_!

SOME APPLICATIONS OF KALMAN FILTERING IN

I •ADVANCED LAND FIRE CONTROL SYSTEMS (U)

by
J.S. Bird -. CdJGO •

93-17926

DEFENCE RESEARCH ESTABLISHMENT OTTAWA

REPORT NO. 1172

April 1993
Canadgi. .. .... . . Ottawa

93 8 4 166,
 *~fl National Ddense
EEDefence national.,

SOME APPLICATIONS OF KALMAN FILTERING IN

ADVANCED LAND FIRE CONTROL SYSTEMS (U)

by
J.S. Bird
Communications and Navigation Systems Section
Electronics Divisinm

DEFENCE RESEARCH ESTABLISHMENT OTTAWA

REPORT NO. 1172

PCN April 1993

1410SC Ottawa
 ABSTRACT

This report describes several potential applications of Kalman filters for advanced land fire
control systems. Two areas that are especially important in the moving-target / moving-platform
scenario are addressed in some detail: the tracking and trajectory prediction of multiple
maneuvering targets and the prediction of gun pointing angles in the instant before firing. This
is particularly important in the design of a dynamic muzzle reference system. The equations for
the filters are developed, simulations are described, and some real data is processed through the
muzzle angle prediction filter. An architecture for a complete advanced land fire control system
is proposed.

RlSUSt

Ce rapport d~crit plusieurs applications potentielles de filtres Kalman pour les systames avanc~s
de contr~le d'artillerie au sol. Deux secteurs qui sont sp~cialement importants clans le s~nario
plate-forme mobile/cible mobile sont abord~s dans certains d6tails: la prediction de la capture et
de la trajectoire de cibles manoeuvrwes multiples et la pr•diction de l'angle do visde du canon
au moment pr~c~dant le feu. Ceci est particulibrement important clans la conception d'un systbme
de rnf~rence dynamique de goulot. Les 6quations des filtres sont d6velopp~es, des simulations
sent d•crites, et des donn6es r~elles sent trait~es par le filtre de prEdiction de l'angle du canon.
Une architecture d'un syst~me avanc6 complet de contr6le d'artillerie au sol y est propos&e.

Aooesslon For.

NTIS G/&
DTIC TAB

DTIC QUAL•1 TSPECTED 3 DIP r i. ,

DnT
L.,-
•/or.
and
Dilt Pecial

iii
 EXECUTIVE SUMMARY

The Defence Research Establishment Ottawa (DREO) was asked to look at potential
applications of Kalman Filtering technology to various aspects of mobile land fire control
systems, with particular emphasis on the reduction of errors in the moving-target, moving-
platform scenario. Such errors are exacerbated by the high dynamic environment, for example,
when targets are tracked manually and when shells are launched through a flexing gun barrel.

Today's direct-fire support vehicles (DFSV) have large guns that are inertially stabilized,
day and night sighting systems, pulsed laser range finders, and digital fire control computers to
calculate lead angles that correct for target range and crossing velocity, weather conditions, etc.
However increasing requirements for high accuracy at extended ranges while firing on the move
have meant that a new generation fire control system will be required to remove even more
sources of error.

Improvements in sensor technology and the decreasing cost and size of high-speed
computers has created opportunities for sophisticated signal processing algorithms aboard
tomorrow's land vehicles. Many tasks that crews find extremely difficult can often be routinely
done in a computer. For example, accurately tracking a moving target when one's own vehicle
is bouncing wildly over rough terrain is nearly impossible for the gunner but is a fairly simple
exercise in target tracking for an image processing computer. As well, present ballistic
computers use relatively simple look-up tables because of the limitations of on-board processing
power. Modem computers can compute and effect much more accurate gun laying angles that
take into account more up-to-the-millisecond gun barrel sensor information. However, at present,
few land vehicles exist with such capabilities.

Kalman filtering is a signal processing technique that has tremendous potential for next
generation fire control. It can address most of the remaining error sources, provided that they
can be mathematically modelled and that sensitive sensors are installed to measure such errors.
Its predictive nature makes it ideally suited to estimate where the target is going to be when the
shell arrives, for example, or when the gun barrel is going to be pointed in the correct direction.

This report will first summarize the fundamentals of the Kalman filter algorithm and give
some simple examples of how it is used in common military systems. Next, a series of problem
areas in mobile fire control systems that can benefit from the application of the filter will be
described. Two areas that were studied in some detail, namely target tracking and dynamic
muzzle referencing will be the focus of subsequent chapters. The equations used to design the
filters will be developed; a software simulator that implements the filter is described, simulations
of tracking performance are demonstrated, and real barrel flex data is processed through a
candidate pointing angle filter for a predictive muzzle reference system. Broadening the scope
somewhat, the next chapter outlines a potential architecture for an Advanced Development Model
(ADM) that encompasses these subsystems as well as those related to image processing, vehicle
dynamics, human interaction, etc.

V
 TABLE OF CONTENTS

Page

ABSTRACT ...................................................... iii

RP, SUM ........................................................ iii

EXECUTIVE SUMMARY ............................................ v

LIST OF FIGURES ................................................. ix

LIST OF ACRONYMS .............................................. xi

1.0 INTRODUCTION TO ADVANCED LAND FIRE CONTROL ............... 1

1.1 BACKGROUND OF THE RESEARCH PROJECT ................... 1
1.2 BUILDING ON MODERN DAY FIRE CONTROL SYSTEMS ........... 2
1.3 THE SCOPE OF THIS REPORT ................................ 3

2.0 KALMAN FILTERING FUNDAMENTALS ............................ 4

2.1 CONCEPTS ............................................... 4
2.2 SOME POSSIBLE APPLICATIONS IN FIRE CONTROL ............... 4
2.3 KALMAN FILTER EQUATIONS ............................... 6
2.4 EXTENDED KALMAN FILTER ............................... 10
2.5 AN EXAMPLE: A SINGLE AXIS INTEGRATED NAVIGATION SYSTEM 12

3.0 TRACKING AND TRAJECTORY PREDICTION ....................... 15

3.1 INTRODUCTION .......................................... 16
3.2 TARGET MODELLING ..................................... 16
3.2.1 Coordinate Frames and Transformations ...................... 16
3.2.2 Target Dynamical Models ................................ 22
3.3 MEASUREMENT MODELS .................................. 25
3.4 CHOICE OF TARGET MODEL ............................... 27

4.0 TRACKING FILTER SIMULATIONS ............................... 29

4.1 DATA GENERATION ...................................... 29
4.1.1 Truth Data Generation .................................. 29
4.1.2 Sensor Data Generation .................................. 29
4.2 TRACKING FILTER RESULTS ............................... 30
4.2.1 Random Walk Velocity (RWV(r)) Model - Range Available ........ 31
4.2.2 Random Walk Velocity (RWV(s)) Model - Range Unavailable ...... 33
4.3 DISCUSSION ............................................ 35

5.0 TRACKING FILTER ENHANCEMENTS ............................. 36

5.1 MULTIPLE TARGET TRACKING ............................. 36
5.1.1 Nearest Neighbour Method ............................... 36

vii
 5.2 FILTER SWAPPING ALGORITHMS ............................ 37
5.2.1 Passive to Active Filter Swap ............................. 37
5.2.2 Active to Passive Filter Swap ............................. 41
5.3 SIMULATIONS OF ENHANCED TRACKER ALGORITHMS .......... 45
5.3.1 Simulations of Filter Swapping ............................ 45
5.3.2 Simulations of Multi-Target Nearest Neighbour Tracking With Filter
Swapping ............................................. 48

6.0 KALMAN FILTERS FOR MUZZLE REFERENCE SYSTEMS .............. 51

6.1 INTRODUCTION ....................... 51
6.2 TRANSVERSE VIBRATIONS OF LONG HOLLOW BEAMS ........... 51
6.2.1 Hinged-Free Beam: Modal Shapes and Frequencies .............. 54
6.2.2 Fixed-Free Beam: Modal Shapes and Frequencies ............... 57
6.3 FORMULATION OF STATE EQUATIONS ....................... 59
6.3.1 Development of the State Equations ......................... 59
6.3.2 Numerical Calculations and Simulations ...................... 62
6.3.3 Experimental Corroboration ............................... 64
6.4 A KALMAN FILTER FOR THE DMRS .......................... 65
6.4.1 Filter Design ......................................... 65
6.4.2 Filter Execution on Real Data ............................. 69
6.4.3 Discussion of Filter Results ............................... 71

7.0 A POTENTIAL ADM ARCHITECTURE ............................. 72

8.0 SUMMARY .................................................. 75

REFERENCES ................................................... 76

APPENDIX A. DERIVATION OF Q VALUES FOR THE TRACKING FILTERS ... 78

APPENDIX B. DERIVATION OF Q VALUES FOR THE MRS FILTER ......... 81

viii
 LIST OF FIGURES

Figure Tide Page

Fig. 2-1: The General Kalman Filter Algorithm ............................. 9

Fig. 3-1: Target Coordinate Frames ..................................... 17
Fig. 4-1: Simulated sensor data for a ground target at 1600m, first receeding ........ 30
Fig. 4-2: RWV(r) model. Position state estimation errors and covariance elements. 32
Fig. 4-3. RWV(r) model. Velocity state estimation errors and covariance elements. 32
Fig. 4-4: RWV(r) model. Measurement residuals and covariance matrix elements..... 33
Fig. 4-5: RWV(s) model. Angle state estimation errors and covariance matrix elements 34
Fig. 4-6: RWV(s) model. Angular rate state estimation errors and covariances ........ 34
Fig. 4-7: RWV(s) model. Measurement residuals and covariance matrix elements . .. 35
Fig. 5-1: True x-y trajectories of two targets. Ranging information is assumed to .... 46
Fig. 5-2: First element of state vector as range becomes valid during t=15 to t=20. ... 47
Fig. 5-3: True values of the XG (north position) and the bearing angle ........... 47
Fig. 5-4: State 1 when range invalid .................................... 47
Fig. 5-5: State 1 when range valid ..................................... 47
Fig. 5-6: Covariance of first state (bearing) when range is not available. Notice small . 48
Fig. 5-7: Covariance of first state (XG position) when range is available ........... 48
Fig. 5-8: Measured and true bearing angles, two closely spaced targets ............ 49
Fig. 5-9: Measured and true elevation angles, two targets ..................... 49
Fig. 5-10: Measured and true range, two targets. (Negative range indicates it is unavail 50
Fig. 5-11: Times of misassociations (top figure) and times of filter swaps (below)..... .50
Fig. 5-12: Elevation state estimate from Filter 1, showing misassociations & swap .... 50
Fig. 6-1: Schematic of generic flexible beam .............................. 52
Fig. 6-2: Modal Shape Functions of Hinged-Free Hollow Tube ................. 57
Fig. 6-3: Modal Shape Functions of Fixed-Free Hollow Tube .................. 60
Fig. 6-4: Simulated tip motion ........................................ 63
Fig. 6-5: PSD of simulated tip motion ................................... 63
Fig. 6-6: Measured barrel angles ....................................... 64
Fig. 6-7: Derived barrel flex ......................................... 64
Fig. 6-8: PSD of flex .............................................. 65
Fig. 6-9: Measred angle from muzzle reference system ...................... 68
Fig. 6-10: Real barrel flex measurements and 3-step ahead Kalman filter prediction ... 70
Fig. 6-11: Real barrel flex measurements and 3-step ahead Kalman filter prediction ... 70
Fig. 7-1: A Potential ADM Architecture ................................. 73
Fig. B-1: Mantlet angular rate ........................................ 81
Fig. B-2: Mantlet angular acceleration ................................... 81

ix
 LIST OF ACRONYMS

2D 2-Dimensional
3D 3-Dimensional
ADM Advanced Development Model
DCM Direction Cosine Matrix
DFSV Direct Fire Support Vehicle
DLAEEM Directorate of Land Armament and Electronics Engineering and Maintenance
DMRS Dynamic Muzzle Referencing System
DRE Defence Research Establishment
ECA(r) Exponentially Correlated Acceleration (rectangular)
ECA(s) Exponentially Correlated Acceleration (spherical)
ECV(r) Exponentially Correlated Velocity (rectangular)
ECV(s) Exponentially Correlated Velocity (spherical)
EKF Extended Kalman Filter
GPS Global Positioning System
IEWA Inter-Establishment Working Arrangement
INS Inertial Navigation System
KF Kalman Filter
KTA Key Technical Area
MBT Main Battle Tank
MRS Muzzle Referencing System
PSD Power Spectral Density
RMS Root Mean Square
RWA(r) Random Walk Acceleration (rectangular)
RWA(s) Random Walk Acceleration (spherical)
RWV(r) Random Walk Velocity (rectangular)
RWV(s) Random Walk Velocity (spherical)
T"CP The Technical Cooperation Panel
WAG TTCP Subgroup W, Action Group 10

xi
 1.0 INTRODUCTION TO ADVANCED LAND FIRE CONTROL

1.1 BACKGROUND OF THE RESEARCH PROJECT

As part of DLAEEM Task 139 - "Kalman Filter Design for Tank Fire Control Systems,"
the Defence Research Establishment Ottawa (DREO) was asked to look at potential applications
of Kalman filtering technology in various aspects of mobile land fire control systems, with
particular emphasis on the reduction of errors in the moving-target, moving-platform scenario.
Such errors are exacerbated by the high dynamic environment, for example, when targets are
tracked manually and when shells are launched through a flexing gun barrel.

The task description sheet specified the following general aim: 'To conduct a design and
feasibility study for an MBT (Main Battle Tank) positioning and target tracking system." Among
the work items were the following:

" develop dynamical models for tank/target motion and robust algorithms for Kalman
filter tracidng, prediction, error estimation, motion compensation, sensor integration;

" develop a software simulation test-bed to evaluate the algorithms against real or
simulated data in a variety of motion scenarios;

" analyze the simulations and identify the effects of the algorithms on tracking
performance; and

recommend hardware and software configurations for possible advanced development

model construction.

The original tasking was very broad by intent and it was expected that research directions
would shift as it became apparent which were the primary error sources that might be solved by
these filtering techniques. For example, the extent of terrain-induced muzzle motion was
underestimated until discussions were held with several tank gun experts. Characterization,
analysis and methods for compensation of these motions subsequently became one of the largest
areas of study. On the other hand, battlefield navigation, as specifically mentioned in the aim
of the task description sheet, took on a lower priority since it did not affect fire control accuracy
per se, though it is an area where the application of a Kalman filter-based, integrated land
navigation system would enhance the overall survivability of the platform on the battlefield.

In fact, the project directions became so broad that other establishments and several
contractors became involved. During the course of this task, an Inter-Establishment Working
Arrangement (IEWA) was initiated to bring together researchers from DREO, DREV (Defence
Research Establishment Valcartier), DRES (Suffield), and DCIEM (the Defence and Civil
Institute for Environmental Medicine) that were working in various aspects of land vehicles and
fire control. As well, a major development program (D6374) was initiated to carry on the work
and deliver a field-testable model of an advanced fire control system that could demonstrate the

I
techniques of this report and those of the other investigators.

The work summarized in this report was carried out from May 1988 to December 1990
under project no. PCN 0318E.

