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The Interior-Point Method for an Optimal

Treatment of Bias in Trilateration Location
ARTICLE in IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY AUGUST 2006
Impact Factor: 1.98 DOI: 10.1109/TVT.2006.877760 Source: IEEE Xplore

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IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 55, NO. 4, JULY 2006

1291

The Interior-Point Method for an Optimal Treatment

of Bias in Trilateration Location
Wuk Kim, Jang Gyu Lee, Member, IEEE, and Gyu-In Jee, Member, IEEE

AbstractThis paper presents a new position-determination

estimator for trilateration location. The proposed estimator takes
the measurement bias into consideration and improves the location accuracy of a mobile location system. In case that a mobile
station (MS) utilizes signals from a set of base stations for its location, the computed location is largely affected by nonline-of-sight
(NLOS) error in signal propagation. A constrained optimization
method in a three-stage estimation structure is proposed to estimate and eliminate the measurement bias contained in each
pseudorange and mainly caused by the NLOS error. A linear
observation model of the bias is formulated, and the interior-point
optimization technique optimally estimates the bias by introducing
a feasible range of the measurement bias. It is demonstrated that
the new three-stage estimator successfully computes an accurate
location of an MS in a realistic environment setting. The location
accuracy of the proposed estimator is analyzed and compared with
the existing methods through mathematical formulations and simulations. The proposed estimator efficiently mitigates the effect of
a measurement bias and shows that the iterated least square (ILS)
accuracy of 118 m [67% distance root-mean-square (DRMS)] can
be improved to about 17 m in a typical urban environment.
Index TermsEnhanced-911 (E-911), interior-point optimization method, location-based services, path-delay error, radio navigation, time of arrival (TOA), trilateration, wireless location.

I. I NTRODUCTION

ECENT developments in Enhanced-911 (E-911),

location-based business, and electronic commerce call for
accurate location of cellular subscribers [3], [13]. Wireless location techniques that use the signals between the base station
(BS) and the mobile station (MS) in a cellular network to
perform trilateration are widely sought to meet the need [4], [8],
[10]. The path-delay error due to reflections, diffractions, and
scatterings of signals is the major problem in trilateration,
which brings nonline-of-sight (NLOS) propagation and multipath interference errors. This paper proposes an efficient and
practical method that estimates and eliminates the path-delay
error to facilitate an accurate MS location.

Manuscript received October 15, 2001; revised February 18, 2003, March
19, 2005, September 6, 2005, and February 3, 2006. This work was supported
in part by the Automatic Control Research Center, Seoul National University
and in part by Samsung Electronics. The review of this paper was coordinated
by Dr. E. Molnar.
W. Kim was with Seoul National University, Seoul 151-742, Korea. He is
now with the IT Center, Samsung Electronics, Gyeonggi-do 442-600, Korea
(e-mail: wuk.kim@samsung.com).
J. G. Lee is with the Automatic Control Research Center and the School of
Electrical Engineering and Computer Science, Seoul National University, Seoul
151-742, Korea (e-mail: jgl@snu.ac.kr).
G.-I. Jee is with the Department of Electronic Engineering, Konkuk University, Seoul 143-701, Korea (e-mail: gijee@konkuk.ac.kr).
Digital Object Identifier 10.1109/TVT.2006.877760

The path-delay error that occurs along a propagation path

introduces a measurement bias to a measured pseudorange
between a BS and an MS. The measurement bias in wireless
location is generally very large and must somehow be removed.
In addition, NLOS errors, which occur when the line of sight
(LOS) between a BS and an MS is blocked, are the main
cause of the bias error. Even though it is difficult to separate
those NLOS and multipath interference errors from the pathdelay error, the bias error is largely contributed by the NLOS,
whereas the noise error is influenced by multipath interference.
The path-delay error always makes a measured time of arrival
(TOA) longer than the true distance. To mitigate the effect of
the bias error, some methods for averaging the measurement
sequence, such as LOS reconstruction [8] and residual weighting method [10], have been proposed. The LOS reconstruction
method regards the NLOS error as a positive random variable
and subtracts an estimated NLOS error from a mean of a sample
measurement sequence of pseudoranges to restore a LOS distance. The residual weighting filter outputs the weighted linear
combination of each estimate from a selected BS subset. Both
the LOS reconstruction and the residual weighting methods
reduce the effect of the fast fading noise error mainly caused
by multipath errors by utilizing the timing information for
range estimates, but they are less effective for the slow fading
bias error mainly caused by an NLOS error since they do not
directly estimate NLOS errors. With a priori statistics or an
empirical database of NLOS error, location accuracy could be
improved [6].
We are proposing a new method that employs an optimization technique and a three-stage structure of an estimator to
effectively eliminate slow fading bias error. The employed optimization technique is the interior-point optimization method
developed by Karmarker, which solves a linear equation with
linear constraints [9]. This method consists of a Lagrange
multiplier for the optimal solution of a linear equation and a
barrier function by Fiacco and McCormick [1] that converts an
inequality constraint into a corresponding equality constraint.
This paper introduces the interior-point optimization method
to pseudorange positioning, where it considers the restricted
condition of a bias error, linearizes a nonlinear measurement
equation, and optimally determines the position of an MS.
This paper also presents a new structure of the three-stage
estimator for position determination using measured pseudoranges that are obtained by applying the interior-point optimization method and shows the validity of the proposed estimator.
First, it uses an iterated least square (ILS) estimator to solve
a measurement equation and analyzes the effect of a measurement bias on positioning. The interior-point optimization

