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Published in IET Signal Processing

Received on 22nd May 2007
Revised on 30th January 2008
doi: 10.1049/iet-spr:20070190

ISSN 1751-9675

Best linear unbiased estimator approach for

time-of-arrival based localisation
F.K.W. Chan H.C. So J. Zheng K.W.K. Lui
Department of Electronic Engineering , City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong
E-mail: hcso@ee.cityu.edu.hk

Abstract: A common technique for source localisation is to utilise the time-of-arrival (TOA) measurements
between the source and several spatially separated sensors. The TOA information defines a set of circular
equations from which the source position can be calculated with the knowledge of the sensor positions.
Apart from nonlinear optimisation, least squares calibration (LSC) and linear least squares (LLS) are two
computationally simple positioning alternatives which reorganise the circular equations into a unique and non-
unique set of linear equations, respectively. As the LSC and LLS algorithms employ standard least squares (LS),
an obvious improvement is to utilise weighted LS estimation. In the paper, it is proved that the best linear
unbiased estimator (BLUE) version of the LLS algorithm will give identical estimation performance as long as
the linear equations correspond to the independent set. The equivalence of the BLUE-LLS approach and the
BLUE variant of the LSC method is analysed. Simulation results are also included to show the comparative
performance of the BLUE-LSC, BLUE-LLS, LSC, LLS and constrained weighted LSC methods with Cramér– Rao
lower bound.

1 Introduction approach can attain optimum estimation performance, it is

Source localisation using measurements from an array of
spatially separated sensors has been an important problem
in radar, sonar, global positioning system [1], mobile
communications [2], multimedia [3] and wireless sensor
networks [4]. One commonly used location-bearing
parameter is the time-of-arrival (TOA) [2, 4], that is, the
one-way signal propagation or round trip time between the
source and sensor. For two-dimensional positioning, each
noise-free TOA provides a circle centred at the sensor on
which the source must lie. By using M
3 sensors, the
source location can be uniquely determined by the
intersection of circles. In practice, the TOA measurements
are noisy, which implies multiple intersection points and
thus they are usually converted into a set of circular
equations, from which the source position is estimated with
the knowledge of the signal propagation speed and sensor
array geometry.
Commonly used techniques for solving the circular
equations include linearisation via Taylor-series expansion
[5] and steepest descent method [6]. Although this direct
computationally intensive and sufficiently precise initial
estimates are required to obtain the global solution. On the
other hand, an alternative approach, which allows real-time
computation and ensures global convergence is to
reorganise the nonlinear equations into a set of linear
equations by introducing an extra variable that is a function
of the source position. It is noteworthy that this idea is first
introduced in [7, 8] for time-difference-of-arrival (TDOA)
based localisation. The linear equations can then be solved
straightforwardly by using least squares (LS) and the
corresponding estimator is referred to as the least squares
calibration (LSC) method [9], or by eliminating the
common variable via subtraction of each equation from all
others, which is referred to as the linear least squares (LLS)
estimator [10, 11]. In this work, we will focus on the
relationship development between the best linear unbiased
estimator (BLUE) [12] versions of the LSC and LLS
algorithms. Our contributions do not lie on new
positioning algorithm development as the BLUE technique
for localisation applications has already been proposed in
the literature [13]. Our major findings include (i) all
BLUE realisations of the LLS algorithm have identical

