NAVIGATION
J A M E S L . F A R R E L L
Westinghouse Systems Development
Division
Baltimore, Maryland
Farrell, J a m e s L
Integrated aircraft navigation.
Bibliography: p.
Includes index.
1. Inertial navigation (Aeronautics)
2. Estimation theory. I. Title.
TL588.5.F34 7532025
ISBN 0  1 2  2 4 9 7 5 0  3
xi
xii PREFACE
XV
Chapter 1
Introduction
1.0
low cost,
high accuracy,
reliability,
small size and weight,
low power consumption,
simplicity: ease of operation and maintenance,
flexibility: ease of modification and growth.
Advances in digital technology have provided a design approach whereby
several or all of these goals can be achieved simultaneously. A key feature
of this a p p r o a c h is efficient usage of all available data, through centralized
processing in an integrated system of computing and data transmission. In
a fully integrated system, separate instruments would not be needed for
any one function; every subsystem could have access to, or benefit from,
all sensor information.
As applied to navigation, system integration can provide improved
accuracy for any given instrumenting configuration or minimize the sensor
ι
2 1 INTRODUCTION
requirements for any specified system accuracy. In either case, the objective
is to process all navigation input data so that m a x i m u m information is
extracted. While this may appear selfevident, conventional navigation
methods have not generally used all available inputs to their full potential.
For instance, partial L O R A N fixes (from a master plus one slave station)
and air data unaccompanied by wind velocity indication have often been
considered useless for accurate navigation; conventional dopplerdamped
inertial systems may use excess data rates and/or exhibit error transients
in turns; barometric " d a m p i n g " of vertical channel acceleration frequently
loses accuracy during altitude changes. These limitations d o not follow
from inherent deficiencies in information, but rather from data usage by
methods widely followed before digitization.
While classical approaches have served well in the past, departures
from previously accepted procedures are being forced by advanced avionics
system requirements. Concurrent with breakthroughs in computation, there
has been a substantial broadening of analytical techniques, notably in
estimation (Ref. 11). This combination of analytical and digital technology
advances has given further impetus to the development of improved
algorithms (e.g., for high resistance to numerical degradation) and
improved simulation techniques. The influence of all these changes on air
craft navigation is readily apparent from the open literature, wherein
various studies and flight programs are reported. Of course, successes already
achieved can be realized repeatedly, provided that practical measures are
adopted as described in subsequent chapters.
As an aid for applied systems analysis, this book avoids both rigorous
mathematical proofs and detailed hardware mechanization. Between pure
theory and practice lies a great deal of engineering, essential for the
development of operational navigation (nav) systems. The material pre
sented here will prepare the reader for such tasks as specifying a nav sensor
selection with an observation schedule, conducting an extensive simulation,
or defining required avionics computations. Most of the pertinent informa
tion is independent of changing technology, but some descriptions are
expressed in terms of existing equipment for ease of familiarization.
Preliminary analyses in pertinent subject areas, intentionally simplified for
introductory purposes, are given in this chapter.
Rigid body dynamics can involve rotation of an object about its mass
center and/or translation of that mass center. The motion can be absolute
or relative (i.e., defined with respect to a fixed or changing reference), and
1.1 BASIC MOTION P A T T E R N S 3
constraints may or may not restrict the set of possible excursions. Present
discussion will begin with translation along a predetermined path.
straight line in Fig. 11, so that the instantaneous distance from the fixed
reference point is
Xc = Xc(t + o) (v dx
c (12)
This same relation can be used for translation restricted to curved line
paths, in which X and V represent arc length and tangential speed,
c c
history, for example, only one reference quantity Xc{t ) is needed to determine 0
both polar coordinates for position in the plane at any time i; the radius
is constant, and the angle traversed is
λ = (X c  Xc J/ac
{ (13)
4 1 INTRODUCTION
MOTION W I T H MULTIPLE I N D E P E N D E N T C O O R D I N A T E S
(14)
CI
C2 (15)
χ,
C3
so that
(16)
1.1 BASIC MOTION P A T T E R N S 5
R c = Rqr + V o) c ( i o ) ( i  t ) + f' f \ A
0 C + G ) άχ' dx
c (17)
to *o
where G , A denote total gravitational and nongravitational aircraft
c c
accelerations, respectively.
The development thus far has not considered motion of the chosen
position reference point. W h e n the velocity V of a tracked object (at T
R = Rr r ( i o ) + f\ dx t (18)
given by
R = R tf ,
r c T V = V rr c T (19)
Rr = Rr ) + V
(io r(io) ( i  t ) + f' f ' ( A c + G
0 c  Ζ ) dx' dx
Ύ (110)
J
t 0
J
t 0
These last three expressions are often associated with the tracking of surface
or airborne vehicles.
MOTION OVER A SPHERICAL OR S P H E R O I D A L SOLID
@=R +h E (111)
where the altitude h above a sphere of radius R is temporarily restricted E
intersects at right angles with the plane containing any meridian; the line
of intersection defines the reference direction I for the zero longitude E
are great circles (i.e., they have radius equal to that of the sphere) and the
equator lies in a great circle plane, but the radius of a latitude circle is
proportional to cos A.
Tangential velocity along a meridian is simply the n o r t h component
V of the velocity vector. Thus (12) and (13) applied here produce the
s
relation
(112)
with respect to a point rotating with the sphere, at the location of the
aircraft. In view of the above remark regarding latitude circle radii,
(113)
Both this equation and Fig. 14 show that longitude loses its meaning at
A= ±π/2.
F o r earth navigation, extensions of this spherical example are necessary.
The question of surface irregularities is easily resolved; latitude and longitude
can be associated with variable radial distance or, more simply, mean sea
level can be adopted as the altitude reference. A m o r e pronounced departure
from sphericity arises from oblateness. Whereas gravitational force would
be everywhere n o r m a l to a nonrotating homogeneous sphere, the earth's
gravity is approximated as a force everywhere normal to an ellipsoid of
revolution a b o u t K . This same ellipsoid is used to define geodetic latitude
E
and longitude. Radius parameters for the meridians and parallels, denoted
1.1 BASIC MOTION P A T T E R N S 7
(114)
general, this local vertical line does n o t quite pass through the earth center,
but rather conforms to the direction that a p l u m b  b o b would assume if
suspended above the ellipsoid. This convention is appropriate for terrestrial
navigation over great distances, particularly with inertial instruments. F o r
certain analytical developments an earth center may still be used as a
convenient conceptual position reference, b u t the foregoing geographic
formulation avoids the need for a precise mechanized center point
computation.
MOTION DESCRIPTION C O N S I D E R A T I O N S
%C1
Xci I (115)
Rc = I , * c i + J i * c 2 + K i * c a > V = I y
c I c l + J 7
I C 2 + KK 3
l C (116)
where (I,, J j , K ) are stationary unit vectors whose time derivatives are zero.
X
(i.e., tangent to the local meridian, tangent to the local latitude circle, a n d
n o r m a l to the ellipsoid), respectively. The velocity components contained in
(112)(114) comprise a vector
V = (117)
" g r o u n d e a s t " velocity, i.e., relative t o a point fixed over the earth a t the
current aircraft position. M o r e broadly, conventions widely accepted for
navigation are systematically explained.
the total acceleration along the direction I during typical flight over the
G
The full range of navigation problems can best be addressed with the
use of specific coordinate frames, each consisting of three mutually
orthogonal unit vectors (I, J, K) chosen according to righthand conven
tions:
I = J χ K, J = KxI, Κ= I χ J
I  I  J  J  E . I  I ( M 8
>
b u t certain concepts based on this mean solar day are not firmly anchored
for nav applications. The 24hr time convention was adopted as a n average
period of earth rotation with respect to the earthsun line. Since that line
experiences one revolution in approximately 365.25 days, the total number
of cycles that could be counted per year, from a position at the center
of the earth, would essentially conform to
1 + 365.25 cycles 2π rad/cycle 1.0027379(2π) ,. ί Λ
ω
^ 365.25 χ 24 hr Χ
3600 sec/hr " 24(3600) r a d / s e C ( 1
" 2 0 )
K, = K E
4J?
Rotation of I , E J E
at ω„ rad/sec
FIG. 15. R o t a t i o n of e a r t h frame with respect t o fixed axes ft points along the vernal
e q u i n o x ; I , J , a n d K, have fixed direction).
f (
(0.0027379% +
i 0027379 \
N l rad
s (121)
(Ex. 12)
* The line of equinoxes defines solar position in a geocentric (i.e., earthcentered) frame
near the start of spring (vernal equinox) a n d a u t u m n ( a u t u m n a l equinox). N o significant
discrepancy will arise here from the assumption of a fixed plane for the earth's orbit o r of a
constant sidereal rate vector.
