal, Gs1 s1 (f) [Kna76]. Furthermore, one is
uncertain as to whether the errors in Ĝx1 x2 (f) are due to frequency bands in which
Gn1 n1 (f) or Gn2 n2 (f) large.
The uncertainty with the Roth processor led to the development of the proposed
Smoothed Coherence Transform (SCOT). The SCOT processor suppresses frequency
bands of high noise and assigns zero weight to bands where Gs1 s1 (f) = 0 . The SCOT
frequency function is given as
q
ΨS (f) = 1/ Gx1 x1 (f)Gx2 x2 (f). (3.22)
where
Ĝx1 x2 (f)
ˆq
γ̂x1 x2 (f)= (3.24)
Gx1 x1 (f)Gx2 x2 (f)
is the coherence estimate [Kna76]. The SCOT processor assigns weighting according
to signal-to-noise (SNR) characteristics. In terms of the noise characteristics, [Hah73]
realizes the SCOT as
|ΨS (f)|2 = 1/N. (3.25)
q
The SCOT frequency function, for which H1 (f) = 1/ Gx1 x1 (f) and H2 (f) =
q
1/ Gx2 x2 (f), can be interpreted as a prewhitening process. If Gx1 x1 (f) = Gx2 x2 (f),
then the SCOT filter is equivalent to the Roth filter. Consequently, the SCOT still
produces the same broadening as the Roth function [Kna76].
The Eckart processor, similarly to the SCOT processor, suppresses frequency bands
of high noise and assigns zero weight to bands where Gs1 s1 (f) = 0 . The Eckart
frequency function maximizes the ratio of the change in mean correlator output to
the standard deviation of the correlator output due to the noise alone [Kna76]. For
the model given by (3.2) and n1 (t) and n2 (t) having the same spectra, the Eckart
frequency function in terms of the SNR characteristics is given by [Hah73] as
In practice, the Eckart filter requires knowledge of the signal and noise spectra
[Kna76].
S/N 2
|ΨHT (f)|2 = . (3.28)
1 + 2(S/N)
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 42
For low SNR, it has been shown in [Kna76] that the Eckart function is equivalent to
the HT frequency function.
These GCC TDOA estimation methods have been shown to effective in reducing
the effects of noise and interference [Gar92b]. However, if the noise and interference
n1 (t) and n2 (t) in (3.2) are both temporally and spectrally coincident with s(t),
there is little that GCC methods can do to reduce the undesirable effects of this
interference. In this situation, generalized cross-correlation methods encounter two
problems. First, GCC methods experience a resolution problem. These GCC methods
require the differences in the TDOAs for each signal to be greater than the widths
of the cross-correlation functions so that the peaks can be resolved. Consequently, if
the TDOAs are not sufficiently separated, the overlapping of cross correlations can
introduce significant errors in the TDOA estimate. Second, if s(t), n1 (t) and n2(t)
are resolvable, conventional GCC methods must still identify which of the multiple
peaks is due to the signal of interest and interference. These problems arise because
GCC methods are not signal selective and produce TDOA peaks for all signals in the
received data unless they are spectrally disjoint and can be filtered out [Gar94].
When base stations are placed in a linear fashion relative to the source, the estimation
of the PL is simplified. Carter’s beamforming method provides an exact solution for
the source range and bearing [Car81]. However, it requires am extensive search over a
set of possible source locations, which can become computationally intensive. Hahn’s
method estimates the source range and bearing from the weighted sum of ranges and
bearings obtained from the TDOA’s of every possible combination. This method is
very sensitive to the choice of weights, which can be very complicated in obtaining,
and is only valid for distant sources [Hah73]-[Hah75]. Abel and Smith provide an
explicit solution that can achieve the Cramér-Rao Lower Bound (CRLB) in the small
error region [Abe89].
When the base stations are placed arbitrarily relative to the source, which is typical
scenario of a mobile unit within the infrastructure of a cellular/PCS system, the
position fix becomes more complex. In this situation, the position location of a
source is determined from the intersection of hyperbolic curves produced from the
TDOA estimates. The set of equations that describe these hyperbolic curves are non-
linear and are not easily solved. If the set of nonlinear hyperbolic equations equals
the number of unknown coordinates of the source, then the system is consistent and
a unique solution can be determined from iterative techniques. For an inconsistent
system, in which redundant range difference measurements are made, the problem
of solving for the position location of the source becomes more difficult because no
unique solution exists.
