KSCE Journal of Civil Engineering (2017) 21(1):408-417 Surveying and Geo-Spatial Information Engineering

Copyright ⓒ2017 Korean Society of Civil Engineers

DOI 10.1007/s12205-016-0082-8 pISSN 1226-7988, eISSN 1976-3808
www.springer.com/12205
TECHNICAL NOTE

Study of the Variance Ratio Effect to Improve Conventional Kalman

Filter Applications in Vehicle Navigation System
H. T. El Shambaky* and Mosbeh R. Kaloop**
Received January 26, 2015/Revised 1st: April 17, 2015, 2nd: October 19, 2015/Accepted January 25, 2016/Published Online March 28, 2016

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Abstract

Recently Kalman filters have been widely used in vehicle navigation systems and various Global Navigation Satellite System
(GNSS) receivers. A conventional Kalman (CK) filter is found as an inferior solution to precisely determine the turning and
monitoring points in comparison with the Adaptive Kalman filter, previously. Therefore, this study aims at investigating a novel
solution to improve the CK. algorithm based on the effect of the variance ratio on the algorithm accuracy. The simulation process is
used to determine and update the characteristic equation of the Kalman algorithm system. In addition, the comparison between the
real observations for proposed updated CK (UCK) and Adaptive algorithms are applied and discussed in this study. The results,
herein, demonstrate that the variance factor ratio (variance ratio) can aid a CK algorithm to be more economical, precise and steady.
Moreover, the real observations prove that the CK filter with variance ratio performs more efficient than the adaptive one.
Keywords: kalman filter tuning, adaptive kalman, random process noise, vehicle navigation
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1. Introduction
Vehicle position estimation has become a cost-effective option
for the evaluation of infrastructure improvements, on-road traffic
management systems and in-vehicle driver support systems (Ma
and Andréasson, 2005; Yoon and Kim, 2015). Over the past
decade, a rapid evolution of the sophisticated microscopic position
estimation leads to applications of micro-simulation in transportation
and traffic engineering (Niklas and Tobias, 2012). Localization
or position estimation is one of the most important capabilities of
a traffic position. The most widely used approaches to localization
are based on evaluating the theoretic algorithms such as the
Kalman filter (Cross and Ramjattan, 1995; Almagbile et al., 2010;
Danezis and Gikas, 2013).
Nowadays, the Kalman Filter (KF) is widely used in Inertial
Navigation System (INS) and Global Navigation Satellite System
(GNSS) applications, more than normal least squares computation
because of the data organization (Lan et al., 2015). Whereas it can
be handled by the types of mini and microcomputers, commonly
dedicated to position–fixing and dynamic systems (Hu et al.,
2003; Lan et al., 2015). To carry out an ordinary least squares
computation using all available data up to any particular time
would involve massive sets of equations to solve and matrices to
invert (Cross and Ramjattan, 1995). KF has a degree of generality
that allows for a wide variety of mixes of aiding sensors which
may vary during an individual mission (Lan et al., 2015). The
data collected from the mix of aiding sensors can be processed in
a single KF, thus it has the property to act as a centralized KF.
The nonlinear relationships may appear in the system and can
be washed out in KF through the difference between measurements
and the predicted state vector, and the filter sub-problem becomes
linear. It maintains high dynamic response in the position,
velocity, and attitude state variables (Brown and Hwang, 1997,
Niklas and Tobias, 2012). A KF estimates the state of a dynamic
system with two different models, namely; dynamic and observation
models. The dynamic model describes the behavior of state
vector, while the observation model establishes the relationship
between measurements and the state vector. Both models are
associated with statistical properties to describe the accuracy of
the models. For many applications, the model statistic noise
levels are given before the filtering process and will remain
unchanged during the whole recursive process. Commonly, this
is a priori statistical information, and determined by test analysis
and certain knowledge about the observation type beforehand. If
such a priori information is inadequate to represent the real
statistic noise levels, Kalman estimation is not optimal and may
lead to unreliable results, sometimes even causes filtering
divergence (Mohamed and Schwarz, 1999; Hu et al., 2003).
One of the common problems with vehicle navigation using
KF is called ‘over shooting’ problem, which is the effect that the
dynamic model keeps position estimation along with the previous
trend while a vehicle actually turns into another direction (Hu et

*Assistant Professor, Civil Engineering Dept., Misr Higher Institute for Engineering and Technology, Mansoura, Egypt (E-mail: hossam4000talat@gmail.com)
**Associate Professor, Public Works and Civil Engineering Department, Faculty of Engineering, Mansoura University, Mansoura 35516, Egypt (Corre-
sponding Author, E-mail: mosbeh.kaloop@gmail.com)