1.2 BUILDING ON MODERN DAY FIRE CONTROL SYSTEMS

Today's direct-fire support vehicles (DFSV) generally have good fire con,',ol systems,
especially when compared to their forerunners of World War II. Gone are the days when the
drivers of turretless tanks stopped to face each other on the battlefield and fired volleys of hand-
aimed shells. Modem DFSV's have large guns that are stabilized in azimuth and elevation (to
allow a reasonabl- steady aimpoint when the vehicle is moving), long-range (out to several
kilometres) stabilized day and night vision sighting systems, and pulsed laser range finders to
measure target range to within a few meters. Most have digital fire control computers to
calculate lead angles and elevation offsets that correct for target range and crossing velocity, wind
speed and direction, air pressure ammunition type and temperature, sight parallax and even the
static droop of the gun barrel as it warms. However, increasing requirements for high accuracy
at extended ranges, while firing on the move, have meant that a new generation fire control
system will be required to remove even more sources of error.

Given the level of sophistication of the equipment in a modem armoured vehicle, one can
ask the fair question: is there any more that can be done? The answer of course, is yes; several
countries are rigorously pursuing mobile land fu-r control research and several NATO and TTCP
panels and action groups have been initiated to investigate outstanding problem areas and identify
sources of errors that are presently limiting fire control performance. TTCP Panel W, Action
Group 10 (WAG-10) visited several US, UK and Canadian organizations pursuing such issues
(and more as their mandate referred to tank gun accuracy in general). The final report, (TTCP-
WAGlO (1989)), summarized the primary error sources and recommended the creation of two
Key Technical Areas, KTA 5-17 "Advanced Integrated Tank Fire Control," and KTA 2-11 "Sabot
Separation," to further investigate them.

Among the findings of WAG-10 was that among the major sources of error in a typical
state-of-the-art main battle tank engaging a moving target, while itself moving cross country, was
1) the inability of the gun to remain pointed in the proper direction, and 2) thr. iialbiity of the
gunner to maintain a sufficiently accurate aimpoint on a maneuvering target. Though the
magnitudes of the errors are fairly small, on the order of 1 milliradian or so (or about 1/20 of
a degree or 3 arc minutes), in the context of the modem battlefield, errors of even these
magnitudes can be disastrous, especially if the adversary has a comparable system. Modem high-
intensity battles are fought at ranges from a few hundred meters out to a few kilometers. Even
at a nominal battle range of 1200 meters, a 1 mrad pointing error means a miss distance (from
the desired aimpoint) of 1.2 meters (1200 x tan 0.001). This may mean the difference between
disabling the target and missing it entirely (typical practice targets are 2.3 m wide).

2
 Improvements in sensor technology and the decreasing cost and size of high-speed
computers have created opportunities for sophisticated signal processing algorithms aboard
tomorrow's land vehicles. Many tasks that crews find extremely difficult can often be routinely
done in a computer. For example, accurately tracking a moving target when one's own vehicle
is bouncing wildly over rough terrain is nearly impossible for the gunner but is a fairly simple
exercise in target tracking for an image processing computer. As well, present ballistic
computers use relatively simple look-up tables because of the limitations of on-board processing
power. Modem computers can compute and effect much more accurate gun laying angles that
take into account more up-to-the-millisecond gun barrel sensor information. However, at present,
few land vehicles exist with such capabilities. It should be mentioned, on the other hand, that
there are some tasks that are relatively simple for humans but exceedingly difficult for comouters
- target recognition, for example. Research into such algorithms is progressing, however, and
may one day be feasible in fire control systems.

Kalman filtering is a signal processing technique that has tremendous potential for next
generation fire control. It can address most of the remaining error sources, provided that they
can be mathematically modelled and that sensitive sensors are installed to measure such errors.
here the target is going to be when the
Its predictive nature makes it ideally suited to estimate v%
shell arrives, for example, or when the gun barrel is going to be pointed in the correct direction.
The filter, named after Rudy Kalman who developed it in the early 1960's, is a method of
estimating the true state of an imprecisely known dynamical system from noisy measurements.
Since this describes almost every system that one has to deal with in practice, it is not surprising
that the Kalman filter has seen tremendous application in many fields; everything from target
tracking to navigation to communications to economics. A very good collection of both
theoretical and applications papers is available in Sorenson (1985). The filter can be relatively
computationally intensive and, until recent generations of microprocessors, its real-time
applications have often required approximait.,.s or other ad-hoc modifications. Now however,
large size filters are routinely implemented in real-time.

1.3 THE SCOPE OF THIS REPORT

This report will first summarize the fundamentals of the Kalman filter algorithm and give
some simple examples of how it is used in common military systems. Next, a series of problem
areas in mobile fire control systems that can benefit from the application of the filter will be
described. Two areas that were studied in some detail, namely target tracking and dynamic
muzzle referencing will be the focus of the next chapters. The equations used to design the
filters will be developed; a software simulator that implements the filter is described; simulations
of tracking performance are demonstrated; and real barrel flex data is processed through a
candidate pointing angle filter for a predictive muzzle reference system. Broadening the scope
somewhat, the next chapter outlines a potential architecture for an Advanced Development Model
(ADM) that encompasses these subsystems as well as those related to image processing, vehicle
dynamics, human interaction, etc.

3
 2.0 KALMAN FILTERING FUNDAMENTALS

%'.1CONCEPTS

A Kalman filter is a minimum variance estimator that can be used to estimate, predict
and/or smooth the true state of an imprecisely known dynamical system from noisy measure-
ments. It is usually implemented in software as a digital filtering algorithm but in the past,
steady-state Kalman filter approximations were often implemented in analog hardware.

It is fairly straightforward to describe the operation of the filter in words. First, a

mathematical model is derived that describes the state of the system to be estimated. This is
often in the form of a set of differential equations. The filter also allows for a noise proces. to
enter the state equations, whi '1 models the random or uncertain nature of their evolution.
Another set of equations that relates the sensor measurements to the system states is derived and
knowledge of the type of noise that the sensors generate is also required. Finally, the filter must
be given a rough initial estimate of the true state and a guess of the accuracy, in the form of an
initial error covariance matrix, of that initial state estimate.

"The filter operates in a recursive mode. With its initial estimate of the state, and the
differential equations describing the evolution of the state, the filter algorithm can propagate the
state estimate forward to any point in time. However, given the noise and uncertainty inherent
in the system model, the estimate will start to diverge from the true state. When sensor data is
available, the filter removes as much noise from it as possible by extracting the maximum
amount of information. It then uses this information to correct its estimate of the state. At this
point, the error in the state estimate will have been reduced substantially. The filter then
propagates its new state estimate forward in time until more sensor data is available.

2.2 SOME POSSIBLE APPLICATIONS IN FIRE CONTROL

Kalman filters appear in many military systems in various forms. Often they are only
simple approximations to the full filter (because of the number of computations that must be
performed at each time step) but they still perform fairly well. A common example of such an
approximation is the a-03 or a-fl-y target tracker. Modem battlefield computers now have the
capacity to routinely implement the full set of filter equations at a very high rate enabling the
particular system to achieve better accuracy and reliability.

There are many systems aboard mobile land vehicles that can benefit from the integration
of a Kalman filter into the fire control system. Two areas that have seen the near universal
application of the filter are multi-sensor integrated navigation systems and advanced target
tracking systems. In fact, the filter was developed for navigation systems in the 1960's and
nearly all integrated navigation systems in service today have a Kalman filter at the heart of their
processing algorithms. Tracking systems are ideally suited to the algorithm because of the
inherent filtering and prediction operations that are necessary for accurate tracking without loss
of lock during target maneuvers or obscurations. The tracking application of the filter will be

4
expanded upon in a later chapter. Dynamic muzzle referencing is a relatively new idea that is
also an excellent candidate for the Kalman filter algorithm. These potential applications are
briefly described in the following paragraphs.

a) Navigation - Accurate positioning on the battlefield at night, in adverse weather or on

featureless terrain has proven to be a tremendous advantage in modem warfare. The
advent of GPS (the Global Positioning System) has allowed individual vehicles to
obtain very accurate position and velocity information (at discrete times) very
inexpensively. The integration (via a Kalman filter) of GPS and an inexpensive
inertial navigation system (INS) greatly improves the accuracy and reliability of the
system because the filter uses the GPS data to help remove the errors from the INS
and the INS provides continuous position, velocity and attitude information and can
navigate through outages or obscurations of the GPS satellites. A simplified INS/GPS
system is used as an example later in this chapter to demonstrate the idea behind
Kalman filter based sensor integration.

b) Target Tracking - Manual tracking of a distant target through a high-power optical sight
is not easy. Even though the mirrors in the sight are often inertially stabilized,
providing a reasonably steady image of the target and the background, the sight's
eyepiece and the gunner's head, for that matter, are not. One can imagine trying to
look through the eyepiece and make minute adjustments with the hand controls to keep
the target in the center of the sight while being jostled about by the vehicle as it is
moving at high speed over rough, uneven terrain. Trying to keep one's head steady
and to keep one's hands from transmitting motions into the controls is exceedingly
difficult. An image processing system attached to the sight offers many possibilities
to improve performance. Automatic tracking algorithms can lock onto the target and
keep it in the center of the field of view. Alleviating the gunner of this intensive task
can free him for other functions. The tracking algorithm can be a Kalman filter, or
perhaps a simplified variation of one, that uses a mathematical model of the dynamics
of the target along with azimuth and elevation measurements of the target from the
image processing system, to determine its most probable position at the next time step.
This can be fed back to the image processing algorithm to aid it in determining what
portion of the field of view should be concentrated on to locate the target in the next
frame, especially if the target has briefly disappeared behind an obscuration.

c) Target State Estimation / Trajectory Prediction- Most current fire control systems assume
very simplistic target dynamics when computing lead angles. For example, the target
is often assumed to be travelling at a constant horizontal velocity with no vertical
velocity. This simplifies the lead angle computations, since horizontal lead will be a
function of the angular rate of the turret (caused by the gunner rotating the sight to
keep the target centered) and the range to the target, while the vertical lead is only a
function of the range (plus the usual shell flight compensation terms, etc.). A
trajectory prediction filter, similar to, but somewhat more complicated than, a filter
used in the tracker in an image processing system, can be designed to predict with
much more accuracy, the location of the target at the expected time of impact of the
shell. Such a filter can estimate target acceleration, as well as velocity, in all three
directions - range, cross range, and vertical. This would greatly ei.hance the accuracy
 of the fire control system against highly maneuverable targets such as high-speed
evasive ground targets and, especially, helicopters.

d) Stabilization System Error Compensation - The gun and turret stabilization systems on
current land vehicles are good, but they are not perfect. Under static conditions, a
modem electric drive, or even a later-generation hydraulic drive, can position the gun
to within a fraction of a milliradian of the desired position. However, under dynamic
conditions the gun control system will be unable to remove all of the motion
disturbances. Current DFSV's often use a simple "fire inhibit" scheme that prevents
firing until the gun is sufficiently aligned to the target. If these motions can be
resonably well modelled, a Kalman filter based compensation system could be
designed to predict when the stabilization system will have the gun pointing in the
proper direction.

e) Dynamic Muzzle Referencing - The terrain-induced flexing of the gun barrel will result in
the muzzle of the barrel pointing in a different direction than the gun control system
assumes it is. These motions can be reasonably well modelled and hence can be used
in a Kalman filter based compensation system to predict when the muzzle will be
pointing in the desired direction. This is the subject of Chapter 6. The ignition of the
charge can be delayed for a few milliseconds so that the shot exit time coincides with
a barrel flex zero-crossing time.

2.3 KALMAN FILTER EQUATIONS

The Kalman filter equations can be given in several forms, since they have been developed
for both continuous and discrete time, linear and nonlinear, and time-varying or time-invariant
systems. Here we will show the case of the linear, discrete, time-invariant form. The reader is
referred to e.g. Gelb (1974) for other variations and more complete derivations.

Let xk denote a vector (generally, bold face will denote vectors and capitals will denote
matrices, E(o) denotes expected value and := denotes a definition) of dimension n representing
the true state of a linear, discrete-time system at time index k:

Xk,1 = '1 k Xk + wk (2-1)

where Ok is a known nxn matrix governing the transition of the state from time tk to tk+1 and
wk is an n-dimensional, zero mean, Gaussian random vector with covariance Qk that enters the
system at tk and perturbs the state in a random manner. This type of model is often assumed to
have arisen from a continuous time system of the form

fc c(r) = Fx c(t) + we(r) (2-2)

6
where * (t) =dx c/dt denotes the time derivative of the continuous time signal, xc(t). Here, wc(t)
is a continuous time, zero mean, uncorrelated Gaussian stochastic process vector with power
spectral density matrix Qc(t),
E {wc(t)wc(,r))] = Qc(t)8(t-xV)

where 8(t) is the Dirac delta functionaL Equation (2-2) can be discretized to obtain the
difference equation (2-1) via:

Ok = e

Wk = J +1eF(k•l-1)wc(o)dr (2-3)
ftk

Qk = k•fkeF(tkeV-4)Qc(,c)eF T(th.i-T) d-

It is assumed that the sensors of the system provide information about elements of the state
vector at time tt but that this may be corrupted by noise. This is represented by

Zkt = Hkxk + Vk (2-4)

where zk is an m-dimensional vector of measurements, Hk is a known mxn matrix relating these

measurements to the system states, and vk is an m-dimensional random noise sequence that
corrupts the sensor data.

Certain simplifying assumptions are usually made about the nn'ise sequences, though they
are not all necessary in the most general Kalman filter formulations and can often be relaxed.
The measurement noise is assumed to be a zero-mean, Gaussizn sequence with covariance Rk,
and is uncorrelated with the initial state, the state noise, wk, and previous values of itself:

E(vk) 0,
0 E(VkV-)
=- Rk 8
(2-5)
E(VkWj)T =0,
T
E(vkxO) = 0

where Ski is the Kronecker delta function defined as

= 1, j=k
*kj : 0, j~k

The state noise is assumed to have a similar form:

7
 E(wk) - 0

E(wkwj) -Qk= k (2-6)

E(wkx4) = 0

In order to start the Kalman filter, an initial estimate of the state and its covariance, P, must
be given. Often, the designer has some knowledge of the statistics of the initial state vector so
the initial state estimate is set to the expected value of the true state:

E(xo) S
(2-7)
P0 = E ( (Xo-_o)=(Xo-o)T}

(In practice, though, the first few measurements are often used to estimate the initial states.)

Given all these assumptions, the Kalman filter will produce the optimal linear estimate of
the true state at time k, given all available measurements. Optimal, here, is defined as the
unbiased linear estimator which has the minimum variance or minimum mean square error. That
is, the state estimate is chosen from the set of all possible 2 vectors to satisfy

E x - R} = 0
(-)T(x-9)) (2-8)
and, min E((xR

Let Zk denote the set of all measurements up to and including time k.

