I.
INTRODUCTION
A Modified Discrete
Karhunen-Loeve Random
Field Estimator
S.N. GUPTA, Member, IEEE
Hughes Aircraft Company
Based upon the modified Karhunen-Loeve model of the gravity
disturbance vector proposed by us recently, a corresponding
Karhunen-Loeve random field estimator is developed in this paper
for a two-dimensional grid of gravity data in a local finite region. Recently, we proposed [4] a "modified" KL model of
The new eigenvectors obey the "required" orthogonality relations
on the chosen grid provided the KL expansion is now separated into
odd and even integers. The closed-form solution of the estimator is parameters
then obtained under the "diagonal" assumption for the gain
coefficients. It is shown that this assumption, without which no
solution is possible, enables the estimator to reproduce the data at
grid points when the noise in the data is absent and the number of
terms in the Karhunen-Loeve expansion are equal to the number of
grid points.
Manuscript received June 16, 1986; revised November 3, 1986.
Author's address: General Research Corp., 5383 Hollister Ave., Santa
Barbara, CA 93160-6770
0018-9251/87/0500-0339 $1.00 C 1987 IEEE
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. AES-23, NO. 3 MAY 1987
In a 1983 review done by Bose and Kouba [1] listing
some 35 compatible gravity compensation (GC)
techniques for improved inertial navigation systems, the
Karhunen-Loeve random field estimator (KLE) technique
is by far the most interesting. Its uniqueness lies in
utilizing a double series Karhunen-Loeve (KL) expansion
model for the gravity disturbance vector to handle the
inhomogeneous and anisotropic features of the data,
together with a compatible estimation algorithm whose
implementation does not require cumbersome inversion of
large matrices. Such a KLE was initially developed by
Bose for his Ph.D. thesis [21 and its error covariance
analysis was subsequently presented by Gupta [3].
However, in the above two studies, the KL model of the
field used was rather unphysical in the sense that the
potential and the field vanished on the boundaries of a
local region; whereas the gravitational potential vanishes
only at z = oc and nowhere in the horizontal direction.
the field having random values on the boundaries of the
local region. In this new model there are three additional
(i.e., uc, aCS and cr,)1 than those found in
Bose's model [2]. The purpose of this paper is now to
develop a corresponding KLE for the two-dimensional
grid of gravity data in a finite local region. This
development of the discrete KLE is very similar to the
one presented in [3, appendix C] except that now the KL
expansion must be factored into odd and even integers, so
that the new eigenvectors could satisfy the "required"
orthogonality on the chosen grid within the KL region.
This paper is organized as follows: in Section III we
recall the field model from [4] and construct the
eigenvectors 4mni (i = 1,2,3), on a two-dimensional
grid. Although now the field does not vanish on the
boundaries of the KL region and one is free to draw the
data grid over the entire region, for reasons of familiar
algebra already encountered in [3], we have still kept the
grid A/2 away from the boundaries (A is the grid
spacing). Several relevant "signal processing" series
summation formulas are then listed in Section IV and
were obtained from [3, appendix D]. In Section V we
satisfy the "required" orthogonality behavior of the
eigenvectors on the chosen grid by separating the KL
expansion into odd and even integers and obtain the
orthogonality coefficients Em' (i = 1,2,3) for various
ranges of (m,n) while (m + m') and (n + n') are always
'If desired, these parameters can be related to the rms value of the
data in the manner given in [3, (20) and (21)]. Thus,
(u2 +Cr2cuCs
+ +2cc) 7'Ty (Ut) (m> M2
MA M n2 ½/
ITY ((yn( E
(M2 + 2)2)
/M M \-f
=
m=lfg n=El ( +n
tE )
339
even integers. Closed-form solutions of the gain i1; m m' =

coefficients m"n' are then sought in Section VI, which Utnmm Unit step function =
0; m = m'
are available only under the "diagonal" assumption, i.e.,
13 = p3mm mm' 8,,n. In Section VII we evaluate the Xmn _ [(mi-/A)2 + (niTrB)2] 2
performance of the estimator by way of retrieving the
data on grid points when the noise in the data is absent Xm = mlTx/A
and the number of terms in the KL expansion are equal to
the number of grid points. A finite amount of error is Yn A n-rylB
observed for all three components (g, g, 6) of the data
which vanishes in the limit (K,L) oc, suggesting the (k -k'), a'
L (I-I')
°t - L
K
=