1.2 N A V I G A T I O N C O O R D I N A T E FRAMES 11
cos(DEC) cos(SHA)
 c o s ( D E C ) sin(SHA) (123)
sin(DEC)
in which ( D E C ) and (SHA) represent declination a n d sidereal hour angle,
respectively (Ref. 13). An analogy can be d r a w n to the latitudelongitude
convention, b u t (SHA) is defined as a westward displacement. Of interest
for satellite navaids, this ( I , , J , , K , ) frame is also used to express ephemeris
data.
Although these conventions prepare celestial fix data for introduction
into nav systems, the connection between ( I , J , K ) and ( I , J , K ) E E E G G G
(125)
Therefore,
K G = —cos λ cos φ I — cos λ sin φ J — sin λ K
E E E
(126)
F r o m Fig. 14 it is also seen that the tangent to the local latitude circle
has a direction
J G = J E cos φ — I E sin φ (127)
12 1 INTRODUCTION
sin φ cos φ 0 J 
E (128)
— cos λ cos φ —cos λ sin φ —sin λ [Κ
FIG. 16. Roll angle transformation: (a) aircraft axes a n d displaced axes, (b) displaced
axes a n d aircraft orientation. J is horizontal.
A 1
1.2 N A V I G A T I O N C O O R D I N A T E FRAMES 13
^ N = K G  J P , ^ E = I G  K P , ^A = JG*!P (130)
representing orientation errors abo.ut the north, east, and azimuth axes,
respectively.
Aircraft orientation as indicated by platform gimbals is described as
follows: Let ( I , J , K ) point along the forward fuselage ("roll") axis,
A A A
outward along the right wing ("pitch" axis), and toward the floor of the
aircraft ( " y a w " axis), respectively. Figure l6a shows these axes with another
triad ( I , J , K ) , obtained by rotating the aircraft a b o u t I until the
A 1 A 1 A 1 A
IA 1 0 0 I A 1
which is connected to the platform frame via the heading (Ψ) transformation
in Fig. 18:
I A 2
COS Ψ sin Ψ V
J A 2 = sin Ψ cos Ψ Jp (133)
K A 2
0 0 κ„
In the absence of a physical gimballed platform, aircraft attitude and heading
14 1 INTRODUCTION
JA2 K A 2 = K P
* This does n o t imply that functions such as steering a n d arrival time scheduling a r e
less important, b u t that they are n o t emphasized in this b o o k . O n c e the nav information
is obtained, it can be used at various d a t a rates t o perform a b r o a d class of functions, as
discussed in Appendix H I .
1.3 N A V I G A T I O N T E C H N I Q U E S A N D REQUIREMENTS 15
True North
Horizontal Projection of I
To Next Checkpoint
Checkpoint C
§
FIG. 19. P l a n view of d e a d reckoning course leg. D o t t e d line shows preflight planned r o u t e .
was n o t precise; typical error levels were on the order of a minute of time,
miles of distance, and a few degrees of heading. Another shortcoming of
this approach is its reliance u p o n visual recognition of certain landmarks.
The risk of losing a crucial reference point could be reduced t h r o u g h
increased "pilotage," in which portions of flight could follow recognizable
railroad tracks, waterways, etc., but exclusive dependence on visual terrain
observations is undesirable.
A better approach to navigation is provided by V O R (Very high
frequency OmniRange) stations as depicted in Fig. 110. At any point Q
Direction of
Magnetic
North
Ν atC
Magnetic North
FIG. 110. P l a n view of course leg with r a d i o navigation. D o t t e d line shows preflight
planned route.
along the p a t h from S, the magnetic bearing of the aircraft from a station
at point C can be received. Complete position information can be obtained
by either of two m e t h o d s :
and add the local magnetic variation shown, to obtain true bearing. W h e n
the V O R station contains D M E provisions (Distance Measuring E q u i p 
1.3 N A V I G A T I O N T E C H N I Q U E S A N D REQUIREMENTS 17
Figure 112 depicts a special case of zero elevation for a hypothetical star
and aircraft position R in the equatorial plane. In general, b o t h λ and φ
could be determined from elevation measurements of two suitably chosen
stars; position error sensitivity would be of order 1 n m / m i n of arc (sighting
and leveling) and 15 nm/min of time.
These are just a few examples of nav measurement types to be listed
shortly. At this point, however, another comment is in order regarding the
I.
orientation of this book. The topic of navigation systems analysis need not
involve techniques of mechanizing the star sightline measurements, receiver
tuning for acquisition of radio data, or the various displays, charts, projec
tions, and plots used for landmark sightings, star identification, or radio
fixes. Adequate conventions and analytical relations will be provided for
functional characterization of software equations and for assessment of
expected performance. Relationships will be expressed in terms of feasible
computational algorithms, irrespective of methods used for navigation
solutions in the past (Ex. 17). Questions regarding recognition, acquisition,
mechanization, and software programming will be subordinate to the central
issue of functional nav data processing, which will now be outlined.
any time. Between fixes the position can be extrapolated from " c o n t i n u o u s "
velocity data, i.e., velocity information obtained at high d a t a rates. E a c h
fix can be weighted according to its accuracy in comparison with the
accuracy of the preceding extrapolation and according to sensitivity of the
observable (bearing, distance, etc.) to each navigation variable (e.g., Α, φ).
A b r o a d concept of computeroriented navigation now emerges, calling for
a n identification of system inputs, outputs, a n d d a t a processing. F o r the
first of these items, a general list of information sources can include the
following:
ζ = arctan(K /K )
E N (140)
O u t p u t s may also include other information already listed with inputs (air
speed, angle of attack, raw data from I M U accelerometers). O u t p u t data
usage is summarized in Appendix III.
T o provide the position a n d velocity output information as accurately
as possible, the aforementioned inputs are processed by advanced techniques.
The first departure from the dead reckoning scheme described earlier
involves integration of the continuously monitored velocity information, thus
allowing application to general flight paths. Further modernization t o allow
mixing of d a t a from multiple sources improves flexibility (e.g., acceptance
of partial fixes, typified by incomplete reception from radio navaids already
1.3 N A V I G A T I O N T E C H N I Q U E S A N D REQUIREMENTS 21
FIG. 113. Vertical velocity with conventional (fixed transfer function) filtering. LPF,
lowpass filter; H P F , highpass filter.
Barometric
Altitude
Update
by the fact that navigation quantities in general are not measured con
tinuously (e.g., fixes can be characterized by discrete data I N S E R T opera
tions) or directly (e.g., n o "latitude sensor" is present but various nav
observations bear a functional relationship to position). The set of all
applicable functional relationships collectively constitutes a model whereby
time histories of available sensor d a t a can be combined in a filtering
operation; this procedure satisfies the nav function requirements while
accommodating all existing information sources in their actual incoming
form. By weighting each incoming observation immediately, on the basis of
its information content, m i n i m u m variance estimates are obtained.
These benefits in performance are matched by system flexibility.
Estimation algorithms can be p r o g r a m m e d into a unified formalism
accommodating every possible sensor combination, for whatever widely
variable d a t a rates, accuracies, a n d sensitivities that may correspond to each
sensor, providing multiple outputs at rates specified individually for each
output function. Complete b a c k u p is not only readily provided b u t integrated
into a n overall automatic m o d e switching arrangement; in marked contrast
to previous conventional designs (requiring different filters for different
sensing modes) the estimation a p p r o a c h affords an unprecedented degree of
integration, requiring only straightforward software rerouting logic for m o d e
switching. The characteristic flexibility also facilitates extension to include
any growth capability, inflight calibration provisions, etc., which may be
deemed desirable at any time. Also inherent in the d a t a weighting computa
tions is a probabilistic measure of updated navigation accuracy (specifically,
the error covariance matrix, used to compute current values for filter weights).
This produces benefits b o t h as a n error analysis tool in design evaluation
and in actual flight where various decisions (which may affect flight mission
objectives) and procedures (such as automatic failure recognition or data
editing) depend u p o n current navigation accuracy. Flight testing can also
be conducted at reasonable cost, with the use of airborne recorders. By
subsequent ground processing, prospective changes in computational p r o 
cedures can be tested merely by recycling the recorded data through an
appropriately modified computational simulation. W i t h a properly executed
overall p r o g r a m the result is a realistic evaluation of system performance
under dynamic flight conditions, which include, as necessary, switched modes
and/or variable geometry for navigation measurements, with changing data
rates, sensitivities, and accuracy of observation.
Continuing influence of earlier navigation methods, unfortunately, can
limit the capability of operational systems. F o r example, a doppler radar
typically "reads o u t " groundspeed and drift angle, defined by (138) and
(139), instead of the directly measured frequency shifts. Elimination of this
undesired transformation would reduce doppler r a d a r cost, size, weight, and
24 1 INTRODUCTION
c o m m a n d V /R ,
E E overdriving the platform at a rate
<AN= ~V /R
E E (142)
where φ is a small tilt of the platform about the north axis in Fig. 115.