0018-9545/$20.00 2006 IEEE

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will be applied to the constrained bias estimation problem, and

the algorithm of the three-stage estimator for position determination using pseudorange is presented in Section III. The
location accuracy of the newly proposed method is presented in
Section IV. This paper also compares the proposed method
with the conventional ILS, Wylie and Holtzmanns LOS reconstruction, and Chens residual weighting method through mathematical formulations and simulations. Finally, we present an
accuracy analysis based on some results from simulation tests.
II. LS E STIMATE AND B IAS O BSERVATION E QUATION
The wireless location problem may be formulated by the
following nonlinear measurement equation:
r = h(x) + b + v

(1)

where
x n
r m
h(x)

MS position to be estimated;
measured pseudoranges (m n);
true distance between a BS and an MS (hi (x) =
x xi , where xi is ith BSs position);
b
measurement bias included in measured pseudoranges;
v
measurement noise with zero mean and covariance
R.
Equation (1) can be solved for x using an LS. Define the following quadratic cost function assuming that the measurement
bias b is known:
min J(x) = (r h(x) b)T R1 (r h(x) b) .

(2)

The nonlinear function h(x) is linearized about a reference

point x0 . Ignoring high-order terms,
h(x) h(x0 ) + H0 (x x0 )

(3)

where H0 is the Jacobian matrix of h(x) at x0 , viz.,

h1
h1 
x
x1
n



..
..
.
H0 = ...


.
.

hm
hm 

x1

xn

For (3) to be valid, the reference point x0 should be chosen

close enough to the true position. It may be obtained by
employing an algebraic method that solves for an intersection of
two circular lines-of-position (LOPs) drawn from the location
of the BS and the measured pseudorange, where the location of
the BS is the center of the LOP and the measured pseudorange
is a radius of the LOP. This initial position contains an NLOS
bias error. However, the NLOS bias is estimated to recalculate
the MS position in later steps, which is explained in the next
section.
Granted that the presumption is met, (1) and (2) can be
expressed as
(4)
T

min J(x) = (y H0 x b) R

(y H0 x b)

y = r (h(x0 ) H0 x0 ) .

(5)

(6)

To minimize J(x), a position x that satisfies its first-order

differential x J(x) = 0 is to be solved. The optimal estimate
that minimizes J(x) is given by
x

1 T 1
1 T 1

= H0T R1 H0
x
H0 R y H0T R1 H0
H0 R b.
(7)
Suppose for a moment that the measurement bias b can be
ignored. Then, the position estimate in (7) may be written as
1 T 1


= H0T R1 H0
H0 R y
x

(8)

is the bias-free estimate that is computed as if no bias

where x
and x

are
were present. It should be pointed out that both x
random variables since they are computed using an LS method.
Now, taking the bias error b into consideration, (7) can be

and b as
expressed by x
=x

+Vb
x

(9)

where V is the correction matrix for the bias error b. According

to (7), V holds and is given by
1 T 1

V = H0T R1 H0
H0 R .

(10)

So far, we have assumed that the bias error b is known.

However, in reality, b is not measurable but can be estimated
from an observed quantity. The observed quantity used to
estimate b is expressed by

= (H0 x + b + v) H0 (
x V b)
z = y H0 x
) + v
= (I + H0 V )b + H0 (x x
=S b + w

x=x0

y = H0 x + b + v

where y is a linearized measurement, i.e.,

(11)

where S is defined as S = I + H0 V . z is readily available

are given. y is computed according to (6) from

if y and x
the pseudorange measurement r detected by a receiver of an

was computed by (8). In (11), w is a measurement

MS. x
error with a covariance of E(w wT ) = H0 Px H0T + R, where
) (x x
)T ] = (H0 R1 H0T )1 .
Px = E[(x x
Before we estimate b from (11), we need to check the
observability of the equation. Examine the matrix S defined in
(11). It can be observed that S is orthogonal to H0 since

1 T 1
S H0 = H0 H0 H0T R1 H0
H0 R H0 = 0.

(12)

Therefore, the determinant of S = I + H0 V is not full

rank according to Sylvesters inequality theorem [2]. That is,
det(S) = 0. Since the matrix S is not full rank, b is not
observable. To estimate b, we need additional information on
the bias error. The upper and lower bounds of the bias error
are employed in this paper. The formulation of the problem to
estimate the bias error b is explained in the sequel.