availability of a satisfactory continuous KLE-similar to

that of Bose [2]. Conclusions are drawn in Section VIII.
p3 _ Kr(k+k -1), P' LL(
1)
11. SYMBOLS AND NOMENCLATURE i-nm i-rm
2K 2K
Symbols
i-rn lTfl
(A,B) Dimensions of the local region (0 . x 2L 2L
' A; 0 . y . B).
(xk, Y1) Coordinates of the grid point (Xk = C2 A (C 2 + Cr2 + U2 + Cr2
(k-2)Ax; -(l--)y)
Ax, Ay Grid spacing along x,y axis, Nomenclature
respectively.
K,L Total number of grid points along x,y 1) Vectors are represented by boldface type.
axis, respectively. {k= 1,2, ..., K; 2) For the sake of the present analysis, (K, L) and
1= 1,2, ... L; A=KAx; (M,N) are taken as even integers-for other choices of
B= L Ay}. (K, L) and (M, N) the analysis can be carried out in a
(M, N) Total number of terms in KL expansion similar fashion.
{m= 1,2, ..., M; n= 1,2, ..., N}. 3) The running integer index m and n are broken into
odd and even integer ranges respectively, i.e.,
m: [1,3,.... (K -1); (K + 1), (K + 3), ..., (M-1); 2,4, ..., (K -2); K; (K + 2), (K + 4), ..., M]

a b c d e
a b' c' d' e'

n: [1,3, ..., (L- 1); (L+ 1), (L+3), ..., (N- 1); 2,4, ..., (L-2); L; (L+2), (L+4), ..., N]
__.1 0
N
11

f g h i I
nf:f g' h' it i,
4) There are 13 possible ranges of (m, m') such that
the sum (m + m') is always an even integer. These ranges
((S 1 , T2,? 3, CF4) Four model parameters. are
(rl ,r2,r3) Variances of the additive noise
(assumed white) in the data {Z = (a, a') (a, b') (b, a') (b, b'): (odd, odd)
S + W}. (c, c') (c, d') (c, e') (d, c') (d, d') (d, e')
GJmni Eigenvectors of the model (i = 1,2,3).
m n
Emni Orthogonality coefficients of the (e,c') (e,d') (e,e'): (even,even)
eigenvectors. 5) There are 25 possible ranges of (m, n) such that the
am
Gain vector of the estimator. sum (m + n) is always an even integer. These ranges are
M mni
n
Gain coefficients of the gain vector.
Normal gravity. (a,f) (a,g) (a,h) (a,i) (a,j)
ebg(xk,Y1) Error in estimation for the 6g-component (b,f) (b, g) (b, h) (b, i) (b,j)
at grid point (xk,y1), which equals
(c,f) (c, g) (c, h) (c, i) (c,j)
(Ss (Xk, Y f)n-
Zfi(Xk, =)
m
Dirac delta function
(d,f) (d, g) (d, h) (d, i) (d,j)
mm'
(e,f) (e, g) (e, h) (e, i) (e,j)
340 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. AES-23, NO. 3 MAY 1987
III. EIGENVECTORS, GRID, AND GAIN where &Xmn is obtained from the data on the grid, i.e.,
COEFFICIENTS K L

The gravity disturbance vector S(Q, r,Sg) is expressed &mn

°mn = (AxAy) >
=(\\y >1 K'f(k,,
k=1 l=1
mn (Xk, Y1) * Z (Xk Y1) - (6)
by the double series Karhunen-Loeve expansion2
M N 3
For the linear estimator, the gain vector Kmn is
expressed in terms of the gain coefficients, I3mAJ , i.e.,
S (X, y) =
n= 1,2 n=1,2 i=1
O 1 Otmn 4imni (X, y)
1 (1)
M N 3