Ν
would sense a small component of the 1g aerodynamic lift. Since upward
lift forms an obtuse angle with J in Fig. 115, the unwanted acceleration
P
4 = ^  # Ν , ^E = # N (143)
1.4 RESTRICTIVE DISCUSSION OF AN INERTIAL SYSTEM 25
FIG. 115. Platform tilt (north axis I G is the u p w a r d n o r m a l to the plane of the figure;
rate of r o t a t i o n of K is V /R ).
G E E
(144)
velocity and tilt errors would not grow continuously (Exs. 19, 110). In
particular, the velocity error would be
V = K
E E(0) cos
Hi)"
There would be a linearly increasing longitude error, however, since in this
(145)
example
φΑψφ= y /RE E  V /R
E E = V /RE E (146)
At this point the reader is aware of the topics that will receive emphasis
here and is familiar with some applicable concepts (e.g., patterns of
m o t i o n ; data mixing and updating; inertial, radio, and celestial navigation).
Additional considerations are now introduced that further define the scope
of this book. First, to assist in mode categorization, five time scales of
interest for nav systems will be defined as follows:
(1) frame time for typical SAR imaging (e.g., on the order of a second;
Section 7.1.3);
(2) point nav operation intervals [e.g., a few minutes; less than a tenth
of the Schuler period 2n(R /g) ];
E
1/2
EXERCISES
rate of the earth relative to the earth/sun line. If these two constituents
have appreciable but nearly opposite variations, how is the sidereal rate
characterized?
(b) At 0 U T on July 1, 1968, the mean hour angle of the vernal
h
equinox was 18 36 26.166 ; 2375 days later, the reference value in Section
h m s
1.2.1 is obtained. Show that this change conforms very closely to (121).
H o w does that equation avoid computational difficulties in forming the
product ω (ί — t )l
5 0
(Appendix II).
EXERCISES 29
0 0 1
M 1 = 0 1 0
 1 0 0
With the latitude and longitude of this point denoted λ and φ , respectively, Ε Ε
R 0 = K [cos λ cos
E Ε <p (I, E cos Ξ + J  sin Ξ)
+ cos λ sin φ ( — I, sin Ξ + J, cos Ξ) + sin λ
Ε Ε Ε Κ,]
ω 8 RE cos A [sin(E + φ )\
E Ε λ  cos(E + φ )3ι]
Ε
17 (a) Consider (136) expressed for each of two elevation measure
ments (Y Y ) representing simultaneous observations for elevation angles
i9 2
19 Add fixed bias errors n a n d n to the right of (142) and (143),
x 2
respectively. Derive (145) a n d a similar relation for the tilt angle. Differenti
ate the solutions a n d illustrate conformance to the differential equations.
Illustrate conformance to the initial conditions as well. Are there any other
solutions that conform to the initial conditions a n d also to the differential
equations?
110 (a) Let R = 3444 n m a n d g = 32.2 fps . H o w m u c h initial tilt is
E
2
REFERENCES
2.0
32
2.0 33
U Ql = (I · I,)l/
G n + (I · J,)t/
G I2 + ( I · K,)I/„ G (22)
and, with all three axes taken under consideration (Ex. 22),
I I, G I J, G I K,G
U G — T /i U  , G T G / I — J I , G J J , G J K,
G (23)
KoI, K J, G K · K
G
If this procedure had been carried out with inertial and geographic axis
designations reversed (Ex. 23), the result would have been
U, = T I / 0 U 0 (24)
where T is the transpose of T
I / G in (23). According to this subscript G / I
dUJdt = U, = T I / G U 0 + t I / G U G (25)
Expressed in geographic coordinates, this total acceleration, denoted
d\J /dt, is given by
G
dV /dt
G = (26)
which is equivalent to
dV /dt G = U G + T G / I t I / G U G (27)
These popular conventions for time differentiation operators as applied to
vectors are used throughout this book. Equation (26) serves as a definition
for the total time derivative of any vector expressed in any coordinate
frame. The operator d/dt denotes intrinsic variation experienced in a non
rotating frame; components are in effect resolved along axes of any desired
coordinate frame after differentiation. The operator ('), in contrast, implies
a time derivative of each separate element [recall (Π19)] with product
differentiation applicable as in (25). Only in an inertial frame will the
operators d/dt and ( ) produce equivalent vector derivatives.
Tangent
North Pole
K G
FIG. 22. G r o u n d track angle (groundspeed is the horizontal projection of the aircraft
velocity vector).
axis, laterally outward along the right wing, and toward the floor of the
aircraft, respectively.
Other triads (e.g., coordinate frames with a particular azimuth offset
from the geographic axes, such as ground track and wander azimuth
references) will be added in later chapters; however, a formulation based
on the geographic reference will be presented first. Coordinate axes have
already been illustrated in Figs. 1Φ18; further demonstrations of their
relationships appear in Figs. 2124.
It is convenient to define the transformation between platform and air
craft axes in terms of a notation to be adopted here as standard: Let
[&]„ denote a positive rotation of 0 rad a b o u t the axis ("</" being
J o " Ip = ΦΑ)·
36 2 C O O R D I N A T E TRANSFORMATIONS A N D KINEMATICS
<*a K P
cos θ\ sin θ ί
Ρ J, 4 0 1 0
sin Θ γ cos θ γ sin θ , 0 cos θ 2 J
cos θ 3 sin 0 3
0
[θ ].
3
—sin θ 3 cos 0 3
0 (28)
0 0 1
This convention is used with the roll, pitch, and heading angles Φ, Θ, a n d Ψ
that would be measured from a threegimbal configuration arranged in
that order, with the inner element aligned to the mechanized geographic
reference (recall Figs. 1618 a n d see Fig. 25, shown with cascaded
gimbals at nominal orientation). The transformation from platform to air
craft coordinates is then a 3 χ 3 orthogonal matrix product containing
nine direction cosine elements,
Τ /Ρ = [ Φ ] , [ θ ] ^ Ψ ] ,
Α (29)
and the transformation from aircraft to platform coordinates is (Ex. 24)
t p / a = = [ψ]Γ[θ]ί[ΦΕ = [ψ]Ιθ],[φ]. (2ιο)
By a development paralleling Ex. 22,
IA I I Ιλ J, Ιλ'Κρ IP
A P
A «*P
JA = JAIP J»A
a '" Jp
ρ ΊΑ " Kp J P (211)
KA'IP K J A P K K p Kp
A
and, for any vector defined in aircraft coordinates (e.g., a known displace
ment d between two fixed points on the aircraft), the components are
A
2.1 F U N D A M E N T A L S OF ROTATIONAL TRANSFORMATIONS 37
d = T
P P / A d A (212)
Φ= T 1 / A d ,
A T I / A = T 1/E T E / G T G / P T P / A (213)
or the elements could have been resolved into any other frame at an inter
mediate stage of cascaded matrix products. The first two matrix factors in
(213), in agreement with Section 1.2, are
[ cos Ψ cos θ
sinΨ cos θ
— sin θ
 s i n Ψ cosΦ + cos Ψ sin θ sinΦ
cosΨ cosΦ + sinΨ sin θ sinΦ
cos θ sinΦ
sin Ψ sinΦ + cos Ψ sin θ cos Φ ΐ
—cosΨ sinΦ + sinΨ sin θ cosΦ I
cos θ cosΦ J
(216)
It is of interest to consider a n alternative Euler angle convention; e.g.,
suppose it had been desirable to express the same transformation in terms
of a xxx sequence of Euler angles ( — 0 / , — 0 \ — θ '): 2 3
χ
2
(217)
2.2 PROPERTIES OF ROTATIONAL TRANSFORMATIONS 39
unique, i.e., the same transformation matrix can be obtained from different
combinations of these two angles; only the net sum influences the overall
transformation. An analogous situation holds in (210) a n d (216) when
θ = ± π / 2 ; the p h e n o m e n o n is often referred to as "gimbal lock," in
reference to the singularity present in threegimbal platform mechanizations.
This point will arise again in a n ensuing description of rotational kinematics.
F o r all nonsingular cases it should be noted that the same matrix T P / A
cos 0 sin 0 = cos 0 / sin 0 ' I cos 0 ' cos 0 ' sin 0 /
2 3 3 2 3 (218)
cos 0 sin θ = sin 0 ' cos 0 / ,
2 χ 2 0 ' ^ 0,
2 ΘΦ 2 π/2
and the overall transformation could be the same for either of the two
previously defined Euler angle sequences. Physically it is easy to visualize
how different combinations of rotations can have the same initial and final
orientations. This should not, however, be regarded as a n ambiguity;
apart from singularities, a n Euler angle triad is unique once the convention
has been specified. The rollpitchheading convention is given preference
here because of its c o m m o n usage in aircraft navigation (x&x sequences
are commonly used to describe satellite orbits except in cases of near
singularity, i.e., low inclination).
