Ubiquitous Computing and Communication Journal

ISSN 1992-8424

DYNAMIC LOCATION ESTIMATION

BY KALMAN FILTER
Lubna Farhi
UBICC Publishers, Sir syed Engineering University, Karachi, Pakistan
lubnafarhi@yahoo.com

ABSTRACT
This paper describes an effective method for dynamic location estimation by
Kalman Filter for range-based wireless network. The problem of locating a mobile
terminal has received significant attention in the field of wireless communications.
In this paper, Kalman Filter with TDOA technique describes the ranging
measurement tracking approach. Kalman filter is used for smoothing range data
and mitigating the NLOS errors. The paper presents a simple recursive model by
using time difference of arrival based location measurement and incorporating
state equality constraints in the Kalman filter. From the process of Kalman
filtering, the standard deviation of the observed range data can be calculated and
then used in NLOS/LOS hypothesis testing. The proposed recursive locating
algorithm, compared with a Kalman tracking algorithm that estimates the target
track directly from the TDOA measurements, will be comparatively more robust to
measurement errors because it updates the technique that feeds the location
corrections back to the Kalman Filter. It compensates for the measured geometrical
location and decreases random error influence to the location precision. Simulation
results show that the proposed location estimation algorithm can improve the
accuracysignificantly.
Keywords: Kalman filter, ranging, TDOA,CWLS.

INTRODUCTION

The time-based methods for locating mobile

stations in wireless systems usually involve the usage
of location parameters, such as time of arrival (TOA)
and time difference of arrival (TDOA). In general, the
true range between a transmitter and a receiver in the
wireless environment can be correctly calculated only
when the direct path of signal propagation is present,
which may not always be possible. Among the error
sources which may affect the accuracy of wireless
location, non-line-of-sight (NLOS) error is considered
the major one. Particularly where higher accuracy is
required, the effects caused by NLOS error usually
cannot be ignored [1].
In this article, we concentrate on the ranging
aspect of the dynamic location estimation. In the TOA
method, the distance between the Mobile Station (MS)
and Base Station (BS) is determined from the
measured one-way propagation time of the signal
traveling between them. For two-dimensional (2D)
positioning, this provides a circle centered at the BS on
which the MS lies. By using at least three BSs to
resolve ambiguities arising from multiple crossings of
the lines of position, the MS location estimate is
determined by the intersection of the circles. In the
TDOA method, the differences in the arrival times of
the MS signal at multiple pairs of BSs are measured.

Volume 7 Number 5

TDOA-based location systems are of more interest

because of its potential for high location estimation
accuracy. We will mainly discuss location algorithm
including fundamental performance in the presence of
noise and multi path. Further more we will describe
the combination of optimization strategies which will
improve the overall accuracy [4].
Accurate location is one of the essential features
that assist third generation (3G) wireless systems in
gaining a wide acceptance and triggering a large
number of innovative applications. Although the main
driver of location services is the requirement of
locating Emergency 911 callers within a specified
accuracy, mobile position information will also be
useful in designing intelligent transportation systems.
Global Positioning System (GPS) could be used to
provide mobile locations. However, it would be
expensive to be adopted in the mobile phone network
because additional hardware is required in the MS.
Alternatively, utilizing the base stations in the existing
network for mobile location is preferable and is more
cost effective for the consumer. The basic principle of
this software based solution is to use two or more BSs
to intercept the MS signal. Each TDOA measurement
defines a hyperbolic locus on which the MS must lie
and the position estimate is given by the intersection of
two or more hyperbola. In general, the MS location is
estimated from a set of nonlinear equations constructed

Page 1309

www.ubicc.org

Ubiquitous Computing and Communication Journal

ISSN 1992-8424

from TDOA measurement.