where (xmn is the random variable and the eigenvectors Kmn(Xk,YI) =

m' = 1 n' = 1 j= 1
Pmmnj' m'nj(Xk,Yl). (7)
have the form
The above equation can also be written as
*mill = [Smnl (X,y) 0 OIT
=
3
*Jmn2 = [0 Smn2 (X,y) OIT Kmn (Xk S Y1 =E) mm'nj ilmnj (Xk,XYl1)
*4mn3 = [0 0 Smn3(X,y)]T. (2) M N
Letting a,, = (C1,(sc = (J2, (cs = (J3, and Tcc =(J4 +
m'=1 n'=l
ni [mnjDfm'n'j (Xk, Y1) . (7a)
in [4], we have m'#-m n'$ n
Therefore, to build the desired discrete KLE, we must
Smnl(X,Y = - 2A\m [cr cos(Xm) sin(Yn) obtain the closed-form solution for I3n' from the three
variances (r1, r2, r3) of the additive noise, modeled as
+ (r2 COS (Xm) COS (Yn)
white noise (see [3], (30)) in the data, and the four
- Cr3 sin (Xm) sin(Yn) model parameters (or,, r2, Cr3, Cr4). This will be done in
Section VI.
- Cr4 sin(Xm) COs(Yn)]

Smn2 (X, Y) = - B V; [c, sin(X,n) cos (Yn) IV. SIGNAL PROCESSING SERIES
- C2 sin(Xm) sin(YI) In the ensuing analysis, the following formulas of the
series sum are used. These are obtained in the manner of
+ Cr3 COS (Xm) COS (Yn) [3, appendix D]. Using
K
- C4 cos(Xm) sin(Yn)]
> cos[Irr(k- )x] = siniTKx/2 sin rx/2,
Smn3(X,y) = 2 X '/4 [or1 sin(X,n) sin(Yn) and
K
+ C2 sin (Xm) cos (Yn) Z sin [Trr(k-j)x] = (1 -cos TKx)/2 sinfx/2,
+ Cr3 COS (Xm,) sin (Y,2)
+ Cr4 COS (Xm) COS (Yn)]. (3) we obtain the following three formulas:
Although now the signal does not vanish on the
boundaries of the local region (0 ' x ' A; 0 . y ' B ,) kAl sin[ (k- ) K sinL (k-1) T

and we are free to draw the data grid over the entire K [(K12)6 mm' 1 . m ' (K- 1), 1 . m' ' (K-1)
region, we will keep the grid A/2 away from the edges = I(K) 8MMn, m = K or m = K
(A is the grid spacing) for reasons of simpler and fami: (K12)6 mm' (K+ 1) ' m . M, (K+ 1) . m'.< M
algebra already encountered in [3]. Thus, the chosen g
is given by (Fig. 1) (8)
Xk (k-i) Ax; k = 1, 2, . K, A = KAx
=
kl cos (k-) cos K(-)
yl = (-i) Ay, 1 = 1,2, . L, B =LAy. (4) (K12)binin', 1 c m . (K-1), 1 . m' . (K-1)
The estimated value of the signal is then given by =1 0, m = K or m' = K
M N 3
L(K12)8nmm, (K+ 1) ' m 'M, (K+ 1) Mm'M
S (X, y) = M mn (X, y) mni (X, y) (5) (9)
m=l n=l i=l

2Later, in Section V, the sum over m and n will be factored intc ,25 sin --7(k- )cos [mn(k-)
possible ranges such that the sum (m + n) is always an even integer

GUPTA: RANDOM FIELD ESTIMATOR3 341

 (0, 1r,*t
piJ~
m oh B)
JAk. B)Am -qt

A2~ (9,L)
hg I.
i A
1
1
I 1
._ -- -- - ~_ ---L.
1
1
1 1
I 1
---- - ----

1
I
S. 1
'-4x-- 1

A A 1 1

w :C
w-~~ 1f
1

Kc) hK
.2
v A1

Fig. 1. The adopted data-grid inside the KL-region defined by (4). Thus, the grid coordinates are xk = (kK-2)Ax and Yi 1
-2)Ay,
where, A = KAx and B = LAXy. K and L represent the total number of data points along x and y axes, respectively.