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 Study of the Variance Ratio Effect to Improve Conventional Kalman Filter Applications in Vehicle Navigation System
al., 2003). Two different techniques have been developed to deal
with this estimation problem, containing both stochastic and
functional model adaptation. The stochastic model approach
mainly estimates the model error covariance matrix by the
windowing method. The functional model approach runs several
KFs in parallel, each operating using different dynamic models
(Yang and Gao, 2006).
In the stochastic model approach different mathematical proofs
are used to obtain the newly updated covariance matrices through
adaptive factors, as done by Mohamed and Schwarz (1999),
Congwei et al. (2003) and Yang and Gao (2006). The Adaptive
filtering is one of the type of KF which tries to determine the
statistic parameters of the dynamic system based on the behavior
of the system during data processing, and more discussion and
previous studies are presented in Hu et al. (2003) and Jwo et al.
(2010). Herein, the cardinal question is what rules should be
followed or whether there exists some optimal adaptive factor?
In general, an optimal adaptive factor should satisfy the conditions
that the theoretical uncertainty of the predicted state output from
the adaptive filtering equals or nearly equals its actual estimated
uncertainty, and/or the theoretical uncertainty of the predicted
residual vector equals or nearly equals its actual estimated
uncertainty (Yang and Gao, 2006). Therefore, Wang et al. (2010)
studied the effect of variance and covariance component on the
Adaptive filter resolution in the tracking of vehicle position, and
found that the filter accuracy is increased with variance and
covariance factors.
Previously, Hu et al. (2003) and Reina et al. (2007) studied the
investigation of the Adaptive Kalman (AK) and conventional
Kalman (CK) filter algorithms for vehicle and mobile robot
navigation system, and observed that the AK filter is more
suitable to improve the accuracy position of vehicles and robots.
Furthermore, Wang et al. (2010) increased the efficiency and
accuracy of AK filter based on variance-covariance (V-C) matrix
effects. Hence, this paper aims to increase the efficiency of the
CK algorithm in the vehicle position application based on a
novel application for the variance ratio, which relates to both V-
C matrices of process random and observations’ noise. The
comparison between novel applications for the CK algorithm
with V-C factor and the AK filter will be discussed and
presented. Moreover, the implication of variance ratio effects on
the normal AK filter will be studied.
2. General Review of Conventional and Adaptive
Kalman Algorithms
CK system has two models; dynamic and observations models.
This study assumes that a general dynamic model system is
linear:
X k + 1 = Φ k + 1, k X k + Γ k + 1, k Ω k
Where Xk + 1 denotes n × 1 state vector at time interval k + 1,
Φk + 1, k the n × n transition matrix, Γk + 1, k the n × m Jacobian
matrix with respect to Ωk, and Ωk is m × 1 state noise vector.
Vol. 21, No. 1 / January 2017
Also, the observation model system as follow:
L k + 1 = B k + 1 Xk + 1 + V k + 1 (2)
Where Lk+1 represents l × 1 observations vector, Bk+1 the l × n
design matrix, and Vk + 1 the l × 1 observational noise vector. In
addition, the system designed has been pre-assumed some
conditions as follow: E ( Ω ) = 0 , E ( V ) = 0 , E ( X ) = X̂ , also for
the auto-covariance matrices assumed that: cov(Ωk, Ωj) = QΩkδkj,
cov(Vk, Vj) = RLkδkj, var(Xk) = Pk, also assumed there is no
covariance between the state noise vector and the observations’
noise vector cov(Ωk Vj) = 0, and δk,j is the δ function of
Kronecker (Congwei et al., 2003; Grewal and Andrews, 2008).
To solve the system there are two phases. First phase (time
update), with two equations:
X̂k + 1 ⁄ k = Φk + 1, k X̂k ⁄ k (3)
T T
P k + 1 ⁄ k = Φ k + 1, k P k ⁄ k Φ k + 1, k + Γ k + 1, k Qk Φ k + 1, k (4)
Second phase (measurements update), with three equations:
T T –1
K k + 1 = P k + 1, k B k + 1 ( B k + 1 P k + 1, k B k + 1 + R k + 1 ) (5)
Where Kk+1 represent the gain matrix.
X̂k + 1 ⁄ k + 1 = X̂k + 1 ⁄ k + Kk ( Lk + 1 – Bk + 1 X̂k + 1 ⁄ k ) (6)
Pk + 1 ⁄ k + 1 = ( I – Kk + 1 Bk + 1 )Pk + 1 ⁄ 1 (7)
Where X̂k + 1 ⁄ k + 1, Pk + 1 ⁄ K + 1 are the estimated state vector and its
co-factor matrix at time interval k+1 (Welsh and Bishop,
2001). But tracking of maneuvering targets requires adaptive
estimation techniques since the corresponding system models
are partially unknown and possibly time varying (Niehen,
2004).
Adaptive methods can be classified into two branches, first:
stochastic model adaptation, second: functional model adaptation.
In the first approach the adjustment of V-C matrices of process
random or/and observations’ noise is through updating step
injection such as Sage–Husa adaptive filtering (Mohamed and
Schwarz, 1999; Wang et al., 2000; El Shambaky, 2011). An
example of these techniques is adaptive estimation of observations’
noise based on innovation sequence (Chen and Huang, 1994;
Mohammed and Schwarz, 1999; Yang and Xu, 2003).
T
R̂k + 1 = Ĉv – Bk + 1 Pk, k Bk + 1 (8)
Where Cv is the estimated V-C matrix of the innovation which
is computed based on the windowing strategy. From Eq. (8) the
outcomes must be a positive definite. However, this outcome is
not guaranteed since two positive definite matrices are subtracted.
While, the second technique used adaptive estimation of
observations’ noise based on residuals sequence to guarantee
positive definite outcomes (Wang et al., 2000).
T
(1) R̂k + 1 = Ĉv + Bk + 1 Pk + 1, k + 1 Bk + 1 (9)
Alternative techniques use the adaptation of process random
noise by an adaptation factor α according to the Eqs. (10), (11)
(Ding et al., 2007).
− 409 −
