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State Estimation of a Nonlinear Unmanned Aerial Vehicle Model using an Extended Kalman Filter

Caterina Grillo1 and Francesco P. Vitrano2 Universit degli Studi di Palermo, Palermo, Italy An Extended Kalman Filter is designed in order to estimate both state variables and wind velocity vector at the same time for a non conventional unmanned aircraft. The proposed observer uses few measurements, obtained by means of either conventional simple air data sensors or a low cost GPS. To cope with the low rate of the GPS with respect to the other sensors, the EKF algorithm has been modified to allow for a dual rate measurement model. State propagation is obtained by means of an accurate six degrees of freedom nonlinear model of the aircraft dynamics. To obtain joint estimation of state and disturbance, wind velocity components are included in the set of the state variables. Both stochastic and deterministic turbulence models have been applied to the studied aircraft flying in unsymmetrical flight. The obtained results have shown the effectiveness of the designed observer. Besides, the accurate state reconstruction allows to use the estimated variables for control purposes.

Nomenclature
Fx, Fy, Fz x, u, d, y x, d , , T K A, H Q, R P = = = = = = = = = = = = components of the resultant of aerodynamic and thrust forces in body axes aircraft state, input, disturbance and output vector process noise vectors in state and disturbance dynamics augmented state and measurement vector augmented system process and measurement noise vectors GPS sampling interval Kalman gain augmented system Jacobian matrices estimator parameters solution of the Riccati differential equation root mean square measurement error on the measurement i position estimation error

eP

I. Introduction
s it is well known, UAVs are today employed for several civil and military missions, such as territorial surveillance (forest fire detection, volcanoes monitoring, etc.), law enforcement, disaster assistance, frontier surveillance, agricultural surveying, power-line monitoring, archaeological sites surveillance and many others1,2,3. Many advanced flight control methods have been developed in order to meet increasing demands on the UAV performance. A lot of methods requires knowledge of the entire state of the aircraft. Hence, extracting accurate information on the aircraft state from available measurements is the central problem in the design of navigation systems for unmanned aircraft4, and it has been object of extensive research. Particular attention has been paid on the problem of attitude and angular rate estimation. Kingston and Beard5 use an Extended Kalman Filter to estimate attitude, angular rate and rate gyro biases of a small UAV from rate gyro and GPS measurements. They also provide their algorithm with the capability of compensating for latency introduced by the GPS measurements. Tortora et al.6
1

Associate Professor, Dipartimento di Ingegneria dei Trasporti, Universit degli Studi di Palermo, Viale delle Scienze al P.co dOrleans, Ed. 8, 90128 Palermo, Italy, Member AIAA 2 Ph.D. Student, Dipartimento di Ingegneria dei Trasporti, Universit degli Studi di Palermo, Viale delle Scienze al P.co dOrleans, Ed. 8, 90128 Palermo, Italy, Member AIAA 1 American Institute of Aeronautics and Astronautics
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propose a method to obtain estimates of the body angular rates of a spacecraft in Low Earth Orbit using magnetometer data as the only measurements. An EKF is used as estimation algorithm, which employs an analytical solution of the Euler equations to obtain fast state propagation. Webb et al.7 address the problem of estimating velocity, angular rate, roll and bank angles of a Micro Aerial Vehicle (MAV) by means of a vision based approach. The Implicit Extended Kalman Filter (IEKF), (a modified EKF which allows for implicit measurement models), is used as estimation algorithm, while state propagation is obtained by dynamic modelling of the MAV. In Ref. 8 a two stage architecture is proposed, based either on the Ideal State Estimator and the constant gain Kalman Filter. This one which is capable of performing accurate state estimation even if any single failure occurs in a double redundant sensing equipment. Further relevant problems in UAVs applications concern the flight in turbulent air. They are, often significantly affected by wind disturbance, both due to the relatively small dimensions of such aircraft and to their mission profiles. When dealing with strong wind turbulence effects on aircraft motion, estimation of the unknown wind velocity vector has often been performed along with state estimation. This allows providing the flight controllers with more accurate and complete information on vehicle dynamics. In Ref. 9, an EKF is designed to estimate state and wind velocity for a subsonic jet transport aircraft in symmetrical flight in wind shear. Continuous inertial and air measurements are used for the state update while the propagation is obtained from a nonlinear aircraft model. In Ref. 10, estimation of both the state and wind intensity is performed for a tethered kite used for wind energy extraction purposes. The square root Unscented Kalman Filter (UKF) is employed as the estimation algorithm, using IMU and GPS measurements. In a previous paper11 authors have designed an EKF in order to estimate both longitudinal variables and wind velocities for a non conventional UAV12 flying in presence of wind disturbances. In this paper, an EKF is designed for estimating the full state and the wind velocity vector of the same UAV in unsymmetrical flight in presence of wind disturbances. State propagation is obtained by means of an accurate 6 DOF nonlinear model of the UAV and a small set of variables easy measurable with conventional, low cost sensors is considered as the measurement vector. In order to efficiently use data obtained from low rate GPS and other high rate sensors, the EKF algorithm has been modified to allow for a dual rate measurement model. The present paper aims at estimating turbulence and state at the same time, in order to obtain accurate information on the aircraft motion to be employed for processing advanced control laws. The structure of this paper is as follows. Section II illustrates the mathematical model of the studied UAV, in terms of state and output equations; section III gives the details of the estimation algorithm employed and of its implementation; section IV explains the procedure used to tune the parameters of the proposed estimator and section VI presents the results of numerical simulations, which show the performances of the designed EKF. Section VII concludes the paper, discussing future research directions.