eQmS1
umm4l[ - (-l)m+M'Isin (2) co
2KJ
9 1 -<m --z(K-1), 1 --'m' -..'(K-1)
2[Sif2 (2K!) sinM2

0, m' = K

[1 - (-1)']/2sin (2) Im m = K, m' = K + I (10)

Umm[1 - (-1)m+m] sin(2K cos 2K)

(K+±)'- m'.M,(K+1)'.m' ' M
2[siln2()- sin2('2K )]

342 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. AES-23, NO. 3 MAY 1987
Remark: the right-hand side of (10) vanishes for all where 1 k'K, 1 'k' 'K.
values of (m,m') as long as (m + m') is an even integer. The inverse formulas for the even integers are
When the integer (m, m') is broken into odd (a, b) and obtained from
even (c, d, e) ranges such that the sum (m + m') is always (K -2) 1
an even integer, the above series summation formulas for > cos(m iTx) = - [-1 + cos KrTx
2
all 13 possible ranges of (m, m') are obtained and are m= 2,4

given below:

m'IT
(a,a') (b,b') (c,c') (d,d')
sin K (k-2 0 (a, b') (b, a') (c, d') (c, e') (d, c') (d, e') (e, c') (e, d') (1 1)
-K (k 2)] =t
sin
n m,
k= 1 (K) 8)"ntn, (d,d')
1 cos F-(k
k= lI K -')l
cos
2 g COS L K7
(k-_ 2 =

- t
(a, (b, b') (c, c') (d, d') c')
MM'
0O, _ , (a, a')
b') (b, a') (c, d') (c, e') (d, (d, d') (d, e') (e, c') (e, e')
(12)
(a, a') (a, b') (b, a') (b, b')
2 sin[pK (k-2)] cosLinK (k 2)] °' (d,c') (d,d') (d,e') (13)
(e,c') (e, d') (e, e')
The inverse formulas for the odd integers are obtained
using + cot(rrx) sin K-rrx],
(K-1) (K-2) 1

m=
11,3 cos (m-rx) = sinK- rx/2 sinw x,
m=2,4
sin(mfT x) = -
2
[- sin Knx

and +cot(-frx) ( -cos Kirx)],

(K-1) and we find (1 ' k'K; 1 'k' 'K)
m=
1 1,3
sin(miTx) = (1 - cosK'rx)12 sin-Tx,
sin m-I (k -i)
resulting in (1 < k ' K; 1 _ k' _ K) m-=2,4
sin
KK-(k-)

sin [ (k sin [ (k'- )J = (K14)SkX' K= - - 8kk' - Ukk' ( 1)k+k' (18)

(14) (K -2)
M
iIT M IT

(
(K-1) ~m7r mir1 m_2,4 LK -I K
1 cosLK (k- )j cos K (k' -PJ = (K14)58 kk'
= (Kl4) Skk' (19)

sin -m (k -i cos [ (k'-) m =

,4 [ K ( o K(k-)
-)
U kk'
k1_ _k
= [2cot- (k-)> kk' + [(cotx + cotf3)
4 Lsin [ +
sin 1--1 (sin osin ,
( _1)k+k'(cotet-cot13)].
where (20)
IT

-K(k - k ) =IT (k + kl - 1).

aK(k K V. ORTHOGONALITY COEFFICIENTS OF
We also have EIGENVECTORS, E""
In order to obtain closed-form solutions of the
csin (k 1sin (k
estimator, it is absolutely necessary that the eigenvectors
must satisfy the following orthogonality behavior on the
[K ] [K ]m=K data grid [3, (68) and (73)], i.e.,
K L

[K ] [K ]m=K 2 X Jrni(Xk,Yi) T4 m'n'i'(XkPY1) = Em"!' ii 8mm' nn

k=l1 1= 1
(17) (21)
GUPTA: RANDOM FIELD ESTIMATOR 343
 TABLE I
Necessary constraints on four model parameters to obtain orthogonality coefficients, Em (i 1,2,3), when the KL expansion integers m, m'
=

and n, n' are within the range {1 - m s(K- 1); 1 s m' ' (K- 1); 1 sn (L - 1); 1 s n' s (L- 1)} or {m ' (K+ 1); m' > (K+ 1);
n 2 (L + 1): n' - (L + 1)}. Here, K(L) represents the total number of grid points along x(y) axis, and,
ur2 =r 2 + cr2 + oJ3 + wT2; 4 = Tm/2K, M' = Trm'12K, = Tn/2L, *' = rrn'12L, S: Sine, C: Cosine.

