Search and Detection Theory (OA3602) Prof.

James Eagle
Lecture Notes (rev: October 16, 2012) NPS Operations Research Dept.

2 Introduction to Firing Theory

Text: Washburn and Kress [2009], Chapter 2 (through Eq. 2-18)

2.1 Problem Statement

When one or more weapons are fired at a target, what is the probability of inflicting a
specified level of damage on the target?
There are three types of random errors we will discuss:
• firing errors,
• target location errors, and
• errors in the damage radius of the weapon.
We note that we can also, with much of the same modeling, speak of sensors detecting a
target, instead of weapons damaging a target.

2.2 Firing Errors (Dispersion)

(Xi , Yi ) is the impact point for shot i, i = 1, 2, . . . , n. We will usually assume here that
Xi ∼ N (µx , σx2 ) and Yi ∼ N (µy , σy2 ) and that all random variables are independent of each
other. So there is an independent dispersion error for each shot.

Figure 1: Aim Points (black) and Resulting Impact points (red).

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2.3 Target Location Errors (Bias)

We will be assuming that target location (U, V ) is unknown and random, but constant for
all n shots. This is an example of a bias error. A bias error can also be introduced by a
wind-induced error applied to all shots, or an error in the “sights” of the weapon.

Figure 2: Large Bias Error and Small Dispersion Error

Figure 2 (from Washburn and Kress [2009], p. 26) illustrates the effects of a large bias
error (say a sighting or wind error which effects each shot) and a relatively small dispersion
error. In this case, the marksman might do better with a larger dispersion error.

2.4 Errors in Damage Radius

2.4.1 Damage Radius Density Function (fR (r)) and Damage Function (D(r))

R = damage radius = the maximum radial distance from the target to the impact point
resulting in a specified level of damage. R can not be negative.
R is modeled as a random variable because of unknown degrees of target hardening, blast
dispersion, and explosive yield. The density function for R is fR (r), and the damage
function D(z) is defined from fR (r) as follows:
Z ∞
D(z) = P (target damaged | miss distance z) = P (R ≥ z) = fR (r)dr. (1)
z

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The relationship between fR (r) and D(r) is illustrated in Figure 3.
Damage radius density

f (r)
R
f (r)
R

D(z)

z r
P(target damaged | miss distance = z)
= P(R ≥ z)
= D(z)
1

D(z)

Damage function
D(r)

z r

Figure 3: Damage Density (fR (r)) and Damage Function (D(r)).

Notes:
1. Taking derivative of (1) with respect to z gives (using the Fundamental Theorem of
Calculus)
dD(z)
fR (z) = − . (2)
dz
So the negative of the slope of D(z) is fR (z).
2. It is not necessary that R be a proper random variable. That is, the density function
fR (r) need not integrate to 1.
Z ∞
fR (r)dr = P (damage | direct hit)
0
≤ 1.
This integral will be strictly less than 1 if some shots are duds or the target can
withstand a direct hit.

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2.4.2 Damage Function and Damage Area

The damage function, D(r), is the probability that damage occurs when the miss distance
is r. It will have only miss distance as an argument, which means that we are implicitly
assuming radially symmetric weapons.
If f (x, y) is the bivariate density function
p for target location relative to the weapon location,
then the target-weapon distance is x2 + y 2 , and using a conditional probability argument,
the probability of damaging the target with this weapon is

Z Z
Pd = P (damaging the target | target position is (x, y)) f (x, y) dxdy,
∀(x,y)
Z Z p
= D( x2 + y 2 ) f (x, y) dxdy. (3)
∀(x,y)

If the target is uniformly distributed over a large area A, then f (x, y) = 1/A, and
Z Z
1 p
Pd = D( x2 + y 2 ) dxdy.
A A

This can be written as Pd = a/A, where the damage area or lethal area of the weapon
is
Z Z p
a = D( x2 + y 2 )dxdy (in Cartesian coordinates)
ZA∞
= 2π rD(r)dr (in polar coordinates).
0

The damage area is the “size” of the weapon. Thinking in two dimensions, the damage
area is the “volume” under the damage function. And if a target is uniformly distributed
over a large area A, and a weapon impacts near the center of the area, all weapons with
the same damage area a would have the same Pd = a/A.