While direct nonlinear solutions to the inconsistent system can provide accurate re-
sults, they tend to be very computationally intensive. Consequently, linearization of
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 44
these equations is commonly used to simplify the computation of the position loca-
tion solution. One method of linearizing the equations is by Taylor-series expansion
and retaining the first two terms. Other methods have also been used. For most
situations, linearization of the nonlinear equations of ranging PL system does not
introduce undue errors in the position location estimate. However, linearization can
introduce significant errors when determining a PL solution in bad geometric dilution
of precision (GDOP) situations. It has been shown by Bancroft [Ban85] that elim-
inating the second order terms can lead to significant errors in this situation. The
effect of linearization of hyperbolic equations on the position location solution is also
explored by Nicholson in [Nic73] and [Nic76].
For an inconsistent system of equations, some error criteria must be determined for
selecting an optimum solution. Classical techniques for solving these equations in-
clude the Least Squares (LS) and Weighted Least Squares (WLS) methods. These
techniques can achieve the Maximum Likelihood (ML) estimate which maximizes the
probability that a particular position estimate is the true position location. If the
range difference errors are uncorrelated and Gaussian distributed with zero mean
and equal variances then the LS solution provides the ML estimate [Sta94]. If the
variances are unequal then the WLS solution is the ML estimate. The WLS utilizes
weighting coefficients inversely proportional to the variances of the range difference
estimates. However, a problem exists because the variances are either not known a
priori or difficult to estimate.
For arbitrarily placed base stations and a consistent system of equations, Fang pro-
vides an exact solution to the nonlinear equations [Fan90]. For arbitrarily distributed
base stations and redundant TDOA estimates, the spherical-intersection (SX) [Sch87],
spherical-interpolation (SI) [Fri87], [Smi87a], [Smi87b], [Abe87], Divide and Conquer
(DAC) [Abe90], Chan’s method [Cha94] and the Taylor Series [Foy76], [Tor84] meth-
ods can be used. The Taylor Series estimation method provides a more accurate
solution, even at reasonable TDOA noise levels, than the other methods but is also
more computationally intensive. Consequently, a tradeoff between position location
accuracy and computational requirements exists.
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 45
A general model for the two dimensional (2-D) PL estimation of a source using M base
stations is developed. Referring all TDOA’s to the first base station, which is assumed
to be the base station controlling the call and first to receive the transmitted signal,
let the index i = 2, . . . , M, unless otherwise specified, (x, y) be the source location
and (Xi , Yi ) be the known location of the ith receiver. The squared range distance
between the source and the ith receiver is given as
q
Ri = (Xi − x)2 + (Yi − y)2 (3.29)
q
= Xi2 + Yi2 − 2Xi x − 2Yi y + x2 + y 2.
The range difference between base stations with respect to the first arriving base
station is
where c is the signal propagation speed, Ri,1 is the range difference distance between
the first base station and the ith base station, R1 is the distance between the first
base station and the source, and di,1 is the estimated TDOA between the first base
station and ith base station. This defines the set of nonlinear hyperbolic equations
whose solution gives the 2-D coordinates of the source.
where Xi,1 and Yi,1 are equal to Xi −X1 and Yi −Y1 respectively. The set of equations in
(3.33) are now linear with the source location (x, y) and the range of the first receiver
to the source R1 as the unknowns, and are more easily handled.
For arbitrarily placed base stations and a consistent system of equations in which
the number of equations equals the number of unknown source coordinates to be
solved, Fang [Fan90] provides an exact solution to the equations of (3.33). For a 2-D
hyperbolic PL system using three base stations to estimate the source location (x, y),
Fang establishes a coordinate system so that the first base station (BS) is located at
(0, 0), the second BS at (x2, 0) and the third BS at (x3 , y3). Realizing that for the
first BS, where i = 1, X1 = Y1 = 0, and for the second BS, where i = 2, Y2 = 0 , the
following relationships are simplified
q q
R1 = (X1 − x)2 + (Y1 − y)2 = x2 + y 2
Xi,1 = Xi − X1 = Xi
Yi,1 = Yi − Y1 = Yi .
y = g ∗ x + h, (3.35)
where
d ∗ x2 + e ∗ x + f = 0, (3.36)
where
Fang’s method provides an exact solution, however, his solution does not make use
of redundant measurements made at additional receivers to improve position loca-
tion accuracy. Furthermore, his method experiences an ambiguity problem due to
the inherent squaring operation. These ambiguities can be resolved using a priori
information or through use of symmetry properties.
where
R2,1 − (R2 − R1 )
R3,1 − (R3 − R1 )
ht = ..