c%Zse of ReauZyementv cs r's

()sMs')& (n+W) Mdears
i
(mvs4Wi= -Ve-ii
6 bl! IT -5 V'
. ( h1+) " = e,vevi None
1 -Y4 -y %
.
CM4")=eve-v
-oci
)
iT4+C 4=0

V6 Wna gL by A XW tB 4s+s,) = odd {^ (3 + 'i ==

t+ h') _ eV
ve
V.4 -0 'I _g-B
( +*&), o44
Yt I) c> d
r( (CGM)S( W)C(GN)+
5 (jM)C(M1 S(-m)d,(m 1)!
s C(1)c(C-M) s(.0)c(.N I) +

TABLE II
Necessary constraints on four model parameters to obtain orthogonality coefficients, E%nt (i= 1,2,3), when the KL expansion integers m, m' and
n, ni' are in the range {m K; m' = K ± I; 1 s n s (L- 1); 1 s n's (L - 1)}. Here, K(L) represents the total number of grid points along
x(y) axis, and, * =rrnl2L, n' =Tn'12L, S: Sine, C: Cosine.
~~ ~

uL n,~ 4) (v ) eve-v% or X

]t' znX L^ cl+G)|

X
|nW)
=70j-
d

I
V^x-
i.h3 - AB
L = odd
' (S(.N)C (-W,) 3S(4- C(a)

TABLE III
Necessary constraints on four model parameters to obtain orthgonality coefficients, E-"" (i = 1,2,3), when the KL expansion integers m, m' and
n, n' are in the range {1 < m s (K- 1); 1 ' m' ' (K -1); n = L; n' = L + J}. Here, K(L) represents the total number of grid points along
x(y) axis, and, 4 = 7rm/2K, -4' = Tm'12K, S: Sine, C: Cosine.

Y ^A A. cym+vo)& (bi4"') |R W rtm "s

1 L+)&(t+W)
(ym,) evet
ZVW K L(i+ot) J
..
= evey Nohe
E z TTV5QK(~-~~

o6io -X+qC
A
("+yw ) =_ 04e c

T = eVez 0% 63 -=o
Tc' ) = od4 6 4S ()C .V1) = (r S C(*4)
J = cdd
-1~~~~~~~~~~~~~~~~~~~~~~~

344 IEEE TRANSACTIONS ON. AEROSPACE AND ELECTRONIC SYSTEMS VOL. AES-23, NO. 3 MAY 1987
 TABLE IV
Necessary constraints on four model parameters to obtain orthogonality coefficients, Emn' (i= 1,2,3), when the KL expansion integers m, m' and
n, n' are in the range {m = K; m' K + I; n L; n' = L + J}. Here, K(L) represents the total number of grid points
along x(y) axis.