2.4.3 The Cookie Cutter Weapon

A cookie-cutter weapon is conceptually very simple. When the weapon parameter is R,

the weapon damages the target with certainty when the miss distance is less than or equal
to R. And all targets outside R are undamaged. So the damage function is

1, r ≤ R
D(r) =
0, r > R.

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In this case, the damage radius is not random, and the damage area is
Z ∞
r2 R
a = 2π rD(r)dr = 2π  = πR2 ,
0 2 0

which is, of course, the area of a circle of radius R.

Figure 4: Rayleigh Densities.

2.4.4 The Rayleigh Distribution

A Rayleigh random variable with parameter b has the following density and cumulative
distribution functions:
r −r2 /2b2
fR (r) = e , (4)
b2
2 2
FR (r) = P (R ≤ r) = 1 − e−r /2b . (5)

p
Example Rayleigh densities are shown in Figure 4. The mode and mean are b and b π/2 =
b 1.2533, respectively.
An important application for the Rayleigh distribution is to model 2-dimensional, circular
normal 2
√ miss distances. That is, if X and Y are i.i.d. N (0, σ ) random variables, and
R = X 2 + Y 2 is the random distance to the origin, then R ∼ Rayleigh(σ). So,

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 2 /2σ 2
P (R ≤ r) = 1 − e−r . (6)

Examples:
1. A target’s location is circular, bivariate normal with standard deviation σ and cen-
tered at (µx , µy ). What is the probability that R, the range from (µx , µy ) to the
target, is less than or equal to 2σ? Equivalenty, how much probability mass is con-
tained within the 2σ circle?

P (R ≤ 2σ) = FR (2σ)
2 /2σ 2
= 1 − e−(2σ)
= 1 − e−2
= .86.

It’s not difficult to generalize to noncircular, bivariate normal distributions and show
that the containment probability of any 2σ ellipse is also .86.
2. In a dart game, let (X, Y ) be where a dart
√ hits. Assume X and Y are independent
N (0, σ 2 ) random variables and let R = X 2 + Y 2 . Referring to Figure 5,

P (bull’s eye) = P (R ≤ rb )
= FR (rb )
2 2
= 1 − e−rb /2σ .

P (hit ring between r1 and r2 ) = P (r1 ≤ R ≤ r2 )

= FR (r2 ) − FR (r1 ).

P (at least 1 bull’s eye in 3 tosses) = 1 − (1 − FR (b))3 .

2.4.5 The Diffuse Gaussian Weapon

The Diffuse Gaussian weapon with parameter b has its damage radius R distributed as
a Rayleigh random variable, also with parameter b. So from Equation (5) the damage
function is

2 /2b2
D(r) = P (R ≥ r) = 1 − FR (r) = e−r . (7)

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 r1
r2

2r b

Figure 5: Darts geometry.

And the damage area is

Z ∞
a = 2π rD(r)dr
Z0 ∞
2 /2b2
= 2π re−r dr
Z0 ∞
= 2π b2 e−u du (with change of variable u = r2 /(2b2 ))
0
= 2πb2 . (8)

D(x,y)

Figure 6: Diffuse Gaussian 2-D Damage Function.

A cookie-cutter
√ weapon with range r and a Diffuse Gaussian weapon with parameter
b = r/ 2 have the same damage area a = πr2 . The cookie-cutter weapon is easier
conceptually, but the Diffuse Gaussian weapon can be simpler computationally when the
target has a normal location distribution.
Figure 8 plots a cookie-cutter damage
√ function with r = 1, and the “equivalent” Diffuse
Gaussian weapon with b = 1/ 2. Cookie-cutter weapons provide better models when

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 D(x,y)

R
y

Figure 7: Cookie-Cutter 2-D Damage Function.