In [5], a method of location and velocity
estimation with signal strength and TOA
measurements was suggested. By using a linear
recursive model of mobility and by smoothing the
location via Kalman filter, an accurate estimated track
could be achieved. A Kalman tracking method based
on TDOA measurements for UMTS mobile location
has been demonstrated in [6]. Using a different way of
converting nonlinear equations to linear equations
without introducing constrains, have developed a
simple LS AOA-based location algorithm [7].
However, all these methods ignore the constrains on
the movement of mobile users. The goal of this work is
vehicle position optimization by using NLOS error
identification and mitigation by using biased Kalman
filter, as shown in Fig.1.

measurement

based

on

ti in the presence of

disturbance, denoted by rTOA ,i is modeled as

rTOA ,i = d i nTOA ,i

= ( x xi )2 ( y yi )2 nTOA,i

(3)

i = 1,2, , M
where nTOA ,i is the range error in rTOA ,i . Eq. (3)
can also be expressed in a vector form as

rTOA = f TOA ( x ) n TOA ,

(4)

where
(5)
(6)
and

(7)
Figure 1: Dynamic Location Architecture.

2.1 TDOA measurement algorithm

The rest of the paper is organized as follows.

Section 2 describes the measurement models.
Section 3 presents location estimation model and
Section 4 describe location measurement model
NLOS identification, the Kalman filter techniques for
smoothing, tracking and NLOS mitigation techniques
are presented in Section 5. Section 6 demonstrates the
simulation results. Conclusions are summarized in
section 7.
2

MEASUREMENT MODELS
This section describes the TOA and TDOA
T

measurements. Let x = [ x, y ] be the MS location to

be determined. The coordinates of the i th BS is

xi = [ xi , yi ]T , i = 1,2, , M ,where the superscript

T denotes the transpose operation and M is the total
number of the receiving BSs. The distance between the
MS and the BS, denoted by d i , is given by

( x xi ) 2 ( y yi ) 2

di =
where

The TDOA algorithms are based on measuring

the difference in the time of reception of signals at
different BSs, without requiring a synchronization of
all the participating BSs and MT. Actually, the
uncertainty between the reference time of the BSs and
that of the MT can be removed by means of a
differential calculation. Therefore, only the BSs
involved in the location estimation process must be
tightly synchronized. For a couple of BSs, let say i and
, where
j, the TDOA, , is given by
and
are the absolute times taken by the burst
to reach the BSs i and j, respectively. Assuming that
the MT is in LOS with both the BSs,i and j, it follows
that the MT must lie on a hyperbola. A second
hyperbola on which the MT must lie can be obtained
using a further TDOA measurement involving a third
BS. The user position can therefore be identified as the
interception point of the two hyperbolae, as shown in
Fig.2. The solution of the relevant equation system can
be found with an iterative method and least squares
minimization.

(1)

i = 1,2 ..... M

The TOA is the one-way propagation time taken

for the signal to travel from the MS to a BS. In the
absence of disturbance, the TOA measured at the BS,
denoted by ti , is

ti =
where

di
c

i = 1,2, , M

(2)

c is the speed of light. The range

Volume 7 Number 5

Page 1310

www.ubicc.org

Ubiquitous Computing and Communication Journal

ISSN 1992-8424

Figure 2: TDOA method.

Assigning the first BS as the reference, it can be
easily deduced that the range measurements based on
the TDOAs are of the form:

(8)
is the range error in
. Notice
where
that if the TDOA measurements are directly obtained
from the TOA data, then

In vector form, Eq. (8) becomes

(9)
where
(10)
(11)

(12)

3 LOCATION ESTIMATION
In general, the MS location is not determined
geometrically but is estimated from a set of nonlinear
equations constructed from the TOA, RSS, TDOA, or
AOA measurements, with the knowledge of the BS
geometry. Generally optimization approaches for
location are Nonlinear Least Square (NLS), Maximum
Likelihood (ML), Gaussian ML (GML), Genetic
Algorithm Method (GAM ) and Constrained Least