II. UAV Dynamic Model in Turbulent Air


The studied UAV has a Tandem-Canard configuration and is thrusted by a propeller engine in pusher configuration12. This arrangement gives to the UAV important dynamic features like good stability characteristics, high damping rate for external disturbances and good tracking capability. These characteristics make it particularly suitable for low altitude flight profiles, like, for instance, antisubmarine missions. The particular aerodynamic and geometric arrangement of the studied UAV makes longitudinal stability characteristics very different from those of conventional aircraft13,14,15. This is essentially due to the size of the Canard plane, identical to the main wing, and to the full span elevator. To cope with the complexity of the aircraft configuration, a nonlinear model, with a wide range of validity11,12 is used to simulate aircraft aerodynamics. Since in this paper general unsteady motion of the aircraft is considered, with the usual assumptions of rigid aircraft and flat, non-rotating earth, the fully coupled 6-DOF equations of motion are used and the state equations assume the following form:

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= rv qw g sin + Fx (x, u, d) m , u = ru + pw + g sin cos + Fy (x, u, d) m v = qu pv + g cos cos + Fz (x, u, d) m , w = L( x, u, d) + ( I y I z ) qr p

Ix ,

= ( M (x, u, d) + ( I z I x ) rp ) I y , q = N ( x, u, d ) + ( I x I y ) pq r = q cos r sin , = ( q sin + r cos ) cos , = u sin v sin cos w cos cos . z Or, in vector form:
= f ( x, u , d ) x
T

(1)

Iz ,

= p + tan ( q sin + r cos ) ,

(2)

where x = [u , v, w, p, q, r , , , , z ] is the state vector and u = [ el , th , a , r ]T is the input vector. Note that in

writing Equations (1), the principal inertia axes of the aircraft have been selected as body axes. Fx, Fy, Fz, L, M, N are nonlinear functions of their arguments. In order to evaluate aerodynamic forces and moments the effect of air motion is considered by using the components of the wind velocity vector in body axes d = u g , vg , wg .
T

The output equations of the model depend on the selection of the measured variables. In this paper, a set of flight parameters easily measurable on UAVs is chosen, made up of air data (airspeed, pressure altitude, and angle of attack, obtained, for example, by means of an air data boom) horizontal ground speed (obtained from a simple GPS receiver) and heading (which can be obtained from a magnetic compass). Therefore, the output equations of the model are:
Vx Vy u cos cos + v ( cos sin + sin sin cos ) + w ( sin sin + cos sin cos ) u cos sin + v ( cos cos + sin sin sin ) + w ( sin cos + cos sin sin ) = tan 1 ( w wg ) ( u u g )

y=
z Vrel

(
2

= h ( x,d ) (3)

(u u ) + (v v ) + ( w w )
2 g g g

III. State and Atmospheric Disturbance Estimation


As it is well known, state estimation of a dynamic system can be carried out using either deterministic or stochastic techniques. Continuous or discrete-time state observers may be employed. Stochastic estimators are widely employed since they are able to take into account both process noise (inaccuracy in the dynamic model of the system) and measurement noise. The most popular dynamical system useful for state estimation is the Kalman Filter (KF). The continuous-time KF has the same structure as the Luenberger observer16, whereas the discrete-time KF has an interesting structure consisting of two subsystems: the predictor which gives state prediction using the past values of the measured variables, and the corrector which gives a correction term using the new values of the measurable variables.