KIM et al.: INTERIOR-POINT METHOD FOR AN OPTIMAL TREATMENT OF BIAS IN TRILATERATION LOCATION

III. I NTERIOR -P OINT O PTIMIZATION M ETHOD A PPLIED

E STIMATION OF C ONSTRAINED M EASUREMENT B IAS

TO

Assume that the bounds of a bias error between a BS and

an MS may be guessed based on past experiments or on a
model. Then, a constrained optimization problem that would
best estimate the bias error b can be formulated from (11) by
T

min J(b) = (z S b)
subject to bi Bi ,

Q1
w (z

order function gi (bi ) = (ui bi )(bi li ) using both lower

and upper bounds. Equation (14) is solved by employing a Lagrangian optimization technique. The corresponding
Lagrange equation is defined as
L(b,,s) = (z S b)T Q1
w (z S b)

S b)

i = 1, 2, . . . , m

ln si T (g(b) s)

(15)

i=1

(13)

where Qw is a covariance of the error w, i.e., E(w wT )

and Bi = (li , ui ) are sets in which each bias error bi between
an MS and the ith BS lies. For the TOA measurement, the
lower bound li always satisfies li 0, and the upper bound
ui satisfies ui K < . There are several methods to determine the lower and upper bounds. The simplest way is to
fix the bounds based on the layout of the BSs. For an urban
environment, the upper bound may be set to a constant in the
range of 250500 m, whereas the lower bound is set to zero.
Venkatraman et al. [12] proposed a simple yet effective way to
determine the bounds using the geometry of the BSs layout
and range measurements. The lower bound li is set to zero,
and the upper bound ui is set to the minimum of {ri + rj
Li,j | all j = i, Li,j = xi xj } at each instance, where ri
is the measured pseudorange between the MS and the ith BS.
Li,j is the distance between the ith BS and the jth BS. When
the signal strength or the digital map is available, the path-loss
model or the simplified ray-tracing method provides the range
of the lower and upper bounds. Considering the geometry of
urban environments, some imaginary scatters may be applied
to add constraint to the measured pseudorange [11]. We utilized
the Venkatraman et al. method to simulate our algorithm [12].

A. Estimation of Bias by Interior-Point Optimization Method

To solve (13), we employ the interior-point method developed by Karmarker [9] for two reasons: First, it generates
iterations starting from a point inside a given feasible space
and is suitable to the estimation problem in case the boundary
point is difficult to define. The iterative procedure is related to
solving a set of nonlinear equations of (13) with a quadratic
cost function. Second, it efficiently considers the restricted
inequality condition of the measurement bias while requiring
only a little additional computation.
In the following, we explain how the interior-point method
is applied to the constrained measurement bias. Introducing a
barrier function gi (bi ) and a slack variable si , the optimization
problem of (13) is modified equivalently as
min J(b) = (z S b)T Q1
w (z S b)

gi (bi ) si = 0
subject to
,
i = 1, 2, . . . , m
si > 0

1293

(14)

where the barrier function gi (bi ) is defined to satisfy gi (bi ) >

0 bi (li , ui ). Generally, gi (bi ) is given by a smooth second-

where is a positive barrier parameter, g(b) = [g1 (b1 ) g1 (b2 )

gm (bm )]T , and s = [s1 s2 sm ]T . Compared to the
general form of a Lagrangian
equation, (15) includes a logarithmic barrier function m
i=1 ln si . The logarithmic barrier
function is included in the Lagrange equation to satisfy si > 0
so that an estimate of the bias error is forced to stay in the
interior of a feasible region of Bi = (li , ui ).
The constrained optimization problem described in (13) and
(14) has been reduced to a problem of minimizing (15). The
solution to (15) is obtained by solving the following partial
differential equations:
1 T
L
= S T Q1
w (z Sb) + G = 0
b
2
L
= g(b) s = 0


L
=
1 = 0
s

(16)

where G = g(b)/b,
= diag{s1 , s2 , . . . , sm }, and 1 =
[1, 1, . . . , 1]T . Equation (16) may be solved by the Newton
Raphson method. A detailed description of the Newton
Raphson method is explained in Appendix A. This solution
provides an optimal estimate of the measurement bias b, satisfying the given constrained sets originally defined in (13).

B. Three-Stage Constrained Position-Determination Estimator

Thus far, we have shown that the interior-point method gives
an optimal estimate of a measurement bias b contained inside
an admissible range of the measurement bias. Once b is estimated, the position of an MS is determined using the estimated
b and the pseudorange measurements received by the MS. The
complete procedure may be summarized as follows: First, we

of the MS, as if no
use an ILS to obtain the bias-free estimate x
bias were present. Then, the interior-point optimization method
solves the Lagrangian equation to estimate the measurement
bias error b, while considering some constrained conditions.
Finally, the bias-free estimated position is corrected by a mea of the
surement bias estimate to obtain an optimal estimation x
position of the MS. The procedure can be arranged by the
following algorithmic format:
Step 1)
1 T 1


= H0T R1 H0
H0 R (r h(x0 ) + H0 x0 ) .
x

(17)

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Fig. 1. Algorithm of the proposed three-stage estimator of pseudorange positioning using ILS and interior-point optimization method.