Zk = (ZO,Zl,...,zI) (2-9)

One can show that the value of 2 that satisfies (2-8) is given by the conditional expectation of
x given all the measurements up to tk. This will be denoted by 2 klk:

elk := E(xklZk)

The covariance matrix of the estimation error at time tk given measurements up to that time will
be denoted by PkIk:

PkIk := E{[xk-2 jk11[xk--2kIk T }

Similarly, the optimal estimate of x given only the measurements up to tk.1 is

8
 lklk-I := E(XklZk-l)

and the corresponding error covariance matrix is

Pklk-1 := El1X k-1k~k-l][Xk-.fk,,-1IT}

The Kalman iteration proceeds with an update, followed by a propagate. A block diagram
of a general Kalman filter is shown in Fig. 2-1. For the update, assume that estimates of the
state vector and its covariance matrix are available at tk that make use of all measurements up
to tk.-, i.e., Iktk-1 and Pklk-" When a new measurement, zk, arrives, the Kalman filter updates
its estimate of the state with the following:

£klk = fkjk-I + Kk [zk - HkAklk-1] (2-10)

Sea •pdated Sm. Ptopagted

in' zk) Esmate AV.: Stat Eslimate

( .
Kalmnn Gain
K(k) +'
Stats Dynamics
)

Ilattx II Delay 1

9
A closer look at this update equation shows that the filter improves its estimate of the state by
adding a correction term to its previous estimate. This correction is formed by taking the
residual (the difference between the sensor measurement, zk, and the estimate of what the
measurement should be, Hkfklkl) and then multiplying this by the Kalman gain matrix, Kk. The
gain matrix is chosen to satisfy (2-8) and can be shown to be given by

Kk = Pklk.lHT [HkpklIk.HT + Rk]-1 (2-11)

The filter also updates its estimate of the error covariance matrix at this time via

Pk[k = PkIk-I - KkH'PkIkk-I (2-12)

From this equation, it is reasonable to see (and, in fact, can be shown) that the error covariance
matrix will become smaller, since a term is being subtracted from its previous value. Thus the
Kalman filter has reduced the uncertainty in its error estimate when it has been updated with a
new measurement.

The purpose of the other stage of the filter, the propagatestage, is to advance the current
estimates of the state and the error covariance ahead in time until the next measurement becomes
available at tk+1. This step is relatively simple as it merely uses the transition matrix (or
dynamics matrix, as in Fig. 2-1) that is assumed to describe the system in (2-1):

4+1 Ik = DktkIk
(2-13)
(-3
Pk+llk = 4DkPklk(Tk + Qk

Equations (2-10) to (2-13), together with the assumptions (2-5) and (2-6) and initial conditions
(2-7) form the basic Kalman filter algorithm.

2.4 EXTENDED KALMAN FILTER

As was mentioned before, there are many variations of the basic filter. A version of the
Extended Kalman Filter(EKF), will be outlined in this section.

10
 Consider the case when the measurements are nonlinear functions of the state vector.

zt = hk(xk) + VA (2-14)

where h k() can be a general nonlinear vector function of xk. Such a system description is very
common in target tracking systems. For example, since the target is often modelled in an x-y-z
Cartesian coordinate frame and the sensor is often a range-angle-angle measuring radar, a
nonlinear coordinate transformation is required between the state and measurement equations.

It can be shown that a very close approximation to the optimal Kalman filter can be
obtained when this non-linear function, h k(), is linearized around the current value of the state
estimate; that is, the matrix Hk(2 kjk.l) is computed by differentiating hk(x) with respect to the
vector x and evaluating the result at the current value of fklk-,:

Hk(klk-1) k(x) (2-15)

a9x 1Alt-i

where differentiation of one vector with respect to another is defined in the standard way as

[afix) 1 - if

where the subscripts here denote the corresponding vector and matrix elements. This adds only
a small amount of extra computation to the filter and is fairly simple to implement. The Kalman
filter update equations change slightly: Equations (2-10) to (2-12) become:

-ekjk "kIk-1 + Kk [zk - hk(fklk-1)] (2-16)

Kk = pklk_1Hk(2 klkA1) [Hk(.•fklkl)PklkkHA(-fklkl-) + Rk] 1 (2-17)

Pktk = PkIk-1 - Kk-/k(£klk-l)Pklk-1 (2-18)

11
The propagate stage, (2-13), remains unchanged for the Extended Kalman filter:

4+kl1k - kk lk
P - T (2-19)
Pk+lk = k (kbkTk
+ Qk

2.5 AN EXAMPLE: A SINGLE AXIS INTEGRATED NAVIGATION SYSTEM

A simplified, one-dimensional navigation example will be described here to show the

principles of designing a Kalman filter for a multi-sensor integrated system that provides a more
accurate and reliable solution than if the sensors were used individually. Modem navigation
systems often consist of several independent sensors, all giving measurements related to position,
velocity or heading that the navigator must assemble into a reasonable estimate of his true
situation. The Kalman filter has been successfully applied to automate this process. A large
system may have one or more inertial navigation systems (INS's), a Global Positioning System
(GPS) receiver, other receivers for land-based radio wave systems such as Loran-C and Omega,
a velocity sensor (water speed log, air speed data, doppler velocity, or odometer for example),
heading sensors (magnetic compass, gyrocompass), height sensor (barometric altimeter, radar
altimeter), or a number of others. (See McMillan (1987) for details of such a navigation system
as applied to arctic land vehicles.) A full Kalman filter is quite complex, often estimating as
many as 50 or 60 state variables from 10 to 20 measurements.

Consider the much simplified problem of integrating two sensors (an INS and a GPS set)
to estimate position p in one direction, say latitude (similar to Example 4.2-4 of Gelb (1974)).
In most navigation applications, the filter does not estimate the position, per se, but rather the
error in the position as reported by the INS. This is because these errors can be very accurately
modelled in terms of linear stochastic processes, whereas the position itself is dominated by non-
random control input (from the vehicle operator) which cannot be so accurately modelled. Also,
if the aiding sensor becomes unavailable, the filter will still be providing corrected INS position
outputs, even though the filter estimates of the errors will slowly degrade (a fail-operational
system).

Our simple model of the single axis INS will be an accelerometer with an output a(t), that
is integrated to give speed s(t), and then again to give position p(t):

12
 p() = t(r)dt

sW) = ta(Tcdr

However, the accelerometer has an unknown but constant bias error, b, that is being twice
integrated so that the indicated position has an error that is growing as P. The Kalman filter will
try to estimate this error so that it can be removed. The INS error states modelled in the filter
are INS position error 8 p, INS speed error 8s, and INS accelerometer error 8a. The relations
between the states are
d pSA) = Bp) =
8s(t)
d1 s(t) = U(t) = 8a(t) (= b, the unknown bias)
dt
'-8a(t)= 84(t) = 0

which can be written in matrix form as

[8P(t)] [0 1 0l [8Po1
8W) 0 8s)
84(t)] 0 0,8a(t).
o0
Note that this is in the form of the continuous time system of Eq. (2-2) with wc =0. This system
can be discretized, at a sampling interval of AT = tk+1-tk, via (2-3) to get the state transition
matrix Ok- If we define F as

F := 0 0
00 0

then
2AT 2 F3AT 33 ...
Ok eeFAT =FATF
I + FAT + FA2+
2! 3!

IAT&
2
0 1 AT
Lo 0 1

13
so the discrete system corresponding to (2-1) is

8S 2 8s + 0 (2-20)

a .1 0 0 1 -

or, by making the appropriate association of notation,

Xk+I = ' DkXk + 0

The measurement for this example will be the difference between the indicated positions
of the GPS set and the INS:

Zk = Pk(GPS) - Pk(INS) (2-21)

The measurement from the INS consists of the true position plus the INS position error.

Pk(INS) = Pk + 8Pk

and the measurement from the GPS will modelled as the true position plus the GPS position
error, which we call vk:

PO(GPS) = Pk + Vk

Thus the measurement equation (2-21) becomes

zk = vk - 8pk

= [-1 0] I91 + Vk
L~aJ k
= Hxk + Vl

which is in the form required in (2-4) with H := [-1 0 0]. The GPS positioning error will be
modelled as an uncorrelated Gaussian random noise sequence that satisfies (2-5) with covariance
"a2 Ops:

E (vkvk) = Rk = aG21S

14
 All that remains in the filter design is to specify the initial conditions on the state vector,
to -,,
1 and the state covariance matrix, Po1-1. As is usual, the initial state estimate is set to zero,
and the initial covariance estimate is chosen as some physically reasonable estimate of the error
variance:

201 - =
[ o
0ol1
[21

0 0 0
8

The specification of the Kalman filter matrices for this simplified system is complete. Just
to complete the design, some numerical values such as those shown below can be specified:

2GPS = (100 M) 2

8p2 = (I000 M)2

2
62 = (10 m/s)
2 2
aci = (1 m/s 2 ) 2

That is the essence of the procedure involved in Kalman filter design. There are many
complications to this in most real systems. For example, the state process noise, wc, is seldom
assumed to be zero as this can cause the filter gains to go to zero and the filter essentially stops
operating. The numerical values of the noise parameters are chosen after careful analysis,
simulation and testing on real data to achieve satisfactory performance. The state dynamics and
measurement matrices (1'k, H) are generally much more complex and various precautions must
be taken to ensure numerical stability and to safeguard against invalid measurements. The
sequence of operations can also be more complex since all aiding measurements are seldom
available in such a synchronous fashion.

15
 3.0 TRACKING AND TRAJECTORY PREDICTION

3.1 INTRODUCTION

This chapter summarizes the design of a simulation system that was used to evaluate
various Kalman tracking filter configurations that could enable land platforms to track and engage
multiple maneuvering targets, either passively or actively. Typically a direct-fire support vehicle
(DFSV) acquires and must track multiple targets with a passive, 2-dimensional imaging sensor
such as a TV or infrared camera. When a particular target is chosen to be engaged, an active
sensor, such as a laser range finder, radar, or laser radar, would be used to obtain range and
possibly range-rate information. In most current generation vehicles, a laser range finder is used
to obtain one range measurement just prior to firing that is used to calculate the elevation and
azimuth lead angles using two decoupled, second-order, constant angular rate filters. Target
trajectory prediction can be improved substantially if a fully coupled 3-dimensional Kalman filter
tracking algorithm is used especially if range is measured for even a few scans.

3.2 TARGET MODELLING

This section looks at some of the typical coordinate frames, the transformations between
them and the structure of some target dynamics models that can be used.

3.2.1 Coordinate Frames and Transformations

A point in three dimensional space can be specified in a variety of ways but usually in
either rectangular or spherical coordinates. As was mentioned Section 2.4, the sensor of a
tracking system is usually most naturally represented in a spherical frame but the target knows
nothing about the sensor frame and is more naturally modelled in rectangular coordinates, since
it is more likely to travel in a straight line than it is to move along the surface of a sphere.

Consider the coordinate frames shown in Fig. 3-1. The principle rectangular frame is
defined by the XG-YG-ZG axes which are aligned with the local geographic North, East and
Down directions with the origin at the sensor location. The target at point p can be described
in rectangular coordinates at the point (PXG', pG' PzG) or in spherical coordinates at (r,b,e) where
b is the bearing angle from XG (North), e is the elevation angle above the horizon, and r is the
distance or range from the sensor location at the origin. The other rectangular frame shown as
XL-YL-ZL is called the line-of-sight-to-targetframe and is obtained by rotating the geographic
frame, first about the Z7 axis through an angle b and then elevating it (rotating about the new
YG axis) by the angle e. It has the same origin as the geographic frame, although it is shown
separated to reduce the clutter on the diagram. The line-of-sight frame is called such because
the x-axis of the frame always points directly to the target.

16
 XL
XG(N)

YL

r
PXG yP

0//
PYG Y0 (E)

(D)
GZ

/0 pY =: C L p (3-1

Fig. 3-1: Target Coordinate Frames

Vectors in the geographic frame can be expressed in the line-of-sight frame by

jPxL Jcose cosb cose sinb -sine PxG ~ PXG

PYL = -sinb Cos b G 31
PzL siecosb sine sinb cose. PzG z

where CGL is the Direction Cosine Matrix (DCM) that converts a vector expressed in G
coordinates to one expressed in L coordinates. Similarly the inverse transformation is

PxG [cose cosb -sinb sine cosbF•PxLl [PXL1

iG
=cose sinb cosb sine sinbOPL[ CL IPL (3-2)
PZGJ L-s-ne 0 cose JLPzLJ jPZLJ

17
To simplify notation slightly, let p(G) denote an arbitrary 3-dimensional vector that is expressed
in G coordinates. Then we simply write

p(G) = C G p(L)
L p(63
p(L) = C G

The bearing and elevation angles can be expressed in terms of the geographic coordinates as
S2 2 2

r= PXG + PYG + PZG

b = tan '(PXG/PYG) (3-3)

e = sin-'(-pzG/r)

and similarly the reverse is

PXG = r cose cosb

prG = r cose sinb (3-4)

PZG = -r sine

Since the target is moving relative to the sensor, the line-of-sight frame is rotating with respect
to the geographic frame. The rate of rotation of the L frame with respect to the G frame will
be denoted as 'OUG and can be written in L frame coordinates as

(L) b u(G (L)

0) LIG = Z + 6 YL

b (L)
PL) (L)
u(ZL cos e - Ux sine) +t (3-5)

[_b sine
= I
cos e

where uV denotes a unit vector in the direction v, b is the bearing slewing rate and ý is the
elevation slew rate. The Coriolus equation can be used to transform velocities in a rotating frame
to a non-rotating frame: the rate of change of a vector p in the rotating frame as seen from the

18
nonrotating frame is known to be (e.g. Goldstein (1950) p. 133)

±dT)G ~dt )L O)LIG XP(36)

where the notation (')G denotes the coordinate frame from which the vector is being viewed.
Expressing all vectors of (3-6) in the same, say L, coordinates and defining velocity as

v (dP'G (3-7)

yields

(YL)
IXLI -dp'•L) (dp "L) + (L) CpL)
IVLI YdG YtL +LIGXp
tJ
(7J
ýVZJ"

Now, since the L frame is aligned with its X axis towards p which is a distance r away, the target
position and velocity in L coordinates are simply

[r(L)[o
0 , (jL) [JL

so that by substituting these in the Coriolus equation, we get the velocity vector of p as seen
from the non-rotating G frame (though it is still coordinatized in L coordinates):

rV:TL) [- b sinfe
VYLI
'=-= 1o
l, +
b cos•_e X
r0o
Vj U(3-8)

r b cos ej

The appropriate DCM can be used to convert these velocities as seen in the G frame from L to
G coordinates via

19
 VXG G] VXLT
VZGJ VLJ

Equation (3-8) can be inverted so that the angular rates are obtained from the velocities:

= Ivl(rcose) (3-9)
t. -vz/lr]

Similarly the Coriolus equation can be used to derive accelerations as seen in rotating
coordinate frames:

idp d( dp
dt2 )G -dId)G)

d= (OLIGXPE

d- d + ad L/xp)G
ddp
111 _ dWG (pi dt+d
r~dt )LL
7t:)J AdtO)LIG
+ , O3LIGX
(dLp' + +
-

2t)+7 tIG
(do,
+.~
L Gdt))L d)G +c +C,,G {<,,p,~) +oGX,
/ [

WG C" CIx ,

20
and then choosing the L frame to coordiniize all vectors and defining acceleration as

a (3-10)

yields

ax, 2 2
"ay,. p
t'-pr + t-O- X0 +..OU""
.. ,,,.,,,.,xp)
-- (3-11)
aZL U4 ýjtJTO~L'
+ _ (-)

The angular acceleration of the rotating coordinate frame can be found by

L) [-b sine -tcs }L)n

•
dt cose J bcose-btsine

so substituting the individual L frame components of this into (3-11) yields

aXL I F-b sine'0'~ fbsine -btcose')r -bsine [(-bsine'~r~

ayl ,, 0 +
+ 2 t
°+ ( Jx•J + 1bcosej'i.Lbct°se,) Jb]
(3-12)

P - rt 2 _rb2 cos2 e
= 2tbcose + r/cose - 2rbbsine

L-2It - ri - rb 2 cosesine
and finally, the DCM can be used to convert the accelerations as viewed from the G frame to
coordinates in that frame:

aJ LGaz•J

Again, Eq. (3-12) can be inverted to find the accelerations as seen by the tracking system:

21
 aXL + re2 + rb 2 cos2 e

- 2._..b + 2bktane (3-13)

- - 2 - b2cosesine
r r

3.2.2 Target Dynamical Models

The mathematical model used to describe the motion of the target is of course dependent
on the type of target. Tracking an evasive target through frequent obscurations requires a much
different model than that used for a cooperative one. A good selection of common target models
is summarized in Bogler (1990), Chapter 9. Theiv are roughly 4 main categories of generic
models that are used. Following the nomenclature of Fitzgerald (1981) these are:

1. Random Walk Velocity (RWV)

2. Exponentially Correlated Velocity (ECV)
3. Random Walk Acceleration (RWA)
4. Exponentially Correlated Acceleration (ECV)
Each of these models could be used in either rectangular or spherical coordinates. Listed below
are the full state dynamics equations that can be used for each of these models in each coordinate
frame (r - rectangular, s - spherical).
RI. Random Walk Velocity: rectangular (RWV(r)):

0
PXG VXG 0O00 10O 0PXG 0
PYG VYG 0 0 0 0 1 0 PY 0
d PZG VZG 0 0 0 0 0 1 PZG (3-14)
"7dVx m ax .0 0 0 0 00 VX a
VYG aY, 0 0 0 0 0 0 VYG WayG

where w are the uncorrelated white noise processes representing the acceleration components.