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When the aircraft mathematical model is nonlinear, to perform state estimation via Kalman Filtering, the Extended Kalman Filter (EKF) algorithm is frequently used, which is based on linearization of state and output around their predicted values. Since its introduction in 1960, the KF has been widely employed in aerospace applications. In particular, it has been used for filtering variables corrupted by noise, state variable estimation, disturbance estimation, parameter estimation and so on. Often a KF is used both for extracting valuable information from a noisy signal and for data fusion of independent measurements17. Usually, linearized models of aircraft dynamics with continuous-time KFs are used for designing robust control systems18. Moreover in order to validate a simulation model of an aircraft, post flight analysis based on a KF is performed in order to provide the best estimate of the tracked trajectory and evaluate the characteristics of the errors given by the Inertial Measurement Unit19. Post flight analysis of inertial navigation systems is also carried out using EKFs for data reduction techniques20,21. A wide set of applications regards identification techniques of aircraft stability and control parameters from flight data22, on-line estimation of stability derivatives23,24 and/or non-measurable performance parameters25. Finally, the Kalman filter is also applied for online (in-flight) system accurate identification of locally linear, dynamic models of nonlinear aircraft26,27,28. As previously stated, in this paper, an EKF is designed to estimate the state and the wind velocity vector for the UAV described by the model outlined in Section II. To obtain joint estimation of state and disturbance, wind velocity components are included in the set of the state variables, leading to an augmented state vector defined as follows:

x = d
Correspondingly, the following equations are joined to the aircraft model:
= d d

(4)

(5)

where d is a 3 1 random process with unknown statistics. By introducing equation (5) we are not making any physical assumption on turbulence dynamics. The following augmented dynamic model of the system is obtained by joining eqs. (1) and (5),:

f ( x, u, d ) x = + = ( , u ) + 0(31) d

(6)

where x is a 10 1 random process with unknown statistics, which is introduced to represent uncertainties in the dynamic model of the UAV. The EKF is designed to estimate , the state vector of the dynamic model in eq (6). As introduced in the previous section, measurements of the system output are provided by different types of sensors, namely air data sensors, magnetic compass and GPS receiver. While the first two sources can supply data (almost) continuously, information coming from GPS can be obtained only at relatively low sample rates, especially when dealing with low cost equipment. Since the frequency of measurements is a key factor in the performances of estimation algorithms29,30, to account for the presence of high and low rate sensors, in this paper a dual rate measurement model is used, which is expressed as follows:

( , t ) = h ( ) if t = kT = ( , t ) + ; ; T , t = 0, 0, h ,.., h if t kT ( ) ( ) ( ) 2 4

k = 1, 2,.

(7)

where represents measurement noise vector and T is the sampling interval of the GPS receiver. According to eq. (7), t kT k = 1, 2,.. , the first two elements of the measurement vector are not dependent on , i.e. between two sampling instants the GPS measurements do not give any information about the state of the UAV. Given the dynamic model in eq. (6) and the measurement model in eq. (7), the state estimate provided by the EKF is given by:
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, u + K , t = where the Kalman gain K is computed as:

( )

( ( ))

(8)

K = PH T R -1
and P is obtained, as it is known, by solving the Differential Riccati Equation (DRE):
= AP + PAT + Q PHT R 1HP P

(9)

(10)

In eqs. (9) and (10), A and H are defined as follows:

A

,H

(11)

Q and R are respectively a 13 13 positive semidefinite matrix and a 6 6 positive definite matrix; they represent tunable parameters of the estimator and are adjusted in order to obtain satisfactory filter performances. The algorithm is inizialized by assigning the initial values of the state estimate and the P matrix:
( 0 ) = 0 , P ( 0 ) = P0

(12)

If and are zero mean, uncorrelated, white, Gaussian, processes, with covariances:
T E ( t ) ( ) = Q ( t ) T E ( t ) ( ) = R ( t )