== eve" |
E, iLr3K evev| o = o ,4a4 c o-

4KL,
=3 hn°=

Now, the 6,j, behavior is readily satisfied from the
way we constructed the eigenvectors in (2). To satisfy the
6mM' and Spin' behaviors for all integers (i.e., m,m' = 1,2,
... M; n,n' = 1,2, ..., N), one can employ (8), (9), and
(10), to calculate the left-hand side of (21). When all
sixteen terms are computed, the combinations of terms
involving um,n' and U,,n, however, do not cancel out as
we had hoped for in [4, section V]. We can, of course,
demand these terms to vanish and explore the
mathematical constraints on the model parameters for
various choices of (m,m') and (n,n'). These algebraic
constraints on model parameters were obtained and are
listed in Tables L-IV. It is, however, clear from these
tables that it will be impossible to satisfy these constraints
on model parameters in practice3, especially when M and
N become very big integers.
The above difficulty in achieving the desired inrn' and
ti,n' behaviors is due to the terms involving the product of
sine and cosine (i.e., use of (10)) while computing the
left-hand side of (21)). We had observed before that the
right-hand side of (10) is always zero if the sum (m + m')
is an even integer even when m #& m'. This important
observation now leads us to the successful attempt to
ranges are listed in steps 3) and 4), respectively, in
Section II. Thus (m + m'), (n + n'), (m + n), and
(m' + n') will always be even integers for all these
possible ranges of integer indexes. Under this scheme (8),
(9), and (10) are then replaced by (1 1), (12), and (13),
respectively, for various ranges of (m, m'). Equation (21)
is now easily satisfied and the resulting Emn are given in
Table V.
VI. CLOSED-FORM SOLUTIONS OF GAIN
COEFFICIENTS, p3mn.
The closed-form solution for the estimator can now be
obtained in the manner of [3, appendix C]. This,
however, requires the utilization of the diagonal
assumption [3, (71)] on the gain coefficients, i.e.,
innti - I-nin 8m 8nfl (22)
without which no closed-form solution is possible.4 Thus
we have [3, (76)]
1
P3 inni
ninn
=
X
n

1 + Xinn 1
in2nni E mniv / r2
Ini

satisfy (21) and is described below.

Let us rewrite (1) by separating the sum over m and n i = 1, 2, 3 (23)
into odd and even integers. Thus we have where
3 odd odd odd even 2
S(x,y)= E E nE=l + Amn= [ ()2 + () ]
i =1 -m =1 n
mn= 1 nI=- 2

even odd even even

+ E E + Es,,,,
E linni(X,Y). (1 a) 4Consequently, (7a) will reduce to
m=2 n= 1 n=2 n=2
3
Now, realizing that the sum of two odd or two even Kpnpt (Xk,Y1 ny l Sintijss4zr(XkisY!).,
integers is always an even integer, we can construct j= I

13 possible range-combinations of (m, m') and 25 possible
range combinations of (m,n), respectively. These possible
3So that these are consistent with the rms value of the data. See
footnote 1.
producing an approximate estimate of the signal via (6) and (5). Hence,
in general, this estimation should fail to recover the data on grid points
in the manner described in Section VII, unless, of course, the white
noise modeling of the additive noise in the data adopted here as well as
in [3, (30)] makes this a valid assumption for a given choice of the data
grid within the KL region.

GUPTA: RANDOM FIELD ESTIMATOR 345

 TABLE V
Orthogonality coefficients E%- when (m + m'), (n + n'), (m + n) and (m' + n') are all even integers. (a,a'; f,f') implies m = 1,3, ..., (K -1);
m' - 1,3, ..., (K -1); n = 1,3, ..., (L- 1); n' = 1,3, ..., (L -1), etc. (See further under Nomenclature).

E Rae.¢ o ( ',pv; h,) I

9
I hI
_
Fih 3
.
m#
m$

Mh .Em

rrTvi K L (
-y44
Y1 1
'L 'b.
Im 1XL tP, t ) c.4+4.i3 +4 )
1^B.p X AS3

(c, cl.,, Z 4.

I
1 1

rv represents the variance of the additive noise in the data K K- K-2

and the integer pair (m, n) is from any of the 25 possible 1
n-i
E + mE
= m=-.1,3 =2,4
+ (m = K),
ranges given in Table V that also gives the value of Emnv mn