22
R2. Exponentially Correlated Velocity: rectangular (ECV(r)):

PX
FVY
VXG 00
000
0 1
0
0
1
0
0 P
0
0

dPZ f YVZ 0 0 0 0 0 1 PZG (3-15)

7t VxG ax 0000 -jo 0 0 VX. + WqXG
VY0 [aa 0 0 0 0 -PVy 0 VyG WaY0

zo .az. 0 0 0 0 0 -DvzW

where the J3 terms define the correlation times of the Markov processes (as described in Gelb
(1974)) representing the acceleration components.

R3. Random Walk Acceleration: rectangular (RWA(r)):

PxG VX "0 0 O p0
00 10 0 0
0 0Py 0
PYG VY 0 0 0 0 0 1 0
VZG 0 0 0 0 0 1 000 0 PZG
PZG
V,'- 0
VXG aXz 0 0 0 0 0 0 1 0 0 0
d VYG = ayG 0 000000 0 X +JX(316)
dtVzG azG 0 0 0 0 0 0 0 0 1 VZG 0

axG•JxG 0 0 0 0 0 0 0 0 0 Zax WjXG

aYe iJ'y, 0 0 0 0 0 0 0 0 0 a"y, wire

JZGJ

where j denotes "jerk" or the rate of change of acceleration.

23
R4. Exponentially Correlated Acceleration: rectangular (ECA(r)):

000100
0 0. 0 0 0 - 0
PxG VxG Pxa 00~
000010 0 0 0

PZG z 000001 0 0 0 PZG 0

XG 0000 00 1 0 0 0
dVYG 0 0 0 0 0 0 0 1 0 + 0 (3-17)
Vz, azG 000000 0 0 1 VZG

aXG JxG 00000 0- 0 0 aX jXG

ayG JyG 0 0 0 0 0 0 0 -pay 0 azy wjz,

Si. Random Walk Velocity: spherical (RWV(s)):

e 000010e 0
0

dr 000001 r (3-18)
tb 0 0000 0 b Wab
j.
S0 0 0 0 0 0
000000
t
i-
Wa.
W
V LOOOOO .. War

S2. Exponentially Correlated Velocity: spherical (ECV(s)):

b 0 00 1 0 0 b- 0
e 000 0 1 0 e 0

dr 000 0 0 1 r 0
"7b 0 0 0 -Pvb 0 0 b Wab
00 00 0 -Ove 0 t Wa.

0000 0
oPvr 0 t-, Wa

24
S3. Random Walk Acceleration: spherical (RWA(s)):

b 000100000b 0
e 000010000 e 0
r o00o00o01o00o0r 0
b 000000100 b 0
dt 0 0 0 0 0 0 0 1 0 t + 0 (3-20)
t 0 0 0
J" 0 0 0 0 0 0 0001)

S4. Exponentially Correlated Acceleration: spherical (ECA(s)):

rJ
b 00 000000 0

e 00010 0 0 0 e 0
r 00001 0 0 0 rw
b 0o0o01 0 0 0 b o[0
d 0 0 0 0 0 0 0 0 0 + 0 (3-21)
7t0 00000 0 0 1 0
ct 00 00 000 1P 0 0 b 0
0-
b o o o o o o 0• 0o wi
S000000 0 -0ae 0 i wi,

VJ 0 00 0 00 0 0 -0ar- P r j

3.3 MEASUREMENT MODELS

Target measurements are almost always given in spherical coordinates as bearing and
elevation angl.s (relative to some known reference firame) and, if available, a range from the
sensor to the target. We will denote the measurement vector as z:

Z:=[zb ze Zr]T

25
These measurements will be assumed to consist of the true values of the quantities being
measured plus random white noise components, v, consistent with the standard Kalman filter
measurement model equation, (2-4):

= ]+Lv]
[=
For a state vector in spherical coordinates, the map between the measurement and state is linear

b
rb]
Ze = 0
Il10o00o0...]er
0 0 0
rVbl
+ Ve (3-22)
4] O00100 J I

but for a state vector in rectangular coordinates, the relationship is nonlinear.

K]
Zr
zb hbX)1
=he(X)
Lhr(X) J
Vb
+ Ve (3-23)

where the nonlinear functions are as in (3-3):

hb(x)= tan"=PXC,

h(x) = PZP + 1 (3-24)

hr(X) = 2PX+ PYG + PZG

For use in an Extended Kalman filter, this nonlinear measurement vector will be linearized
about the state vector estimate 2 = [jxG •y JPZG ...IT according to (2-15):

26
 S- --
[a~ ahd=
/h' ah,/aI3 ahQi ~Z0
H(t) [08 a vhi ahm/-pl ah.zaP. ......
ah,5XG ahIaaPyG ahAPZG '*
which, after one has taken the derivatives, becomes

P__ _ PxY
12 12 0 0G...

H)-
- ,G2 PY2a o o... (3-25)
t?2 -f2 2

•0 L .. 0

where

i• 22+ 2 I~ 2

:G 2 + byG2

3.4 CHOICE OF TARGET MODEL

There has been a tremendous amount of literature arguing the various merits and
shortcomings of each of these models. Countless variations, combinations and extensions have
been proposed, studied, simulated, tested and implemented. A number of adaptive schemes that
switch between models or combine outputs of parallel models also exist. Relatively recent survey
papers include Woolfson (1985), Chang and Tabaczynski (1984) and the texts of Blackman
(1986), Farina and Studer (1985) and others are all invaluable sources. One early reference,
Burke et al. (1976), used random walk acceleration models to track a maneuvering tank in both
geographic and line-of-sight coordinates. New refinements, such as Rouhi and Farooq (1989),
appear continuously.
The choice of target model can best be done when the specific scenario is known and some
real data is available to evaluate the various models. A good tracking simulator will allow
different models to be tested and evaluated so that a suitable one (or more) is chosen for the
purpose at hand. The next two chapters describe a simulator that was developed for potential fire

27
control systems. It can implement any of the above models and it has some interesting features
that may be particularly useful for land fire control. Developing a flexible simulation package,
rather than extensive model evaluation, was the primary goal of the effort.

There are a few rules of thumb that assist in the choice of a model. In general, the
inclusion of acceleration states makes a filter more able to track sudden maneuvers but at the
expense of a noisier estimate when the target is not accelerating. On the other hand, the
exclusion of acceleration states will make the filter estimate more accurate when the target is not
maneuvering but a sudden target acceleration may cause the filter to loose the target. The
amount of noise, w, that is assumed to enter the state model can have a similar effect: the larger
its covariance, Qk, the noisier but more responsive the filter, the smaller the Qk, the quieter but
more sluggish the filter. In general, one often sees high Q uncorrelated acceleration filters for
tracking highly maneuverable targets such as fighter aircraft, and low Q correlated velocity filters
for tracking ships and s-ibmarines. Land combat vehicles would fall somewhere in between. For
this study, moderate Q values were used with both velocity and acceleration models.

28
 4.0 TRACKING FILTER SIMULATIONS

This chapter presents some results from the simulation program that was developed to test
the various Kalman filter based tracking algorithms presented in the previous chapter. The
software was written in "C" and is very generic. The initial Kalman filter matrices and
parameters are read in from files as is the simulated sensor data. Only a few routines exploit
certain features or ordering of the state vector elements and these were grouped together to
remind the developer which routines might have to be modified if a different state vector
formulation was used.

4.1 DATA GENERATION

4.1.1 Truth Data Generation

A pre-existing program (TGen) was used to generate the truth data for the target
trajectories. Through a plain language input text file, the user specifies the target's initial
position, velocity and heading and changes to these values at any subsequent point in time. The
program computes the deterministic position, velocity, acceleration, attitude and attitude rates of
the target and saves these in a data file.

4.1.2 Sensor Data Generation

A simple program called SensData was developed that would take the data files
representing the true target trajectories and produce simulated bearing, elevation and, if requested,
range measurements as might be produced by a generic imaging sensor system. The program
allows pseudorandom noise to be added to the true bearing, elevation and ranges, permits the
turning on and off of ranging information to simulate passive to active mode switching, and can
simulate target obscuration by removing sensor data for arbitrary intervals. If there is more than
one target, it will merge the sensor data associated with all targets into one file and sort by time
stamp. It can also simulate clutter by generating false targets at any specified probability of false
alarm.

Shown in Fig. 4-1 below (and in x-y form as Target 1 in Fig. 5-1) is a simulated trajectory
of a land target moving at a constant speed of 15.0 m/s ( = 54.0 km/hr) at a range of initially
1500m. It recedes from the sensor for 8 seconds, makes a 90 degree right-hand turn (at t'--8s,
duration 5 seconds), travels across the sensor field of view for another 4 seconds, then makes
another right hand turn (at t-=17s, duration 5s) and travels toward the sensor for the final 3
seconds. The figure shows the true range, bearing and elevation to the target as well as the noisy
measurements of these quantities made by the sensor at 0.1s intervals. The measurements are

Lze(k)I=
zb(k)
IVe(k)
Zr(k)J
k)
e(k) +
Lk
1 vb(k)

Vr(k)J
(4-1)

29
 Sensor data - Ground target at 1600 m
1700.0

16W0.0

1600.0

1560.0 Range nois aid day. 3 mn

1500.0 , I , 2 ,

0.08 V
0.03
. 0.01

j -0.01
-0.03 Sewing nose dd dev .1.75 mray
-0.05

0.000

0.060

S0.040 Ele noa-- aid dev- 1.76 mrad

0.020

0.000
0.0 10.0 20.0 30.0
tls)

Fig. 4-1: Simulated sensor data for a ground target at 1600m, first receeding, then crossing,
then closing on sensor location. Both truth and noisy data are shown.

where the covariance values of the measurement noises are

2
Vb(k)1 vk)) [(0.00175 0 0
R(k) = E Ve(k)I[ Vb(k) VA) Vr(k) 0 (0.00175 tad)2 0
Vr(k) J 0 (3 m)2

4.2 TRACKING FILTER RESULTS

This section shows some representative results of typical simulations. The purpose is not
necessarily to show the best tracking filter for the simulated trajectory but rather to show some

30
of the features that are available in the simulator. Again the choice of the "best" filter depends
on the application. In this chapter we assume that the range information is either available for
the entire trajectory, or unavailable for the entire trajectory. The next chapter describes a method
to handle the case when range data is intermittently available and presents some simulated results
of such a situation.

The Kalman filter program, called "tracker", was written in C. It accepts a configuration
file with various control parameters, as well as the continuous time state dynamics matrix, F, and
power spectral density matrix, Qc" It also reads in the assumed level of measurement noise, i.e.,
the R matrix and the names of the sensor data file and the truth data file. It produces output files
for the values of the states, the state errors, and residuals, as well as the square roots of the
corresponding diagonals of the covariance matrix. The program first does a discretization of the
continuous time matrices, and thereafter operates as a discrete EKF.

4.2.1 Random Walk Velocity (RWV(r)) Model - Range Available

In this case, range information is available and the RWV(r) model, Eq. (3-14), is used.
This is a 3 dimensional rectangular coordinate frame model. The measurement equation is the
nonlinear form of (3-23) so the extended Kalman filter formulation is used. The power spectral
density matrix of the state process noise required for the discretization equations (2-3) is
estimated in Appendix A where it is shown to be

000 0 0 0
000 0 0 0
0 0 0 0 0 0 m 2/s 3
= 0 0 03.0 0 0
0 0 0 0 3.0 0
0 0 0 0 0 0.03
Shown in Fig. 4-2 below are the errors in the state estimates of each cartesian position
coordinate as well as the filter estimates of the square root of the covariance of that estimate, i.e.,
,i(k/k) = xi(k) - 1 i(k/k) and /Pii(k/k) where the subscript refers to an individual element. As
well, the velocity state estimation errors and covariance elements are shown in Fig. 4-3. The
measurement residuals, vi(ktk) = zi(k) - hi(.(k/k)) as well as the square root of the filter
estimated residual covariance, { [H(k)P(k/k)H(k) T ]ii + Rii(k)) 12, are shown in Fig. 4-4.

The state estimate errors for the most part lie within their expected standard deviation,
indicating a reasonably well-tuned filter. The target right hand turns during t=8 to t=13 and t---17
to t=-22 cause larger state errors to occur during the maneuvers and they disappear after the
maneuver is completed. The smaller Q value for the vertical velocity state shows up in the
figures as smaller state estimation errors and covariances for both the vertical positioa and

31
velocity. This shows the type of tradeoff one expects as Q varies.

RWV(r) Filer posifion eutikdlon error id coy.

4.0

4.0

2.0, ,
0.0

-to
0.0.

"4.0
2.0

0.0

-to

t(s)

Fig. 4-2: RWV(r) model. Position state estimation errors and covariance matrix elements.

Filer Velocly simadon wrwo&Wdam.

RWVM(

10.0
I0,0,,

3 0.0

10.0

10.0 "-

0.0

.10.0
"0.0 10.0 20.0 30.0
I(s)

Fig. 4-3: RWV(r) model. Velocity state estimation errors and covariance matrix elemerns.

32
 RVW(r) FIktr mmurermeniRuuJekak
and Cov.
10.0

5" ' - ' I(I ! , Iw. I ,1

I0.
0.010 I Tr1 J ( •

II

-0.010
0.010 ''

0.0 1o.0 20.0 30.0

49m)

Fig. 4-4: RWV(r) model. Measurement residuals and covariance matrix elements.

4.2.2 Random Walk Velocity (RWV(s)) Model - Range Unavailable

When range information is unavailable a spherical coordinate velocity model similar to Eq.
(3-18) is used. The range states are deleted so we are left with the 4 state filter:

0
doe 0 0 0 1 e (4-2)
"7tb 0 0 0 0 b +Wab
0t . 0 0 0 ".0. Wa..