(13)

the EKF yields optimal state estimates. In fact, the covariance of the estimation error, which equals P under both these assumptions and the approximation of linearized estimation error dynamics, is minimized28. Q and R are often chosen as diagonal matrices; this corresponds, in Kalman Filtering theory, to assume that the components of the noise vectors are statistically mutually independent18. This hypothesis has been adopted in this paper. It is worth noting that, as a consequence of eq. (7), the first two rows of H are null t kT k = 1, 2,.. and this implies, according to eq. (9), that the first two columns of K are null t kT k = 1, 2,.. .In this way, the first two , t are not used for correction in eq. (8) when t kT (i.e. when GPS measurements are not elements of

( )

available, the correction term in eq. (8) uses only data from the other sensors). In the implementation of the above discussed estimation algorithm, equations eqs. (8) and (10) are solved numerically by means of a fourth order, fixed step Runge Kutta algorithm. The integration step is chosen by analyzing the modal characteristics of the linearized UAV model in its whole flight envelope11. The Jacobian matrices defined in eq. (11) are computed numerically; one sided, forward finite differences are used, in order to limit the computational burden of the algorithm. Thanks to this choice, the implemented code results flexible with respect to the state and output equation structure. To give a satisfactory approximation of A and H without incurring in numerical accuracy problems or/and round off errors, the constant state vector increment reported in Appendix is chosen to approximate the Jacobian matrices.

IV. Design of the EKF


The design of the proposed estimator consists on the selection of both the matrices Q and R and the initial = ( 0) . conditions of the algorithm: P0=P(0) and
0

The choice of Q and R could be made according to the stochastic properties of system and measurement noises. The choice of R can be easily carried out assuming known characteristics of the sensors. On the other side, since the

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system noise summarizes the effects of unmodelled dynamics, parameter uncertainties and so on, it is always very difficult to know its stochastic properties and, consequently, there is a great uncertainty in the knowledge of Q. To overcome this difficulty, usually Q and R are regarded as design parameters and tuned with a trial and error procedure, taking into account the effects of these parameters on the gain of the estimator and, consequently, on its behaviour. As it is well known, increasing of the elements of Q and decreasing of the elements of R cause increasing of the elements of the gain matrix, determining a faster estimator dynamics, which leads to shorter estimation transients, but higher dispersions of the estimation error at the steady state. Obviously, the opposite situation occurs when the elements of Q and R are decreased and increased, respectively. The entries of the matrices Q and R are updated until satisfaction of performance requirements, assigned in terms of maximum expected value and maximum standard deviation of the estimation error for each state variable. The imposed maxima are reported in Table 1. Max. estimation error expected value 0.05 0.05 0.05 0.005 0.005 0.005 0.005 Max. std. deviation 0.25 0.5 0.1 0.03 0.03 0.03 0.02 Max. estimation error expected value 0.005 0.005 1.5 0.05 0.05 0.05 Max. std. deviation 0.02 0.02 2 0.6 0.6 0.6

State

State

u (m/s) v (m/s) w (m/s) p (rad/s) q (rad/s) r (rad/s) (rad)

(rad) (rad)
z (m) ug (m/s) vg (m/s) wg (m/s)

Table 1. Performance specifications of the Estimator


To tune the parameters of the filter, unsymmetrical maneuvering flight of the UAV disturbed by stochastic wind turbulence has been simulated. It has been assumed that a high fidelity model of the aircraft is available for state estimation. So, true state and output time histories are generated by the same model used for state propagation in the EKF (eq. (1)). Furthermore, in processing the estimation algorithm, it has been assumed that the true input is available for the propagation of the state estimate. With these hypotheses, x is being neglected in equation(6). The EKF algorithm has been initialized assuming initial estimation errors large enough to account for temporary failures of the estimator. P0 has been chosen diagonal, assuming P0ii = ( i ( 0 ) i ( 0 ) ) for the entries corresponding
2

to the aircraft state variables (i=1,210). The estimation errors used in the initialization of the EKF are shown in Appendix. The initial estimates of the wind velocity and the corresponding entries of the main diagonal of P0 have been set to zero. Real sensors have been simulated adding white, Gaussian, zero mean noise to the true outputs. The standard deviations of the measurement errors have been set as follows:

V = V = V = 0.5 m / s;
x y w

(14)

= = 1/ 57.29 rad; z = 50 m;

V. Results
To tune the estimator parameters, flight of the UAV has been simulated, subjected to a multistep aileron input with the other flight controls held fixed. The aircraft has been excited with stochastic wind disturbance, generated according to the Dryden spectrum31.The input time history is shown in Figure 1. Figure 2 shows the path followed during the simulated flight; xe and ye are defined as:
xe ( t ) = xe ( t ) xe ( 0 ) ; ye ( t ) = ye ( t ) ye ( 0 )

(15)

in which xe(t) and ye(t) represent the x and y components of the aircraft position in an Earth fixed Reference frame at time t.

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1.5 Elev. deflection, deg 1 0.5 0 -0.5 -1 Throttle, % 0 40 Time, s 80 120

100 80 60 40 20 0

40 Time, s

80

120

1 Rud. deflection, deg

0.5

Ail. deflection, deg 0 40 Time, s 80 120

-5

-0.5

-10

-1

-15

40 Time, s

80

120

Figure 1.Input in the flight simulation used for the design of the estimator

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True and estimated trajectory - horizontal plane 5000 4000 Dy , ,m y m ee 3000 2000 1000 0 -200 True Estimated

200

400

ye, m
True and estimated trajectory - vertical plane 300 250 200 z e, m 150 100 50 0 0 500 1000 1500 2000 2500 Dx e, m 3000 3500 4000 4500 True Estimated

600 Dy e, m

800

1000

1200

1400

xe, m

Figure 2.True and estimated flight path in the simulation used for the design of the estimator

The trial and error tuning of the filter parameters has been completed successfully after few iterations. The following values have determined compliance of the estimator with the imposed specifications:
R = diag ([1.225 0.625 0.003 0.003 62.5 0.225]) ; Q = diag ([ 0 0 0 0 0 0 0 0 0 0 50 100 100]) ;

(16)

The results obtained with the tuned estimator are shown in Figure 3, which gives a statistical overview of the estimation errors on both the state and the measured variables. The numerical values used in Figure 3 are reported in Appendix.

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Exp. value 10 10 10 10 10
1 0 -1 -2 -3

Std. dev.

90% conf. interval

u* (m/s)
10 10 10 10
2

v (m/s)

w* (m/s)

ug* (m/s)

vg (m/s)

wg* (m/s)

-2

-4

eP (m)
10 10 10 10 10
3 1 -1 -3 -5

Vx* (m/s)

Vy (m/s)

(rad)

(rad)

(rad)

p (rad/s)

q (rad/s)

r (rad/s)

(rad)

Vw (m/s)

z (m)

Figure 3.statistics of the estimation errors in the simulation used for estimator design. For the variables marked with a *, the expected value of the estimation error is negative. As it can be seen, a very good estimation accuracy is attained for all the states, with small biases, standard deviations and 90% confidence intervals, largely below the maximum values admitted by the imposed specifications. Besides, the quite good match between the two curves in Figure 2 shows that the estimation error does not determine a significant difference between the true and the estimated trajectory of the UAV, the latter being obtained as:

( ) d = h e ( t ) = V x x 1 ( ) ( ) d
0 t 0 t

( ) d = h e (t ) = V y y 2 ( ) ( ) d
0 0

(17)

This last consideration is confirmed by the values assumed by the position estimation error ep, defined as:

ep =

e xe ) ( x

e ye ) + ( z e z e ) + ( y
2

(18)