D Y N A M I C BEHAVIOR OF EULER A N G L E S
absolute angular rate of the aircraft with respect to the inertial (^, J,, K,)
coordinate frame, with components expressed along instantaneous aircraft
( I , J , K ) axes. Clearly, the components of ω in general are not equal to
A A A Α
40 2 C O O R D I N A T E TRANSFORMATIONS A N D KINEMATICS
ζ = = ω Τ ωρ
Α Α/Ρ (219)
Υ Φ  Φ sin θ
— 0 cos Φ + Ψ sin Φ cos Θ (221)
_ ι _ Ψ cos Φ cos Θ — 0 sin Φ
dO Α ω dt Α (223)
At this point it is instructive t o consider three coordinate frames: (1) the
inertial set ( I J , , K), (2) aircraft axes at time i, (3) aircraft axes a t time
l5
W = [dOiUd0 ] [de ]
2 ¥ 3 x = Ι άθ 3 l άθ\ I (224)
[ de 2 άβ χ ι J
By combination of the last t w o expressions,
0 ω Α 3 —ω Α 2
Τ, + α / > = Ι * 3 + ΟΑΛ,
3 ΩΑ~ ~ω Α 3 0 ω Α 1 (225)
. ω Α 2 ω Α 1 0
The transformation from the first t o the third frame is simply the product
T TA/I(r), which can n o w be written
t+dt/t
T (t
A/l + dt) = T (r) + Ω T (r) dt
A/I Α A/I (226)
"I"A/I — T i A/
(227)
By a similar derivation,
frame:
t I / G =T I / G n G (229)
it follows that
t G / A = ~ T G / A Ω Α + O G T G / A (231)
Q G =  K X ) (232)
in combination with ( 2  7 ) a n d ( 2  2 9 ) :
dVJdt = U G + co χ U G G (233)
sides of the equation are premultiplied by T , the result is a general form G/l
free of subscripts:
d R/dt
2 2
= R + g j χ R + 2CT χ R + m χ (cu χ R) (237)
so that the vector components are the same as expressed in either of the
two frames involved in the transformation. This is a special (unit root) case
of the eigenvalue equation (1120). Simple examples include the matrices in
(28), operating on vectors pointed along and χ axes, respectively.
F o r any transformation from one righthand orthogonal frame to another,
the root ( + 1 ) always satisfies the eigenvalue equation, and Ε is its only
corresponding eigenvector in nontrivial cases (Ex. 28). This principal
eigenvector, easily computed from (1127), defines a direction for total rotation
incurred by the transformation T; regardless of the rotational sequence
whereby Τ was generated, any combination of multiple Euler angle trans
formations can be reduced to a single rotation a b o u t E. In general, of
44 2 C O O R D I N A T E TRANSFORMATIONS A N D KINEMATICS
course, this axis will have nonzero components in more than one coordinate
direction a n d / o r can be timevarying; thus n o simple convention is available
that will consistently replace Τ by a singleaxis transformation of the type
in (28). It is always possible, however, to perform a similarity transforma
tion* whereby Τ is related to a rotation a b o u t one coordinate axis;
significantly, the trace (i.e., sum of diagonal elements) of a matrix is
invariant under a similarity transformation. F o r any angle θ in a singleaxis
rotation it is obvious from (28) that the trace is equivalent to 1 + 2 cos Θ.
Thus an orthogonal matrix Τ corresponds to rotation a b o u t E, with an angle
The quadrant for this angle and the order of vectors in (H27) must be
compatibly chosen. This principal axis development will now be applied
to another useful parametrization.
2(Ms + M i )
. 2(M, + 4 i )
4 2 2(M Mi) 3
V  ν  b + b 2
2
3
2
(240)
where these ^parameters conform to the vector differential equation
0 ω Α 3
 ω Α 2 ω Α 1
 ω 0 ω ω
b = ΨΛ, Ψ = (241)
Α 3 Α 1 Α 2
ω Α 2
 ω Α 1 0 ω Α 3
 ω Α 1  ω Α 2  ω Α 3 0
The simplicity of (241) in comparison with (227) or (228) suggests a
preference for a fourparameter formulation in certain applications. This is
significant where the main computational effort is spent in updating the
attitude itself, by a running integration for the angular orientation time
history of a vehicle subjected to rapid irregular angular rates. Although
this advantage is offset in other situations requiring frequent transformation
"V
b Ε sin(0/2)
(242)
b 3
*4 .
_ 6 cos(0/2)
where (i, j , k) represent the basis vectors for either of the two coordinate
frames involved in the transformation. This operator, known as a quaternion
(Ref. 23), has an inverse
B 1
= cos(0/2)  Ε sin(0/2) (245)
BB
X 2 = o^ 2  b · b + ^b
x 2 2 + ^ bi + b χ b
2 x 2 (246)
Any threedimensional vector ν can be regarded as a quaternion V with a
zero scalar component. T o illustrate the application of quaternions to
rotations, c, and c , defining a star sightline expressed in inertial a n d
A
C ^ A C A S  1
(247)
C = Ο = OC B~ + BC B~
l A
1
A
1
lBC b~ A
1
(249)
(Β" *)" = 1 1
6 l
B (250)
c A = ω Α x c A (252)
it follows that
* A =(UC^C^U 1
) (253)
whereU denotes a quaternion corresponding t o ^ ω : Α
Ι / £ θ + $ω ,U Α
1
= U (254)
F r o m (251), (253), a n d (254),
Β= BU (255)
F o r a termbyterm expression of the quaternion element derivatives, (246)
can be written in either of two partitioned (matrix χ vector) forms,
V: b, T
~V
t  2 £\2 b 2
T
(256)
ΙΑ : λ ι χ 3
3 + (·>ι χ )JLb 2 •>2'. ^ « 3 x 3 ~ ( b 2 X )J >1
and, as applied to (255), the right side of this expression produces (241).
By expressing (248) in the form
c, = {{26  1)1 + 2 b b + 2 ^ b χ
1 T
)}c A (257)
or
D = D  2(D · N)N (260)
Γ = I  2NN T
= 2N N
1 2 1  2N 2
2
2N N 2 3 (261)
2Ν,Ν 3 2N N 2 3 1  2N3
2
The plane wave is again reflected, with a n overall polarization change needed
48 2 C O O R D I N A T E TRANSFORMATIONS A N D KINEMATICS
1 Movable Plate
ΡΌΙ,ΡοΙ,ΓΛΌΕΓχ (264)
which represents the transformation from aircraft t o beamreferenced
coordinates. T h e double angle is the combined result of equal angles of
incidence a n d reflection for the movable plate. Alternatively, (263) can
represent the inverse transformation by the rearrangement,
[2^ ]D y = [ ^ r i [ ^ D ] y r i (265)
Addition of a n azimuth gimbal to this assembly a n d rotation through
an angle s/ produces
D
Γ = [stoYMl
Γ
ι^ο],Κ>], (266)
so that, by combination with (262) a n d (263), a second reflection yields
APPENDIX 2.A: DIFFERENTIAL EQUATIONS OF ROTATION 49
2Γ = I cos $ 2
Ώ sin 2 J / D 1  2 sin J3/ cos £
2
D
2
Ό sin sin 2£ Ό
(267)
The principal eigenvector of this orthogonal matrix has a vanishing .τ
component, traceable to the conventions chosen. Obviously this example
represents one of many possible conventions and physical configurations.
T, (0
/A = T ( f ) expj fo (x)
I/A 0 A dx\ (268)
50 2 C O O R D I N A T E TRANSFORMATIONS A N D KINEMATICS
πρ\(Ω (τ)(Ιχ\
Α = \(Ω (χ)άχ Α
(269)
2! J
'o J 0 1
lt
J
0
of a fixed matrix X with a scalar function of time; for example, let the
scalar function be a cosinusoid,
Ω ( ί ) = Χ ω cos ω {ί  r ) ,
Α 0 χ 0 X = ( Ε χ ) (270)
Ω (χ)άχ
Α = Χχ, χ Α (ω /ω ) 0 χ sin co (t  f )
x 0 (271)
T, (f) = T ( r ) ( L  *x + ^  x 2
 ^ x 3
+
2!" 3!" • / < 
/A I / A 0 2 ? 2 )
series,
V W = T ( i ) [ " " (sin x)X 4 (1  cos x)X ]
I / A 0 (273) 2
ω ( ί ) = Εω
Α 0 cos ω (ί χ  ί ) = Ex
0 (274)
12
f Ψ dx = (*/2) L 2
(276)
A P P E N D I X 2.A: DIFFERENTIAL E Q U A T I O N S OF ROTATION 51
(277)
Ε sin(x/2)
b = (278)
cos(x/2)
Η Α ^ Α ω Α (279)
well as timeinvariant:
Λαω Α1
H A = c / ω A 2
Α2
(280)
_^A3^ A 3 .