 H. T. El Shambaky and Mosbeh R. Kaloop
trace ( Ĉv – Rk + 1 )
α k + 1 = -------------------------------------------------
T
- (10)
trace ( Bk + 1 Pk, k Bk + 1 )
Q̂k + 1 = Qk αk + 1
Moreover, some adaptation techniques use the update of state
vector‘s V-C matrix in injection step instead of process random
and observations’ V-C matrices. The main idea for these techniques
depends on adaptive factor, coming from risk function minimization.
The adaptive factor may be expressed by estimated covariance
matrix of predicted residuals. Since, the form of the adaptive
factor can be calculated as follows:
⎧1 tr ( ( Ĉv ) < tr ( C̃v ) )
⎪ to the updating process of V-C process and observations’ noise
βk + 1 = ⎨ tr( C̃v )
⎪ --------------- otherwise
⎩ tr( C̃v )
where C̃v is the theoretical adaptive innovation. On the other
hand, the adaptive factor can be expressed by estimated covariance
matrix of predicted state as follows:
⎧1 tr ( Ĉv̂ ) < tr( Pk + 1 ⁄ k )
⎪
βk + 1 = ⎨ tr ( Pk + 1 ⁄ k )
⎪ ----------------------- otherwise
⎩ tr ( Ĉ v̂ )
Ĉv̂ is the V-C matrix of the difference between predicted and
estimated state vector at the same time interval. From Eqs. (12)
and (13) the updated V-C of the state vector is calculated as in
Eq. (14) (Yang and Gao, 2006).
Pk + 1, k = ( 1lβk + 1 )Pk, k
Some of these techniques use maximum likelihood estimator
of innovation to get the AK filter as in Eq. (9) (Mohamed and
Schwarz, 1999). The above mentioned techniques use two
strategy of windowing; sages and present time interval windowing
(Almagbile et al., 2010). On the other side, the functional model
adaptation depends on multiple model based adaptive estimation,
where a bank of KF runs in parallel under different models for
the filter’s statistical information (Chen and Huang, 1994; Wang
et al., 2000; Mohamed and Schwarz, 1999; Yang and Gao, 2006).
3. The Strategy of the Research
Most of adaptive techniques take only a snapshot for a
particular condition of the adaptive filter (Hu et al., 2003, Kaloop
and Kim, 2014). They did not study the behavior of the adapted
filter through all the conditions and circumstances which can
affect the adaptive filter. So, we must follow the strategy of
rewards when tuning the adaptive filter such that, some rewards
when changing an individual tuning parameter might result
larger errors, but once other parameters are tuned the end results
might actually be better. In this case the long term rewards are
most important, once future states are taken into account along
with the rewards of those states (Goodall, 2009).
This study uses the stochastic model adaptation techniques
with present time interval windowing. It is noted that previous
techniques did not take into consideration the effect of time to
maintain the balance between the V-C process random and
(11) observations’ noise matrices.
Our trust in dynamic or observations model differs according
to the attainable amount of information at every time interval.
The time interval (epoch) used to collect observations in real-
time kinematic (RTK) technique, for tracking of moving target,
is essential to choose a priori level of V-C process random and
observations’ noise. The first question is whether the relationship
between variance factors and tracking time is to adapt the CK as
in the various mentioned adaptation techniques. The second
question is whether a CK algorithm adjusts its behavior according
(12)
matrices. The final question is whether a CK with suitable V-C
process random and observations’ noise matrices is more steady
and precise than adaptation algorithms.
The answer to these questions can be addressed in three steps.
First, an analysis of a simulation process including vehicle
tracking is used to identify the effect of tracking time on obtained
results. From the first step, the achieved suitable tracking time
(13) leads to the variance ratio between V-C process and observation
noise. Second, the comparison between CK and some of
mentioned adaptive techniques is established to reveal the effect
of variance ratio. Finally, a real tracking problem is used as a
case study to deliver a final conclusion.
4. The Simulation Process
(14)
As known that the covariance matrix of the random vector
process noise Q plays a vital role in Kalman algorithm (Middleton,
2002; Wang et al., 2010). It has a great effect on the covariance
matrix of observations, the covariance matrix of the estimated
state vector and on the Kalman gain matrix. It contributes to the
overall uncertainty of the estimate, as it is added to the error
covariance matrix in each time step. In addition, the performance
of a KF does not depend on the selection of absolute levels of Q
and R, but on their relative relationship.
Therefore, the reasonable way to analyze the noise statistics’
influence on the estimation errors is based on Q matrix influence
interpretation when R matrix is fixed (Malleswari, 2009). The
KF output when Q is large tracks larger changes in the actual
output more closely than the KF output with smaller Q.
Moreover, the optimal selection of Q matrix guarantees the
balance between the estimation errors due to measurements
noise and the weak connection between previous estimates and
current measurements (Middleton, 2002; Wang et al., 2010).
However, large Q is much noisier, as the estimate is allowed to
“move” more in one time step. This implies, there is a performance
trade-off between tracking and noise in the output, in the choice,
of Q for the KF (Middleton, 2002).
The determination of the process noise covariance Q is
generally more difficult as we typically do not have the ability to
directly observe the process we are estimating. Sometimes a
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 Study of the Variance Ratio Effect to Improve Conventional Kalman Filter Applications in Vehicle Navigation System