whose statistic parameters are presented in Figure 3. An error of less than 10 m is expected on the estimation of the aircraft position, with a standard deviation of about 1 m; this accuracy level is acceptable during cruising flight. However, it should be noted that the proposed estimator is not aimed at determining UAV position; its capability of tracking the true trajectory is investigated with the purpose of better describing the performance of the algorithm in estimating the aircraft state variables. Much better accuracy on the flight path could be obtained by using position measurements in addition to velocity measurements, coming from the GPS. Another outstanding aspect of the performance of the proposed estimator lies in the strong reduction of the error on the measured variables. As it can be seen from Figure 3, the Root Mean Square (RMS) of the estimation error is
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reduced to 32% of the measurement error on Vx, 66% on Vy, 45% on , 45% on , 2.6% on z, 48% on Vw. For Vx and Vy, a particularly valuable result is obtained, since from infrequent and noisy measurements, much more accurate and almost continuous estimates are obtained. The presence of a bias in the estimates can be ascribed to the sub-optimality of the implemented EKF. The hypotheses of Kalman Filtering theory are not satisfied indeed, since i) the process noise in equation (6), which consists of the unknown wind speed, is not a white noise process; ii) Q and R are treated as design parameters of the estimator and do not describe process and measurement noise statistics; iii) the jacobians in Eq. (11) are approximated through finite differences. For validation purposes, estimation of a state vector time history different from that used in estimator design is performed. The true state and output are generated by flight simulation of the UAV with fixed flight controls and in presence of a deterministic wind disturbance of the standard 1-cosine shape31, acting along the three body axes. The time histories of the wind velocity components and the path followed during the simulated flight are shown in Figure 4 and Figure 5.
5 4 ug, m/s vg, m/s 0 50 Time, s 100 150 3 2 1 0 5 4 3 2 1 0

50 Time, s

100

150

5 4 wg, m/s 3 2 1 0

20

40

60 Time, s

80

100

120

Figure 4. Body axes wind velocity components in the flight simulation used for the validation of the estimator

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True and estimated trajectory - horizontal plane 6000 5000 4000 True Estimated

yee ,m

Dx , m

3000 2000 1000 0 -800 -700 -600 -500 -400 -300 Dy , m ye , m


e

-200

-100

100

True and estimated trajectory - vertical plane 1050

1000 z, m

True Estimated

950

900

850

500

1000

1500

2000

2500 Dx ,m x , em
e

3000

3500

4000

4500

5000

Figure 5.True and estimated flight path in the simulation used for the validation of the estimator

Despite of the different characteristics of the turbulence model, Figure 6 clearly shows that the estimation accuracy is not diminished. For most states instead, it results even increased with respect to the design test case, as it can be clearly seen in Table 2 and Table 3 in Appendix. This is a particularly important result since it shows that the proposed estimator can efficiently work in presence of wind disturbances of very different characteristics. A further confirmation of the effectiveness of the algorithm is given by the close match between true and estimated flight paths, shown in Figure 5, and by the statistics of the position estimation error, reported in Figure 6 and in Appendix (Table 3).

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Exp. value 10 10 10 10 10
1 0 -1 -2 -3

Std. deviation

90% conf. interval

u* (m/s)
10 10 10 10
2

v (m/s)

w* (m/s)

ug* (m/s)

vg (m/s)

wg* (m/s)

-2

-4

eP (m)
10 10 10 10 10
3 1 -1 -3 -5

Vx* (m/s)

Vy (m/s)

(rad)

(rad)

(rad)

p (rad/s)

q (rad/s)

r (rad/s)

(rad)

Vw (m/s)

z (m)

Figure 6.statistics of the estimation errors in the simulation used for estimator design. For the variables marked with a *, the expected value of the estimation error is negative.

VI. Conclusion
A technique for estimating state and wind disturbance for an UAV in unsymmetrical maneuvering flight in turbulent air is proposed, based on the Extended Kalman Filter. The algorithm uses a high fidelity, six degrees of freedom dynamical model of the aircraft for state propagation and exact knowledge of the system input is assumed. The estimator relies on a small set of easy obtainable measurements and does not need using an Inertial Measurement Unit. The measurement vector includes air data, horizontal ground speed obtained from a low rate GPS and heading. Numerical simulations performed in SIMULINK environment have shown that the designed estimator is capable of good accuracy on both the state variables and wind velocity, even in presence of wind disturbances with very different characteristics. The good performances of the EKF are confirmed by the accuracy of the aircraft flight path reconstruction. Small biases are noted in the estimates of the state variables, which are ascribable to the suboptimality of the designed Kalman Filter. Further verifications on the performance of the proposed estimator will be object of future research. In particular, the robustness of the algorithm against inaccuracies of the UAV model and noise in the measurement of system input and output will be investigated. As a further benchmark, the EKF will be inserted in a control loop to study the impact of the estimation errors on the effectiveness of the control system. Ulterior extensions of the work presented in this paper will include updated measurement models, in order to keep into account the effect of the delay in the air data and GPS measurements and of other drawbacks of measurement systems. Finally, to taking into account the considerable variations of aircraft parameters due to Ground Effect, the proposed estimator will be implemented in order to estimate both state and turbulence, or wind shear for an aircraft flying In Ground Effect.