.
RM,1 − (RM − R1)
[(X1 − x)/R1 ] − [(X2 − x)/R2 ] [(Y1 − y)/R1] − [(Y2 − y)/R2 ]
[(X1 − x)/R1 ] − [(X3 − x)/R3 ] [(Y1 − y)/R1] − [(Y3 − y)/R3 ]
Gt =
.. .. ,
. .
[(X1 − x)/R1 ] − [(XM − x)/RM ] [(Y1 − y)/R1 ] − [(YM − y)/RM ]
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 48
and Q is the covariance matrix of the estimated TDOA’s. The values Ri for i =
1, 2, . . . , M are computed from (3.29) with x = x0 and y = y0. In the next iteration,
x0 and y0 are set to x0 + ∆x and y0 + ∆y. The whole process is repeated until ∆x
and ∆y are sufficiently small, resulting in the estimated PL of the source (x, y). This
Taylor-series method can provide accurate results, however, it requires a close initial
guess (x0, y0 ) to guarantee convergence and can be very computationally intensive.
Friedlander’s method [Fri87] utilizes a Least Squares (LS) and Weighted LS (WLS)
error criterion to solve for the position location [Fri87]. He first transforms the linear
set of equations of (3.33) into
1
Xi,1 x + Yi,1y = (Xi2 + Yi2 − X12 − Y12 − R2i,1) − Ri,1 R1 , (3.38)
2
then realizes this equation in matrix form as
Sx = u − R1 p, (3.39)
where
Xi,1 Yi,1
. ..
S = .. .
XM,1 YM,1
x = [x y]T
Xi2 + Yi2 − X12 − Y12 − R2i,1
1 ..
u=
..
. .
2
XM + YM − X1 − Y1 − RM,1
2 2 2 2 2
p = [Ri,1 . . . RM,1]T .
In order to eliminate the second term of 3.39, which requires knowledge of the un-
known term R1 , the equation in (3.39) is premultiplied by a matrix N which has p
in its null-space. Matrix N is defined as
N = (I − Z)D, (3.40)
where −1
R
i,1
0
..
.
D = (diag{p})−1 =
..
.
0 RM,1
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 49
0 1
.. ..
. .
Z= ,
..
. 1
1 0
and I is an identity matrix. By using singular value decomposition (SVD) on (I − Z),
Friedlander eliminates the unknown R1 parameter. The SVD of (I − Z) is given as
k
η1 0
..
.
[Uk , uk ]
(I − Z) =
T
[Vk , vk ], (3.41)
k
ηM −2
0 0
where {η1k , . . . , ηM
k
−2 } are the non-zero singular values. The matrix to eliminate the
second term of (3.39) is then given by
N = VkT D, (3.42)
and a closed form solution for the coordinates of the source is found by solving
which results in (M − 2) linear equations in x and y. The source position can then be
computed using the LS solution. A closed form solution which can be used is given
by Friedlander as
x = (ST NNT S)−1 ST NNT u. (3.44)
Friedlander also uses the Weighted Least Squares (WLS) solution, which provides the
ML estimate in the case of zero-mean Gaussian range difference noises with unequal
variance. The optimal weighting matrix is given as
where Q is the covariance matrix of the range difference equations. The weighting
matrix W is a function of the unknown parameter R1 , which can be estimated from
pT Pu
R1 = , (3.46)
pT Pp
where
P = I − S(ST S)−1 S.
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 50
Friedlander’s simulation results indicated that, when using four base stations, the LS
and WLS solutions were identical. However, for more than four base stations, the
WLS PL solution outperformed the LS PL solution.