Step 2)

= argmin L(b, , s) = (z S b)T Q1 (z S b)
b
w

m

T
ln si (g(b) s) . (18)

i=1

Step 3)

=x

+ V b.
x

(19)

When some feasible ranges of the measurement bias are well

defined, the employed interior-point optimization optimally
estimates the measurement bias b. The estimator, however, may
have limited location accuracy for two reasons: First, the ILS
has the linearization error resulting from the inaccuracy of a
reference point during linearization. Second, the feasible range
set of the bias error is not easily determined. Given an adequate
barrier function, the estimated bias taken by the interior-point
optimization method corrects a bias-free estimate. This correction makes a position estimate closer to the true position. Another iteration takes the new presumed position as a reference
point and repeats the preceding three steps. Consequently, this
.
iteration will eventually lead to a converged position x
The iterative structure of the proposed three-stage [(17)(19)
and their iterations] estimator is illustrated in Fig. 1. A receiver of an MS takes a pseudorange measurement, which is
corrupted by measurement bias and noise. Based on a prior es (k1) , the measured pseudoranges are linearized around
timate x
(k1)

x
and expressed by y(k) . Then, an LS method gives a

(k) from y(k) . A bias-observation equation

bias-free estimate x

described in (11) and the related variables are computed.

Assuming a constrained set on the measurement bias b, the
interior-point method solves a Lagrangian equation consisting
of a quadratic cost function and a barrier function to obtain
(k) of the measurement bias. Equation
an optimal estimate b
(k) , combining a bias-free
(19) computes a corrected position x
(k) . The iteration is stopped

(k) and a bias estimate b

estimate x
when the corrected position and the estimate of the bias error
converge to





 (k) (k1) 
 (k)
(k1)  < 3 , b
x
b
(20)
 < 4 .
x
Fig. 2 shows a typical convergence path of both bias-free

(k) and the corresponding bias-corrected positions

estimates x
(k)
(1)

is computed according to (6) and (8), starting from

.x
x
(0) , which is obtained by directly solving the functional relax
tionship between the pseudorange r and the location vector x,
(1) is then obtained from (19), and the iteration
i.e., r = h(x). x
(k) is, in general, converged
repeats. As illustrated in Fig. 2, x

to the true position x . Our experience tells us that a property

defining the range of the measurement bias b described in (13)
(k) to converge to x .
and (14) is the most important factor for x
A way of defining the range is further explained in the next section, where the proposed method is implemented and tested.
IV. P ROPERTIES OF THE P ROPOSED
T HREE -S TAGE E STIMATOR
Two important issues for applying the proposed estimator
are the location accuracy of the corrected position estimate
and the convergence of x
to true position. In this section,
x

KIM et al.: INTERIOR-POINT METHOD FOR AN OPTIMAL TREATMENT OF BIAS IN TRILATERATION LOCATION

Fig. 2.

1295

(k) by iteration.
Convergence path of

x(k) and x

the location accuracy and the convergence are analyzed in

comparison with other estimation methods.
A. Location Accuracy and Convergence

Consider the difference between the position estimate x

and the true position x, and define its l2 norm as location
accuracy .
= 
x x2 .

(21)

, we rewrite (8) and (10) as

To get x
1 T 1


= H0T R1 H0
H0 R (r (h(x0 ) H0 x0 ))
x
 T 1 1 T 1
H0 R .
V = H0 R H0

where z is a residual defined by (11) and can be expressed

according to (6) and (24) by the following equation:

(23)

can be exInserting (28) into (27), the solution of (27) b

pressed by a combination of (b + v + ) and U + L, which
represents the bracket term

(28)

= U + L + (I ) (b + v + )
b
2

[b + v + (h(x) h(x0 ) H0 (x x0 ))]

(24)

where is a linearization error given by

(25)

We have shown that (16) may be approximately solved by

employing the NewtonRhapson method. Equation (16) may
,
s, and k as
be rewritten with the approximated solutions b,
1 t

S T Q1
w (z S b) + G(b) = 0
2
s = 0
g(b)

k 1 = 0
(s)

(27)

z = S(b + v + ).

1 T 1


= x + H0T R1 H0
x
H0 R

= h(x) h(x0 ) H0 (x x0 ).

T 1
S T Q1
w z S Qw S b
T

g m (bm )
k g 1 (b1 ) g 2 (b2 )

=0
+
2 g1 (b1 ) g2 (b2 )
gm (bm )

(22)

Substituting r of (1) and V of (23) into (22), we get

=x V b V v V

where {k } is a decreasing sequence of positive barrier parameters such that limk k = 0.

Equation (26) can be simplified by

(29)

where is an arbitrary dividing ratio = diag(1 , 2 , . . . , m ),

U is an upper bound set of a range of b, U = [u1 , u2 , . . . , um ]T ,
and L is a lower bound set of a range of b, L = [l1 , l2 , . . . , lm ]T .
can be written as
Now, combining (24) and (28), x

=x

+Vb
x
=x + V


U+L
(b + v + ) .
2

(30)

Inserting (30) into (21), the location accuracy is written as

(26)






U+L
 . (31)
V

= 
x x2 = 

(b
+
v
+
)


2
2

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We can find a condition in applying the three-stage estimator

satisfies li < bi < ui for all
to make bounded. Suppose b
measurements i = 1, 2, . . . , m. If we can find ui and li that
satisfy the following two conditions, where Mi is a positive
constant larger than 1, i.e., Mi > 1 i = 1, 2, . . . , m:

li < bi + vi + i < ui


, i = 1, 2, . . . , m
ui li < 2 1 M1i bi + vi + i 
(32)
then the location accuracy is bounded (see Appendix B for
proof). Both the condition of (32) and the location accuracy
of (B10) indicate that the lower and upper bounds should
be selected so that the range of the lower and upper bounds
includes the true bias error and the length difference of the
lower and upper bounds is not too wide.
B. Comparison With Existing Approaches
The three-stage estimator proposed in this paper is compared
with the existing methods of the ILS [5], Chens residual
weighting method [10], and the LOS reconstruction method [8].
Each method may be summarized as follows:
ILS