points.
E 1 0 Δt 0 E Δt ⁄ 2 0
2

N 0 1 0 Δt N a
+ 0 Δt ⁄ 2 E
2
= (17)
VE 0 0 1 0 VE Δt 0 a NK
Vn K + 1 0 0 0 1 VN K 0 Δt

E
X 1 0 0 0 N v
= + x (18)
Y K + 1 0 1 0 0 VE vy K + 1
VN K + 1

The initial values used for the parameters can be assumed as

Fig. 1. The Trajectory of the Navigated Simulation Vehicle Used
relatively simple (poor) process model can produce acceptable
results, if one “injects” enough uncertainty into the process via
the selection of Q (Malleswari et al., 2009). Furthermore, the
reason to have a proper selection of both Q and R matrices is to
overcome the problem called ‘over-shooting’. It is the effect that
the dynamic model keeps position estimation along with
previous trend while a vehicle actually turns to another direction
(Hu et al., 2003). For above mentioned reasons, the authors will
relate process noise covariance Q with observations R through a
ratio between their variance factors and using discrete Kalman
filter algorithm. Therefore, this study is limited on discrete linear
Kalman filter applying to the vehicle tracking problem. Let’s
describe the covariance matrices in CK as follows:
cov( Ωk ) = σΩQk, cov ( Lk + 1 ) = σL Rk + 1
2 2
(15)
Where σΩ, σL are the variance factors, now we can expect the
2 2
follows: the variance for the acceleration and measured coordinates
in both directions will vary from (0.000001 to 0.1). Therefore,
according to the given ratio, as shown in Eq. (16), the value of
variance ratio r is a subset from the closed set [0.00001,10], for
the assumed elements of the state vector 1.0. Also, the initial
values for the vehicle position equals (50344.732, 17744.985)
near to the first coordinates of the measurements. The initial
velocity is (-19.181, 3.973). In this section, the moving estimation
window is assumed equally, so the filters will depend only on the
real time residuals, and they will not need any memory to store
residuals from previous time intervals. The time interval of
observations is t ∈ [ 1, 25 ] sec.
A limit used to determine optimum solution, the mean absolute
distortion (D) from the true position of the moving vehicle along
the trajectory. This limit is shown in Eq. (19), where m is the
total number of measurements or the number of time intervals.
This limit is used to be more real. If the average distortion in
each direction is used as a guide to judgment, it will give
incorrect results, because with different signs and big distortion
in every time interval the result will be zero or near to it.