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estimation performance as long as the (M 2 1) linear parameters to be estimated linear in the data. It is suitable for
equations correspond to the independent set [10]. (ii) The practical implementation as only the mean and covariance of
covariance matrices of the position estimates in the BLUE- the data are required and complete knowledge of the
LLS scheme with the independent set and the BLUE probability density function is not necessary. The BLUE
version of the LSC algorithm are identical. By comparing version of the LSC estimator is derived as follows.
with Cramér – Rao lower bound (CRLB) for TOA-based
localisation [14], it is then shown that they are suboptimal Squaring both sides of (1), we have [9]
estimators, and this result is different from the iterative
BLUE estimator of [13], which gives maximum likelihood 1 2 
xi x þ yi y  0:5R ¼ x þ yi2  ri2 þ mi ,
estimation performance. (iii) Among the BLUE-LLS and 2 i (2)
BLUE-LSC algorithms, the latter is preferable as it i ¼ 1, 2, . . . , M
involves lower computational complexity. Note that the
research results can also be applied to source localisation where mi ¼ n2i =2 þ di ni and R ¼ x 2 þ y 2 is the introduced
systems with received signal strength [2] measurements as variable to reorganise (1) into a set of linear equations in x,
they employ the same trilateration concept where the y and R. To facilitate the development, we express (2) in
propagation path losses from the source to the sensors are matrix form
measured to give their distances.
Au þ p ¼ b (3)
The organisation of this paper is as follows. In Section 2,
where
we first develop the weighted versions of the LSC and
LLS methods based on BLUE. The equivalences between 2 3
x1 y1 0:5
various forms of the BLUE-LLS solutions within the 6 . .. .. 7
independent set and the BLUE-LSC estimate are then A¼6 4 .
. . . 75
proved. Furthermore, their suboptimality and computational xM yM 0:5
requirement will be discussed. Simulation results are included 2 3
in Section 3 to evaluate the estimation performance of the x
BLUE-LSC and BLUE-LLS algorithms by comparing with 6 7
u¼4y5
the LSC, LLS and constrained weighted LSC [14] methods R
as well as verify our theoretical development. Finally, 2 3
conclusions are drawn in Section 4. m1
6 . 7
p ¼ 4 .. 5
2 BLUE-based positioning mM
In this Section, we first present the signal model for TOA-
based localisation. The BLUE-LSC and BLUE-LLS and
algorithms are then devised from the LSC and LLS 2 3
x21 þ y12  r12
formulations, respectively. Their relationship, estimation
16 .. 7
performance and computational complexity are also provided. b¼ 64 . 7
5
2
2 2 2
Let (x, y) and (xi , yi), i ¼ 1, 2, . . . , M, be the unknown xM þ yM  rM
source position and the known coordinates of the ith
sensor, respectively. With known signal propagation speed, For sufficiently small noise conditions,
the range measurements between the source and sensors are p ’ [ 2 d1n1 . . . 2dMnM]T and Efr 2i g ’ d 2i , i ¼ 1, 2, . . . , M,
straightforwardly determined from the corresponding TOA where T denotes transpose operation and E is the expectation
measurements, which are modelled as operator. Hence we have Efbg ’ Au, which corresponds to
the linear unbiased data model. Using the information that p
ri ¼ di þ ni , i ¼ 1, 2, . . . , M (1) is approximately zero-mean and its covariance matrix, denoted
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi by Cp , is a diagonal matrix of the form
where di ¼ (x  xi )2 þ (y  yi )2 is the noise-free range and
2 2 2 3
ni is the noise in ri . For simplicity, we assume line-of-sight d1 s1 0  0
propagation between the source and all sensors such that 6 0
6 d22 s22    0 7 7
each ni is a zero-mean white process with known variance Cp ’ 6 . .. .. .. 7 (4)
4 .. . 5
si2 [14]. . .
0 0    dM2 sM2

2.1 BLUE-LSC algorithm The BLUE for u based on (3), denoted by u^ , is then [12]
BLUE [12] is a linear estimator which is unbiased and has
minimum variance among all other linear estimators. To
employ the BLUE technique, we need to restrict the u^ ¼ (A T C 1 1 T 1
p A) A C p b (5)