for these possible ranges. and

L L-1 L-2
ViI. REPRODUCIBILITY OF DATA ON GRID E =
n-=
E
n=1,3
+ E + (n=L)
n=2,4
POINTS
and write
In this section we will evaluate the performance of
our discrete KLE by way of retrieving the data on grid K L (a,f) + (a,h) + (a, i)
points when the noise in the data is absent and the E
m= 1
E
n= 1
fmn -
E (c,f) + (c,h) + (c,i) fin
number of unknowns (Orn), i.e., the number of terms in inm L(d,f) + (d,h) + (d,i)J
KL expansion are equal to the number of grid points (25)
(M=K, N=L). Let us recall from [3, (44)] that such
a reproducibility was achievable at least with the 8g We can compute all 9 terms in (25) by properly
component of the field in Bose's model that vanished on selecting the value of E 'n
from Table V, Smn3 from (3),
the boundaries. However, in the present discrete KLE and sum the various series with the help of (14)-(20).
with the modified model of the field having random Let us note, unless the sum of these 9 terms5 reduces to
values on the boundaries, even this is not possible. The 6kk' * 81,, it will not be possible to have the desired
error [(e(Xk,yl) _ S(Xk,y1) - Z(Xk,Yl)] at grid points for performance at the grid points. What we find, however,
the 8g component of the field is computed below. is that there are terms, among others, involving Ukk', ull1
In the limiting case when rl = r= and r3 = 0, and Ukk' ull, that do not cancel. To illustrate our point, we
2
we have pmn = 0, and f3 - (ep3) m. Then, give below some of the terms that are relatively less
K L M=K N=L
complex to evaluate. For example,
ss (Xk,Y1) > Z (Xk',Y) > Z
-
k'= 1'V=1
mn~~~~~~r
m-I nz=l E Efmnn
d
(m=K) (n -L) fKL
i
=
~~~~KL(+k'+l+kl
(E mnn3) 1 Smn3 (Xk', Yl) Smn3 (Xk, Y1)
X -" / . (24)
(26.9)
fmn
5Then, and then only, S5 (Xk,y1) = Z4 (xk,y), and es(Xk,Yi) = 0,
We can break up the sum over m and n as follows: for all grid points (k, 1).
346 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. AES-23, NO. 3 MAY 1987
 L-2
811' +2K (oI1o3 er2 u2u4) (Ukk'[l +sin,3
1 + (1)k ]5
EE> fmn* (m K) =
2 fKh =kkt
d h h =2,4

2L(4 2) (.W)k+k' all (W)k+k'+l+l' 1 ((1cr2 + UF30r4) U11[1 + ( 8l)

]5kk'
2L o2 sin ,B'
U1U2 (.1)k+k' 1 CF1(ui4 U kk'Ull'
k +k' +1+l+'l
(+r2 +or) 2
2KL \( U2 { + ( J J

xLa" (cot 25 (I-) + cot 2(I7 -1) - sinet sinao' sin sin,')

+ Upl (1 + (- 1)+) cot L-(I+I -1)] L J (26.8)

[( 1)k±k' +(1)1+1']

L-1 X(sin sinox' sin, sin,')jt

d f
f n
--> (m K) n-11,3 fKn
=

+2KL ( 2 ) Ukk'Ull' 1 + (-l)k+k±+1j

2 / W+k' L
= _t(_ 1)k 4 a~Sllt X
sino * sinox' sin,3 sin,B')

or 2
2
U1U(2
+ 22
2 sin, 7rI e tX)
W"
1)k+'u1 1 + (-1)+'I"
2 (
/q
L
(26.`7)
(6 + [(l)k+k' ±()l+l']

/ 1 +
K-2 X
sin a -sinot' sin, sin,'}
c
Ei fmn 1 (n =L) fmL
m=2,4
where
=L2 K(4 - (-1)Uk
kk' (-1)k'+l+l' 1T
-t -K (k-k'),
~~~~~IT
&t = -(-1'),
KL 1\4 2_ 2 L
(XI U3 Sk IT T
+ 2
(Y + (Y22 -(k+k'-)
K
3
L
(l+1-)

x[cot K (k-j) + cot 21T k -1 and

S2 = (0r2 + CU2 + cJ2 +U2).
+ (26.1)
+U2 2
and so on.
2
In summary, when all 9 terms in (25) are computed in
+ (-1)