1m 2 2
variance ratio (r) between variance factors as in Eq. (16). D = ---- ∑ ( Δxi + Δyi ) (19)
mi
2 2
r = σΩ ⁄ σL (16)
where Δx, Δy are the distortion of x and y directions, respectively
To observe the effect of time on choosing this ratio, a vehicle for the ith time interval.
navigation numerical example is used. Fig. 1 illustrates the Figure 2 illustrates the optimum solution can be calculated
trajectory of the simulation vehicle tracking used in this part.
The dynamic model will have the state vector containing four
elements: two for the vehicle’s position and one each for the east
and north components of the vehicle’s velocity. The driving noise
will contain the two components of the vehicle’s acceleration for
the east and north directions. Eq. (17) represents the dynamic
model, describing the vehicle motion where (E, N) represent the
predicted east and north coordinate of the vehicle, (VE, VN) are
the velocity of the vehicle in both directions, and (aE, aN) are the
accelerations. Δt represents the time interval to observe the
vehicle’s position. Eq. (18) represents the measurement system.
( X, Y )K represents the measured coordinates of the vehicle’s
+1

position at time interval K+1, and (vx, vy) represents the errors in
the measurements at time interval K+1 (Cross and Ramjattan,
1995). The number of observations equal to 228 monitoring Fig. 2. The Optimum Solution of UCK

Vol. 21, No. 1 / January 2017 − 411 −

 H. T. El Shambaky and Mosbeh R. Kaloop

Table 1.Optimum Solution of the Vehicle’s Position with UCK and Different Adaptive Algorithms
UCK Eq. (9) Eq. (11) Eq. (12) Eq. (13)
Time
interval D RMS D RMS D RMS D RMS D RMS
(m) (m) (m) (m) (m) (m) (m) (m) (m) (m)
1 17.309 0.321 20.850 2.454 212.209 0.100 17.393 0.469 17.393 0.468
2 17.337 0.305 21.993 2.523 145.259 0.316 17.274 0.938 17.273 0.929
3 17.086 0.299 20.125 2.461 145.054 0.316 17.123 1.026 17.121 1.017
4 17.629 0.287 17.581 3.512 144.369 0.316 17.045 1.132 17.043 1.122
5 16.974 0.297 19.341 2.526 144.610 0.316 16.990 1.055 16.988 1.046
6 17.080 0.303 21.317 2.446 144.910 0.316 17.102 0.967 17.101 0.958
7 17.682 0.307 22.783 2.665 145.061 0.316 17.278 0.881 17.278 0.873
8 17.424 0.293 22.811 3.236 145.032 0.316 17.221 1.096 17.220 1.086
9 17.309 0.297 23.317 3.841 145.239 0.316 17.311 1.050 17.309 1.041
10 17.361 0.301 23.715 4.545 145.341 0.316 17.413 1.001 17.412 0.992
11 17.568 0.304 24.187 5.332 145.404 0.316 17.535 0.950 17.534 0.942
12 17.934 0.306 24.659 6.186 145.462 0.316 17.675 0.902 17.674 0.894
13 18.137 0.288 24.422 7.510 145.508 0.316 17.831 0.856 17.642 1.114
14 17.986 0.292 24.614 8.623 145.657 0.316 17.729 1.101 17.728 1.091
15 17.921 0.295 24.753 9.812 145.771 0.316 17.816 1.076 17.815 1.067
16 17.971 0.297 24.842 11.073 145.862 0.316 17.907 1.050 17.905 1.041
17 17.965 0.300 24.905 12.403 145.939 0.316 18.001 0.316 17.999 1.014
18 18.054 0.302 25.167 13.798 146.011 0.316 18.101 0.994 18.100 0.986
19 18.202 0.303 25.486 15.254 146.081 0.316 18.207 0.966 18.206 0.957
20 18.394 0.305 25.795 16.767 146.153 0.316 18.320 0.938 18.319 0.929
21 18.642 0.306 26.098 18.335 146.226 0.316 18.438 0.911 18.437 0.902
22 18.939 0.307 26.399 19.953 146.302 0.316 18.560 0.885 18.560 0.877
23 19.014 0.288 26.399 19.953 146.408 0.316 18.500 1.126 18.498 1.116
24 18.951 0.290 27.179 23.325 146.521 0.316 18.586 1.113 18.584 1.103
25 18.919 0.292 27.717 25.070 146.623 0.316 18.672 1.100 18.671 1.090