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where 21 represents matrix inverse. Note that the LSC where Cq is the covariance matrix for q which has the form of
estimate is given by (5) with the substitution of Cp ¼ IM
where IM is the M  M identity matrix, without utilising 2 3
the mean and covariance of the data. Since fdig are d12 s12 þ d22 s22 d12 s12  d12 s12
2 2
unknown, they will be substituted by frig in practice. The 6
6 d1 s 1 d1 s12 þ d32 s32
2
 2 2
d 1 s1 7
7
covariance matrix for u^ , denoted by Cu , is [12] Cq ’ 6 .. .. .. .. 7
4 . . . . 5
2 2 2 2 2 2 2 2
d1 s 1 d1 s1    d1 s1 þ dM sM
C u ’ (A T C 1
p A)
1
(6) (10)

where the variances for the estimates of x and y are given by With the use of matrix inversion lemma, its inverse can be
the (1, 1) and (2, 2) entries of Cu , respectively. It is worthy to computed as
mention that the same weighting matrix of C 1 p has been
proposed in [14], which can be considered as a constrained
 
weighted least squares calibration (CWLSC) algorithm 1 1 1 1
with utilising the constraint of x 2 þ y 2 ¼ R. We expect C 1
q ’ diag 2 2 , 2 2 ,    , 2 2  PM
d2 s2 d3 s3 dM s M i¼1 1=di2 si2
that the BLUE-LSC algorithm is inferior to the CWLSC 2 3
scheme as the parameter relationship in u is not exploited. 1 1 1

6 d24 s24 d22 d32 s22 s32 d22 dM
2
s22 sM2
7
6 7
6 1 1 1 7
2.2 BLUE-LLS algorithm 6  7
6 d 2d 2s 2s 2 d34 s34 2 2 2 2 7
d3 dM s 3 s M 7
6 3 2 3 2
On the other hand, subtracting the first equation of (2) from 6
6 .. .. .. ..
7
7
the remaining equations, R can be eliminated and we get 6 . . . . 7
6 7
(M 2 1) equations 6 7
6 7
4 1 1 1 5
1 2 2 2 2 2 2 2 2
 4 4
(xi  x1 )x þ ( yi  y1 )y ¼ (x2i þ yi2  x21  y12  ri2 þ r12 ) dM d2 sM s2 dM d3 sM s3 dM sM
2
(11)
þ mi  m1 , i ¼ 2, 3, . . . , M (7)

Expressing (7) in matrix form yields Note that the LLS estimate is given by (9) with the
substitution of Cq ¼ IM21 , without utilising the mean and
Gf þ q ¼ h (8)
covariance of the data. The estimator of (9) has minimum
where variance according to the data model of (8). It is worthy to
2 3 note that although the dependent variable of R is
x2  x1 y2  y1 eliminated in the LLS approach, estimation performance
6 .. .. 7
G¼64 . . 7
5
degradation occurs in the conversion of (2) to (7) or (8).
This is analogous to TOA and TDOA-based positioning
xM  x1 yM  y1 where the former estimation performance bound is lower
  than that of the latter if the TDOAs are obtained from
x
f¼ substraction between the TOAs [15, 16]. The covariance
y ^ , denoted by Cf , is
2 3 matrix for f
m1  m2
6 .. 7
q¼64 . 7
5 C f ’ (GT C 1 1
(12)
q G)
m1  mM
and Although there are at most M(M 2 1) LLS equations can be
2 3 generated from (2), only (M 2 1) are independent [10]. In
x22 þ y22  x21  y12  r22 þ r12 fact, (7) is an example of the independent set of equations.
16 .. 7
h¼ 4 5 Although we can use up to M(M 2 1) dependent equations
2 .
2 2 2 2
xM þ yM  x1  y1  rM þ r1 2 2 in the standard LLS algorithm, this is not possible for the
BLUE realisation because the corresponding noise
covariance matrix will be singular. In the following, we will
Following the development of the BLUE-LSC algorithm, prove that as long as the (M 2 1) equations belong to the
the BLUE-LLS estimate for f based on (8), denoted by independent set, the BLUE-LLS estimator performance
f^ , is
will agree with the covariance matrices given by (6) and
^ ¼ (GT C 1 G)1 GT C 1 h (12). Their suboptimality is then illustrated by contrasting
f q q (9) with the CRLB.