1 T 1

i+1 = HiT R1 Hi
Hi R (r h(xi )) + xi
x

Residual Weighting
N

k rk h(

xk )1
k=1 x
2
=
x
N
1

r

h(

x
)
k
k 2
k=1

(33)

(34)

LOS Reconstruction

1 T 1
= H0T R1 H0
x
H0 R (rW h(x0 )) + x0 (35)
where

rW = SW (r) c W (r).
In the residual weighting method, rk is an arbitrarily chosen

k
subset of r and contains m pseudoranges from m BSs. x
is a bias-free estimate corresponding to rk . N is the number
of subsets obtainable from r. The residual weighting method
using a weighted linear combination of all estimates
estimates x
obtained from the subset of BSs.
In the LOS reconstruction method, a number of pseudorange
is
vectors r(t1 ), r(t2 ), . . . , r(tW ) are preprocessed before x
calculated. For the signals of the m BSs, a smoothed range
from previous w samples is sW (r) = [s1 (r1 ), s2 (r2 ), . . . ,
sm (rm )]T , where sk (rk ) indicates a smoothed value of rk (t1 ),
rk (t2 ), . . . , rk (tW ) at time tW by an N th-order polynomial.
W (r) is a standard deviation of r(t1 ), r(t2 ), . . . , r(tW ), and
c is an arbitrary positive constant. According to [8], W (r) can
be given a priori value, and c is generally set to 1. The method
regards an NLOS error as a positive random variable, and it
subtracts an estimated NLOS error from a smoothed value of a
sample sequence from pseudorange measurements to restore a
LOS distance. LOS reconstruction should be performed only on
measurements from NLOS BSs if the variation test of W (r)

Fig. 3. Simulation layout of an experimental area and an estimation result by

the three-stage estimator.

is possible to distinguish between LOS measurements and

NLOS measurements. In addition, the LOS reconstruction is
correctly applied to environments where there are intermittent
LOS/NLOS measurements from each BS. To compare the location accuracy of each method, Monte Carlo trials are performed
in a realistic situation, as shown in Figs. 37. This simulation
assumes a microcellular environment in a city where an NLOS
situation occurs more frequently than in the rural area. Therefore, the distances between BSs are assumed to be less than
1 km. Four BSs (BS#1, BS#2, BS#3, and BS#4) are located at
the endpoint of roads. A vehicle (which is the MS in the figure)
moves along the road from BS#1, which is located at (500, 0),
to BS#3, which is located at (500, 0), with a constant velocity
of 5 m/s. In this simulation, 1.2288-MHz pilot sequences are
used as the position signals. A 1% measurement error of the
chip length of the sequence is assumed, and an analog-todigital (A/D) converter having 16 times of the chip frequency
as its sampling rate is also assumed. Accordingly, the Gaussian
measurement noise of the receiver has a variance of 2.442 m2 ,
and the error caused by the sampling rate of A/D converter
is uniformly distributed on [15.26 m, 15.26 m]. In addition,
10% of the NLOS path-delay error is added to the pseudorange
measurement as additive white Gaussian noise. Assuming that
the MS gets the signals from the neighboring four BSs, four scenarios happen based on the deployment of BSs, namely 1) more
than three LOS signals; 2) two LOSs and other NLOSs; 3) one
LOS and other NLOSs; and 4) all NLOS signals. In case of
three or more LOS signals, ILS will be enough to get the
position of the traveling MS. Hence, the other three cases are
investigated here. In the first place, it is assumed that BS#1
and BS#3 transmit LOS signals without NLOS errors, whereas
the signals from BS#2 and BS#4 include NLOS errors of
about 50400 m due to shaded building blocks. Given the
building blocks that model the neighboring district in which the
targeted MS is located, applying the building-block approach
introduced by Lee [14] gives an idea in generating the traveling
distance between a BS and an MS, including reflections and
diffractions [15]. It causes the NLOS error proportional to the

KIM et al.: INTERIOR-POINT METHOD FOR AN OPTIMAL TREATMENT OF BIAS IN TRILATERATION LOCATION

Fig. 4. Performance comparison of the four methods. (a) Position error.

(b) Empirical CDF.

direct distance between a BS and an MS when the signal is

blocked by the intermediate buildings, whose proportional rate
is locally dependent on the distribution of buildings.
A set of range measurements is taken every second. For
the LOS reconstruction method, 10 recent samples are used
for the smoothed estimate, employing the first-order polynomial sW (r), i.e., W = 10. The other methods, including the
three-stage estimator, estimate the MS location directly using
the range measurements. In addition, the three-stage estimator
employs the Venkatraman et al. method [12] for selecting the
lower and upper bounds of NLOS bias errors. For the LOS
reconstruction method, the constant c is chosen to be 1.5
because it provides the best result in this simulation.
In Fig. 3, the cross-marked (+) trajectory represents position
estimates of the MS obtained by the three-stage estimator. It
shows that the estimator performs well and provides a position
estimation of 17-m, with 1- error bound in the presence of
50400-m NLOS errors.
For comparison of the four methods, 50 Monte Carlo trials
are run for the given scenario and depicted in Fig. 4. When the

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Fig. 5. Performance comparison of three methods using three BS signals with

the best signal strength. (a) Position error. (b) Empirical CDF.