(281)
L, = V ( H A  O A H A ) (282)
52 2 C O O R D I N A T E TRANSFORMATIONS A N D KINEMATICS
(^A3  ^A2)^A2^ A 3
L = ^A2«>A2 + (Λι  ^Α )ω 3 Α1
3 Α
ω (283)
_^A3«>A3_ (^A2 ^Αΐ)ω ιω Α Α 2 <
ω 1 = 0, ω 2 =  ——ω ω , 1 3 ω 3 = I —  — Ι ω ^ (284)
ω = α ξω ι 0
(285)
ω = 3 ω sec y / ( 3  J) =  ( 3 / / ) ω
β χ α x 1 0 1 sec γ (286)
ξ £( 3 l J)// (289)
(290)
u>i = ω 0 1 = ω /ξ α (291)
ω =α ω (ξ+1)^η )/ξ
2 8 α 7 (292)
ω = α ω (ξ+1)^η )/ξ
3 0 α 7 (293)
in which α and a are defined as the sine and cosine, respectively, of the
8 c
T = Ki]iy] [~ y W a (i + iX (296)
and it can easily be verified that the derivative of this matrix is equal to the
product
has a magnitude 3ico sec y. The conventions adopted here ensure that,
01
since ω and sec y always have the same sign, this expression cannot be
0 1
(2) The phase angle ω ί is equal to the angle between Η and the
α α
and negative for acute γ. F r o m (286) it can be seen that ω always turns β
out negative with the conventions adopted here. Since the spin and pre
cession rates are of opposite sense in (296), it follows that positive values
of ξ produce retrograde precession.
C = C(C C)" T 1 / 2
(C C)
T 1 / 2
(2101)
it follows that the unique Lmatrix must be
M = C(C C)"
T 1 / 2
(2102)
EXERCISES
21 (a) Let R denote the position vector [with respect to an origin at
s
22 Any vector in physical space can be resolved along any chosen triad
of orthogonal axes. In particular, I = ( I · + ( I · J,)J, + ( I · K , ) ^ .
G G G G
into a form reminiscent of (122) and (128). N o t e that the matrix, which
can be denoted T , serves as a transformation for vector components
G / I
expressed in different frames [as in (23) a n d (24)] a n d for the axes themselves.
23 Derive (24) as suggested in the text, including a matrix T I / G
by (210).
25 (a) Show that
T G / P = I x 3 +
3 9
where 9 is skewsymmetric, i.e.,
ω ^ ( I cos λ
8 G — Kq sin Α)ω 8
(I I )I
A G G + (I J )J A G G
Fig. 19?
(c) D r a w an analogy between (219) and Ex. 2la. N o t e that at
φ = Θ = 0, T reduces to a heading transformation, while J
A / P and K A 1 A 2
27 (a) Recalling the skewsymmetric matrix form in Ex. 25a, show that
Ω in (225) is equivalent to the operator ( — ω χ ). Apply this reasoning
Α Α
to (229) also.
(b) Combine the skewsymmetric character of Ω with (1114) and Α
Ci = T I / A c A
C A = " « Α X C A
Show that
ddjdt = +ω Α x d A
d djdt
2 2
= ώ Α χ d + ω A Α χ (ω χ d ) Α A
ϋο = Τ ,ϋ, + t ^ U ! 0 /
and verify its agreement with (233). Discuss the role of (26) in this exercise.
(g) Time differentiation, as applied to the right of (117), would be
reminiscent of which o p e r a t o r ? Which operator differentiates U as a 3 χ 1 G
matrix?
ζ = [ Τ 1  Ι 1 \ τ ι2 2 :τ ι ] 3 3
after rotation through 30° about an axis inclined at 45° in the .rij plane.
C o m p a r e this with the result of transformation via T as computed from I / A
(240).
(c) Does part (b) require knowledge of quaternion operator theory?
Does (248) contain any restrictions regarding vectors to be transformed,
rotational axis directions, or angles of rotation?
211 (a) Use (244)(246) to verify (250).
(b) Use (246) to derive (253) from (252).
(c) Why does (255) follow from (251) and (253)?
(d) Use the right of (256) to derive (241).
(e) Use trigonometric identities and (H9) to obtain (257) from
(248).
(f) Combine (255) with the left of (256) to obtain a coefficient
matrix of quaternion elements, premultiplying a 4 χ 1 matrix with
components (0, £ ω , ^ ω , £ ω ) .
Α 1 Α 2 Α 3
2  1 2 (a) Use ( Λ ^ + N 2
2
2
+ N 3
2
= 1) to show that Γ in (261) is
orthogonal.
EXERCISES 59
215 (a) Use a dot product to show that the gyroscopic term in (283)
is perpendicular to ω . Α
\b — a\. Given a, what choice of b satisfies this condition and also (243)?
(b) Express the trace of (M — C) (M — C) as a sum of squares of
T
(C C)"
T 1 / 2
= N D
T X
N
REFERENCES
3.0
for stabilizing and processing the sensor outputs to derive position and
velocity in the chosen reference. Inertial instruments may be mounted on a
servodriven gimballed platform, or along axes attached to a vehicle (so
that their outputs are stabilized computationally instead of mechanically;
this is referred to as the gimballess or strapdown approach). These two
alternatives, applicable to various instrument types and choices of reference
frames, are presented from a viewpoint fitting within a general integrated
navigation system.
A, = d R , / d i  G,
2 2
(32)
Before this reasoning is applied to navigation over the earth (which is not
an isolated stationary homogeneous sphere), note the following:
3.1 BASIC T R A N S L A T I O N A L D Y N A M I C S 63
(33)
These integrations are separated here because the first is often mechanized
ahead of the instrument o u t p u t ; a n integrating accelerometer provides
velocity increments for the first term on the right of (33). In any event,
for terrestrial navigation it is convenient to define a hover velocity
0
ω = Ε 0 (34)
(36)
s* J g (OA)
Gyro Gimbal
^(developed) = (37)
Η φ  B6 = 0 (39)
or, upon integration,
V
Signal Proportional to θ
Gyro Pickoff
Gyro Calibration
Factor
Gyro Torquer"
Velocity
Position
Accelerometer Triad
Motor
Drive Signal
G E O G R A P H I C REFERENCE
the plane shown. Clearly the frame rotates at a rate (—A) a b o u t J . With G
(311)
N o w suppose that the gyro IA and the platform gimbal axis in Fig. 33
are initially pointed east and a torquing command, with a value of
(312)
68 3 P R I N C I P L E S OF INERTIAL N A V I G A T I O N
Λ = Η φ = tO (313)
In this case the platform gimbal will receive a drive signal unless the
instruments are rotating with the local vertical; i.e., given an initial orienta
tion along J , the control scheme just described would maintain it. By a
G
and, by combination with (311), the angular rate of the geographic frame is
(ω + φ) cos λ
8
W2 = ω 0 = Λ (315)
. W
3 . τπ tan λ
1
L = Hm (316)
Fig. 25 is " s l a v e d " to all three axes. The configuration is then said to be
locally level and northslaved, while inertial instruments are designated by
their IA directions (e.g., " n o r t h gyro," "east gyro," and " a z i m u t h g y r o "
for S D F instruments). Navigation computations for this configuration bypass
(33) and (35), in favor of a combined expression for V to be presented
subsequently. Also, the gimbal drive system needed for Fig. 35 is more
complex than the scheme shown in Fig. 33. F o r the arrangement of
Fig. 25, the azimuth gyro (IA downward) would control the inner platform
gimbal, while an azimuth resolver would transform the other two gyro signals
through the heading angle Ψ (Fig. 36). These resolved signals would be
the appropriate c o m m a n d s for the roll and pitch gimbals if the aircraft
were level (Ex. 38). M o r e generally, leveling servo c o m m a n d s could be
3.2 I M U STABILIZATION 69
Platform Gimbal
Rotation Drive
Navigation Signals
Computer Λ
3Dimensional
Torquing Commands Rotational Kinematics
of Platform Gimbals
Signal Proportional to
Roll Gimbal Command
+1 sin Ψ cos Ψ k
Signal Proportional to
Pitch Gimbal Command
FIG. 36. Resolution of level gyro signals for platform gimbal c o m m a n d s .