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First, we define two sets LT(ATC21 21

p A) L, which corresponds to the upper left 2  2
sub-matrix of (ATC21
p A)
21

J ¼ {eM,i  eM, j : i, j ¼ 1, 2, . . . , M,
" #1
i = j and em,n is the nth column of I m } (13) T 1
LT AT C 1
p AL 0:5LT AT C 1
p 1M
(A C 1
p A) ¼
and 0:51TM C 1 0:251TM C 1
p AL p 1M

Q ¼ {j [ R(M1)M : jT eM1,k [ J, (21)

k ¼ 1, 2, . . . , M and rank(j ) ¼ M  1} (14) With the use of the partitioned inversion formula,
LT(ATC21
p A)
21
L is computed as
where Q corresponds to all independent sets of the LLS
equations. In doing so, we can generalise (8) as: T 1
! !1
T T 1 T T
C 1
p 1M 1M C p
L (A C 1
p A) L ¼ L A C 1
p  AL
KALf þ Kp ¼ Kb (15) tr(C 1
p )

for any K [ Q where LT ¼ [I 2 021 ] with 0MN being the (22)

M  N zero matrix. As a result, the general BLUE-LLS
From (17), (20) and (22), we easily see that the estimation
estimate and its covariance matrix are then
performance of the BLUE-LLS and BLUE-LSC
algorithms is essentially identical.
^ ¼ (LT AT K T (K C K T )1 KAL)1
f p
Assuming that fnig are Gaussian distributed, comparison
LT A T K T (K C p K T )1 Kb (16) of (12) and the CRLB for positioning is made as follows.
Denote the corresponding Fisher information matrix by
and
D21, which has the form of [14]

C f ’ (LT AT K T (K C p K T )1 KAL)1 (17)

D1 ¼ F T C 1
p F (23)
As an illustration, substituting K ¼ [21M21 IM21] in (16) where
and (17), where 1M21 is a column vector of length M 2 1
with all elements equal 1, yield (9) and (12). 2 3
x  x1 y  y1
6 x  x2 y  y2 7
2.3 Relationship and performance 6
F ¼6 . .. 7
7
4 .. . 5
Using the property of K1M ¼ 0 (M21)1 , we construct an
idempotent matrix B [ RMM , which has the form of x  xM y  yM

C 1=2
p 1M 1TM C p1=2 Exploiting G ¼ 2 KF and Cq ¼ KCp KT and with the use of
B¼ þ C p1=2 K T (K C p K T )1 K C p1=2 (18) (12) and (20), the inverse of Cf can be expressed as
tr(C 1
p )

T 1
!
where tr is the trace operator. Since rank(B) ¼ tr(B) and the T
C 1
p 1M 1M C p
traces of the first and second terms in (18) can be computed C 1
f ¼F C 1
p  F (24)
tr(C 1
p )
as 1 and (M 2 1), respectively, we get rank(B) ¼ M.
Employing the full rank property of B as well as
idempotent property of B(IM 2 B) ¼ 0MM yield From (23) and (24), we have
T 1
B ¼ IM (19) T
C 1
p 1M 1M C p
D1  C 1
f ¼F F (25)
tr(C 1
p )
With the use of (19), we pre-multiply and post-multiply both
sides of (18) by C p1=2 to obtain
which is positive semidefinite. This implies that Cf 2 D is
C 1 T 1 also positive semidefinite, and thus the variances of the
p 1M 1M C p
K T (K C p K T )1 K ¼ C 1
p  (20) BLUE-LLS estimates of x and y are greater than or equal
tr(C 1
p ) to their corresponding performance limits.