when different ratios of variance (variance factor ratio (r)) used
with different time interval of collecting data. Furthermore, the D
of updated CK (UCK) is presented in Table 1 and Fig. 2. From
Table 1 and Fig. 2, it can be shown that the relation between time
interval (t) and variance ratio (logr) is decreased, while the
optimum D is increased.
From Fig. 2, it can be seen that the variance ratio is a step
function with time. It infers that through intervals one to three
sec. the variance ratio has rapidly increased to change, but from 4
sec. and more the steady state of variance ratio becomes much
longer. Therefore, the same optimum solution can be found at the
same specified time interval. From these results it can be
concluded that the memory in collecting data, through time
interval choosing, can be saved.
Moreover, from Fig. 2, it can be noted that the optimum
solution has a phase period according to the time interval, for a
specified interval the peak raises and falls. From Fig. 2, it can be
seen that the intervals in which variance ratio r is constant and
the tracking time t is varying to get minimum D. In Fig. 2, each
constant interval of variance ratio r has a concave parabola with
minimum D at a certain tracking time interval t. In-between
every constant step of variance ratio r there is a transition region
that the D will change dramatically with tracking time t.
Therefore, each constant step of variance ratio r has one point
as a minimum D nearly to the middle of the parabola and two
maximum D at the beginning and at the end of the constant step
variance ratio r. Moreover, in the first time interval, one to three
seconds, it can be seen that there is a rapid change in amplitude
with time. While with the time interval more than 10 second, it
can be noticed that it is much longer. In addition, it can be shown
that the change in amplitude is smoother and the wave length is
much longer, this is the first property. So, for every specified
time interval there is bottom which is given a minimum D. This
is the second property that must be taken into consideration
while choosing the time interval value. As an example for the
time interval from four to seven seconds, the best value of this
time interval is found as 5 seconds. Finally, the figure shows the
relation between time and D is nearly a sine wave with inclined
axis and with wavelength directly proportional to time and
amplitude inversely proportional to time. It reveals that the time
is the main factor for the position accuracy.
Figure 3 illustrates the relation between the time interval, D
and variance ratio. It is obvious; the trend of the graphs is a
quadratic equation. In addition, it can be seen that the variance
ratio is decreased with the increase in time interval. Furthermore,
from Figs. 2 and 3, it can be observed that the best solution for
the point position occurred at time interval of ‘five seconds’. The
governing equation can be excluded from the previous Figs. 2

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 Study of the Variance Ratio Effect to Improve Conventional Kalman Filter Applications in Vehicle Navigation System

Fig. 3. The relation between Time Intervals, Variance Ratio, and D
and 3to describe a complete relation between instant distortion
(y), time interval (t) and the variance ratio (r) as shown in Eq.
(20). This equation is a novel relation between the three parameters,
and it can be used to extract the optimum position of vehicles
based on the variance ratio and time interval factors.
2
y = a ( log ( r ) – εt ) + z
Where:
a = A constant describes the rate of change of the parabola
(Croft and Davison, 2008)
y = Represents the distortion at specified designed time t and a
specified r
z = Is the minimum distortion which can be calculated from
Fig. 3.
ε = Is the inverse proportional constant with time t which
shifts the parabola on x axis
In the present case, observing the equation which describes the
behavior of the dynamic model using CK algorithm is required.
Eq. (20) can be used to predict the most suitable designed time
interval value, and the variance ratio to obtain the minimum D
with minimum amount of memory used to save data by using
CK filter. A comparison study between CK with variance ratio or
UCK and the aforementioned adaptive techniques will be
discussed in the next section to answer the strategically research
questions.
5. The Comparison between updated Conven-
tional Kalman and Adaptive Kalman
(20) In this section, the same problem used in simulation process