A divide and conquer (DAC) method, proposed by Abel [Abe90], consists of dividing
the TDOA measurements into groups, each having a size equal to the number of
unknowns. Solution of the unknowns is calculated for each group, then appropriately
combined to provide a final solution. Although this method can achieve optimum
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 51
performance, the solution uses stochastic approximation and requires that the Fisher
information be sufficiently large. The Fisher information matrix (FIM) is the inverse
of the Cramér-Rao Matrix Bound (CRMB)(i.e.(FIM)=(CRMB)−1) [Hah75]. The
estimator provides optimum performance when the errors are small, thus implying
a low-noise threshold in which the method deviates from the CRLB. This method
requires an equal number of range difference measurements in each group, and as a
result, the TDOA estimates from the remaining sensors cannot be used to improve
accuracy.
Following Chan’s method [Cha94], for a three base station system (M=3), producing
two TDOA’s, x and y can be solved in terms of R1 from (3.33). The solution is in
the form of
" # −1 " #
∆x X2,1 Y2,1 R 1 R2 − K2 + K1
= − R1 + 2,1
2,1
× , (3.49)
∆y X3,1 Y3,1 R3,1 2 R23,1 − K3 + K1
where
K1 = X12 + Y12
K2 = X22 + Y22
K3 = X32 + Y32 .
For four or more base stations, the PL system is overdetermined because there are
more measurements of TDOA than the number of unknowns. The original set of
nonlinear TDOA equations are transformed into another set of linear equations with
an extra variable. A weighted linear LS provides an initial solution and a second
weighted LS gives an improved position estimate through the use of the known con-
strain of the source coordinates and the extra variable. Letting za = [zTp , R1 ]T be the
unknown vector, where zp = [x, y]T , the error vector ψ, with TDOA noise, derived
from (3.33) is
ψ = h − Gaz0a , (3.50)
where
R2,1 − X2 − Y2 + X1 + Y1
2 2 2 2 2
1 2 2 2 2 2
R3,1 − X3 − Y3 + X1 + Y1
h= ..
2
.
R2M,1 − XM
2
− YM2 + X12 + Y12
X2,1 Y2,1 R2,1
X3,1 Y3,1 R3,1
Ga = −
.. .. .. .
. . .
XM,1 YM,1 RM,1
Denoting the noise free value of {∗} as {∗}0 , when di,j = d0i,j + ni,j is used to express
Ri,1 as R0i,1 + cni,1 and noting from (3.30) that R0i = R0i,1 + R0i , the error vector ψ is
found to be
where represents the Schur product. The TDOA estimates found by the general
cross-correlation methods with Gaussian data is asymptotically normally distributed
when the signal to noise (SNR) is high [Car81]. Consequently, the noise vector n
is also asymptotically normal and the covariance matrix of the error vector can be
evaluated. In practice, the condition cni,1 R0i is usually satisfied and the second
term on the right of (3.51) can be ignored. Therefore, the error vector ψ becomes a
Gaussian random vector with covariance matrix given by
where Q is the TDOA covariance matrix. The elements of za are related by (3.29),
which means that (3.50) is still a set of nonlinear equations in x and y variables.
The approach to solving this nonlinear problem is to first assume that there is no
relationship between x, y and R1 . They can then be solved by a least squares esti-
mation. The final solution is obtained by imposing the known relationship (3.29) to
the result via another LS computation. This two step procedure is an approximation
of a true ML estimator for the source location. By considering the elements of za
independent, the ML estimate of za is
which is the generalized LS solution of (3.50). The equation of (3.53) cannot be solved
because Ψ is not known since B contains the true distances between the source and the
sensors. Further approximation is necessary in order to make the problem solvable.
When the source is far away, each R0i for i=2,3,4,...,M is close to R0 so that B ≈ R0 I,
where R0 designates the range and I is the identity matrix size (M-1). Since scaling
of Ψ does not affect the answer, an approximation of (3.53) is
If the source is close, (3.54) is used first to obtain an initial solution to estimate B.
The final answer is then computed from (3.53). Although (3.53) can be iterated to
provide an even better answer, simulations show that applying (3.53) once is sufficient
to give an accurate answer.
The matrix Ga and vector h can be expressed as Ga = G0a + ∆Ga and h = h0 + ∆h.