Hence the value of KT(KCpKT)21K will be identical for all

K [ Q, which implies that all variants of the BLUE-LLS
algorithms have the same covariance matrix of (12).
Furthermore, the covariance matrix for the estimates of x and
y in the BLUE-LSC algorithm can be expressed as
2.4 Complexity analysis
Finally, the computational complexity of the linear-equation-
based algorithms is investigated. The numbers of
multiplications and additions, denoted by M and A
respectively, required in the BLUE-LSC, LSC,

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Table 1 Breakdown of computational complexity

BLUE-LSC LSC BLUE-LLS LLS

G, A 0 0 2MA 2MA

Cp , C q 3MM 0 3MM 0
MA
C21 21
p , Cq MM 0 0:5M2 þ 1:5MM 0
M  1A
ATC21 T 21
p , G Cq 2M þ 1M 0 2M2  4M þ 2M 0
2M2  6M þ 4A

ATC21 T 21
p A, G Cq G 3M þ 4M 3M þ 4M 3M  3M 3M  3M
5M  5A 5M  5A 3M  6A 3M  6A
b, h 4MM 4MM 4MM 4MM
2MA 2MA 3M  1A 3M  1A
ATC21 T 21
p b, G Cq h 3MM 3MM 2M  2M 2M  2M
3M  3A 3M  3A 2M  4A 2M  4A
Gaussian elimination 17M 17M 6M 6M
14A 14A 4A 4A
total 16M þ 22M 10M þ 21M 2:5M2 þ 9:5M þ 3M 9M þ 1M
10M þ 6A 10M þ 6A 2M2 þ 6M  4A 10M  7A

BLUE-LLS and LLS algorithms are provided in Table 1
which clearly shows the calculation breakdown. Note that
the Gaussian elimination is employed for performing the
matrix inverse operation. In particular, we have assumed
the covariance matrix of (10) which has a closed-form
inverse in the BLUE-LLS method. Excluding the
computationally extensive task of solving the Lagrange
multiplier corresponding to the constraint of x 2 þ y 2 ¼ R,
the CWLSC method needs (16M þ 24) multiplications
and (10M þ 7) additions. Although the BLUE-LSC and
BLUE-LLS methods are identical, we see that the former
is preferable because it is more computationally attractive.
Furthermore, the computational requirement of the
BLUE-LSC estimator is comparable with those of the
LSC and LLS schemes and is significantly less than that of
the CWLSC method.
positioning methods against average noise power when the
source is at (x, y) ¼ (1000, 2000) m. That is, the source is
located inside the square bounded by the sensor coordinates.
The MSPE is defined as E{(x  x^ )2 þ (y  y^ )2 } where x^
and y^ denote the estimates of x and y, respectively,
P and the
average noise power is given by s 2 ¼ 1=M M i¼1 si
2
, where
si2 is chosen such that all {si2 =di2 } are kept identical. It is
seen that the CWLSC scheme has the best estimation
performance as its MSPE attains the CRLB when the
average noise power is less than 70 dB m2 where m is
referenced to one metre or s ¼ 103.5 m. That is, the average

3 Numerical examples
Computer simulations have been conducted to evaluate the
performance of the BLUE-LSC and BLUE-LLS
algorithms by comparing with the LLS, LSC and
CWLSC [14] algorithms as well as CRLB. The BLUE-
LLS method is implemented using the form of (9). The
range errors fnig are zero-mean white Gaussian processes.
All results were averages of 1000 independent runs.

We first consider a mobile-positioning scenario with four

sensors of known coordinates (3000, 3000) m, (3000,
23000) m, (23000, 3000) m and (23000, 23000) m. Figure 1 Mean square position errors at (x, y) ¼ (1000,
Fig. 1 plots the mean square position errors (MSPEs) of the 2000) m