The measurement equation is now a linear function of the states so an extended Kalman filter
formulation is not required. The power spectral density matrix of the state process noise required
for the discretization equations (2-3) is taken as (again, see Appendix A)
b o 0 0
0000 0
Q'(t) = 0 0 6.25x10-7 II 0I+ (rad2/s3)

0 0 0 6.25x10-9-

33
 The results of this "angle only" filter are shown in the following figures. First the angular
position state errors and their estimated covariances are in Fig. 4-5, and the angular velocity state
errors and associated estimated covariances are shown in Fig. 4-6. For completeness the
measurement residuals are shown in Fig. 4-7.

RWV(s) ifter posion eoimalon enu• und ov.

0.004

-0.000

"0.0 10.0 20.0 30.0

0.004

0,00
o. 4.... .......... ....
...
..........
...

"".0 10.0 20.0 30.0

t(s)

Fig. 4-5: RWV(s) model. Angle state estimation errors and covariance matrix elements.

RWV(s) FIRIVedlocty eaklln ws ed voo

0.00

0.003

IAD
-4.001

4.003

0.0 10.0 20.0 30.0

Sml ]t(S) I Tim 2
0.0010
S0.0010

0.0000

.0.0010

0.0 10.0 20.0 30.0

tle)

Fig. 4-6: RWV(s) model. Angular rate state estimation errors and covariances.

34
 RWV(s) FiRtw Mosuremmlt resaiui and coy.
0.010

"0.0 10.0 2D.0 30.0

0.010

U -1-18| .I I 11 I. ,1.Iia I ,J 1.1. a ll . 1

10.0 01.

t(i)

Fig. 4-7: RWV(s) model. Measurement residuals and covariance matrix elements.

With the relatively large noise (1.75 mrad) that was superimposed on the bearing and
elevation measurements, the filters are performing about as well as could be expected. Again
the target maneuvers starting at t-8 and t=-17 produce brief biases in the errors of estimates of
both the bearing and bearing rate states. Any number of maneuver detectors (e.g. Woolfson
(1985)) are available for this problem but none are included in the simulations to date. A look
at the bearing residual Fig. 4-7 shows very little effect of the maneuvers because of the high
measurement noise used in these examples.

4.3 DISCUSSION

The simulation results presented here should be taken only as examples of scenarios that
may or may not be particularly realistic. With the simulation tools as they exist now, it is easy
to rapidly prototype various filter configurations and evaluate their performance against real target
measurement data from specific imaging sensors. What is satisfactory for one type of sensor may
not be so for another. For example, a maneuver detector based on filter residuals may work well
for a relatively low noise sensor, but may not if the sensor generates position data as noisy as
was used in the previous section. Also, the next chapter outlines a multi-target algorithm that
uses filter residuals to determine which measurement to associate with which track. In that case,
most maneuver detectors based on residuals will not work particularly well.

35
 5.0 TRACKING FILTER ENHANCEMENTS

This chapter outlines a few enhancements that were made to the tracking algorithms of the
previous chapter that may make them more applicable to direct-fire support applications. These
include a swapping algorithm that allows the filter to swap from an angle-only filter to a full 3
dimensional cartesian coordinate filter when an active range-finding sensor is activated; and a
simple but practical multiple target tracking algorithm that allows the fire control system to
maintain lock on several targets in the field of view while another target is being engaged.

5.1 MULTIPLE TARGET TRACKING

When a target is to be tracked in a cluttered environment (i.e. one with potential false
targets) or when more than one target must be tracked simultaneously, there must be a method
in the algorithm to determine which track a particular measurement belongs to, or if it is a false
target. There are many such algorithms available in the literature and include the nearest
neighbour method, the probabilistic data association method, the multiple hypothesis tracking
method, among others, all of which are summarized in Roy (1990) or McMillan and Lim (1990)
or described in more detail in texts such as Blackman (1986) or Farina and Studer (1985). The
simplest of these, but arguably the least satisfactory for very closely spaced targets, is the nearest
neighbour method. Nonetheless, this method was implemented and found to perform quite well
given its simplicity. The method and some simulation results are described in this chapter.

5.1.1 Nearest Neighbour Method

The nearest neighbour algorithm first finds all current tracks that are reasonably close to
the measurement by a process known as "gating", described below. If there are none, then the
data is either a new target or a piece of clutter. In either case, a tentative track filter is initiated
for the measurement which becomes valid only if t iere are subsequent measurements associated
with it. If, on the other hand, there are one or more tracks that are close, then simply the track
that is the closest is updated with that measurement.

To make the notion of gating more precise, define a normalized "distance", d, from the
location of the measurement at time k, z(k), to the tracking filter's prediction of the measure-
ment, h(R(kik-1)), for each track:

d 2 (dk-1) := [z(k) - h(£(kdk-1))]T [H(A(kdk-1))P(Idk-1)HT(2(kik-1)) + R]-1 (5-1)

[z(k) - h(2(klk-l))]

(The notation here is the same as that of Chapter 2.) Note that this "distance" is essentially the
length of the residual vector, normalized by its estimated covariance. A gate threshold must be

36
specified, to which d is compared to see if the measurement is close to the filter. This threshold
is typically around 5. The nearest neighbour algorithm can be summarized as:

1. Obtain the new measurement, z(k).

2. Propagate all current tracks to the new time (i.e., compute 2(kikk-1), P(klk-1)).

3. Compute d as in (5-1) for each track.

4. If d of all tracks > gate threshold then initiate a new tentative track filter.

5. Otherwise update the track having the minimum d with the measurement.

Tracks can be deleted if they are not updated with a new sensor measurement after a certain
period of time or a certain number of scans.

5.2 FILTER SWAPPING ALGORITHMS

Typically the fire control system searches for targets in a passive mode with an optical or
infrared imaging sensor and tracks these targets with angle-only filters. When a target is to be
engaged, an active ranging sensor is turned on and information from the third spatial dimension
becomes available to the tracking filters. It would be preferred, then, to use one of the cartesian
coordinate target models since target motions are more naturally described in cartesian
coordinates. If for some reason the target is disengaged but still is to be tracked, the filters will
have to revert to a passive, angle-only tracking mode. This section describes a method that can
be used to swap a 2 (spatial) dimensional passive, angle-only tracking filter to a 3 dimensional
active, cartesian one when range information becomes available and vice versa when it ceases.

5.2.1 Passive to Active Filter Swap

In essence, the filter swapping technique uses the current state estimate and covariance
matrix to initialize another Kalman filter that uses the new set of dynamical equations. To swap
from an angular filter (with current state vector [ 6 9 g ' e ]T) to a rectangular one (with
a new state vector [ P•G Pya ZG 'Xz y
'YG zaXG
ZG xaG aZG ]T) when a valid piece of range,
range rate or range acceleration (zr, Z,, or z.) data becomes available, the following steps can
be initiated:

37
1. Compute the Line-of-sight to Geographic DCM, (6 , using the current best estimate
of bearing and elevation available from the filter:

Cosa Cosb -sinb sing cost

/-sing 0 Cos a

2. Estimate the geographic relative position vector from the measured range and filtered
bearing and elevation:

",(G)
"5G• "J"LL
I5 XG I'L
py";Ge pI , CG

fx•[ GxL 0i

[Zr Cos a Cos

= . cosa sinb

-zr sing j

3. Estimate the line-of-sight relative velocities from the estimated angular rates and the

EJ°L)[
measured range and range rates (if range rate not available, use z, = 0):

0
XL t L

Y [ cZr
; Co

38
 4. Convert the line-of-sight velocities to geographic velocities:

]CG) ~ L
OXG •XLj
~()= YG j L IYLI
VZGJ LZL

5. Estimate the line-of-sight accelerations from the estimated angular accelerations and
the measured range and range rates (if range acceleration not available, use z= 0):

d(L) :zL
"['(XL) [ Z" - Zr j2 _ Zr
.z,.bcos + z,.r cosZ
-
b2COS2,
b O
2zr sn{

dZL - Zr a - Zr 2 cos 9sin1

6. Convert the line-of-sight accelerations to geographic accelerations:

"(G) ""L)
IXG IXL

4 (G) :jdYG =CL' lYL

LZGJ [z]

The corresponding swapping of exact covariance matrix information would be very

complex (due to the nonlinearity of the coordinate transformations) and of minimal value since
the covariance matrix quickly converges to its steady state values. The following is an
approximation that will initialize a new diagonal covariance matrix from the diagonals of the old
and which should result in relatively modest covariance element transients following a filter
swap:

39
1. Extract the square roots of the diagonals of the existing covariance matrix:

For position states:

1r Frr
:=LTPb
a, LJ

For velocity states: andcoseuet6 n

For acceleration states: =, IF

o

It should be noted that a passive filter may not have range states and consequently no
corresponding covariance elements (Prr, P, P,,). The filter obtains estimates for these
parameters from a configuration file.

2. Approximate the corresponding L frame standard deviations via:

IUPXL O

PZLJ Zr Ge

For peosityo states: OvYL = Zr ab CRI

For posiertion states: CyOyLj - •rObi ICOSRI
For~ veoiysae: [ZJL LZr at

For acceleration states: Gay Zr ab Icos~i

Gaaj Zr Ge J

40
 (Compare these transformations with Eqn. (3-8) which related the bearing, elevation and
range rates to the velocites in L coordinates. Such a transformation takes the components
of the covariance matrix representing the uncertainty in, say, the angular position estimate
(ay,, oTb,and uses the measured range and elevation to convert these to rectangular
ae)
coordinates. The uncertainty in range, qr, transforms directly to ypxL, since the XL axis
points along the range. The uncertainty in elevation, ae, multiplied by the range gives the
uncertainty in the vertical cartesian direction ZL. Similarly for the bearing and the YL
direction. The same transformation is applied to the angular velocity and acceleration
uncertainties.)

3. Convert these to G frame coordinates with the current DCM:

-[G) r -M
IPXGI 1 IPXL1
IypyGI = •G I
For position states:
L 'PY

aVXG cr VX

For velocity states: aVYG = CL CJL)

IL)
OaxG aXL1

For acceleration states: ayG = LCaYL

OyazGl LaazJ

4. Initiate the covariance matrix as:

P(G) := diag [ap G2, OprG2, Fp7 2, CvxG2, GvrG2, Cvz 2, Cax2, OaYG2, CaY2]
PxG'P G' ~'G'ZG aXG aYG'a

5.2.2 Active to Passive Filter Swap

When the system loses ranging information to the target, the filter will coast through a few
updates using the predicted range measurement as new data. After a certain number of
successive updates with no new range data, the filter will revert to a bearing and elevation angle
tracker. The initial conditions for the new filter are derived from the last state and covariance
-cartesian
matrix estimates fromý the 2^ : ] filter in a manner similar to that above. To obtain the new
]T:
state vector [ b b e b e T from the old [ PXG fo fiZG 'XG VaG Za dXG LYG aZG

41
1. Compute the Geographic to Line-of-sight DCM, C , using the current best estimate
of bearing and elevation available from the filter:

2 2YG
P
0 2+

b tan-' ( 5YGIPXG)
0: sin-' (-44Pj)

[cosa cosb cosi sinb -sin 4

G -sinb cosb 0
Lsin0 cosb sin sinb cosi j
2. Convert the geographic velocities to line-of-sight velocities:
"L "(/L) " (G)
VXL IXGI

OZLJ OZGJ

3. Estimate the angular rates from the line-of-sight velocities:

[ =
[
OYL/ (Pcos i)
XL

4. Convert the geographic accelerations to line-of-sight accelerations:

"[ "L) " ",G)

axL axG

:=
dL) = 'CG ,

aZL aZG

42
 5. Estimate the angular accelerations from the line-of-sight accelerations:

[j XL + fPP + fPb 2co 2 e

baYL/(cos)
L - 2(k/P)b + 2 b tane
LIE LA ZL/ f - 2 ( ilf) - b^2 cos 9sin R

The covariance matrix for the new filter can be initiated from:

1. Extract the square roots of the diagonals of the existing covariance matrix:

GPXG P~xG PXG

For position states: Op :y XPYG PYG

.aPZG Po z

([VXG VXG VXG

For velocity states: OvFG I" PyGVFG

L axGJ [PaZG VZG

For acceleration states: = VayGay:

Ga amG

43
 2. Convert these to L frame coordinates with the current DCM:
L) [ "'G)
aPXLT CPXG

For position states: ypjI

PZaJ j
"CL)
Cy
= GL OPYG

[7Pz "C-(G

[Crf
7VXL PmVXG

For velocity states: [vJL = L

OTLV7-f- [i

-L) P
1aa1 I~axG (G)

For acceleration states: i(7ary = 4 COaYo

L5aZL. L a•.-

3. Approximate the corresponding spherical frame standard deviations via:

For position states: [e ] i-PZL/c

L[ CPXG J

o
ab n
, °n/(Pcos 9)

For velocity states: [a:] -yvzL/P

OvXG

o[al [a/I(Pcossi)

For acceleration states: (e I -a /IP

4aXG

44
 4. Initiate the covariance matrix as:

P := diag [Gb 2 , Ge2, Gb2 , o,2 .... ]

5.3 SIMULATIONS OF ENHANCED TRACKER ALGORITHMS

This section shows some numerical results of the filter swapping algorithms described in
the previous sections. Consider the trajectories of the two targets shown in Fig. 5-1. Thi,
represents two targets about 20 m apart and about 1600 m from the sensor moving at 54.0 kmn/hr.
Initially they are travelling away from the sensor but then turn and head towards the sensor.
Assume passive sensors are used except for the portions of the trajectories shown in the
rectangles (from t=15 to t=-20 for Target 1 and from t=-17 to t=-19 for Target 2) when a ranging
sensor is turned on.

5.3.1 Simulations of Filter Swapping

To demonstrate the performance of the filter swapping algorithms, consider only a single
target (Target 1 of Fig. 5-1, the same target in example of the previous chapter) which is tracked
with a 4 state bearing-elevation angle filter for 15 seconds. At t=-15 seconds, valid range
measurements are available for the next 5 seconds and then cease for the final 5 seconds of the
engagement. The Kalman filter matrices and parameters were the same as those used in the
previous chapter. Shown in Fig. 5-2 below is the first element of the state vector. For the first
15 seconds and the final 5, it represents the filter estimate of the target bearing angle in radians.
Between t=15 and t=-20, it is the estimate of PXG, the northerly distance to the target in meters.
The truth data for these are shown in Fig. 5-3. Since the scales of the different portions of the
graph are not compatible, the next two figures, Fig. 5-4 and Fig. 5-5, show the distinct regions
of interest. The corresponding covaciance estimates are also shown in Fig. 5-6 and Fig. 5-7.
Again since the scales of the different segments of the plots are not compatible, two figures are
used.

45
 Two closely spaced targets at 1600m - True x-y positions
1700.0

- Targee2
1650. - T
+arget,' I

II

1600.0

t I
S1550.0
0
x

1500.0 Symbols every 10 points =1 sec

Direction of Velocity - 15 rn/s - 54 km/hr
Travel
1450.0

1400.0
-100.0 -50.0 0.0 50.0 100.0
YG (West-East) (in)

Fig. 5-1: True x-y trajectories of two targets. Ranging information is assumed to be available
in the portions of the trajectories enclosed by rectangles.

46
 Saw I diMw doing rmpTruscmdam.IimwX
gCC, O1700.

1460.0

-500.0 1 oo

-IOOQL -10.10L :I
CIL

am

""% 10.0 20.0 '0 o. 20.0 2.0

Fig. 5-2: First element of state vector as Fig. 5-3: True values of the XG (nor
range becomes valid during position) and the bearing angle
t=-15 to t=-20.
10.
.01000 - 40010

SI of OWdoing BE stowgI of11W•

l eig• XY •a

0.0

4050.