70 3 P R I N C I P L E S OF INERTIAL N A V I G A T I O N
here: a level platform is rotated in azimuth until one level gyro senses n o
component of earth rotation. With the other level gyro (IA now pointed
north) and the azimuth gyro then torqued at (Ho cos λ) and ( — Ha> sin A),
s s
At high latitudes the north direction changes more rapidly until, in the
limit, the azimuth torquing rate in (315) becomes infinite. Consequently
another locally level reference formulation, used for nearpolar flight, is
presented at the end of this chapter. F o r navigation at low and moderate
latitudes, however, concepts underlying the previous two sections include a
b r o a d scope of application, as discussed below.
Several inertial instrument types are consistent with analytical relations
given here. An outer gyro gimbal could be added in Fig. 31, for example,
to allow rotation with respect to the case a b o u t two axes n o r m a l to the SA.
Such 2 D F gyros are commonly used in inertial systems; while affecting the
detailed design of torquing and stabilizing controls, they d o not alter the
basic equations presented here. The formulation accommodates 2 D F
accelerometers as well. Both analog a n d digital readouts for gyros and
accelerometers are also included; note that the latter can facilitate velocity
computation as follows: A digital integrating accelerometer can produce a
calibrated pulse every time it experiences a n increment ofν fps integrated
specific force. T h a t integration is thus reduced to pulse counting, at rates
u p to AmaJv updates per second, where A max denotes m a x i m u m specific
force experienced by an accelerometer. Similarly, a pulserebalanced rate
integrating gyro can use a fixed small increment (φ rad) as its basis of
calibration; torquing rates for Fig. 32 would then have to provide this
resolution at the m a x i m u m angular rate of the vehicle (e.g., a roll rate of
5 rad/sec and ~ 10 Sec resolution implies torque pulsing rates up to 1 0 Hz). 5
3.3 MECHANIZATION CONSIDERATIONS 71
The above digital gyro example was purposely slanted toward a strap
down application. Despite the intended rotational isolation feature of
platform gimbals, friction imposes requirements of high angular rate
measurement for short durations. These requirements are often conveniently
met by analog stabilization designs. N o t e also the possibility of analog
platform servos with digital gyro torquing.
Table 31 highlights some major characteristics of gimballed platform
and strapdown mechanizations. Only a general comparison is intended,
exclusive of (1) considerations c o m m o n to b o t h systems (e.g., shock
mounting) and (2) accuracy requirements. Shock m o u n t s provide partial
isolation of instruments from the dynamic environment, but can introduce
instrument limit cycling or degrade observations by relative motion between
I N S and other equipment (e.g., antennas). F o r the second item above, a n
obvious example is gyro torquer calibration. A 0.1 % error in the c o m m a n d
of (312) at 600 kt, by reason of (311) and (112), corresponds to drift
TABLE 31
Gimballed platform
mechanization S t r a p d o w n mechanization
ρ
P
ί_
^ Ε
/
Geodetic Vertical
RM = a ( l  e ) / ( l  e
E E
2
E
2
s i n λ)"
2 2
(318)
a E ^ (3444)(6080) ft, e E
2
= 6.7(10)" 3
(319)
ί = V(R M + h) (320)
74 3 P R I N C I P L E S OF INERTIAL N A V I G A T I O N
where
R = a /(l  e
P E E
2
sin 2
kf' 2
(322)
λ = jy φ = K sec λ / Λ E (323)
to =  V ( R M + ^) (324)
 ω sin λ 
8 tan A / ( R h ft) P
O G = (OTX ) (325)
A + G = ft + m x R + 2 n i x R + OTx(i&xR) (326)
V V
m x (m x R) = co x (co x R) +
s s —ω 8 sin λ ^—^ tan λ (327)
2 ω V cos λ f
8 E
v* +v
2
E
2
where the approximation (323) has been used (Ex. 313), and the first term
on the right is the centripetal acceleration due to sidereal rotation:
&ω 2
cos λ sin λ cos λ
ω χ
8 Κ χ R) = 0 ω 8 = 0 ω 8 (328)
&ω c o s λ 2 2
— sin λ
3.4 N A V I G A T I O N IN G E O G R A P H I C C O O R D I N A T E S 75
g = = G  co χ (cq χ R)
s s (329)
ε , VEVV
(  w s i n λ)
s
m = Vfj V VyS
(331)
A N 0  ( 2 ω sin λ + § tan λ) V +
8 E
= A E
+ 0 + 2 ω sin λ + ^
8 tan λ\ K + 2 ω V cos λ +N 8 y
V + vE
2
Ay 9 — 2 ω V cos A —
8 E
(332)
V = A + g+ f (333)
76 3 P R I N C I P L E S OF INERTIAL N A V I G A T I O N
n = A  A
a (334)
(Iψ χ )Α = Α  ψ χ Α  η 3 (335)
<r = A + g + f  \  / x A  n a (336)
Y = V  Y = \,xA + n a (337)
dty/dt = ψ + χα χ ψ (338)
where the total time derivative includes a drift rate η (i.e., the a m o u n t by ω
which the measured angular rate differs from the true value), and imperfect
torquing effects due to V; Appendix 3.B shows that, for nearequatorial
flight (Ex. 319),
1 — Π7
tn =0 (339)
2
3
ι
ω2
and
^ = 0, Ay = AN = A= E V=
N V = 0
E (341)
0 g n
*2 0
=
1 + + ί (342)
«ΑΝ ω1 ~ ™2ΨΜΌ) 2 "ω3
η _ C 7
.  s ° .
i«
+ + ί (343)
ΨΕ
I <AE n
a>2 + ^l^ACO)
cos Wt u sin Wt K
E(0)
sin Wt
cos N(0)
(344)
and
= sin Wt
ΨΕ cos
υ
sin Wt /sin V
(cos IVf  \)3t r t
al
W
'N(O) ++
% = *E<0) cos Wt + WN<0) sin Wt
and
Aside from the effect of azimuth drift rate on velocity error, these expressions
consist of appropriately initialized sinusoidal oscillations at (W/2n) H z ; this
is called the Schuler frequency. Of fundamental significance here is the
absence of continuously increasing tilt or velocity errors as contributed from
tilt rates or accelerometer biases. This is directly attributable to the first
term on the right of (339), previously illustrated in Section 1.4. W h e n a
horizontal velocity error is present, it causes the platform to be driven in
a direction that produces an opposing error. As further illustration of this
characteristic, applicable to interaction between tilt and horizontal velocity
errors, consider differentiation of the first relation covered by (342), under
conditions of n o azimuth drift:
h = # N = "IV E + gd (350)
[e.g., consider the effect of removing this term from (350)].* Actually an
analogous situation is observed for fairly shortterm (t < 0.1 χ 2n/W)
applications demonstrated below.
D Y N A M I C S QF POSITION ERROR
+ m
\ W~) + *>* η Λ
ω 3 ( — ^ y) ( 3
" 5 1 )
*E = x (0) + PEW t + i ( # c » + n ) r + ^ c / ( W r ) i
E N ( a 2
2 2
(353)
which by inspection provides an extremely simple interpretation. In sequence,
the terms o n the right represent initial position error, linearly increasing
position error due to initial velocity uncertainty, a quadratic error propor
tional to initial total acceleration uncertainty, and the result of an effective
drift rate d(Wt) /6. F o r durations on the order of onetenth Schuler period
2
this effective drift rate is an order of magnitude less than d. It follows that,
if any system needed a n I N S for only shortterm operations, relatively
high drift rates (e.g., ten times the allowable drift on a longterm navigator)
would be acceptable. At the same time, other I N S performance requirements
(such as accelerometer accuracy and platform gimbal servo response) would
not be relaxed by reason of shortterm operation. Still, the more lenient
demand on gyro capability is significant; the gyro is the most costly item in
a precision I N S .
Further manipulation of the preceding equations would produce con
clusions similar to those already presented. The dynamics involving n o r t h /
south excursions and tilt a b o u t the east axis could be further scrutinized,
but (345) resembles (344) quite closely. A quartic term could be included
in (352), which would demonstrate that azimuth drift rate effects are
significantly attenuated in the short term. D u e to extreme simplicity of the
solutions obtained here, n o additional mathematical manipulation is
necessary. Instead, the individual error terms corresponding to (351) are
sketched in Fig. 38, under conditions of the hypothetical parameter values
given in Table 32. (Note that the slope of the dashed line in Fig. 38c is
essentially 0.6 n m / h r per ^ deg/hr drift.) The curves are d r a w n under the
assumption that the solution remains applicable for a whole period. After
an hour they must be regarded as approximations only, since appreciable
changes (e.g., nonzero latitude and general kinematical coupling) occur
within the cycle (Exs. 322325).
Ο η/2 π 3π/2 2η
W(t t ) (rad)
0
FIG. 38. Illustrative time histories for I N S errors, (a) Effect of initial position a n d
velocity uncertainty, (b) effect of initial tilt a n d accelerometer bias, (c) effect of n o r t h gyro
drift a n d initial a z i m u t h error, (d) effect of a z i m u t h gyro drift.