MS crosses the side streets in Fig. 3, then there are three LOS
BSs. Hence, the errors are reduced at the intersection locations,
as shown in Fig. 4. Since ILS does not consider a measurement
bias, its accuracy is low. In addition, the positioning error of the
residual weighting method is larger than that of the three-stage
estimator because three pure LOS signals cannot be chosen and

k .
NLOS signals are always included in the estimation of any x
Moreover, the residual weighting method requires the signals
from more than four BSs. In the case of three BSs, it shows
the same result as the ILS method. The other three algorithms
work well for only three BSs. Therefore, the residual weighting method is not desirable in an area having the hearability
problem due to a shortage of received signals. The LOS reconstruction method exhibits better accuracy than ILS by restoring
LOS signals.
Compared to the other methods, the three-stage estimator
shows good accuracy. Fig. 4(b) represents the empirical cumulative distribution function (CDF) of the four methods. Concerning 67% distance root-mean-square (DRMS) positioning
accuracy, the three-stage estimator has a 67% DRMS of 17 m,

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IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 55, NO. 4, JULY 2006

Fig. 6. Performance comparison of four methods with one LOS and three
NLOSs signals. (a) Simulation layout. (b) Empirical CDF of position error.

Fig. 7. Performance comparison of four methods when all signals are NLOS.
(a) Simulation layout. (b) Empirical CDF of position error.

the LOS reconstruction method has 94 m, the ILS has 118 m,

and the residual weighting method has 69 m. Whereas Fig. 4
shows the results using all four measurements, Fig. 5 shows the
results using three chosen signals with the best signal strength.
Since two BSs are always LOS, the ILS would perform much
better in that case, as would the LOS reconstruction method.
Concerning 67% DRMS positioning accuracy, the three-stage
estimator has a 67% DRMS of 24 m, the LOS reconstruction
method has 51 m, and the ILS has 72 m. In case that all
three BS signals are LOS, the ILS performs better because the
proposed three-stage estimator assumes that each signal has a
bounded NLOS error. Under NLOS environments, the proposed
three-stage estimator performs better. Identification of LOS
signals will enhance the location accuracy when the three-stage
estimator is implemented.
Another Monte Carlo trial is run for the given scenario and
depicted in Fig. 6. It is assumed that only BS#1 transmits LOS
signals, whereas the other three BSs include NLOS errors. The
performance is degraded compared to the previous experiment,
which has two LOSs and two NLOSs signals. Concerning 67%
DRMS positioning accuracy, the three-stage estimator has a
67% DRMS of 80 m, the LOS reconstruction method has

133 m, the ILS has 160 m, and the residual weighting has
205 m. In addition, the other Monte Carlo trial is run for the
given scenario and depicted in Fig. 7. It is assumed that there is
no LOS signal. Concerning 67% DRMS positioning accuracy,
the three-stage estimator has a 67% DRMS of 44 m, the LOS
reconstruction method has 181 m, the ILS has 214 m, and the
residual weighting has 245 m.
These results reveal that consideration of a feasible range
of measurement bias, as done by the three-stage estimator,
effectively enhances location accuracy.
V. C ONCLUSION
A new position-determination estimator to minimize the
effect of a measurement bias due to NLOS errors has been
proposed for calculating a wireless location. The problem of
wireless location is formulated to solve pseudorange equations
including bias errors. Pseudoranges obtained by the signals
from multiple BSs are first solved for an MS location assuming
fixed bias errors by means of an ILS method. This solution is
called a bias-free estimate. Bias errors resulting from NLOS errors are then formulated by a Lagrangian equation as a form of

KIM et al.: INTERIOR-POINT METHOD FOR AN OPTIMAL TREATMENT OF BIAS IN TRILATERATION LOCATION

a constrained optimization problem. The problem is solved by

employing the interior-point and the NewtonRaphson methods. The solution is called a bias estimate. A combination of
the bias estimate and the bias-free estimate results in an optimal
estimate of the MS location.
It is shown that the three-stage estimator guarantees a convergence to a true position if a proper boundary of bias error is
chosen. Its convergence and location accuracy are demonstrated
by realistic simulations. The performance is compared with
some existing methods, such as the ILS method, the LOS
reconstruction method, and the residual weighting method. The
three-stage estimator exhibits better performance over the other
methods. Simulations under a typical urban environment have
shown that the ILS methods accuracy of 118 m (67% DRMS)
can be improved to about 17 m by using the three-stage estimator. The simulations are sufficiently realistic so that they include
microcellular environments with one or no LOS signal. We are
confident that the three-stage estimator will demonstrate similar
improvements when it is implemented in the field.
The estimator may be extended to other location determination problems using pseudoranges corrupted by a measurement
bias, e.g., global positioning system (GPS) and a radar-tracking
problem. The estimator can be further improved if the measurement bias including NLOS errors is realistically modeled and if
the recent development to improve hearability is added [7].
A PPENDIX A
I MPLEMENTATION OF THE N EWTON R APHSON M ETHOD
TO S OLVE THE L AGRANGIAN E QUATION
The NewtonRhapson method gives
1 T
G =0
S T Q1
w (z Sb) +
2
g(b) s = 0

1 = 0.

