Unbiased Converted Measurements for Tracking where r,P are the true range and bearing angle of

the target, ur and op, respectively. By using the

polar-to-Cartesian transformation, the classical Baseline model
converted measurements are given by
The exact compensation for the bias in the classical
polar-to-Cartesian conversion is shown to be multiplicative and x, = r,,,cos/?,; y, = r,,, sin/?,. (2)
to depend on the statistics of the cosine of the angle measurement
Why they As pointed out in [2], this conversion can give biased
are doing errors. An unbiased conversion is presented. A comparison
the work between this unbiased conversion and the previously presented estimates owing to the nonlinear transformation of the
debiased conversion is made. The unbiased spherical-to-Cartesian
noisy bearing. The exact compensation procedure for
these biases depends on more knowledge about the
conversion is also presented and evaluated.
bearing noise vp. This can be made explict assuming a
symmetric probability density function (pdf) f ( u ) for
I. INTRODUCTION the bearing noise up. From the symmetry of the pdf
The converted measurement method is a popular f ( u ) , it is obvious that
linearization technique for tracking in Cartesian
coordinates [l].The classical version of this method, E(sinvp) = 0. (3)
Problem which converts the radar measurements from polar
they are coordinates to rectangular (Cartesian) coordinates, Taking expectation in (2), we have
trying to
address
gives biased and inconsistent estimates for certain
levels of the cross-range measurement error [2]. A E(x,) = Xpr cos p; E(y,) = Xpr sin p (4)
debiased conversion for 2D tracking with additive
Main where X p = E(cosuo) is the bias compensation factor.
purpose of
bias compensation, previously presented for Gaussian
conducting noise case [2], gives slightly biased estimates but is Thus the conversion (2) is biased if A, # 1. An
study acceptable for practical noise levels. In this work the unbiased conversion can be given when A, # 0 (this New
exact debiasing is derived for the general case. It is condition is valid at least for the unimodal pdf f ( u ) model/approach
shown that the exact compensation for the bias in and the uniform distribution within [-a,a] (a < T ) ) ,
the classical conversion is multiplicative in its nature as
and depends on the statistics of the cosine of the 5)
angle measurement errors. The unbiased conversions
for 2D and 3D tracking are presented here. They Note from the above the multiplicative nature of the
depend on the statistics mentioned above and apply bias. The previous work [2] carried out an additive
Assumption to non-Gaussian errors as well. The approach given is compensation for debiasing.
simpler and more efficient than that of [2]. Simulation The elements of the true covariance R, of the
and comparison results are presented to show the unbiased converted measurements ( 5 ) are given by
performance of the unbiased conversion.
R: = var(xL I r, p)
II. UNBIASED CONVERTED MEASUREMENTS
= Xp2(r2 + a~)E(cos2
p,) - r2cos2p (6a)
A. 2D Case
R;2 = var(yi I r , p )
To be simple and clear the main idea and
derivations are given for the 2D case, and then the = Xg2(r2+ o:)E(sin2&) - r2sin2p (6b)
results are extended to the 3D case in Subsection €3.
For the 2D case the measured range and bearing R:2 = COV(X;,~:I r , P )
(azimuth) can be defined as
= xp2(r2+ $>E(sinp,cosp,)
r,,, = r + u,.; p, =p c un (1)
- r2 sin p cos p. (6c)
Manuscript received January 3, 1997; revised October 24, 1997 and
January 14, 1998. The unbiased converted measurements ( 5 ) and the true
covariance (6) require the compensation factors Ap =
IEEE Log NO. T-AES/34/3/06045.
E(cosup)and Xb = E(cos2vp). The true covariance
The work of Y. Bar-Shalom was sponsored by ONR Grants R, is, however, unavailable in practice owing to
N00014-9 1-5-1950, N00014-97- 1-0502, and AFOSR Grant the requirement for the true range and bearing of
F49620-94- 1-0150.
the target to be also known. It is thus necessary to
replace Rt with an approximate covariance that does
0018-9251/98/$10.00 @ 1998 IEEE not include the true range and bearing. There are

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several approaches to approximate the true covariance. B. 3D Case
The one presented in [2]replaces Rt by the average
covariance R, = E[R, I r,,P,]. The average covariance The unbiased conversion for the 3D case can be
R, will be, in general, larger than the true covariance obtained similarly. The observations in the 3D case
Rt conditioned on the true range and bearing [2]. are
Another procedure (which is simpler, but also more
accurate, as will be seen later) is given here. Namely, r, = r + ur; 0, = p + up; E, =E + uE (8)
the squared error is averaged directly conditioned on
where Y, 0, and E are the true range, bearing, and
the observations. In this new approach, the elements
elevation angles of the target, v,., vp, and vEare
of the covariance, denoted as R,, are given by
independent zero-mean noise with the standard
deviation n,., ap, and a,, respectively. The unbiased
conversion for this case is given, similarly to the 2D
case, as

xk = Xp'X;'r,cosp,cosE, (94
= E{Xp2r:,cos2P,,, + (r,,,- uT)' cos2(P,, - v0) yk = Xp'X;'r,sinP,cosE, (9b)
- 2Xp1rT,,(r,,t +
- v ~ ) c o s ~ , , [ c o s ~ , , c o s vsin@,,&
p sinvml}
zk = X;'Y, sin&,. (9c)
= Xp2r: cos2P,,, + (r: + a
;
)( 1 /2)E[1+ cos 2(Pm- vp)l
The elements of the covariance R, for the unbiased
- 2Xj ' r i cos2PmE[cosup] converted measurements (9) are given by