Table 2. Improvement of D of the Vehicle’s Position Based on Variance Ration Effect for both Eqs. (9) and (11)
Eq. (9) Eq. (11)
Tracking time
Before (m) After (m) Improvement % Before (m) After (m) Improvement %
1 20.850 17.292 17.064 212.209 17.299 91.848
2 21.993 17.386 20.950 145.259 17.327 88.071
3 20.125 17.118 14.942 145.054 17.078 88.226
4 17.581 17.581 0.000 144.369 17.620 87.795
5 19.341 16.978 12.218 144.610 16.973 88.263
6 21.317 17.024 20.142 144.910 17.080 88.213
7 22.783 17.653 22.514 145.061 17.691 87.804
8 22.811 17.540 23.106 145.032 17.417 87.991
9 23.317 17.377 25.475 145.239 17.304 88.086
10 23.715 17.344 26.863 145.341 17.353 88.061
11 24.187 17.590 27.275 145.404 17.556 87.926
12 24.659 18.040 26.844 145.462 17.927 87.676
13 24.422 18.819 22.944 145.508 18.123 87.545
14 24.614 18.636 24.288 145.657 17.974 87.660
15 24.753 18.484 25.327 145.771 17.908 87.715
16 24.842 18.342 26.164 145.862 17.904 87.725
17 24.905 18.227 26.814 145.939 17.951 87.700
18 25.167 18.355 27.066 146.011 18.042 87.643
19 25.486 18.589 27.060 146.081 18.186 87.551
20 25.795 18.870 26.846 146.153 18.380 87.424
21 26.098 19.197 26.441 146.226 18.631 87.259
22 26.399 19.987 24.288 146.302 18.933 87.059
23 26.399 19.987 24.288 146.408 19.001 87.022
24 27.179 20.587 24.256 146.521 18.939 87.074
25 27.717 21.247 23.343 146.623 18.908 87.105

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 H. T. El Shambaky and Mosbeh R. Kaloop

will be solved by AK algorithms with tracking time 5 seconds

and pre-determined variance ratio r = 0.01. The Eqs. (9), (11),
(12) and (13) are used to calculate the tracking position of the
vehicle, and the results of D are listed in Table 1. Moreover, the
Root Mean Square (RMS) error is presented to check the steady
state of applied methods and precision. Additionally, the
comparison between the UCK, supplied by variance ratio, and
Eqs. (9), (11), (12) and (13) results is presented.
From Table 1, it can be shown that the worst cases of the AK
solution are obtained from Eqs. (9) and (11). Also, it can be seen
that the UCK is nearly identical with adapted algorithms based
on estimated covariance matrix of predicted residuals or
predicted state. The results showed the mean RMS of D of UCK,
Eq. (12) and Eq. (13) results 0.297, 1.055 and 1.046 m,
respectively. It reveals that the UCK supplied by variance ratio
can be used to estimate the vehicle position with time and
memory saved with high precision.
Therefore, the worst algorithm is the adaptive algorithm based
on the adaptation of process random noise by an adaptation
factor α. The main reason that Eqs. (9) and (11) give high
distortion is; these equations did not keep the variance ratio
through updating steps and the equations let the V-C matrices
vary independently. Otherwise, the main result from this analysis
is, the UCK has performed most efficiently among the adaptive
algorithms. Now, based on Eqs. (9) and (11) it will be tried to
apply the variance ratio through updating step for these equations.
Table 2 illustrates the improvement of Eqs. (9) and (11) by
utilizing the variance ratio into both techniques. From Table 1
and 2, it is clear that the injection of variance ratio for the two
equations is highly effected for the two equations. Moreover, it
can be seen that the D of Eq. (9) and (11) is improved by 23%
and 88% as an average value, respectively. The distortion is
shown to fall down especially in the adaptive algorithm based on
the adaptation of process random noise by an adaptation factor
(α). Therefore, it can be concluded that the variance ratio can be
used to increase the precision of movement of positioning points
for the normal adaptive filter also.
Moreover, the adaptive algorithm based on predicted state
sequence becomes nearly identical with UCK, based on variance
ratio. From the above comparison the first two questions in this
research strategy have been answered. To address the last
question, UCK and Eq. (13) of adaptive algorithms will be used
to handle a real life example in tracking a moving vehicle as
illustrated in the next section.
6. Real-life Tracking Experiment
This experiment used a system of two Trimple GRX1200 GG
pro-GNSS. One of the receivers is held fixed at a roof of the Misr
Higher Institute for Engineering and Technology (MET) building
with known coordinates. The other receiver is kept moving along
north part of the ring road for El Mansoura city-Egypt. The
distance between the start point and base station is 2.63 Km. Fig.
4 illustrates a diagram for the experimental system design.
Fig. 4. Car Tracking Diagram for the Real-life Experiment
The Real Time Kinematic (RTK) technique is used to extract
the coordinates of moving vehicle’s position. According to the
previous simulation, process can choose the five seconds time
interval value. The variance ratio used was 0.01 and the initial
vehicle coordinates were (4670929.562, 2849344.540). The
initial velocity in both directions was assumed (0.000, 0.000).
The coordinates of the vehicle is collected every five seconds.
The same dynamic model of simulation process is used to predict
the vehicle’s position.
The real V-C matrix of observations is used in the measurement
equations. UCK and the adapted algorithms based on estimated
covariance matrix of predicted state is used to calculate the D for
the vehicle track. Fig. 5 shows the distortion resulted from both
UCK and the adaptive technique (calculated by Eq. (13)).
Herein, the Eq. (13) is selected, as it has minimum average
resultant distortion and minimum root mean square error relative
to other adaptive techniques as illustrated in Table 1.
Furthermore, Figs. 6 showed the trend of the Standard Deviation
(SD) at east and north directions for the estimated position, based
on UCK and adaptive techniques Eq. (13) solutions. From these
figures, it can be seen that the average value of D for the UCK
and adaptive technique is 51.868 m and 51.996 m, respectively.
It implies that the two methods have much close values of the
distortion, but the UCK showed a better precision than adaptive,
as shown on the Figs. 6.
From Fig. 6; it can be seen that the maximum SD of predicted
coordinates using UCK and adaptive one are 2.5, 1.4 m; and 9.5,
6.8 m in east and north directions, respectively. Therefore, it can
be concluded that the UCK gives more precise and steady
estimates for the vehicle position in both directions than the
adaptive technique. Therefore, this provides the answer for the