"0.0 10.0 20.0 30.0 0.0 10 .0 20. 0 30.0

I N() ' II 1

Fig. 5-4: State 1 when range invalid Fig. 5-5: State v when range valid

47
 0.0015 tO

0.00t0 . '

I I
O1.5

0.5

0.0000 0.0

0.0 10.0 20.0 30.0 0.0 10.0 20.0 30.0

t (5) t(s)

Fig. 5-6: Covariance of first state Fig. 5-7: Covariance of first state (XG
(bearing) when range is not position) when range is
available. Notice small available from t=15 to t20.
transient after swap at t=20.

The covariance of the PXG state in Fig. 5-7 shows some initial transients after it was formed
when range became available at t15. When range information ceased at t=20, the cartesian filter
tried to coast along for the next three updates (0.3s) with no range measurements and
consequently the covariance estimates started to diverge rapidly at t=20. The filter was then
swapped back to the bearing-elevation filter and the corresponding covariance element became
that of the bearing state again, Fig. 5-6, after some brief transients after t=20.

5.3.2 Simulations of Multi-Target Nearest Neighbour Tracking With Filter Swapping

The simulation system previously described was modified to include the nearest neighbour
multitarget algorithm. Sensor data files of closely spaced targets were generated and the files
were merged and sorted by time stamp with no indication as to which target generated which
return. The algorithm associates a new measurement to the closest existing track (if there is one
within the gate threshold) or it spawns a new filter for a measurement lying outside all
thresholds. When the filters were properly tuned, the algorithm would eventually settle on one
filter for each target with only the occasional misassociation. Clutter points generated at random
would also spawn new filters, but without subsequent measurements being associated with them,
these filters would quickly die.

48
 Fig. 5-8 below shows the true and measured bearings to the two targets of Fig. 5-1.
Likewise Fig. 5-9 shows the true and measured elevations. The true and measured ranges shown
in Fig. 5-10 require a bit of explanation: the measured range is negative in the portions of the
trajectory when the ranging sensor is turned off. That is how the simulator distinguishes between
a passive and an active sensor. The performance of the nearest neighbour algorithm is
represented in the top chart of Fig. 5-11. A spike in the plot for Filter 1, for example, means that
it was incorrectly updated with a measurement from target 2. Fig. 5-12 shows the second state
variable from Filter 1 (which is the elevation state when it was a bearing-elevation angle filter,
and is the east position state when it is swapped to a cartesian filter at t=-15). The bottom portion
of the same figure shows the corresponding state error and its covariance. The Kalman filter
matrices and parameters remained same as in the previous example, and the "gate thresholds"
were chosen as 6.0 for a cartesian filter and 4.5 for a bearing-elevation filter. Filter 1 is spawned
immediately and takes all the measurements from both targets and associates them with the same
filter for the first 2 seconds or so. Eventually the filter converges sufficiently to recognize there
are two distinct targets and spawns a new filter for Target 2 at about t=-2. From then on, the two
targets are distinguished most of the time, with occasional misassociations occurring at the times
of the spikes. The lower graph in Fig. 5-11 represents the times that the filters were swapped
as the range information became available or ceased: Filter 1 was swapped from a BE (bearing-
elevation) filter to an XYZ (cartesian) filter when the range information of Target 1 was valid
from t=-15 and reverted to the BE filter shortly after r=20. Likewise for Filter 2 when the range
of Target 2 was available from t=-17 to t=19.

Measured Bearing Angles, Targets I &2 Measured Elevation Angles, Targets 1 &2
0.10 0.040

0.056-• 10.030[

0.0 0.02D0.

-0.10 0.0w0
True Bearing Angles True Elevation Angles
0.10 0.040

o.00 -• omo0

-0.060.010

0.0 10.0 20.0 30.0 0.0 10.0 20.0 30.0

t(s) 1(s)

Fig. 5-8 Measured and true bearing Fig. 5-9 Measured and true elevation
angles, two closely spaced angles, two targets
targets

49
 Mhasured Range, Tagets 1 &2 Misssowibns
1700D.
I OU60. I I II li p.
E 1600.0 . FIw2
E ISCFilMar 2

INCA . oi,1 I nk, ".I

16W0.0
TPA Ranges

166.0
FV"er
1700.0"2

E 1800.0
,I
BEto XYZ XYZ VBE

1600.0
0.0 10.0 20.0 30.0 0.0 10.0 20.0 30.0
t(s) t(S)

Fig. 5-10 Measured and true range, two Fig. 5-11 Times of misassociations (top
targets. (Negative range figure) and times of filter
indicates it is unavailable to swaps (below).
the filter.)

FRter 1, state 2 estimate, error and covadance

0.0160

0.0120

u•0.0100
0.0 10.0 20.0 30.0

S0.002

0o.000
FiJ wh
q toXYZ
.0.002 'm ft w"e (afte PXG)

-0.004 ' ',

0.0 10.0 20.0 30.0
t(s)

Fig. 5-12: Elevation state estimate from Filter 1, showing misassociations & swap

50
 6.0 KALMAN FILTERS FOR MUZZLE REFERENCE SYSTEMS

6.1 INTRODUCTION

This chapter describes the modelling and simulation work that was done with the goal of
applying Kalman filtering to a dynamic muzzle referencing system. The DMRS hardware
consists of a small laser transceiver mounted on or near the mantlet of the gun. A small mirror
is mounted on the muzzle to reflect the laser beam back to the receiver. As the barrel flexes due
the motion of the vehicle over rough ground, the angle of the laser return will deviate
proportionally. This angle can be detected, sampled and made available to the fire control
system. Signal processing is then required to process these angles and predict when the barrel
flex will be close enough to zero so that the shell can be launched through a barrel that is
relatively straight. A preliminary Kalman filter design is presented in this chapter and is shown
to perform this prediction quite well.

First, the gun barrel dynamics will be modelled by considering the first four modes of
vibration of a long, flexible, hollow tube with the physical dimensions of a tank gun. Then, these
equations are transformed to a series of state equations that can be used for simulations. The
power spectrum of the simulated gun is compared with that obtained from actual field data.
Finally, a Kalman filter is designed with a subset of these state equations and its ability to predict
the muzzle pointing angle is tested on actual data.

There has been some ground work that used Kalman filters in dynamic muzzle referencing
systems. In particular, Levin (1978) used a simple second order model for an analog Kalman
filter and Baran et al. (1987) described an algorithm that first estimated the gun barrel model (by
finding the coefficients of an auto-regressive, moving average process) with the first few seconds
of barrel dynamics measurements and then used these coefficients in a Kalman filter to predict
the muzzle angle 20 ms later. The encouraging results led them to demonstrate the system in
real time on an MiAl tank, as described in Brosseau et al. (1990). The methods described in
this chapter offer another alternative to developing the gun barrel model for the predictive
Kalman filter, that is, starting from the modal equations of a long, uniform, hollow tube that
approximates the gun barrel.

6.2 TRANSVERSE VIBRATIONS OF LONG HOLLOW BEAMS

The theory of vibration of uniform beams is a well-studied area. In general, however a gun
barrel is not uniform. It has several different cross sections along its length and is very often
tapered at some points. Closed form solutions for the modal shapes and frequencies are not
known in general and require extensive modelling and numerical simulation efforts to
approximate. Such modelling work is done by gun designers and is presented in detail by Gast
(1987), for example.

For the purposes of this report, however, we will assume the gun barrel can be modelled

51
as a uniform hollow tube that is free at the muzzle end and is either fixed or hinged (depending
on the operation of the gun control system) at the mantlet end. The development in this chapter
uses standard theory of free, undamped, transverse vibrations of linearly elastic beams, also
known as Bemoulli-Euler beam theory (e.g. Craig (1991)). There are a number of assumptions
in Bernoulli-Euler theory:

a) the longitudinal axis of the beam undergoes no extension or contraction;

b) transverse shear deformation is neglected;
c) the material is linearly elastic;
d) the beam has uniform cross-section; and
e) the slope of the beam remains small.

These assumptions are not unreasonable for an approximation of the gun barrel that is suitable
for a short term predictive model for the Kalman filter.

Denote the displacement of the centerline of the beam from its at-rest centerline as T1(l,O.
Note that 1l is a function of both the distance along the beam, 1, and time, t. See Fig. 6-1 for a
pictorial representation of the beam. Using standard Newtonian mechanics and the above
assumptions, it can be shown that 11 satisfies

C I2 ")+pA 2 - At

where ffl,t) is an external applied force, E is the elastic modulus of the material, p is its density,
A is the cross-sectional area and I is the transverse moment of inertia of the beam.

L
/

Fig. 6-1: Schematic of generic flexible beam

52
 There are different boundary conditions for this differential equation depending on the
physical constraints placed on the beam for fixed, free or hinged ends:

f fl(le•it) =0

Fixed end: (6-2)

Free end: (6-3)

=0

Tl(lt) = 0
(6-4)
Hinged end:
0=

Specifying the type of support at each end of the beam will provide 4 boundary conditions. To
obtain a solution for the unforced (J(l,t)=O) part of (6-1), we must make an assumption on the
form of the solution ij(l,t). It is assumed that the temporal and spatial portions of 71 can be
separated as the product of a modal shape function, ý(l), (that depends only on the distance 1)
and a simple harmonic function, h() = co cos(owt - ot), that depends only on time:

il(1,t) = () h(t) = co O(l) cos(ont - a) (6-5)

where co is a constant. From this, we see that

a3tl(lj) = -c0CO 0 (2) cos(W t - a)

at2
and

53
 Al(/,t) _ d4O () co cos(o0 t
d14 - a)
a14

Substituting these in (6-1) and setting f(l,O=O yields

4
Eld0() - OD0jCSOta =0
Ed lco cos(o:t-a) pAc 0 o 2O(/cos(ra-a)
d14'

or by defining

.- pA2 (6-6)
El

then

d14 (l) - X4 0(1) = 0 (6-7)

dl 4

A general solution to (6-7) is well known to be

(/) = c 1 sinh(7d) + c2 cosh(MJ) + c3 sin(7/) + c4 cos(XL) (6-8)

where we have 5 unknowns (the 4 amplitude coefficients and the eigenvalue, X). The next two
subsections use different sets of boundary conditions for two configurations of the beam: the
hinged-free beam and the fixed-free beam.

6.2.1 Hinged-Free Beam: Modal Shapes and Frequencies

Assume the beam is hinged at 1 = 0 and free at I = L. Now apply the 4 known boundary
conditions. For a beam hinged at I = 0 boundary conditions (6-4) imply

*(0) = 0 C +C4
+ = 0

d20 = 0 =X 2
(c 2 _C 4 )0 (6-9)

"d'
2 ]1-0

54
and the free boundary conditions at I = L imply, from (6-3),

d241 = 0 X,2 (clsinhXL + c2 coshL. - c3 sinXL - c4 cosML) = 0

dI ML(6
12 -10 )

d3o 1 = 0 = ), 3(CICOSh.L + c 2 sinhXL - c3 cosXL + c4 sinXL) = 0

To get a nontrivial (LtO) solution to (6-9) we see that

C2 = C4 = 0

Substituting this result in (6-10) will result in

,2(clsinhXL - c 3 sin2L) 0 (6-11)

X3 (c, coshX - c3 cosXL) = 0

which can be written in matrix form as:

[ ;
;3 cos
2
inhL _L2sinXL
_;3 cost
I[:C[.
=["

Again for this to have a non-trivial solution, we can set the determinant of this matrix to 0 and
solve for %EL:
X2 sinL• _42 sinX _
=0
X3 cosXL _X3 cos;L

= sinh;L cosXL - cosh;L sinXL = 0

55
This equation has many solutions, a few of which were found numerically and are listed here:

XIL = 3.9266
X2L = 7.0686 (6-12)
X3L = 10.2102
13.3518 S=

Now from the definition of X in (6-6), we can get the modal frequencies

o2 X4 L 4 EM
4
pAL
(6-13)
Si (,iL)2 E1
pA4

Table 6-1: Approximate physical parameters of a 105mm gun barrel

L = Length of barrel = 5 m
do = Outer diameter = 0.125 m
di = Inner diameter =0. 105 m
A = Cross-sectional area = (ir/4)(d0 2 - d.2 ) = 0.00361 m2
1 = Cross-sectional moment of inertia = (a/64)(d,4- di4 ) = 6.02x10" m4
E = Elastic modulus of steel = 2.068x10 11 N/m 2
3
p = Density of steel = 8000 kg/m

For a generic 105mm tank gun barrel, the approximate physical parameters in Table 6-1
can be used. Combining these numerical values with the values of XL from (6-12) and
substituting in (6-13) yields the modal frequencies for the hinged-free hollow gun tube:

o I = (3.92662) (8.3) = 128 rad/s = 20.4 Hz

0)2 = (7.06862) (8.3) = 415 rad/s = 66 Hz (6-14)
(03 = (10.21022) (8.3) = 865 rad/s = 138 Hz
(934 = (13.35182) (8.3) = 1480 rad/s = 235 Hz

To obtain the corresponding modal shape functions, we return to finding the amplitude

56
coefficients ci. From the first equation of (6-11) we can express

sinUL
cl-sinhlL c3

and since we previously established that c2 = c4= 0 then we get from (6-8) the modal shape
functions for the hinged-free tube:

P~Q = C3 sihj±(6-15)

These modal shape functions (with c3 arbitrarily set to 1) are plotted in Fig. 6-2.

Modal shapes: Hinged-Free

2.0

Mode 1,20.4 Hz
1.0 i

I ./ ". ..
0

0.0

-1.0
I ~Mode 2, 66 Kz
Mode 3, 138 Hz
Mode 4,235 Hz

-2.0
0.0 1.0 2.0 3.0 4.0 5.0
Length (m)

Fig. 6-2: Modal Shape Functions of Hinged-Free Hollow Tube

6.2.2 Fixed-Free Beam: Modal Shapes and Frequencies

In the second situation, we assume the beam is fixed at I = 0 and free at 1 = L. For this
case the boundary conditions at I = 0 come from (6-2):

57
 €(0) = 0 C2 + C4 = 0

di1] =0 =X(cI +c 3 ) =0

and, as before, the free boundary conditions at I = L imply from (6-3)

d21 = 0 = ,2 (cjsinhAL + c2 coshAL - c3 sinUL - c4 cos)L) = 0

"dý .= 0 = (cIcosh)L + c2 SinhAL - c3 COSU. + c4 sinhL) = 0

These 4 equations can be written in matrix form as:

X 0 X 1 C2[= 1 (6-16)
sinh;L V2 coshL. -X2
sinAL -2 cosXL c3 0
OJ.
L) cosWh%. xV sinhýL -Vs cosL -V sinl.,
As before, a nontrivial set of solutions to this set of equations is obtained if the determinant of
the matrix is set to zero:

0 1 0 1
% 0 X 0
2
X2 sinhU X coshU. -2 sin A2 cos =0

ý3 coshX ;L•sinhL _%3 cosAL _43 sinXL

= cosXL coshXL + 1 = 0

Numerical solution of this equation leads us again to several solutions, one for each mode:

XIL = 1.8751
2 = 4.6941
X3L = 7.8548
X4L = 10.996

58
so substituting these (6-13) yields the modal frequencies for the fixed-free hollow gun tube:

= (1.8752) (8.3) = 29 rad/s = 4.6 Hz

0)2 = (4.6942) (8.3) = 183 rad/s = 29 Hz (6-17)
(03 = (7.8552) (8.3) = 512 rad/s = 82 Hz
(04 = (10.9962) (8.3) = 1004 rad/s = 160 Hz

To obtain the corresponding modal shape functions of the fixed-free beam, we need the
amplitude coefficients ci. It is straightforward to show from (6-16) that
C4 = - C 2
C3 = -C 1

CC2coshxL + cs.
sinC2[jL +si j]

so that by leaving c2 arbitrary and substituting these coefficients in the general modal shape
equation (6-8), then the mode shapes for the fixed-free beam are (and as plotted in Fig. 6-3):

i-c 2 [coshiiLl - cosVj - rt(sinh~iLi - sin)iL.j

(6-18)
where ri coshXL + coshX:L
sinhXIL + sin L

6.3 FORMULATION OF STATE EQUATIONS

With the assumed form of the solution of the main differential equation (6-1) describing
the dynamics of a transversely vibrating beam having been established in the previous section
as a product of the modal shape functions, (6-15) or (6-18), with time-varying simple harmonic
functions, it is possible to derive a set of state equations that describe the relative contributions
of these mode shapes at any point along the beam, at any time and given any forcing function
and/or initial conditions. These state equations then form the basis of the prediction filter.