1024 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 34, NO. 3 JULY 1998

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 The averaging procedure of the covariance,
previously presented in [2], approximates the true
covariance Rt by the averaged R, = E[R, I rm,Pm,&,J.
The consistency of R, for the unbiased conversion (9)
is checked later via simulations. After some algebraic
manipulations, the elements of R , are given by
RL1 = $Xp2AF2(ri+ 2a,2)(1 + (Ab)2cos2P,)
x (1 + (Ay cos 2 4
- $ (r; + a;)( 1 + Ab cos 2&)( 1 + A: cos 2&,)
( 11a> In the simulations presented later, the case of
R:2 = $Aj2AX;'(r; + 2$)( 1 - ( A b ) 2 ~ ~ ~ 2 p , )
x (1 + (A:)2cos2€,)
- $ ( T i + a,2)(1- Abcos2p,)(l + A;cOs2€,)
(1 1b) a / a . The compensation factors for the unbiased
Ri3 = LA-2E (r2 + 2a3(1 - (AyCOS2€,)
1 2 + nr)(l
- z(r, 2 - A:cOs2&,) (1 IC)
C. Determination of Compensation Factors
It has been shown above that the exact debiasing
procedure depends on the compensation factors
A, and Ab (as well as A, and A: for the 3D case).
These factors can be determined from the distribution
of the bearing (and elevation) noise. The bearing
measurement error is usually assumed as zero-mean
Gaussian noise, that is, up N(O,ao). In this case the
N unity-variance Gaussian variables squared has a
above factors are given by [2]
Thus the unbiased converted measurements in the
Gaussian noise case are
xk = ecr02 12r,cosp,,,; yk = e0i12r,sinp,.
The difference between the above unbiased conversion
in the Gaussian noise case and the debiased
conversion [2] is small only if up is not very large.
The debiased conversion [2] gives the converted
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measurements as
The converted measurements (14) are slightly biased,
but acceptable for practical noise levels. Taking the Assumption
approximation that 2 M 1 + x, the coefficients in (14)
are approximately equal to those in (13),
(1 + -e-";) M 1 + a i / 2 M eu:l2. (15)
uniformly distributed bearing measurement error
is also considered to check the robustness of the
unbiased conversion for some non-Gaussian noise.
Assuming that the error uo is uniformly distributed
within [-a,a], the standard deviation of up is a, =
conversion in ( 5 ) , (7) are
Ap = E(cosup)
1
= J~cos2u;?adu
1
Ill. SIMULATION RESULTS
In this section the statistical consistency of the
unbiased conversion given above is tested. The details
of the statistical consistency evaluation procedure
can be found in [2 or 31. It should be noted that this
statistical consistency check is based on a theorem
in statistics that the sum of independent zero-mean
chi-square distribution. So the evaluation here is
approximate since the converted measurement errors Limitation
are not Gaussian in general. It is interesting also
to test the statistical consistency of the debiased
conversion [2] under non-Gaussian bearing noise, as
well as the two different averaging approaches for
the covariance. The number of Monte Carlo runs in
each simulation is 3000 and the plot indicates the
(13) chi-square 0.99 probability bounds.
A, Consistency Check for 2D Case
The simulation here is similar to that in [2]. The
true target position is at 10,000 m with azimuth
1025
 2.2
0 8 ,
-unbiased 2.2
I . ,

2. I 2.1
v)
w Y
2 2 =ai 2
d
z 1.9
2
I .9
1 ' : : : : : I 1.8
1.81 : : : : : 1
0 5 10 20 25 30
15 0 2 4 6 8 1 0
Uniform Distribution Bound (deg.)
Standard Deviation (deg.)
Fig. l(c). Average NES for unbiased conversion under uniformly
Fig. l(a). Average NES for unbiased conversion under Gaussian
distributed noise.
noise.

0 5 10 15 20 25 30 0 2 4 6 8 1 0
Standard Deviation (deg.) Uniform Distribution Bound (deg.)

Fig. l(b). Average NES for debiased conversion under Gaussian Fig. l(d). Average NES for debiased conversion under uniformly
noise. distributed noise.