1299

where the step lengths of the primal P and the dual D prevent the estimate of the bias error from being too close to the
boundary of the feasible set, as follows:

P = 0.995 min
j


D = 0.995 min
j

skj

skj
kj

kj


|

skj

kj

<0

(A6)


<0 .

(A7)

To apply the interior-point optimization method to a bias estimation, the initial estimate of the bias error must be determined
in advance. Most importantly, b0 takes the previous estimate or
a value satisfying the given conditional inequality of the bias
error. The slack variable is set to qualify s0 = g(b0 ) > 0, and
the dual variable has the initial value of 0 = 1 1. As
Fiacco and McCormick showed, a barrier constant should be
0 to get the required solution, and therefore, the barrier
constant is renewed at each iteration by
=

T s
.
(n + m)2

(A8)

The repeated solution of (A5) is stopped when the following

two conditions are satisfied:


 (k )T sk 


k
b  < 1 , 
(A9)
 < 2 .
 m 

A PPENDIX B
B OUNDED P ROPERTY OF L OCATION E STIMATE
Considering the Lagrangian equation and its solution given
by (27) and (28)
(A1)

The NewtonRhapsons method makes the increment of each

variable [bk k sk ]T computed by


k1
1 Gk 
k T
S T Q1

(G
)
0
bk
w S + 2 b 
2
b=bk

(Gk )T
0
I
k
sk
0
k
T 1

S Qw (z Sbk ) + 12 (Gk )T k
(A2)
g(bk ) sk
=
k
0 1
k
Gk = G(bk ),
=
where
1 , 2 , . . . , m },
k = diag{
(s ), and k = (k ).
The Newton steps [bk + bk k + k sk + sk ] may not
exist inside the admissible set, so we update the variables at
each iteration with

T 1
S T Q1
w z S Qw S b

T
g m (bm )
k g 1 (b1 ) g 2 (b2 )

= 0 (B1)
+
2 g1 (b1 ) g2 (b2 )
gm (bm )

= U + L + (I ) (b + v + ).
b
2

(B2)

If the upper and lower bounds of bi , ui , and li satisfy the

following two conditions:
li < bi + vi + i < ui ,
for all i = 1, 2, . . . , m (B3)


1
bi + vi + i ,
u i li < 2 1
Mi
for all i = 1, 2, . . . , m

bk+1 = bk + P bk

(A3)

k+1 = k + D k

(A4)

then the location accuracy defined by (31)






U+L

= 
x x2 = V
(b + v + ) 

2
2

sk+1 = sk + P sk

(A5)

is bounded.

(B4)

(B5)

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IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 55, NO. 4, JULY 2006

Proof: Equations (B3) and (B4) can be expressed by the

following equations, which employ arbitrary Miu and Mil such
that Mi > Mil > Miu > 1 is satisfied:


1
ui = bi + vi + i + 2 1 u bi + vi + i 
Mi


1
Ii = ui 2 1 l bi + vi + i .
Mi

(B6)

(B7)

Suppose that bi lies between ui and li . Then, (B6) and (B7)

give the following inequality by applying (B2) to bi :


 u i + li


1 i  
(bi + vi + i )

2



2
1 
 bi + vi + i 
1

= 1 i  
+

Miu
Mil 



1 
 bi + vi + i .
1

(B8)
<

Mil 
By the triangle inequality, for each i





i ui + li (bi + vi + i ) 


2


 u i + li


(1 i  + 1) 
(bi + vi + i )