6.3.1 Development of the State Equations

The method described in Sasiadek and Srinivasan (1989) was used to derive the state
equations and is summarized here. The beam is considered to be of the fixed-free configuration
of Section 6.2.2 so the modal shape functions of (6-18) are used, but an additional degree of

59
 Modal shapes: Fixed-Free
2.0
Mode 2.29 Hz Md,

I/

0.0 2. 3
F.3Mode 1 4.614F S

-1.0

-1.0
Mode 4,160 Hz Mode 3o 82 p obz
-2.0j0.0 1.0 2.0 3.0 4.0 5.0
atacedtoth gu co\olsstm Length (m)

Fig. 6-3: Modal Shape Functions of Fixed-Free Hollow Tube

freedom is introduced at the "fixed" end by allowing that end to rotate by an angle e (see
Fig. 6-1). In this way we could introduce a control action at the faxed end to drive the beam to
any desired pointing angle. In essence this is a reasonable representation of the gun barrel
attached to the gun control system.

The assumed mode solution describes the deflection of any point of the beam as the
product of the modal shape functions, Oi(l) from (6-18), with arbitrary temporal functions, e0't,
which in vector form is denoted by

TI(It) et)(,()4t) j~) (6-19)

If we choose our state vector xc as

X c(t) = 6(t) el(t) e2(t) ... en(r) IT

then Sasiadek and Srinivasan (1989) show that the dynamic equation representing the undamped
transverse vibrations of the beam pictured in Fig. 6-1 ;s

60
 M9C +Kxc =f (6-20)

where

Mem i oo
8 0 0T
M[,] K:= [K f i

and where

pAL3 /3

L
me, :=pAfJ(I()dl
0

L
S:= pAfq)qT(1)dl
0

L a 2 4(o T
KO := Elf a12 0(12 a

, :=applied torque at the hinged end

Note that the second derivatives of the modal shape functions are obtained from (6-18) as

al2 2
Cc L'2 [CoshXL / + Cos , -. ri(sinl•.•1 + sinXiL)T

Since, in reality, the oscillations are not undamped, we introduce a damping matrix into (6-20)
denoted by D := diag [ do d, d2 ... d, I so that the damped dynamic equation becomes

M 9c + D jkc + K xC=f

or in more convenient state space form:

61
 -']rc
[0'! + [0]-] fr (6-21)
C M -'D

where [V] represents the (n+1) by (n+I) identity matrix and [0] is the similarly dimensioned zero
matrix. The gun barrel dynamics as specified in this last equation are now of the form
t = Fx + Gu that can readily be modelled in a Kalman filter.

6.3.2 Numerical Calculations and Simulations

To make the state equation, (6-21), more concrete, we can compute some numerical values.
Commercial numerical software was used to compute the various integrals for terms of the state
dynamics matrices and the inverse and products of the various matrices. The physical gun
parameters of Table 6-1 were used to calculate the first 4 modes. The integrals evaluated to

me = 1204.28

410.98 144.5 0 0 0
65.62 0 144.5 0 0
me, = 23.47 ' MO 0 0 144.5 0

.11.89 -0 0 0 144.5

"123054 -18.22 42.66 -47.93

-18.22 4.833x10 6 -1114.5 1223.54
KO = 42.66 -1114.5 3.79x10 7 -2230.7

-47.93 1223.54 -2230.7 1.455x10 8

and when the damping matrix was chosen as

D = diag [2000 0.1 0.1 0.1 0.1]

then the continuous time state equations, (6-21), with an abbreviation of notation, are

=Fx +Gf

x :] [t t, 4 e , e2 e3 e4T

62
where the coefficient matrices ame
F matrix:
-2782 0.39 5 6.316e-02 2.258e-02 1.144e-02 0 4.87e+05 3.052e+06 8.558e+06 1.665e+07
7913 -1.12 -0.179 -6.424e-02 -3.255e-02 0 -1.38e+06 -8.682e+06 -2.434e+07 -4.737e+07
1263.2 -0.179 -2.93e-02 -1.025e-02 -5.196e-03 0 -2.21e+05 -1.419e+06 -3.886e+06 -7.563e+06
451.7 -6.424e-02 -1.025e-02 -4.358e-03 -1.858e-03 0 -79049 -4.956e+05 -1.651e+06 -2.704e+06
228.9 -3.255e-02 -5.196e-03 -1.858e-03 -1.633e-03 0 -40057 -2.511e+05 -7.041e+05 -2.377e+06
1 0 0 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0 0 0
0 0 1 0 0 0 0 0 0 0
0 0 0 1 0 0 0 0 0 0
0 0 0 0 1 0 0 0 0 0
G matrix:
1.391 -3.95651 -0.631614 -0.225851 -0.114447
-3.95651 11.2607 1.79654 0.642401 0.325529
-0.631614 1.79654 0.293719 0.102552 5.196719e-02
-0.225851 0.642401 0.102552 4.358950e-02 1.858225e-02
-0.114447 0.325529 5.196719e-02 1.858225e-02 1.633524e-02
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0

The time-varying magnitudes of the various states are dependent on the initial conditions
and input forcing function f. Computer simulations were conducted on the above barrel model
with a relatively large (2 cm) initial amplitude on mode 1 (state e 1) and no input forces, f--0.
The output, y(t), was chosen as the displacement at the free end of the beam:

4
y(:) := j(L,t)= ejtO()
i--1

= 2e,(t) - 2e2 (t) + 2e3 (U) - 2e 4 (t)

=[000000 2-2 2 -2 ] x(t)

where the values for Oi(L) are obtained from (6-18) with I = L.

The resulting time history of the output is shown below in Fig. 6-4. Note that the motion
is primarily a damped sinusoid, with an apparently clean harmonic content. The power spectral
density (PSD) function of the tip displacement is shown in Fig. 6-5. A sampling frequency of
600 Hz was used in the simulation so the response of all modes could be observed. Note that
the modal frequencies now match those of a hinged-free beam because of the introduction of the
extra degree of freedom at the "fixed" end, i.e. the angle 0. Mode 1 is by far dominant, being
at least 40 db higher than mode 2. Higher modes are even less significant. This observation will
be exploited in the design of the Kalman filter - only the first two modes will be modelled.

63
 0.02-1.- Simuliated tip disllacvInt., 2 on IC I 10-9 •sillmuieted tip~
i ration
l

20.4 HZ

0.13 101

-O.01. 1o"18.

-13 .2 ' !4 '~ o.r.

' oe 'J2 r,3
0.0 012 04 0510*k

t CsQ f Cik)

Fig. 6-4: Simulated tip motion Fig. 6-5: PSD of simulated tip motion

6.3.3 Experimental Corroboration

The model of the tank gun barrel was partly validated by a series of field trials conducted
on a Leopard Cl tank with a 105mm gun as described in Bird (1990). Briefly, the barrel was
instrumented with a number of accelerometers and gyroscopes and the tank was driven over
various types of natural and artificial terrain. Gyros mounted in the elevation plane at the
mantlet and the muzzle of the gun provided angular rate signals that were sampled at 60 Hz and
numerically integrated to give the mantlet and muzzle elevation angles such as those shown in
Fig. 6-6 below. An estimate of the elevation flex of the barrel was obtained by subtracting the
mantlet angle from the muzzle angle resulting in the "derived flex" shown in Fig. 6-7. The
power spectral density of this is shown in Fig. 6-8. Unfortunately, the signals were sampled at
only 60 Hz so PSD information is only valid up to 30 Hz. The dominant mode at about 20 Hz
appears as expected but higher modes are cut off by anti-aliasing filters at 30 Hz. As well, the
broadband power seen in the 1 Hz to 5 Hz region is that of the tank moving over the ground at
moderate speeds and was not included in the simulations of the last section. Nonetheless, it is
encouraging to see at least general agreement between simulated and experimental results. In
future experiments it would be valuable to conduct more controlled tests with the tank stationary
with barrel motion induced by initial displacements and with high speed data recording to better
validate the model.

In any event, it will be assumed that the model is a reasonable approximation of the
dynamics. Of course, a number of assumptions have already been made to arrive at the linear
state equations, not the least of which is that the barrel has a uniform cross-section along its
length. If this assumption is not made, there is no closed-form solution available and the
dynamics must be simulated by complex numerical techniques such as finite element methods
and a Kalman filter would not be a candidate for muzzle pointing prediction algorithms. The
state space model lends itself immediately to such techniques.

64
 2-ba let, Ahlle olev angles COWNtao Olfflroeo CIn-iMnt) olv angles

* r
d -- d
-1. "i 1

1i 44 4 ý44 4 4
t Ce3 t CeO

Fig. 6-6: Measured barrel angles Fig. 6-7: Derived barrel flex

Pw C,-'-Mr angle CWr %2/I,)

1cr-

10-a

f (it)

Fig. 6-8: PSD of flex

6.4 A KALMAN FILTER FOR THE DMRS

6.4.1 Filter Design

This section describes the design of a Kalman filter based on the previously developed state
equations. The filter is tested on its ability to predict the muzzle pointing angle of the real data
in the next section.

From the observations of the last section, only the first two modes of vibration are
considered, so our state equation is

65
 = Fx + Gf

where

0
X t2 f:=[0
el

e2

and where the coefficient matrices (for the 2 mode case) work out to be, from (6-21),

F matrix:

-363.15 5.16462e-02 8.24476e-03 0 63551 3.98487e+05

1032.9 -0.14759 -2.34511e-02 0 -1.81614e+05 -1.13344e+06
164.9 -2.34511e-02 -4.43573e-03 0 -28857 -2.14389e+05
1 0 0 0 0 0
0 1 0 0 0 0
0 0 1 0 0 0

G matrix:
0.181574 -0.516462 -8.244756e-02
-0.516462 1.47592 0.234511
-8.244756e-02 0.234511 4. 435732e-02
0 0 0
0 0 0
0 0 0

Define the product Gf as

0.1816 %
-0.5165 c
-0.08244 r (6-22)
w:=f
0
0
L~f 0

The forcing function, r, is modelled as a Gaussian white noise stochastic process with zero mean
(E [t] = 0) and power spectral density (see Appendix B for a justification of this):

66
 E[U(ta)•(tb)] = 5.0 8 (ta-tb)

Thus the power spectral density of the input forcing vector, w, is

-T
0.1816 0.1816
-0.5165 -0.5165
E[w(ta) wT(td = -0.08245 E[(t)(t)] -0.08245
0 T0
0 0
0 0

0.16 0 0 000
0 1.3 0 000
0 0 0.03000
8 (a-tb) := Q 8(ta-tb)
0 0 0 0 0 0
0 0 0 00 0
L0 0 0 0 00O

So in summary, the state model so far s

1(t) = F x(t) + w(t)

(6-23)
E[W(ta)WT(tb)I = Q 8(ta-tb)

This is exactly the form of the continuous time stochastic system of (2-2) which can readily be
converted to the discrete time system

xk÷1 = Oxk + Wk

E[WkwjT] = Qk8ki

according to the discretization procedure (2-3).

The measurement for the filter will be the angle, iV, of the muzzle with respect to the
mantlet (see Fig. 6-9) which can be related to the vertical displacement of the muzzle from the
centreline of the barrel, Ti(L,t), and the length of the gun, L:

67
 sin-1 T(Lt)
L

71 (L,t)
L

Fig. 6-9: Measured angle from muzzle reference system

The mantlet-mounted laser transceiver of the muzzle reference system measures the angular flex
of the barrel using a reflecting mirror mounted on the muzzle. This measurement consists of the
angle, V, plus a random noise component, vk:

Z' :: •tk) + Vk

+ Vk
L

=_•2 •iL)ej~tk) + vk
L i.l

=I[o
L 0 0 2 -2] Xk + Vk

H xk + Vk

Finally we take the measurement noise to be zero mean and covariance

68
 E[vtvj] = (0.2 mrad)2 8'V

= (0.0002 rad)2 8k
:= R't Ski

This noise level was chosen based on expected MRS performance and also happens to describe
the extent of the noise seen in the field data of the next section quite well.

6.4.2 Filter Execution on Real Data

Now that the specification of the filter is complete, the derived barrel flex from the
measured field trial data, Fig. 6-7, was used as the data sequence, zk, to drive the filter of the
previous section. It is difficult to evaluate the performance of the filter because there is no truth
data available that would definitively indicate how well the filter is predicting the future muzzle
pointing angle. All we have is the sequence of noisy measurement data. However it is possible
to qualitatively evaluate the filter by looking at the predicted muzzle angle relative to the
measured angle as a function of time. The filter was used to predict what the measured flex
would be 3 steps (or 50 ms, since the measurement rate is 60 Hz) ahead, k÷31t = Hk'3 •*
(The notation here is the same as in Chapter 2.)

Shown in Fig. 6-10 below is a short section of the measured barrel flex as derived from
the difference of the two gyros at opposite ends of the gun. The solid line is the actual
measurement sequence, zk, fed to the filter and the dotted line is the what the filter predicted the
measurement would be at that point based only on data received up to 3 steps (50 ms) before that
point, i.e., 2 .-3 = 1 .Hi-3
(3-3 £k-3,k-3- It is fairly evident from Fig. 6-10 that the filter is

predicting the gun flex quite well. Given that the filter was told that the standard deviation of
the measurement noise was 0.2 mrad, the differences between measured and predicted muzzle
angles all appear to be of that order, as could be expected, in that section of the data sequence.

However, there are other portions of the measured barrel flex data sequence that were not
as satisfactorily predicted by the filter. One of these is shown in Fig. 6-11. What is different
about this portion is that the 20 Hz vibratory mode is not dominant from about t=-12.2 to t=13.2.
During that time that tank likely experienced a fairly long (1/2) second upward acceleration
followed by a similar downward acceleration that essentially biased the shape of the gun barrel
slightly while the accelerations were occurring. This effect was not included in the barrel model
used by the Kalman filter and hence the predicted measurements during these times are not
particularly good. In fact they tend to lag behind by 3 or 4 samples. After the acceleration
transients die away at about 13.2 sec, the filter returns to fairly good prediction performance.

69
 Measured and 3 step ahead (50 me) filter-predicted flex
0.0010

0.0005

0.0000
LA.

-0.0005

S- z(k)
zhat (kAk-3)

-0.0010
% e.8 6.94 7.04 7.14
t (s)

Fig. 6-10: Real barrel flex measurements and 3-step ahead Kalman filter
prediction. This shows fairly good muzzle angle prediction when
the 20 Hz mode is the dominant.