1.0

Diffuse Gaussian
0.8

cookie cutter
P(damage|r)

0.6
0.4
0.2
0.0

0.0 0.5 1.0 1.5 2.0 2.5 3.0

miss distance, r

Figure 8: Damage Functions for Cookie-Cutter and Diffuse Gaussian Weapons, Each with
Damage Area π.

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the damage mechanism is overpressure. Diffuse Gaussian weapons, being “sloppier” than
cookie-cutter weapons, may be more appropriate when shell fragmentation causes the target
damage.

2.5 Attacking a Normally Distributed Target with n Cookie-Cutter or

Diffuse Gaussian Weapons with No Dispersion Errors

2.5.1 n=1

Problem Statement. A target’s x and y positions are independent normal random variables
X ∼ N (0, σx2 ) and Y ∼ N (0, σy2 ). A weapon is placed at point (hx , hy ). What is the
probability that the weapon damages the target?
Notes:
1. For any bivariate normal distribution, it is always possible by a translation and rota-
tion of the axes, to convert the problem into one where the probability distribution
has means (0, 0) and independent, normally distributed components along the new x
and y axes.
2. In the problem as stated, we have target location (bias) errors and damage radius
errors, but no dispersion errors. That is, the round goes exactly where it is aimed.
But reversing the roles of target and weapon is possible. Then the model applies for
a target precisely located at (hx , hy ) and one round is fired at (0,0) with independent
dispersion variances (σx2 , σy2 ).

(h x , hy )
2l
r

Figure 9: Replacing a Cookie-Cutter Circle with a Cookie-Cutter Square.

Cookie-Cutter Weapon. We assume a cookie-cutter weapon with a damage radius of r.

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We estimate the damage probability by replacing the circular, cookie-cutter weapon with
a square weapon having the same damage area (πr2 ). (See Figure 9.) After rotating the x
and y axes so that random variables X and Y are independent,
Z hx +l Z hy +l
Pd ≈ fX (x)dx fY (y)dy
x=hx −l y=hy −l
         
hx + l hx − l hy + l hy − l
= Φ −Φ × Φ −Φ (9)
σx σx σy σy
√
where (2l)2 = πr2 or l = r π/2.
Diffuse Gaussian Weapon. Now assume that the weapon is a Diffuse Gaussian weapon
with parameter b. Then it can be shown (and this is the main reason Diffuse Gaussian
weapons are useful models), that
!!
b2 1 h2x h2y
Pd = q exp − + . (10)
(b2 + σ 2 )(b2 + σ 2 ) 2 b2 + σx2 b2 + σy2
x y

Equation (10) is remarkable for its simplicity. It is exact for a Diffuse Gaussian weapon with
parameter b, even though the target distribution is not circular and the weapon is offset
from the center of the target distribution. This result might be a reasonable approximation
for other weapons or sensors having the same damage area.
Examples:
1. A target has a BVN distribution centered at (0,0), with σx = 10 and σy = 3. A cookie-
cutter weapon with damage radius 4 is placed at point (3,2). Estimate the probability
of damage (Pd ) by replacing the cookie-cutter weapon with the “equivalent” square.
√
For the square weapon, l = 4 π/2 = 3.5449. The “square” approximation is

Pd ≈ [Φ((3 + l)/10) − Φ((3 − l)/10)] × [Φ((2 + l)/3 − Φ((2 − l)/3)]

= [Φ(.6545) − Φ(−.0545)] × [Φ(1.8483) − Φ(−.5150)]
= .1763.

The correct value to 4 places (obtained by Monte Carlo simulation) is .1775.

2. Now replace the cookie-cutter weapon with a Diffuse Gaussian weapon having the
same damage area. For the Diffuse Gaussian sensor, b2 = r2 /2 = 42 /2 = 8, and the
exact Pd is
32 22
  
8 1
Pd = p exp − +
(8 + 102 )(8 + 32 ) 2 8 + 102 8 + 32
= .1592.