Volume 7 Number 5

Square method (CWLS) [3]. Basically, there are two

approaches for solving the nonlinear equations. The
NLS approach is to solve them directly in a nonlinear
least squares or constrained weighted least squares
framework.
Although
optimum
estimation
performance can be attained, it requires sufficiently
precise initial estimates for global convergence
because the corresponding cost functions are multimodal. The CWLS approach is to reorganize the
nonlinear equations into a set of linear equations. In
this paper, the CWLS approach is adopted and we will
focus on a unified development of accurate position
algorithms for TDOA measurement. For TDOA-based
position systems, it is well known that for noise
conditions, the corresponding nonlinear equations can
be reorganized into a set of linear equations by
introducing an intermediate variable, which is a
function of the source position. This technique, is
commonly called spherical interpolation (SI) [8].
However, the SI estimator solves the linear equations
via standard least squares (LS) without using the
known relation between the intermediate variable and
the position coordinate. To improve the location
accuracy of the SI approach, Chan and Ho have
proposed [4] to use a two-stage CWLS to solve the
source location, while [3] incorporates the relation
explicity by minimizing a constrained LS function
based on the technique of Lagrange multipliers.
According to [3], these two modified algorithms are
referred to as the quadratic correction least squares
(QCLS) and linear correction least squares (LCLS),
respectively. The QCLS estimator and LCLS yields an
unbiased solution with small standard deviation that is
close to moderate noise level. But when noise is
practically strong, its bias is considerable and its
variance could no longer approach the stability criteria.
We have improved the performance of the QCLS
estimator and LCLS estimator by introducing a
weighting matrix in the optimization, which can be
regarded as a hybrid version of the QCLS and LCLS
algorithms. We observe in simulation that the
performance of the CWLS estimator is superior to that
of the LCLS and QCLS by reduction in the MSREs,
for the whole range of noise power. Therefore,
considering the constraints, we can eliminate spurious
position estimates and improve the accuracy of
estimation.
In this work, we developed a unified approach for
mobile location by utilizing TDOA measurement and
improving the ranging accuracy with the use of CWLS
[7].
The CWLS location estimation approach for the
TDOA measurement is: without disturbance, Eq. (8)
becomes

Page 1311

www.ubicc.org

Ubiquitous Computing and Communication Journal

ISSN 1992-8424

where
It can be rewritten as
. Optimum estimate of the
location is computed by minimizing the following
CWLS cost function:

(13)

(21)
Squaring both sides of Eq. (13) and introducing an
intermediate variable , which has the form
(14)

where
is the covariance matrix of TDOA's
measure values, which is a function of the estimate of
, denoted by
[6].
The idea of CWLS estimator is to combine the key
principles in the CWLS and LCLS methods, the MS
location estimate is determined by minimizing Eq. (21)
subject to Eq. (20). For sufficiently small measurement
errors, the inverse of the optimum covariance matrix
for the CWLS algorithm is found using the best
linear unbiased estimator [2] as

We obtain the following set of linear equation

(15)

Writing Eq. (15) in matrix form gives

(22)
(16)

where

where
(23)

(17)

And,
Since

(18)

and the variable

consists of the MS location as well as

denotes element-by-elements multiplication.

contains the unknown
, we express

,
[8].

In the presence of measurement errors, the SI

technique determines the MS location by simply
solving Eq. (16) via standard LS and the location
estimate is found from

and approximate
by
. Similar to [6],
the CWLS problem is solved by using the technique of
Lagrange multipliers and the Lagrangian to be
minimized is

(24)
where is the lagrange multiplier to be determined.
The estimate of is obtained by differentiating Eq.
(18)
with respect to and then equating
the results to zero [3] as

(19)
where

is an optimization variable vector [6].

An improvement to the SI estimator is the linear
correction least squares (LCLS) method, which solves
the LS cost function in Eq. (19) subject to the
or
constraint
of
equivalently,
(20)

Volume 7 Number 5

The solution is:

(25)
where is real value. Put the in Eq. (25) and obtain
the sub-estimates of . Then choose the solution
from those sub-estimates which makes the cost
function minimum.

Page 1312

www.ubicc.org

Ubiquitous Computing and Communication Journal

ISSN 1992-8424

LOCATION MEASUREMENT MODEL AND

NLOS IDENTIFICATION

The range measurement between a mobile station

and the m th base station corresponding to TOA data
can be modeled as:

rm (ti ) = Lm (ti ) nm (ti ) NLOS m (ti )

(26)

rm (ti ) is the measured range at the sampling

time ti , Lm (ti ) is the true range, nm (ti ) is the

where

measurement noise and can be modeled as a zeromean additive Gaussian random variable with variance
m ; NLOSm (ti ) is the NLOS error component in
the received signal. There is no NLOS error if the lineof-sight exists, in which case, the measurement error
nm (ti ) becomes the only source of range
measurement error. To mitigate the NLOS errors, the
existence of non-zero NLOS component needs to be
identified. To identify the change of channel situation
between NLOS and LOS, the standard deviation of the
estimated range data rm (ti ) can be calculate as
m =

1
N

( r m ( t i ) L m ( t i ))

i =1

(27)

Lm (ti ) is the estimated range data of the mth

BS at time instant ti smoothed by the unbiased

where

Kalman filter. The standard deviation estimated in Eq.