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Appendix
The following tables report the results obtained in the numerical simulations of the UAV and the estimator. Table 2 concerns the simulation used for the EKF design, while Table 3 regards the simulation employed for the validation of the estimator.
Estimation error expected value 0.0133 (m/s) 0.0215 (m/s) 0.0077 (m/s) 0.0001 (rad/s) 0.0002 (rad/s) 0.0012 (rad/s) 0.0018 (rad) 0.0126 (m/s) 0.0129 (m/s) 0.0001 (rad) Standanrd deviation 0.1548 (m/s) 0.3785 (m/s) 0.0558 (m/s) 0.0044 (rad/s) 0.0017 (rad/s) 0.0274 (rad/s) 0.0106 (rad/s) 0.1612 (m/s) 0.3306 (m/s) 0.0079 (rad) 90% conf. interval 0.1948 0.5587 0.0414 0.0031 0.0008 0.0463 0.0039 0.1801 (m/s) 0.1918 (m/s) 0.0129 (rad) estimation error expected value 0.0028 (rad) 0.0009 (rad) 0.7946 (m) 0.0227 (m/s) 0.009 (m/s) 0.0126 (m/s) standard deviation 0.0069 (rad) 0.0077 (rad) 1.306 (m) 0.2454 (m/s) 0.5218 (m/s) 0.357 (m/s) 90% conf. interval 0.0065 (rad) 0.0108 (rad) 2.1592 (m) 0.3977 (m/s) 0.8233 (m/s) 0.5893 (m/s)

u v w p q r


z ug vg wg

Vx Vy

Vw eP

0.007 (m/s) 8.82 (m)

0.2404 (m/s) 1.2421 (m)

0.3851 (m/s) 1.5767 (m)

Table 2.estimation accuracy in the simulation used for the design of the estimator
Estimation error expected value 0.0017 (m/s) 0.0318 (m/s) 0.0064 (m/s) 0.0001 (rad/s) 0.0002 (rad/s) 0.0013 (rad/s) 0.0018 (rad) 0.0068 (m/s) 0.0592 (m/s) 0.0002 (rad) Standanrd deviation 0.1578 (m/s) 0.4615 (m/s) 0.0556 (m/s) 0.005 (rad/s) 0.0018 (rad/s) 0.0425 (rad/s) 0.0106 (rad/s) 0.1587 (m/s) 0.3319 (m/s) 0.0123 (rad) 90% conf. interval 0.2139 (m/s) 0.7262 (m/s) 0.0404 (m/s) 0.0052 (rad/s) 0.001 (rad/s) 0.0708 (rad/s) 0.0037 (rad/s) 0.1892 (m/s) 0.1954 (m/s) 0.0201 (rad) estimation error expected value 0.0033 (rad) 0.0009 (rad) 0.9371 (m) 0.0154 (m/s) 0.0178 (m/s) 0.0177 (m/s) standard deviation 0.0068 (rad) 0.0096 (rad) 1.2697 (m) 0.2989 (m/s) 0.7674 (m/s) 0.5487 (m/s) 90% conf. interval 0.0064 (rad) 0.0149 (rad) 2.1074 (m) 0.4967 (m/s) 1.2701 (m/s) 0.8997 (m/s)

u v w p q r


z ug vg wg

Vx Vy

Vw eP

0.0061 (m/s) 8.5526 (m)

0.3239 (m/s) 1.2314 (m)

0.5276 (m/s) 1.7211 (m)

Table 3.estimation accuracy in the simulation used for the validation of the estimator

The constant state vector increment used in approximating the Jacobian matrices is shown below, in SI units (with the angles expressed in radians):
3 = 104 104 1.75 105 1.75 105 1.75 105 10

= 1.75 10 5 1.75 105 1.75 105 102 10 4 104 104

(19)

The aircraft state estimation error used to initialize the EKF is the following (in SI unit, with the angles expressed in radians):
( 0 ) x ( 0 ) = [ 3.2 2 1.3 0.175 0.0175 0.0175 x ( 0 ) x ( 0 ) = 0.0525 0.022 0.087 50] x
T

(20)

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