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noise power has a value of 10 log10s 2 in terms of dB m2. Note

that for larger noise conditions, the CWLSC method
becomes a biased estimator as its MSPE is smaller than the
CRLB. While the BLUE-LSC and BLUE-LLS algorithms
are superior to the LLS and LSC methods for the whole
noise range and their MSPEs are close to the CRLB when
the average noise power is less than 80 dB m2, which
indicates the BLUE approach has a better threshold
performance than that of CWLSC scheme. We also observe
that the estimation performance of the LLS and LSC
methods is different although their BLUE versions are
identical. Moreover, the theoretical development of (6) or
(12) is validated for sufficiently small noise powers, and the
equivalence of the BLUE-LSC and BLUE-LLS algorithms
is demonstrated. It is noteworthy that the average noise
power range is reasonable for practical mobile location
applications [17]. Figure 3 Mean square position errors with random source
position
The above test is repeated for (x, y) ¼ (7000, 8000) m
where the source is located outside the square and the at each trial because the positioning accuracy varies with the
results are shown in Fig. 2. We see that the CWLSC relative geometry between the source and sensors.
algorithm attains the CRLB when the average noise power Nevertheless, the observations are similar to those in Fig. 2.
is less than 75 dB m2. Although the BLUE approach is
inferior to the CWLSC method, it has better threshold Fig. 4 shows the MSPEs of the algorithms against number
performance and still outperforms the standard LLS and of receivers when the average noise power is kept at 40 dB m2
LSC schemes. The theoretical development of (6) or (11) with (x, y) ¼ (1000, 2000) m. We start with three
is again confirmed for sufficiently small noise conditions pffiffiffi sensors
with p known
ffiffiffi positions at (0, 0) m, (0, 3000 3) m and
and the suboptimality as well as equivalence of the BLUE- (3000 3p , 0) m, and the sensors with coordinates
LSC and BLUE-LLS methods are demonstrated. ffiffiffi pffiffiffi
( 3000 3, 3000) m, pffiffiffi( 3000 3, 3000) m, (0,
26000) m and (3000 3, 3000) m are then added
Fig. 3 plots the MSPEs of all the algorithms when the successively. Notice that variations in the sensor number
source position
pffiffiffi is randomly
pffiffiffi chosen inpffiffiffian areapffiffibounded
ffi also produces geometry changes and subsequently the
by
pffiffiffi ( 6000 2
pffiffiffi , 6000 2 ); (
pffiffiffi pffiffiffi 2, 6000 2); (6000
6000 positioning accuracy varies as well. In Fig, 4, it is seen that
2, 6000 2) and (6000 2, 6000 2) m for each trial. the estimation accuracy of the CWLSC and BLUE
This means that approximately half of the mobile positions methods increases with the number of receiving sensors
would be inside the region bounded by the sensor while that of the LSC and LLS algorithm is loosely
coordinates, and the remaining would be outside this region. dependent on the sensor number. That is, the performance
As a result, the estimation performance of the methods differs gain of employing the BLUE approach over the standard

Figure 2 Mean square position errors at (x, y) ¼ (7000, Figure 4 Mean square position errors against number of
8000) m receivers at (x, y) ¼ (1000, 2000) m

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one is higher for a larger number of sensors. Again, (6) agrees
well with the simulation results and the suboptimality as well
as equivalence of the BLUE-LSC and BLUE-LLS methods
are demonstrated.
4 Conclusion
BLUE versions of the LSC and LLS TOA-based
positioning algorithms have been examined. It is proved
that various realisations of the BLUE-LLS approach are
indifferent as long as the equations, which correspond to
the independent set are employed, and their estimation
performance is identical to that of the BLUE-LSC
algorithm. In spite of the suboptimality of the BLUE
approach, its estimation accuracy can be close to CRLB
particularly when the source is located inside the region
bounded by sensor coordinates. Furthermore, the
computational requirement of the BLUE-LSC algorithm is
similar to that of the standard LSC and LLS methods and
is significantly less than that of the constrained weighted
LSC estimator, which provides optimal positioning
accuracy for sufficiently small noise conditions.
5 Acknowledgments
The authors would like to thank the anonymous reviewers for
their careful reading and constructive comments, which
improved the clarity of this paper. The work described in
this paper was supported by a grant from the Research
Grants Council of the Hong Kong Special Administrative
Region, China (Project No. CityU 119606).
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