45 deg and the standard deviation of range error is
What the
experiment 100 m. The bearing error varied in standard deviation
entailed and distribution, First the bearing error is assumed
to be zero-mean Gaussian noise. The results of the
consistency check in this case for the unbiased and the
debiased conversion are shown in Figs. l(a) and l(b),
respectively. The debiased conversion performs well
for practical noise levels and becomes inconsistent
Limitation
only for very large noise levels owing to a small bias
in (14). To show the dependence of the debiasing
procedure on the noise distribution, the bearing noise
is assumed to be the uniformly distributed within
[-a,a], with the standard deviation ap = a / d . The
compensation factors for the unbiased conversion are
given by (16a) and (16b). The bound a is varied to
check the statistical consistency of the unbiased and
the debiased conversions. The debiased conversion
is shown in Fig. l(c) to be inconsistent when the
uniformly distributed bearing error bound exceeds
2.0 deg, while the unbiased shows in Fig. l(d) good
consistency, even for very large noise levels.
B. Consistency Check for 3D Case Under Gaussian
Noise
There are two averaging approaches for the
Variables used covariance of the unbiased conversion for the
to measure 3D case, which give the expressions R, and Rp,
success of respectively. The average covariance R, given by
model
the approach of [2] has shown good consistency
in the 2D case for practical noise levels. In this
subsection the consistency of the two covariances
for the unbiased conversion (9) is checked. The true
target position in a radar-centered coordinate system
is (50 km, 50 km, 1 km). The standard deviation
of range error is 50 m and the measurement errors
in bearing and elevation angles are assumed to be
zero-mean Gaussian noise with the same standard
deviation a.The value of a is varied to check the Variable used to
consistency of the unbiased conversion for the 3D measure success
case. As can be seen from Figs. 2(a) and 2(b), the of model
covariance Rp shows good consistency with the
How performance
conversion errors, while R, does not. baseline is derived
from experimental
results
IV. CONCLUSIONS
It has been shown that the exact compensation
procedure for the bias in the classical polar or
spherical to Cartesian conversion is multiplicative
in its nature and depends on the statistics of the
cosine of the angle measurement noise, which can be
determined from the noise distribution. An unbiased
conversion and a new approach to obtain of the
covariance of the conversion have been presented in
this paper. The previously offered debiased procedure
does not completely eliminate the bias and shows a
sensitivity to some non-Gaussian noises. The new Conclusion
unbiased conversion and the new covariance show made
good consistency and robustness.

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 3.5 I
Comments on "Properties and Performance of
Extended Target Motion Analysis"

The authors [l] have presented a simple

initialization procedure useful for target motion
analysis (TMA) in highjy nonlinear systems. But for
the implementation of K , the rate of spatial frequency,
0 1 2 3 4 5 the assumptions made are not realistic. For example,
Standard Deviation (deg.) the relative velocity on each leg is assumed as a
constant. This is true only at long ranges, but not
Fig. 2(a). Average NES for unbiased conversion with at close ranges. At low target angle (angle on target
covariance Rp.
bow), the closing velocity increases with the number
of samples.
TMA is required not only at long ranges, but also
4
1 at small ranges. So, the derivation of K is not valid at
3.15 closing ranges. The simulation is not appropriate as
3.5 the turning rate of ownship is assumed to be infinite.
3.25 In fact, the ownship is a heavy body and in general,
ownships can at best turn at 3"/s. With the change in
3
kearing being considerable during ownship maneuver,
2.15
K is not constant during this period. The au$ors
2.5
0 1 2 3 4 5 failed to consider to consider the change in K during
ownship maneuver by choosing ownship maneuvers at
Standard Deviation (deg.)
infinite turning rate.
Fig. 2(b). Average NES for unbiased conversion with In the simulation, it is unrealistic to assume that
covariance R,, . target moves with absolute constant velocity. In the
real environment, there will be disturbances in the
target velocity. The usual way to consider them is
MO LONGBIN as a random process. Detailed procedure is given in
SONG XIAOQUAN [2]. But when the plant noise is considered, maximum
ZHOU YNU likelihood estimator cannot support the target state
SUN ZHONG KANG
Institute of Electronic Engineering
equation whereas modified gain extended Kalman
National University of Defense Technology filter [ 3 ] meets the requirement. ,.
Changsha, Hunan The authors assumed that observations k and K
P.R. China 410073 are independent just because they are not estimated on
YAAKOV BAR-SHALOM the same data making the noise matrix W diagonal.
Dept. of Electrical and Subsequently it was
Systems Engineering
K = -sin 0
University of Connecticut, U157
260 Glenbrook Rd.
Storrs, CT 06269-2157
x
1
REFERENCES
K = -COS
x ee AT.
[l] Blackman, S. (1986) Though K and K are not estimated on the Sam: data,
Multiple Target Tracking with Radar Applications.
Dedham, MA: Artech House, 1986. bearing data remains the same in both k and K. So
[2] Lerro, D., and Bar-Shalom, Y. (1993) the errors in k and K are correlated. (For a far source,
Tracking with debiased consistent converted
measurements versus EKE
the bearing r?tes, will be and so the variance of
IEEE Transactions on Aerospace and Electronic Systems, the error in K , K s are also almost negligible). When
29 (July 1993), 1015-1022. the measurements are correlated, an entirely different
[3] Bar-Shalom, Y., and Li, X. R. (1995)
Multitarget-Multisensor Tracking: Principles and
Techniques. Manuscript received March 7, 1998.
Storrs, C T YBS Publishing, 1995.
IEEE Log NO. T-AES134l3IO6041.

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