− 414 − KSCE Journal of Civil Engineering

 Study of the Variance Ratio Effect to Improve Conventional Kalman Filter Applications in Vehicle Navigation System

Fig. 5. (a) Experimental Vehicle Position for the UCK and AK of Eq. (13), (b) Zoom View

Fig. 6. SD of Vehicle Position for the UCK and AK of Eq. (13) of: (a) East, (b) North Directions

Fig. 7. Vehicle Position Distortion for the UCK and AK Filters at: (a) East, (b) North Directions

third question in the present research strategy. Finally, the
distortion behavior of both algorithms in tracking the moving
vehicle is shown in Fig. 7, in both directions for the two
algorithms used. From Fig. 7, it can be shown that the SD of the
D of the position error of vehicle for the UCK and AK filters are
43.015 and 48.420 m, respectively. Also, from this figure, it can
be seen that the both of them have almost the same route to track
the moving target. Therefore, it can be concluded that the two
methods can be used to determine the position of vehicle but the
more precise and has a steady state is an UCK.
Finally, this study depends mainly on the mathematical model
used in Eqs. (17) and (18) to track a moving target, so all the

Vol. 21, No. 1 / January 2017 − 415 −

 H. T. El Shambaky and Mosbeh R. Kaloop
results gained from the simulation process represent a specific
characteristic of this model. According to this fact, Eq. (20) is not
a general equation can be used with different mathematical
tracking models; it is only an estimated equation can be used to
represent the behavior of the mathematical tracking model of KF.
From this equation, it can be predicted the initial suitable values
of both variance ratio and tracking time to improve the behavior
of discrete KF. So, the simulation process used must be applied
before a practical use of a different mathematical model to get a
suitable equation relates to both variance ratio and tracking time
in order to have an optimum distortion. However, our future
study will be focused on to find a unified equation related to both
variance ratio and tracking time to estimate the optimum solution
of distortion.
7. Conclusions
Conventional Kalman filter is very sensitive to the selection of
the vehicle navigation noise level. One of the approaches tries to
use adaptive Kalman filters to adjust the dynamic vehicle model
noise based on the divergence of the dynamic and the observation
models. In this study, conventional Kalman algorithm is used with
variance factor ratio, which relates to both variance covariance’s (V-
C) matrices of process random and observations’ noise. From the
results, it can be seen that the suitable ratio depends mainly on the
time of observation. The time of observation is the tool to determine
the level of trust in both dynamic and measurement models.
Pre-analysis of conventional Kalman algorithm gives a
characteristic equation (Eq. 20), this equation can be used to
determine a variance ratio. Also, the variance ratio can improve
the estimation performance of worst cases for the adaptive
algorithms; in addition, it can decrease the effectiveness of the
independent variation occurring in both process and observations’
random noise. Variance ratio assisted the conventional Kalman
to use minimum time of observation which results in saving
memory, and in the same time has a minimum tracking distortion.
Moreover, it can be attained more precisely and steadily by
Updated Conventional Kalman (UCK) than adaptive algorithms.
Finally, the limitation of this study is the simulation process for
the optimum distortion should be applied before a practical use
of a different mathematical model. Therefore, the future work
will be focused on trying to find a unified equation related to
both variance ratio and tracking time to estimate the optimum
solution of distortion using the same kinematic model.
Acknowledgements
The authors would like to thank the reviewers for their
valuable comments and suggestions to improve the quality of the
paper.
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