(21) can then be used in the simple hypothesis testing
to determine the LOS/NLOS BSs

H o : m < m LOS condition

H1 : m m NLOS condition

necessary for optimality actually exist, and yet the

filter apparently works well for many applications in
spite of this situation.
Filtering is desirable in many applications. For
example, radio communication signals are corrupted
with noise. A good filtering algorithm can remove
noise from electromagnetic signals while retaining the
useful information. Kalman filter is a tool that can
estimate the variables of a wide range of processes and
estimates the states of a linear system. It is the one that
minimizes the variance of the estimation error.
Kalman filtering provides a tool for obtaining that
reliable estimate. It estimates a process by using a
form of feedback control: the filter estimates the
process state at some time and then obtains feedback in
the form of (noisy) measurements. As such, the
equations for the Kalman filter fall into two groups:
time update equations and measurement update
equations. The time update equations are responsible
for projecting forward (in time) the current state and
error covariance estimates to obtain the a priori
estimates for the next time step. The measurement
update equations are responsible for the feedback for
incorporating a new measurement into the a priori
estimate to obtain an improved a posteriori estimate.
The time update equations can also be thought of as
predictor equations, while the measurement update
equations can be thought of as corrector equations.
Indeed the final estimation algorithm resembles that of
a predictor-corrector algorithm.
A Kalman filter is recursive so that new
measurements can be processed as they arrive. It is
essentially a set of mathematical equations that
implement a predictor-corrector type estimator that is
optimal in the sense that it minimizes the estimated
error covariance. A Kalman filter can be used in
estimating the state vector of a mobile target from the
observed range data and therefore estimating the true
range value. The state vector can be represented in [1]

(28)

X ( k 1) = A( k ) X ( k ) B( k )W( k ) ,

(29)
where X (k ) = [ Lm ( k )

(30)

Lm ( k )] is the state

where is a scaling factor, and > 1 is chosen

experimentally for the UWB channels.

vector of the mobile related to the m th sensor. The

W (k ) is the driving noise vector with covariance

matrix Q = w I , and
2

KALMAN FILTER

The Kalman filter is a set of mathematical

equations that implement a predictor-corrector type
estimator that is optimal in the sense that it minimizes
the estimated error covariance. The Kalman filter has
been the subject of extensive research and application,
particularly in the area of autonomous or assisted
navigation. This is likely due in large part to advances
in digital computing that made the use of the filter
practical, but also to the relative simplicity and robust
nature of the filter itself. Rarely do the conditions

Volume 7 Number 5

(31)
The measurement process is
(32)
where

Page 1313

is the measured data and

(33)

www.ubicc.org

Ubiquitous Computing and Communication Journal

and

ISSN 1992-8424

is the measurement noise with covariance

.

The operation of the Kalman filter can be

summarized as follows:

Fig.4 shows the range measurement which is

optimized by applying CWLS optimization technique
to improve the estimation. It can be observed that the
estimation by applying CWLS technique can great
improve the estimation accuracy.

Kalman filter time update equations:

(34)
(35)

The Simulation result shows that the big value of

velocity can reduce the "transient time" of the Kalman
filter especially in the case of biased smoothing. In this
paper the simulation is conducted in the following two
cases:

Kalman filter measurement update equations

(36)
(37)
(38)
where
is the Kalman gain vector and
covariance matrix of
.

Fig.3 illustrates the application of Kalman filter to

mitigate the NLOS error, where the solid curve and
dished curve denote the true distance and the estimated
distance respectively.

is the

The modified biased Kalman filter is proposed to

process the range measurement according to the
feedback identification result from the previous
processed data. Before computing kalman gain, the
or the range
measurement noise covariance
prediction covariance
is adjusted as follows:

Fig.5 shows the location estimation error with

constrained and unconstrained filters represented by
the dashed and the solid curve respectively. It can be
seen that the constrained filter results in much more
accurate estimates than the unconstrained filter. The
unconstrained filter results in average position errors
of about 5.8 m, while the constrained filter results in
position errors of about 3.3 m.