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2.5.2 n≥2

We let Dk be the event of damage created by weapon k, then the Inclusion-Exclusion Rule
says

Pd = P (D1 ∪ D2 ∪ · · · ∪ Dm )
= P (D1 ) + · · · + P (Dm )
− sum of all even-numbered intersections
+ sum of all odd-numbered intersections

For example, with A, B, and C being D1 , D2 , and D3 ,

P (A ∪ B ∪ C) = P (A) + P (B) + P (C)

−P (A ∩ B) − P (B ∩ C) − P (C ∩ A)
+P (A ∩ B ∩ C)

If the weapons do not overlap, then the Dk events are mutually exclusive, and
n
X
Pd = P (Dk ).
k=1

If some or all of the n weapons overlap (the usual case), then we must in general resort to
simulation, since we can not easily estimate the overlap probabilities. In the simulation, we
draw m independent, sample target positions from the assumed target location distribution.
For each sample target i = 1, . . . , m, determine

Pdi = P (target i is damaged by one or more of the n weapons)

Yn
1 − P (Dki )


= 1−
k=1

where P (Dki ) is the probability of weapon k damaging target i. Then the final simulation
answer is found by averaging over the sample target positions.
m
1 X i
Pd = Pd (11)
m
i=1

This procedure is identical to Equation (2.18) in the Combat Modeling text. In Section
2.3.3 of the text, it is shown that an analytic, exact answer for Pd is possible for multiple
shots of a Diffuse Gaussian weapon.

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The R code below simulates 10,000 random target positions and computes the fraction of
these targets damaged by two weapons placed in different locations. Based on one run of
this simulation, a 95% confidence interval for the probability of damage is .3458 ± .0093 for
two cookie-cutter weapons, and .2975 ± .0062 for two Diffuse Gaussian weapons having the
same damage areas as the cookie-cutter weapons. The exact answer to 4 decimal places
for the two DG weapons is .2970.
## Monte Carlo Simulation of Two Overlapping Weapons without Dispersion Errors
## (Cookie-Cutter and Diffuse Gaussian) against a Normally Distributed Target

#####
# Diffuse Gaussian damage function for weapon with parameter b.
DG <- function(x,b) {pd = exp(-x^2/(2*b*b))}
#####
# Cookie-cutter damage function for weapon with damage radius r.
# Returns 1 if x <= r and 0 otherwise.
CC <- function(x,r) {pd = (x<=r)}
#####

N <- 1e3 #number of random targets

sx <- 10; sy <- 3 #target location std. deviations
r <- 4 # Cookie-cutter damage radius
b <- r/sqrt(2) # "Equivalent" Diffuse Gaussian parameter

# Set x and y positions for weapons 1 and 2

w1x <- 3; w1y <- 2; w2x <- -3; w2y <- -2;
# Set n random target positions
Tx <- sx*rnorm(N); Ty <- sy*rnorm(N);

# Evaluate n distances from weapons to each of the targets

D1x <- Tx - w1x; D1y <- Ty-w1y; D1 <- sqrt(D1x^2 + D1y^2);
D2x <- Tx - w2x; D2y <- Ty-w2y; D2 <- sqrt(D2x^2 + D2y^2);

# Use the damage functions DG(.,.) or CC(.,.) to evaluate the

# probability of damage (Pd) for either of the two weapons.
Pd_cc <- 1-(1-CC(D1,r))*(1-CC(D2,r)) #CC.m is Cookie-Cutter damage function
Pd_dg <- 1-(1-DG(D1,b))*(1-DG(D2,b)) #DG.m Diffuse Gaussian damage function

# Compute the sample mean and standard deviation of Pd_cc and Pd_dg
Pdcc <- mean(Pd_cc); sdcc <- sd(Pd_cc)
Pddg <- mean(Pd_dg); sddg <- sd(Pd_dg)