Measured and 3 step ahead (50 ms) filter-predicted flex

0.0020

0.0010 1

"0.0000

-0.0010

--. z(k)
zhat (k/k-3)

-0.0020
11.7 12.2 12.7 13.2 13.7
t (S)

Fig. 6-11: Real barrel flex measurements and 3-step ahead Kalman filter
prediction. This shows poorer muzzle angle prediction when
unmodelled accelerations dominate.

70
6.4.3 Discussion of Filter Results

The Kalman filter design, as presented, is not yet of sufficient fidelity to include in a real-
time predictive DMRS since it does not accurately model the low frequency effects caused by
sustained accelerations as manifested in Fig. 6-11. This is not an insurmountable problem.
Relatively modest changes to the state equations, process noise models, and software simulator
and careful tuning of the noise parameters would yield a filter that could predict the muzzle angle
through these sustained accelerations as accurately as the current model can predict the higher
frequency vibrations. This has not yet been done since the filter so far has been designed around
the angular flex data derived from gyroscopes, while the DMRS system that will be installed on
the tank will be laser and mirror based. This is such a sufficient difference that fine-tuning the
model on the existing data may not yield a suitable filter for data from the laser system. In any
event, the results so far have been quite encouraging and the modelling efforts in this chapter
should be a good launching point for further studies on predictive muzzle referencing systems.

71
 7.0 A POTENTIAL ADM ARCHITECTURE

This chapter presents a preliminary proposal for an overall architecture of an Advanced

Development Model for a highly advanced, fire-on-the-move fire control system for future direct-
fire support vehicles. The previous chapters have dealt in detail with some of the more pressing
problems such as trajectory prediction and dynamic muzzle referencing. However it may be
useful to briefly step back and look at the overall system as a whole.

Fig. 7-1 is an attempt at showing both the major system components and the sequence of
events that would occur as the data travels through the system from the time of initial target
detection until the weapon is fired.

First, we assume that there will be two operators of the system. In current generations of
vehicles, they are called Commander and Gunner but we shall use the more generic terms
Observer and Engager. The diagram has a top portion for the equipment associated with the
observer's duties and a bottom portion for equipment associated with the engager's. Each
operator has his own imaging sensor(s) that can be aimed independently of the weapon and each
other. Associated with each operator station, is a high-speed, dedicated image processing
computer that can be configured by the operator to aid in image enhancement (by contrast
stretching, motion highlighting, etc.) image stabilization (jitter removal by registering the image
against a stationary background), target extraction (by highlighting potential targets and extracting
the more promising ones) and target tracking (by running Kalman filters similar to those in
Chapter 4) to assist in finding the target in the next scan.

A sensor control computer will be used to control the functions of each image processor
and act as the human interface to the system. This control computer can be used to suggest a
prioritization of the targets to the observer, possibly assist in their identification, accept all
operator hand or voice inputs, and cue the imaging sensor to follow a specific target or the
operator's hand control. The control computers of the two stations would be in constant
communication so that targets could be handed off from the observer to the engager, or in
emergencies could redirect the output of one image processor to the other operator's display.

When it is decided that a particular target is to be engaged, the engager's control computer
would concentrate solely on that target. It would run a more sophisticated Kalman tracking filter,
perhaps with more states, maneuver detectors, etc, to attempt to estimate very accurately the true
state of the target. It would drive the imaging sensor to closely follow that target. An interesting
possibility is that it might be able to estimate the probability of hitting the target based on its
estimate of the target acceleration, for example.

Provided the engager is satisfied with his chance of success, the laser range finder (LRF),
environment sensors (wind, air pressure, temperature, etc) would be activated by the control
computer and the ballistic solution would be calculated based on the data from these sensors and
the target velocity/acceleration available from the target state estimator. The gun control servos
would slew the gun to the proper lead angles in preparation for f'iing. At this point, an optional
interrogation of the target might take place based on an optical IFF (Identify Friend or Foe)
system and the computer would inform the engager that firing can commence.

72
 ii I I

LIJ

W.-

73
 When the engager presses the firing button, there may be a slight delay as the barrel flex
data from the DMRS (Dynamic Muzzle Reference System) laser on the gun barrel (and possibly
other vehicle dynamics from the onboard Inertial Navigation System (INS)) is processed through
a predictive Kalman f-dter similar to that of Chapter 6 and a barrel zero crossing time is
predicted. The charge would be ignited at a time such that the shell could be expected to exit
the muzzle at a zero crossing time.

After the results of the initial shot are observed, the observer will have the next target ready
for the engager. The target is handed off to the engager's control computer and the process
repeats.

From this very cursory design, it can be seen that such a system is very flexible, powerful
and very comprehe..sive. The algorithms discussed in this report make up just two of the overall
components, the optimal firing time solution and the target state estimation. Much more work
remains to be done oefore such a system is ready to be fielded.

74

I IIII
IIII
I I II II ilIIl i III
I II I
 8.0 SUMMARY

This report has summarized some applications of Kalman filters in the fire control systems
of future direct-fire support vehicles, especially in the high dynamic moving-target/moving-
platform scenario. Two areas were studied in some detail, target state estimation and dynamic
muzzle referencing. A number of modelling studies were conducted, simulation software was
written and exercised, candidate filters were designed and implemented and, where possible, real
data was used to test the resulting filters. The results show sufficient potential to conclude that
such techniques can be extremely useful in predicting the dyramics of both the target and the
firing platform. An oerall architecture of an advanced development model was proposed to
establish the context in which the filters of this report can play a vital role.

75
 REFERENCES

Baran, R., et al., "Stochastic Modeling for Improved Weapon Performance," Proc. Fifth U.S.
Army Symposium on Gun Dynamics, U.S. Army Research, Development and Engineering
Center, Watervliet, New York, 23-25 September 1987.

Bird, J.S., "Measurement of Tank Gun Dynamics in Support of a Dynamic Muzzle Referencing
System," Defence Research Establishment Ottawa Technical Report 1053, December 1990.

Blackman, S.S., Multiple Target Tracking with RadarApplications, Artech House, Dedham, MA,
1986.

Bogler, P.L., Radar Principleswith Applications to Tracking Systems, Wiley & Sons, New York,
1990.

Brosseau, T.L., M.D. Kregel, and A.F. Baran," Autonomous Accuracy Enhancement System,"
Proc. Sixth US Army Symposium on Gun Dynamics, U.S. Army Research, Development and
Engineering Center, Watervliet, New York, 1990.

Burke, H.H., T.R. Perkins, and J.F. Leathrum, "State Estimation of Maneuvering Vehicles via
Kalman Filtering," US Army AMSAA Tech. Report No. 186, 1976.

Chang, C.B. and J.A. Tabaczynski, "Application of State Estimation to Target Tracking," IEEE
Trans. Automatic Control, Vol. AC-29, No. 2, 1984.

Craig, R.R. Jr., Structural Dynamics - An Introduction to Computer Methods, Wiley & Sons,
New York, 1981.

Farina, A. and F.A. Studer, Radar Data Processing: Vol. I - Introduction and Tracking, Wiley
& Sons, New York, 1985.

Fitzgerald, R.J., "Simple Tracking Filters: Closed-Form Solutions," IEEE Trans. Aerospace and
Electronic Sys., Vol. AES-17, No. 6, 1981.

Gast, R.G., "Normal Modes Analysis of Gun Vibrations by the Uniform Segment Method," Proc.
Fifth U.S. Army Symposium on Gun Dynamics, U.S. Army Research, Development and
Engineering Center, Watervliet, New York, 23-25 September 1987.

Gelb, A., Applied Optimal Estimation, M.I.T. Press, Cambridge, Ma., 1974.

Goldstein, H., ClassicalMechanics, Addison Wesley, Reading, Ma., 1950.

Levin, V., "Accuracy Improvement of Flexible Gun Tubes - A Kalman Filter Approach," Proc.
Second U.S. Army Symposium on Gun Dynamics, U.S. Army Research, Development and
Engineering Center, Watervliet, New York, 19-22 September 1978.

76
McMillan, J.C., "An Integrated System for Land Navigation," Journal of the Institute of
Navigation, Vol. 34, No. 1, 1987.

McMillan, J.C., and Sang Seok Lim, "Data Association Algorithms for Multiple Target
Tracking," Defence Research Establishment Ottawa Technical Report 1040, July 1990.

Rouhi, A. and M. Farooq, "Development of a Multiple Structure Adaptive Target Tracking

Technique," Royal Military College of Canada, EE Tech. Report No. 89/9, 1989.

Roy, J.M.J, "Overview of Multisensor Tracking and Classification of Maneuvering Targets in a

Cluttered Environment," Defence Research Establishment Valcartier Momorandum DREV-
M-3018/90, April 1990.

Sasiadek, J.Z., and R. Srinivasan, "Dynamic Modelling and Adaptive Control of a Single-Link
Flexible Manipulator," AIAA J. Guidance, Control and Dynamics, Vol. 12, No. 6, 1989.

Sorenson, H.W,. Editor, Kalman Filtering: Theory and Application, IEEE Press, New York,
1985.

TTCP-WAG 10, "Tank Gun Systems Accuracy," Final Report, TrCP Sub-group W, Action Group
10, September 1989.

Woolfson, M.S., "An Evaluation of Manoeuvre Detector Algorithm," GEC Journalof Research,
Vol. 3, No. 3, 1985.

77
 APPENDIX A. DERIVATION OF Q VALUES FOR THE TRACKING FILTERS

The general continuous-time model of target motions, from (2-2), is

tc(t) = Fxc(t) + we(t) (A-1)

with the covariance of the driving process given by

E [wc(t)wc(,)T) = Qc(t)8(t-.)

If we look only at the velocity state in one horizontal direction, say VyG, the randon walk velocity
(RWV-r) continuous time velocity model is driven by white noise (from Eqn. (3-14)):

PyG(t) = WarG(t) (A-2)

We wish to estimate a value, Qc, for the covariance of w.. We will approach the problem first
from the discrete-time point of view and then return to continuous time. The discrete time
version of (A-i) is, as shown by (2-1):

xk÷1 = Ok Xk + Wk (A-3)

where, from (2-3),

= eF(tk÷1-k) (A-4)

But since F=O for the velocity state (A-2) of the RWV model, then c = 1. The discrete-time
velocity model is thus

vYG(tk.1) = vYG(tk) + Wk (A-5)

where we have simplified notation by redefining wk as the scalar noise process driving the vyG
velocity state. The covariance of this discrete driving noise is also given by (2-3):
E(wk) = = e'
CtkeF(t1-X)Qc( FT(tk÷e dTc (A-6)

but since F--O, this simplifies to

78
 Qk = fk+1Qc()d¶ (A-7)

which, for sufficiently small time steps (tk+1 - tk -+ 0), can be approximated by

Qk - Qc(tk) (tk+1 - tk) (A-8)

Thus by estimating a value for Qk = E(wk2 }, we can obtain the Qc we are looking for.

Let us assume that a reasonably maneuverable ground target is to be tracked, say one that
can accelerate from 0 to 100 km/hr in 5 seconds, or equivalently, can execute a 90 degree turn
at 100 km/hr in 5 seconds (both of which are quite realistic for modern fighting vehicles). This
is equivalent to an acceleration of 5.55 m/s 2 . With a discretization time step of tk+. - tk = 0.Is,
this corresponds to a velocity change of 0.555 m/s in 0.1s. Thus we will model the noise driving
the discrete velocity state as an uncorrelated Gaussian sequence with zero mean and covariance

Qk = (0.555 m/s)2 (A-9)

2 2
= 0.3 m /s

so that from (A-8),

QC - Qk / (tke1 -tk)
- 0.3 / 0.1 (A-10)
3
= 3 m 2/s

In the vertical direction, we assume the vehicle is only a tenth as maneuverable as it is

horizontally. Thus Qk in the vertical is (0.0555 m/s) 2 so the corresponding Qc is 0.03 m2 /s3 .
These are the values used in the Qc matrix in the RWV(r) simulations of Chapters 4 and 5.

For the angular rate model, RWV(s), a similar derivation is used. Since the range to the
target is unknown, however, a nominal range of about 2000m is used to derive the Q values.
(This is not atypical for land engagements.) A cross-range linear velocity change of 0.555 m/s
over 0.Is at a range of 2000m results in an angular velocity change of about 0.25 mrad/s. Thus
the discrete noise driving the horizontal angular velocity state will be assumed to have a
covariance of

Qk = (0.00025 rad/s) 2 (A-l1)

= 6.25 x 10-8 rad 2/S2

79
so that again from (A-8),

Qc - Qk / (tk.i -tk)
= 6.25 x 10-8 / 0.1 (A-12)
2 3
= 6.25 x 10-7 rad /s

The corresponding vertical angular velocity covariance, assuming the similar 1/10 maneuver-
ability, results in a Qc of 6.25 x 10-9 rad 2 /s3 .

80
 APPENDIX B. DERIVATION OF Q VALUES FOR THE MRS FILTER

To estimate the Q matrices for the muzzle reference filter, we take a similar approach as
for the tracking filters in Appendix A. First we must determine a level a "maneuverability" of
the gun barrel by looking at some of the collected field data. For the same sequence of data
shown in Fig. 6-6, the angular rate and acceleration of the mantlet are shown in Fig. B-1 and
Fig. B-2 respectively.

0.2-
idlet 6i6r Angular * C a WIs ftlatt alev unigular acel (-awa

rr
0.1.

-a ,
O .
-4o-

-0.2.
-46 ,

t €. t CS)

Fig. B-i: Mantlet angular rate Fig. B-2: Mantlet angular acceleration

From Fig. B-2, a not unreasonable assumption for the level of maneuverability of the mantlet can
be rather arbitrarily chosen as 3 rad/s 2 . For the 60 Hz sampling rate of the data in question, this
corresponds to an angular velocity change of about 0.051 rad/s in 1/60d' of a second. Thus we
will model the noise driving the discrete angular velocity state as an uncorrelated Gaussian
sequence with zero mean and covariance

Qk = (0.051 rad/s) 2 (B-I)

2 2
= 0.0026 rad /s

so that from (A-8),

QC - Qk / (tk,÷l-tk)
= 0.0026 / 0.0166667 (B-2)
3
= 0.16 rad 2 /s

From the first element of the vector equation relating the noise driving the angular velocity state
with the noise on the applied torque r, Eqn. (6-22), we can conclude

81
 E['c(ta)%(tb)] = 0.16 / 0.18162 8(ta - tb) (B-3)

= 86(ta - tb)

This value is then used to derive the remainder of the Q elements of Chapter 6.

82
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Sane Applications of Kalman Filtering in Advanced Land Fire Control Systems (U)

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Bird, J.S.

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The report describes several potential applications of Kalman filters for

advanced land fire control systems. TWo areas that are especially inportant
in the moving-target/moving-platform scenario are addressed in same detail:
the tracking and trajectory prediction of multiple maneuvering targets and the
prediction of gun pointing angles in the instant before firing. This is partic-
ularly important in the design of a dynamic muzzle reference system. The
equations for the filters are developed, simulations are described, and some
real data is processed through the muzzle angle prediction filter. An archi-
tecture for a complete advanced land fire control system is proposed.

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Kalman Filtering
Fire Control
Target Tracking
Gun Dynamics
Muzzle Reference

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