(26.6) the manner illustrated above, the desired Skk' 8)11 term
X [1 + (-l)k±k] cot (k+k' -1)} arises from (a,f), (c,f), (a,h), and (c,h) combinations.
The remaining terms containing various unit step
K-1 functions do not cancel. Moreover, we did not find
fmn (n =
L) fm
simple algebraic relationships among model parameters
a i m=1,3 that will force the error at grid points to vanish. In other
words, simple self-consistent algebraic relations among
2 rK model parameters are not available (as we would have
=KL jk4 bk liked) to eliminate the chronic aliasing of the data on the
grid which is corrupted with additive white noise.
+ C1Uy3 Ukk' [1 + (- 1)k+k'] (1)1+1 However, this error disappears when the grid spacing
r2 + 22 IT shrinks to zero (a continuous KLE). Similar observations
sin-(k+k'-1) J were also made with the other two components of the
K
field, i.e., eg(Xk,yl) and e (xk,yl).
(26.3)
Also (this one requires computing 16 terms), VIlI. SUMMARY AND CONCLUSIONS
K-1 L-1
The primary purpose of this paper is to develop a
fmn -->
m=1,3
1 fmn
n=1,3 corresponding Karhunen-Loeve random fleld estimator
a f

GUPTA: RANDOM FIELD ESTIMATOR 347

(KLE) for a two-dimensional grid of gravity data in a continuous KLE with the modified model of the field that
finite local region, utilizing a "modified" KL model of has random values on the boundaries of the region.
the gravity disturbance vector proposed by us earlier. By REFERENCES
properly separating the odd and even integer terms in the
KL expansion and employing the suitable signal [1] Bose, S.C. and Kouba, J.T. (1983)
processing series, this goal was achieved without much Gravity compensation for inertial navigation systems part III:
preliminary screening.
difficulty under the usual "diagonal" assumption on the ASA TR 83-3, Applied Science Analytics, Inc., April 1983.
gain coefficients. Closed-form solutions of the estimator [2] Bose, S.C. (1980)
were obtained that do not require inversion of large data Two-dimensional smoothing of a vector Laplacian random
matrices. However, this diagonal approximation does not field with application to geodesy.
seem to be compatible with the white-noise description of [3] Gupta,Ph.D. thesis, University of Califomia, Los Angeles (1980).
S.N. (1985)
the additive noise in the data on the chosen grid within Error covariance analysis of a Karhunen-Loeve random field
the KL region, and produces a finite amount of error estimator.
when one tries to reproduce the data at grid points via IEEE Transactions on Aerospace and Electronic Systems,
this estimator. It was also shown that by increasing the AES-21, 670-687 (Sept. 1985).
number of grid points in the finite region, one can reduce [4] Gupta, S.N. (1986)
A modified Karhunen-Loeve model of gravity disturbance
the amount of this error and in the limiting case of vector.
infinite number of grid points, this error vanishes, IEEE Transactions on Aerospace and Electronic System,
suggesting that one can still construct a satisfactory AES-22, 703-707 (Nov. 1986).

Satya N. Gupta (M'80) was born in Agra, India. He received the B.Sc. degree in
1957, the M.Sc. degree in 1959 from Agra College, the M.S. degree in 1965 from the
University of New Hampshire, Durham, and the Ph.D. degree in 1971 from
Northeastern University, Boston, Mass., all in physics.
Since November 1986 he is with General Research Corporation in Santa Barbara.
His prior industrial experience has been with Hughes EDSG (1985-1986), Northrop
Electronics Division (1983-1985), General Dynamics Convair Division (1980-1983),
Boeing Military Airplane Company (1978-1980), Intermetrics Inc. (1978), and Scovill
Manufacturing Co. (1974). He has also held various academic positions at Agra
College (1959-1963), the University of New Hampshire (1963-1966), Brandeis
University (Summer 1966), Northeastern University (1966-1971, 1976), the Federal
University of Rio de Janeiro (1971-1972), and Suffolk University (1975).
Dr. Gupta has conducted research, in several areas of physics including
experimental magnetism, and theoretical atomic, nuclear and elementary particles. In
the aerospace industry, he has been involved in aircraft/missile navigation and
estimation algorithms, Kalman filtering, and most recently in two-dimensional spatial
estimation algorithms related to gravity compensation techniques for improved inertial
navigation. He is also interested in advanced focal plane concepts for optical (infrared)
detectors.
Dr. Gupta is a member of the American Institute of Aeronautics and Astronautics
and Optical Society of America.
348 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. AES-23, NO. 3 MAY 1987