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# Compute the 95% confidence interval half-width for Pd
ci95cc <- 1.96*sdcc/sqrt(N)
ci95dg <- 1.96*sddg/sqrt(N)

cat(’N:’,N,’\n’)
cat(’CC 95% CI: ’,Pdcc,’ +- ’,ci95cc,’\n’)
cat(’DG 95% CI: ’,Pddg,’ +- ’,ci95dg,’\n’)
Figure 10 shows 1000 sample target positions with targets damaged by the cookie-cutter
weapon in red.
20

15

n =1000
Pd =0.33
10

−5

−10

−15

−20
−30 −20 −10 0 10 20 30

Figure 10: Two Overlapping Cookie-Cutter Weapons Attacking a Normal Target

2.6 Attacking a Precisely Located Target (no Bias Errors) with m Cookie-
Cutter or Diffuse Gaussian Weapons with Independent Dispersion
Errors

In this case, each of the m shots is treated as an independent firing event. Let qi be the
probability
Qm of missing on shot i. Then the probability of missing on shots 1 through m is
q
i=1 i . And the probability of achieving one or more hits in m shots is
m
Y
Pd = 1 − qi (12)
i=1

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We can use (9) (for cookie-cutter weapons) or (10) (for Diffuse Gaussian) to evaluate 1 − qi
for each shot i. In these equations, σx and σy are now the dispersion error standard
deviations, and hx and hy are the target’s position relative to the center of the dispersion
distribution.
Example: We return to the examples following (10), with the roles of target and weapon
switched. A cookie-cutter weapon with damage radius 4 has a BVN dispersion distribution
centered at (0,0), with σx = 10 and σy = 3. A target is located at point (3,2). The proba-
bility of damage is estimated by replacing the cookie-cutter weapon with the “equivalent”
√
square. For the square weapon, the half-width is l = 4 π/2 = 3.5449. The “square”
approximation is

Pd ≈ [Φ((3 + l)/10) − Φ((3 − l)/10)] × [Φ((2 + l)/3 − Φ((2 − l)/3)]

= [Φ(.6545) − Φ(−.0545)] × [Φ(1.8483) − Φ(−.5150)]
= .1763.

If three independent, cookie-cutter weapons are fired at (0,0), the probability of damage
becomes 1 − (1 − .1763)3 = .4411.
Continuing with the example, if the cookie-cutter weapons are replaced with Diffuse Gaus-
sian weapons having the same damage area, then the single-shot probability of damage is
.1592, and the 3-shot probability of damage is 1 − (1 − .1592)3 = .4056.

2.7 Circular Error Probable (CEP)

In a firing problem with dispersion errors, the circular error probable (CEP) is the radius
of the smallest circle containing 50% of the probability distribution. This is one way to
describe variability without referring to variance or standard deviation.
Example: The impact point for a weapon has a circular normal distribution with standard
deviation σ. What is the CEP for this weapon?
Ans: Let random variable R be the distance from the origin to the impact point. From our
earlier discussions, we know that R has a Rayleigh(σ) distribution. And from Equation
(6), the probability that the next round lands on or within z from the aim point (0,0) is
2 2
1 − e−z /2σ . Setting this expression to .5 and solving for z gives
√
zCEP = 2 ln 2 σ ≈ 1.17741 σ.

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 X

X X

CEP X
X

X
X
X

Figure 11: The CEP Circle Contains Five of the Ten Weapon Impacts.

References
Philip M. Morse and George E. Kimball. Methods of Operations Research. MIT Press and
John Wiley and Sons, Inc, 1951.

Edward Rockower. Notes on measures of effectiveness. Technical report, Operations Re-

search Department, Naval Postgraduate School, 1985.

Daniel H. Wagner, W. Charles Mylander, and Thomas J. Sanders. Naval Operations

Analysis. Naval Institute Press, 3rd edition, 1999.

Alan Washburn and Moshe Kress. Combat Modeling. Springer, 2009.

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