Since G0a z0a = h0, (3.50) implies that
−1 −1
(G0T T 0 0 0T T
a + ∆Ga )Ψ (Ga + ∆Ga )(za + ∆za ) = (Ga + ∆Ga )Ψ (h + ∆h). (3.57)
Retaining only the linear perturbation terms and then using (3.51) and (3.56), ∆za
and its covariance matrix is
where the square error term in (3.51) has been ignored and (3.52) has been used to
give cov(za ).
The position estimation za assumes x, y and Ri are independent; however, they are
related by (3.29). Therefore, we can incorporate this relationship to get an improved
estimate. When the bias is ignored because of small errors in the TDOA estimates, the
vector za is a random vector with its mean centered at the true value with covariance
matrix (3.58). Hence the elements of za can be expressed as
where e1 , e2 and e3 are the estimation errors of za . Subtracting the first two elements
of za by X1 and Y1 , and then squaring the elements gives another set of equations
0 0 0 0
ψ = h − Ga za0, (3.60)
0
where ψ is a vector denoting the inaccuracies in za . Substituting (3.59) into (3.60)
results in
0
Ψ1 = 2(x0 − X1 )e1 + e21 ≈ 2(x0 − X1 )e1
0
Ψ2 = 2(y 0 − Y1 )e2 + e22 ≈ 2(y 0 − Y1 )e2 (3.61)
0
Ψ3 = 2R01 e3 + e23 ≈ 2R01 e3.
The approximation to the ML procedure used here is valid only if the errors ei are
0
small. The covariance matrix of ψ is given by
0 0 0 0 0
Ψ = [ψ ψ T ]4B cov(za)B (3.62)
0
B = diag{x0 − X1 , y 0 − Y1 , R01 }.
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 55
0
Since ψ is Gaussian, then it follows that ψ is also Gaussian, thus the ML estimate
0
of za is
0 0 0 0 0 0 0
za = (GaT Ψ −1 Ga )−1 GaT Ψ −1 h . (3.63)
0
The matrix Ψ is not known since it contains the true values of the position. Neverthe-
0
less, B can be approximated by using the values za and G0a in (3.58) approximated
by Ga and B in (3.52) approximated by the values computed from (3.54).
−1 0 −1
2
cov(za ) ≈ c2 R0 (G0T
a Q Ga ) , (3.64)
The errors ex and ey are relatively small compared to x0 and y 0 , thus we can eliminate
e2x and e2y . Then using (3.52), (3.58) , (3.62) and (3.67), the covariance matrix, Φ, of
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 56
1 00 0 00
Φ = cov(zp ) = B −1 cov(za)B −1 (3.69)
4
00 0 0 −1 −1 −1 0 0 −1 0 00
= c2 (B GaT B −1 G0T
a B Q B Ga B Ga B )−1 ,
where
00 (x0 − X1 ) 0
B = .
0 ((y 0 − Y1 )
To summarize Chan’s method, the location of a distant source can be estimated by
using equations (3.54), (3.65) and (3.67). The covariance matrix of the PL estimate
is determined from (3.69). For locating near sources, (3.54) is used to give an approx-
imation of B, then used in (3.53), (3.63) and (3.67) to produce a PL solution. The
covariance matrix of the PL estimates can then be determined from (3.69). Chan’s
method offers a closed form solution which can achieve the CRLB. However, it does
so when the range difference errors are assumed to be small. His method also requires
a priori knowledge of the approximate location and distance of the source to resolve
ambiguities in the PL solution.