TABLE 32
Parameter Value
1500 fps
X
E<0) 1000 ft
*E<0) 2 fps
^N(O) 10" r a d
4
η
ωί  0 . 0 1 ° / h r =  4 . 8 4 ( 1 0 ) " rad/sec
8
80
3.5 STRAPDOWN COMPUTATIONS 81
(354)
ATTITUDE COMPUTATION
1"G/A
= expj^Qoir) *}T 0 / A ( i , ) expj  £ Q ( r ) drj
A (355)
excursions accumulated during such brief intervals (of order 10" sec) can 4
vehicle rates that determine t. It follows that the integrated effect of m can
produce excursions greater than φ only occasionally, so that (355) effectively
reduces to (268) for most attitude updating intervals. T h u s the majority
of updates are made on the basis of a matrix
0 μ3 μ 2
(356)
μ 2 μ 1 0
defined separately for each D D A interval such that (1) any offdiagonal
element will be set to zero unless the yth gyro produces a pulse during
the current interval, and (2) nonzero elements have algebraic signs dictated
by gyro pulse polarity, and magnitudes
φ = 2" w
rad > co max t (357)
where W is a positive integer. By substitution into (269), truncated after
the quadratic term, adjustments to be added to elements of T take G / A
the form*
* T h e reason for the a b o v e p r o c e d u r e is that, in the absence of detailed knowledge of
precise rotational time histories p r o d u c i n g the observed pulses, only a n "afterthefact"
adjustment a s described here is obtainable. In practice there a r e certain extensions of this
basic a p p r o a c h (e.g., pulse m o d u l a t i o n ; Ref. 35), but e q u a t i o n s in this b o o k remain applicable
with φ defined as effective resolution of quantized rotations.
3.5 STRAPDOWN COMPUTATIONS 83
Δ α = ΐ μ*
ί2  Άμ
3 2 + $[μ (Τ μ 1 ί2 2 + Τ μ) ί3 3  Τ (μ η 2
2
+ μ )] 3
2
Δ ί 2 = fj μι  Τ μ
3 η 3 + \[μ {Τ μ 2 ί3 3 + ΐμ) η χ  Γ (μ
ί 2 3
2
+ μι )]
2
(358)
Δ ί 3 = Τμ η 2  Τμ
12 ί + ^ ( ί ι ^ ι + ί μ )  7j (^i + μ )] 2 2 3
2
2
2
&lj=f V f V
2J 3 3j 2
Δ ,= f ^  f i ^
2 (359)
Δ ;= Τ ν
3 1} 2  tV
2j x
0 v 3 —v 2
v 3 0 V l (360)
L V
2 0 _
can be computed by slowly integrating the elements of (324) a n d subjecting
the result t o the same threshold φ already defined. Whereas (358) is a
secondorder updating algorithm (i.e., with terms of order φ ), only a first 2
order algorithm is needed for adjusting the matrix for reference frame
rotation. Only a small percentage of updates will involve (359) and, m o r e
over, a firstorder algorithm is substantially correct for nearuniform
reference angular rates (Exs. 329 a n d 330). F o r the nonuniform vehicle
rotations requiring frequent updating via (358), however, the use of a
secondorder algorithm must n o w be briefly explained.
Omission of cubic a n d higher order terms from the alternating series
of (269) produces a truncation error of order φ for each upda te by (358). 3
 1 " 0 Φ2
0
[φ],[φ]* = »3*3 + Φ 2
0 0 (361)
0 0 0
which illustrates the wellknown noncommutativity of finite rotations a b o u t
nonparallel axes. Accumulation of computational degradations will depend
on the angular rates experienced (Chapter 4) but, in a n y case, (361)
illustrates the d o m i n a n t error controlled by φ in conformance with (357)
(Ex. 332).
84 3 P R I N C I P L E S OF INERTIAL N A V I G A T I O N
Divergence of the azimuth torquing rate in (315) and the time derivative
of longitude in (321), at λ = ± π / 2 , can be explained by an Euler angle
singularity as follows: Let a locally level wander azimuth coordinate frame
( I , J , K ) be defined such that K = K and the instantaneous eastward
L L L L G
ΤΥ = [ α ] ! [ ί π + * ] > ] ,
/Ε (362)
t /
L E = T (<» χ
L/E E )  (<o χ L )T L / E (363)
where ω and ot>L denote absolute angular rates of the earth and wander
Ε
azimuth frames, respectively, with each rate expressed in its own coordinates.
The former has already been given by (34), while co will depend on the L
•IG W2 V sin α
E V cos α S. . (364)
0 — , 4 ω , cos A sin α
R + h P R + h M
or, since
R = R + r,
P M r ^ R e P E
2
c o s A/(l  e
2
E
2
s i n A)
2
(365)
+ ω cos λ cos α
β
R + h
cos α + ί ^ i
P s n Q
V
r sin α
L1 2
+ ω cos A sin α
β
0
(366)
= [a]IV (367)
VL3
and R , which, combined with the wander azimuth system velocity outputs
P
At nonpolar locations,
α = a r c c o s ( T / c o s λ) = a r c s i n ( T / c o s λ)
13 23 (369)
and
φ = arccos(  T / c o s λ) = arcsin(  T / c o s λ)
31 32 (370)
so that longitude and heading (Ex. 336) can be determined, but these latter
computations can be omitted at nearpolar latitudes.
Considerations remaining for completion of the wander azimuth descrip
tion are (1) an alternative attitude reference formulation, (2) the m e t h o d of
computing V , and (3) bias error analysis; these are addressed below.
L
h = \ ??ήΨΑΙ ~ h^ll^i ! 2
~ hit *± V^Bl}) 1 (371)
Κ cos(E/2")'+ b' ' sin(H/2~) L 3
right of (240), only a selected part of the matrix would be needed for
position determination; the computations would include T for (368) and, 3 3
V = T ( A , + G,  ω
G/I Ε χ U,)  m χ V (372)
which, after another rearrangement using (34), (35), and (329), yields
(Ex. 338)
V = A + g  (m + ω ) χ V 8 (373)
V = A + g  Κ
L L + co ) χ VsL L
(374)
APPENDIX 3.A: GRAVITY A N D THE EARTH'S ELLIPSOID MODEL 87
*>L + (D S L = —V
 — + 2 ω cos λ sin α
β
— ω sin λ
β
V cos α + V s m Q
r sin α
L1 L2
V L1 sin α — V cos α
L2 (375)
0
Again it is noted that all terms containing functions of α vanish at the
poles. Also, a wander azimuth strapdown formulation is obtained immedi
ately by substituting o for the reference angular rate in the preceding
L
section.
Just as the cross product terms in (373) were omitted from the
performance analysis in Section 3.4.2, a n approximate wander azimuth
evaluation could be based on the first two terms on the right of (374).
In fact, such an evaluation is immediately obtainable, at least for sufficiently
slow azimuth torquing, by a reinterpretation of Section 3.4.2. Horizontal
geographic axes are replaced by the wander azimuth reference directions,
while " n o r t h " and " e a s t " instrument errors are replaced by effective biases
of the level instruments. Approximate performance of the wander azimuth
system then conforms to the results already obtained, for durations u p to
an hour.
A = d P/dt
2 2
 G = d R/dt 2 2
 G + d Q/dt2 2
(376)
d Q/dt 2 2
= o s χ Κ χ Q) (377)
d R/dt
2 2
= A + g + ω χ (ω χ R) 8 8 (379)
b = a ( l  *y>*
E E H (380)
(a *) ' M^)
E
2 3 2 / 3
= (a V) E
2 / 3
(381)
N o similar development involving (321) is necessary, since sections of the
ellipsoid parallel to the equator are circular.
APPENDIX 3.B: DYNAMICS OF PLATFORM ORIENTATION ERROR 89
While the gyros actually experience the true angular rate ct>p, their outputs
ώ are processed as if they were m o u n t e d with IA directions along
Ρ
the geographic frame so that, by combining the preceding relation with (215),
(383)
(ψ χ ) ^  Ω ρ  ( ψ χ ) Ω + ftp + β (ψ χ ) Ρ Ρ
ψ = η  ω ω Ρ χ ψ (384)
0 w 2
0 0 ΦΑ
UA. (385)
(and therefore less influence on φ than this larger azimuth error can exert
Α
* The procedure remains applicable in strapdown systems, but the overall considerations
are somewhat more involved; see Section 4.3.4.