2
 





1 
 + 1 2 + 1  bi + vi + i 
1


u



l
l
Mi
Mi
Mi 



1 
 bi + vi + i .
1

(B9)
<2

Mi 

R EFERENCES
[1] A. V. Fiacco and G. P. McCormick, Nonlinear Programming: Sequential
Unconstrained Minimization Techniques. New York: Wiley, 1968.
[2] C.-T. Chen, Linear System Theory and Design. New York: Holt,
Rinehart and Winston, 1984.
[3] H.-L. Song, Automatic vehicle location in cellular communications
systems, IEEE Trans. Veh. Technol., vol. 43, no. 4, pp. 902908,
Nov. 1994.
[4] J. Caffery, Jr. and G. L. Stber, Subscriber location in CDMA cellular networks, IEEE Trans. Veh. Technol., vol. 47, no. 2, pp. 406416,
Nov. 1998.
[5] J. Caffery, Jr., Wireless Location in CDMA Cellular Radio Systems.
Norwell, MA: Kluwer, 2000.
[6] L. Cong and W. Zhuang, Nonline-of-sight error mitigation in mobile
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[7] M. F. Madkour, S. C. Gupta, and Y.-P. E. Wang, Successive interference
cancellation algorithms for downlink W-CDMA communications, IEEE
Trans. Wireless Commun., vol. 1, no. 1, pp. 169177, Jan. 2002.
[8] M. P. Wylie and J. Holtzmann, The non-line-of-sight problem in mobile
location estimation, in Proc. 1996 5th IEEE Int. Conf. Universal Pers.
Commun., 1996, vol. 2, pp. 827831.
[9] N. Karmarker, A new polynomial-time algorithm for linear programming, Combinatorica, vol. 4, no. 4, pp. 373395, Dec. 1984.
[10] P.-C. Chen, Mobile position location estimation in cellular systems,
Ph.D. dissertation, Univ. New Brunswick, Saint John, NB, Canada, 1999.
[11] S. Al-Jazzar and J. Caffery, Jr., NLOS mitigation method for urban
environments, in Proc. IEEE VTC Fall Veh. Technol. Conf., 2004,
pp. 51125115.
[12] S. Venkatraman, J. Caffery, Jr., and H.-R. You, Location using LOS
range estimation in NLOS environments, in Proc. IEEE VTC Spring Veh.
Technol. Conf., 2002, pp. 856860.
[13] T. S. Rappaport, J. H. Reed, and B. D. Woerner, Position location using
wireless communications on highways of the future, IEEE Commun.
Mag., vol. 34, no. 10, pp. 3341, Oct. 1996.
[14] W. C. Y. Lee, Mobile Communications Engineering: Theory and Practice.
Englewood Cliffs, NJ: Prentice-Hall, 1998.
[15] W. Kim, J. G. Lee, and G. I. Jee, Increase of positioning robustness by
integration of CDMA and GPS, in Proc. Int. Symp. GPS/GNSS. Korea,
Nov. 2001, pp. 124129.

Now, visit (B5). Equation (B9) and the Schwarz inequality

give
 



U+L


= 
x x2 = V 2 

(b
+
v
+
)


2
2


2
2
1
1
<2
+ + 1
1
M1
Mm
V 2 b + v + 2 .

(B10)

is bounded according to the equation.

ACKNOWLEDGMENT
The authors would like to thank the Automation and Systems
Research Institute and the Automatic Control Research Center
at Seoul National University and Samsung Electronics Company, Ltd. for their support.

Wuk Kim was born in Korea in 1971. He received

the B.S., M.S., and Ph.D. degrees in electrical engineering and computer science from Seoul National
University, Seoul, Korea, in 1995, 1997, and 2003,
respectively.
In 2002, he joined the Telecommunication R&D
Center, Samsung Electronics, Gyeonggi-do, Korea,
where he has been a Senior Engineer in the area
of mobile standardization since 2003. His research
interests include service requirements and architecture, mobile applications of multimedia messaging,
mobile location in the Third Generation Partnership Project (3GPP), and Open
Mobile Alliance (OMA) standard fora.

KIM et al.: INTERIOR-POINT METHOD FOR AN OPTIMAL TREATMENT OF BIAS IN TRILATERATION LOCATION

Jang Gyu Lee (S76M77) received the B.S. degree in electrical engineering from Seoul National
University, Seoul, Korea, in 1971, and the M.S. and
Ph.D. degrees from the University of Pittsburgh,
Pittsburgh, PA, in 1974 and 1977, respectively.
In 1977, he joined The Analytic Sciences Corporation (TASC), Reading, MA, where he worked on
missile parameter identification, missile guidance,
and security assessment of power plants. From 1981
to 1982, he was with the Charles Stark Draper
Laboratory, Cambridge, MA, where he worked on
inertial navigation systems and optimal control of underwater vehicle. In 1982,
he joined the faculty of the School of Electrical Engineering and Computer
Science, Seoul National University, where he is currently teaching and doing
research on navigation, guidance, and control, and has been named Director of
the Automatic Control Research Center since 1995. In 1998 and 1999, he was
a Visiting Professor with the Bradley Department of Electrical and Computer
Engineering and the Center for the Study of Science in Society, Virginia
Polytechnic Institute and State University, Blacksburg. He has also published
more than 150 journal papers and 350 conference papers on the subject of
navigation, guidance, and control. His current research interests include theory
and applications of linear and nonlinear filtering, navigation technologies, and
microelectromechanical-systems-based inertial sensors.
Dr. Lee is a member of the National Academy of Engineering of Korea,
Sigma Xi, the Korean Institute of Electrical Engineers, the IFAC Technical
Committee on Aerospace, and the IFAC Technical Committee on Education.

1301

Gyu-In Jee (S82M90) received the B.S. and M.S.

degrees in control and instrumentation engineering
from Seoul National University, Seoul, Korea, in
1982 and 1984, respectively, and the Ph.D. degree
from Case Western Reserve University, Cleveland,
OH, in 1989.
He joined the faculty of the Department of
Electronics Engineering, Konkuk University, Seoul,
in 1992. In 2000 and 2001, he was a Visiting Professor with the Department of Geomatics Engineering,
University of Calgary, Calgary, AB, Canada. His
previous research interests include global positioning systems and wireless
location. His current research interests include the software Global Navigation
Satellite System (GNSS) receiver, antijamming for GNSS, and IEEE 802.16e
and ultrawideband-based wireless location systems.
Dr. Jee is a Chair of the Korean GNSS Technology Council and the Wireless
Location Working Group in the Korean LBS standard forum.