Case 1: if
(39)
(40)
Case 2: if
(41)
(42)
Figure 3: NLOS mitigation using biased KF.

6 SIMULATION RESULTS
Simulation is performed for position estimation by
using MATLAB. It is assumed that 200 data samples
are measured with the sampling period 3s. The
vehicles have a velocity of 4m/s. The range data are
created by the true distance from each vehicle position
in the trajectory to the known three BSs. The
measurement noise is assumed to be AWGN and
NLOS noise is added to the true calculated range to get
the measured range data. The measurement noise is
assumed to be Gaussian distributed with zero mean
. The initial value
and a standard deviation
for the state vector is
.

Volume 7 Number 5

Page 1314

www.ubicc.org

Ubiquitous Computing and Communication Journal

ISSN 1992-8424

effectiveness of this method. If the state constraints are

nonlinear they can be linearized. The proposed method
gives a real-time constrained least squares estimation
algorithm for estimating the location using TDOA
measurements. The NLOS errors can be mitigated
effectively for achieving higher accuracy in range
estimation and wireless location.

REFERENCES

[1] B. L. Le, K. Ahmed, and H. Tsuji, "Mobile

location estimator with NLOS mitigation using kalman
filtering,"
In Proc.IEEE Wireless Communication
and Networking, vol. 3, pp. 1620, 2003.
[2] H. C. So and S. P. Hui, "Constrained location
algorithm using TDOA measurements,"
IEICE
Transactions on Fundamentals of Electronics,
Communications and Computer Sciences, vol. E86-A,
no. 12, pp. 32913293, 2003.

Figure 4: NLOS mitigation with CWLS optimization.

[3] G. W. Elko, Y. Huang, J. Benesty, and R. M.

Mersereati, "Realtime passive source localization: a
practical linear-correction least-squares approach,"
IEEE Transactions on Speech and Audio Processing,
vol. 9, no. 8, pp. 943956, 2001.
[4] Y. T. Chan and K. C. Ho, "A simple and efficient
estimator for hyperbolic location,"
IEEE
Transactions on Signal Processing, vol. 35, no. 8, pp.
19051915, 1994.
[5] M. Hellebrandt and R. Mathar, "Location tracking
of mobiles in cellular radio networks,"
IEEE
Transactions on Vehicle Technology, vol. 48, pp.
15581562, 1999.
Figure 5: Position estimation error
constrained and unconstrained filters.

with

the

7 CONCLUSION
The techniques and algorithm in this paper has
been developed to be used for dynamic location
estimation. GPS often use to localize objects; however,
the accuracy of the GPS receivers location estimate is
not reliable when the satellite signal is completely lost
or distorted by trees, high buildings, or tunnels. The
absence of satellite signals has been studied in much of
the research and a Kalman Filter has been employed in
order to integrate the GPS measurements with other
measurements and to overcome the outage of the
satellite signals. However, the distortion of the satellite
signal still causes misleading information for the
location.
In this paper, we present a range estimation
algorithm with NLOS error mitigation using biased
Kalman filter. Simulation results demonstrate the

Volume 7 Number 5

[6] M. Najar and J. Vidal, "Kalman tracking based on

tdoa for umts mobile,"
IEEE International Symp.
Personal, indoor and Mobile Radio Communication,
vol. 1, pp. 4549, 2001.
[7] A. Pages-Zamora, J. Vidal, and D. R. Brooks,
"Closed-form solution for positioning based on angle
of arrival measurements," 13th IEEE International
Symposium on Personal, Indoor and Mobile Radio
Communications, vol. 4, pp. 15221526, 2002.
[8] J. O. Smith and J. S. Abel, "Closed-form leastsquares source location estimation from rangedifference measurements,"
IEEE Transactions on
Acoustics, Speech and Signal Processing, vol. 35, no.
12, pp. 16611669, 1987.

Page 1315

www.ubicc.org