where (x, y) is the coordinates of the source and (x̂, ŷ) is the estimated position of
the source. The root-mean square (RMS) position location error, which can also be
used as a measure of PL accuracy, is calculated as the square root of the MSE
√ q
RMS = ε = E[(x − x̂)2 + (y − ŷ)2]. (3.71)
To gauge the accuracy of the PL estimator, the calculated MSE or RMS PL is com-
pared to the theoretical MSE based on the Cramér-Rao Lower Bound (CRLB). The
conventional CRLB sets a lower bound for the variance of any unbiased parameter
estimator and is typically used for a stationary Gaussian signal in the presence of
stationary Gaussian noise [Gar92b]. For non-Gaussian and nonstationary (cyclosta-
tionary) signals and noise, alternate methods have been used to evaluate the perfor-
mance of the estimators [Gar92b]. The derivation of the CRLB for Gaussian noise is
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 58
provided in [Cha94], [Kna76], [Hah73] and [Hah75]. The CRLB on the PL covariance
is given by Chan [Cha94] as
where Gt is defined in (3.37) with (x, y, Ri ) = (x0, y 0, R0i ), which are the actual
coordinates of the source and the range of the first base station to the source, and
matrix Q is the TDOA covariance matrix. The sum of the diagonal elements of Φ
defines the theoretical lower bound on the MSE of the PL estimator. Matrix Q may
not be known in practice; however, if the noise power spectral densities are similar
at the receivers, it can be replaced be a theoretical TDOA covariance matrix with
diagonal elements of σd2 and 0.5σd2 for all other elements, where σd2 is the variance of
the TDOA estimate [Cha94].
A crude but simple measure of accuracy of position location estimates that is com-
monly used is the circular error probability (CEP) [Tor84] [Foy76]. The CEP is a
measure of the uncertainty in the location estimator relative to its mean. For a 2-D
system, the CEP is defined as the radius of a circle which contains half of the real-
izations of the random vector with the mean as its center. If the position location
estimator is unbiased, the CEP is a measure of the uncertainty relative to the true
transmitter position. If the estimator is biased and bound by bias B, then with a
probability of one-half, a particular estimate is within a distance B + CEP from the
true transmitter position. Figure 3.2 illustrates the 2-D geometrical relations.
The CEP is a complicated function and is usually approximated. Details of its compu-
tation can be found in [Foy76] and [Tor84]. For hyperbolic position location estimator
the CEP is approximated with an accuracy within approximately 10 % as
q
CEP ≈ 0.75 σx2 + σy2, (3.73)
where σx2 and σy2 are the variances in the estimated position [Tor84].
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 59
where A is express in equation (3.20) and tr indicates the trace of the resulting
matrix. The GDOP for an unbiased estimator and a 2-D hyperbolic system is given
by [Tor84] and [Lee75a] as
q .q
GDOP = (cσx )2 + (cσy )2 (cσs )2 (3.75)
q .
= σx2 + σy2 σs ,
where (cσs )2 is the mean squared ranging error and (cσx )2 and (cσy )2 are the mean
square position errors in the x and y estimates. The GDOP is related to the CEP by
The GDOP can be used as a criterion for selecting a set of base station from a large
set whose measurements produce minimum PL estimation error or for designing base
station location within new systems.
CHAPTER 3. HYPERBOLIC POSITION LOCATION SYSTEMS 60
This chapter introduced the TDOA estimation techniques and hyperbolic PL al-
gorithms used in the hyperbolic position location method. A general model for
the TDOA estimation problem was developed and the generalized cross-correlation
(GCC) techniques commonly used for time delay estimation were presented. The
effect of the frequency functions on the TDOA estimation and the importance of the
choice of frequency function was discussed. Although GCC methods do facilitate
the estimation of the TDOA, they do encounter problems which are critical to the
position location problem. Firstly, GCC require the differences in the TDOA for
each signal to be greater than the widths of the cross-correlation functions so that
the correlation peaks can be resolved. If not separated sufficiently, overlapping of
cross-correlation functions corrupt the TDOA estimate. Furthermore, because GCC
methods are not signal-selective, they produce correlation peaks for all signals and
are faced with the problem of identifying the TDOA estimate of interest. Signal-
selective TDOA estimation techniques outperform GCC methods; however, they do
not offer any advantages over GCC methods when the spectrally overlapping noise
and interference exhibit the same cycle frequency as the signal of interest, which is
encountered in multiuser CDMA systems.
A general range difference position location model was formulated and the hyperbolic
algorithms used to provide solutions to the range difference equations were presented.
For the problem of geolocating mobile units within a cellular infrastructure, the algo-
rithms applicable to arbitrarily placed base station were reviewed. Fang’s PL method,
Friedlanders Least Square (LS) and Weighted LS PL method, the iterative Taylor-
series LS PL method and Chan’s closed form PL method were described in detail. The
advantages and disadvantages of the various PL algorithms were discussed. Finally,
the measures of position location accuracy commonly used to evaluate hyperbolic
position location algorithms were reviewed.