90 3 P R I N C I P L E S OF INERTIAL N A V I G A T I O N
ω + V I®
8 E
co +
s V /<% ω + V /<M 1 v
E 8 E E
 VJ® (387)
0 in 0 0
EXERCISES
31 Accelerometers are sensitive to motion with respect to what set of axes ?
Specific force components are measured along which directions in a strap
down system? In a gimballed system?
32 An accelerometer, held stationary over the earth, is suddenly released.
Essentially free fall conditions prevail initially, but a velocitydependent
drag force gradually retards the downward acceleration until a constant
speed (terminal velocity) is reached. Sketch the time history of accelerometer
output.
33 (a) Show that the components of ω are not changed by a trans
Ε
(b) Extend the results of Ex. 25d to show that the velocity, with
respect to the earth center, of a helicopter hovering at fixed geographic
position is ω χ Rj, as expressed in inertial coordinates.
Ε
35 Gyros are sensitive to motion with respect to what set of axes?
Observed rotation rates are resolved along which directions in a strapdown
system? In a gimballed system?
37 (a) O n the basis of (313), what is the output of an errorfree pickoff
on a properly initialized east gyro torqued in accordance with (312)?
EXERCISES 91
38 (a) An aircraft, initially heading north under straight and level
flight conditions, is suddenly subjected to a 100°/sec angular rate a b o u t a
level axis Γ to the right of I . D u e to static friction in platform gimbals,
A
moderate latitudes?
(b) Verify (327) and discuss the direction of centripetal acceleration
from sidereal rotation.
3  1 6 Show that the adjustment terms in (332) are typically a few milli0
at moderate latitudes. W h a t would be the effect of ignoring these terms after
five minutes? H o w does this relate to the opening discussion of Section 1.2?
3  1 7 (a) Show that, for a n aircraft in a 4g turn, the error introduced
into (332) by 0.025 sec computational lag is of order 10" V
(b) Show that, for n o r t h b o u n d flight at 350 kt, the effect of a 0.1sec
position computation lag is about 0.01 m m .
(c) Recall the statement in regard to accelerometer pulse counting
in Section 3.3. Consider a mechanization using a 40Hz nav computer
iteration rate, with digital integrating accelerometers on a gimballed plat
form, for which (333) is solved by accumulating increments of the form
μ = gR
Ε E
2
is the product, (earth mass) χ (universal constant of gravitation).
Using a firstorder Taylor expansion, with h denoting a n altitude uncer
tainty, show that the apparent downward specific force can be approximated
by
Aw = d (h 2
 K)/dt  (μ /& )(1
2
Ε
2
+ 2Κ/Λ)
so that
d K/dt
2 2
= 2W k
2
Ay = Ay
EXERCISES 93
 ( 1 0 )  [ 8 4 / ( 2 4 χ 60)] g = 2(10)" g
2 2 5
By similar methods, show that comparable errors are introduced into (332)
by (323).
(b) With errors an order of magnitude below the values in Table 32,
would high precision requirements still allow (323) to be used in deriving
the adjustment terms of (332)?
3  2 4 Write equations analogous to (347)(351) for the other horizontal
channel.
3  2 5 (a) Discuss allowable shortterm drift in (353). Write the last term
with a cubic coefficient gd/6.
(b) Add a quartic term to (352) for substitution into (353). Discuss
shortterm effects of the azimuth drift rate. If a system contained two
accurate gyros a n d one poor quality gyro, how should they be oriented?
H o w would the importance of azimuth gyro drift be affected by longterm
unaided operation (i.e., navigation for several hours without fixes)?
3  2 6 (a) A strapdown system uses digital integrating accelerometers with
a velocity resolution of fps, for a vehicle with a 6g m a x i m u m accelera
tion. C o m p a r e the required D D A speed with that of the nav computer
described at the end of Section 3.4.1. Give two reasons for separating the
computations involved in (332) from those in (354).
(b) W h a t associations are appropriate between directions a n d
accelerometer pulse polarities, for the digital system considered in Section
3.5? C o m p a r e versus Ex. 317c.
(c) Would a change in m o u n t i n g directions radically alter the
performance of the strapdown system under consideration?
(d) IftA max< ν could there be more than one pulse from any
accelerometer during a D D A interval? If acceleration peaks are extremely
94 3 P R I N C I P L E S OF INERTIAL N A V I G A T I O N
infrequent, does it seem reasonable to let t exceedv /A mAX and change pulse
weight when the peaks occur?
= m (t 
2 t,)
. V
3 . TD (t 3 t,)
T
\ l = ^11(0 + T
2\(t,)V*  T
31{t,) 2
v
3  3 0 Express the solution just obtained in a form similar to (273), for the
special case w = m = ω = 0. Is the form of the result familiar, after
2 3 χ
simplification?
3  3 1 (a) Use (28) with an equation in the form of (317), to show that
an angular error of order φ rad can be incurred in one D D A interval.
2
1 1 r
R M 4 ft " R +
P ft (a E 4 ft) 2
(d) Combine part (b) with (364) and (367), to derive (366).
(e) Express (324) as a special case of (364) and (366). Are the
first two components valid at any latitude?
(f) Show that, at α =  π / 2 , c o and c o agree with geographic
L1 L2
335 (a) Show that, for the wander azimuth system of Section 3.6,
indicated heading is the azimuth angle obtained from the platform minus
the computed wander angle.
(b) Use (140) and (367) to express the ground track angle as a
function of the wander angle and components of V . L
= BzVzBi 1
96 3 P R I N C I P L E S OF INERTIAL N A V I G A T I O N
(b) Show that the last element of one of the above operators is
sin(H/2). Which operator is it, and what are its other elements?
(c) Use the above results to obtain (371).
341 (a) In a vertical channel system of Fig. 114, with updates accurate
to 100 ft taken every 5 min, is there any pressing need to correct for gravity
anomalies of order 3 χ 1 O 0 ? _ 5
b + (ordinate of ^intercept) = a ( l + £ e )
E E E
2
and
a E — (abscissa of ^intercept) = a ( l — e )E E
2
REFERENCES
4.0
A fitting topic for introducing the middle chapter of this book involves
(1) how the preceding material will be placed into an integrated nav
formulation, and (2) how this chapter will advance that effort. The illustration
begins by expressing earlier kinematical relations in terms of a unified
formalism for dynamic analysis. The equations of Section 3.4.2 conform to
the relation (Ex. 41)
0 ο : 0 g o" "al
0 ο : g ο ο "a2
_ _ _ _ _ _ __ _
= + (41)
0
Ψ 1/J> o : (OTX )
_ . 0 ο :
n = <N > + e
a a a (42)
η = <Ν > + e
ω ω w (43)
then the original equations can be replaced by a higher order set driven
by noise alone, e.g., (41) is easily replaced by
χ 5 ! I5 χ 5
k
10x ι —
L
10x 1 (44)
**5χ 10 5x1
where the first five and last five components of x are obtained from
1 0 x l
horizontal accelerations from (42) and three angular rate components from
(43); A 5 X is the matrix in (41). As a final modifying step, the fixed
5
position vector relative to the inertial frame origin is denoted pt. Then
A, = d^/dt 2
 G,  G s (45)
G = d p /dt
s
2
E
2
(46)
where p denotes the position vector of the earth in the previously chosen
E
A, = d^/dt 2
 G,, R, ^ p,  p E (47)
4.2 GYRODYNAMICS
This section provides a derivation for (37) under the conditions stated,
applicable to Fig. 31, and subsequently generalizes the torque equations for
threedimensional rotation. With components of angular rate experienced
by the gyro gimbal equal to φ, θ, 0 (about the axes I , J , K in Fig. 31, g g g
θ = 0 (48)
J 0 0
0 J 0 (49)
0 0 /
a b o u t J and a spin rate denoted Ω rad/sec, the total angular rate of the
g
0 "Φ"
<% = 0 +
T
R/g θ (410)
Ω 0
G> = [ Ω ί ] , 
R
(411)
Φ Ο Ω ο" "Φ
«>R = [Of], θ Ι Ω 0 0 [Ωί], θ (412)
0 0 0 0 Ω
By substitution of (411) and (412) into a vector form of (283), with the
A (aircraft) subscript replaced by R for the rotor,
while noting that the two 3 x 3 matrices in the last term of (412) commute,
φ + Ωή Φ Ι "φ"
Lr = ^ [Ωί], β  Ω φ + [ΩΟ, θ
χ 1/
θ (414)
κ [Ωί],
Κ
0 Ω. I Ω
It is now convenient to reexpress this torque, acting on the rotor, in the
gyro gimbal coordinate frame; premultiplying all vectors in this expression
by [Ωί]^, and noting that the similarity transformation of a b o u t the
rotor axis leaves the inertia matrix unchanged,
its other two principal moments tentatively assumed equal, the equation
for O A rotation is (Ex. 45)
j g  ΑΥφ + ΒΘ = 0 (416)
In Laplace operator notation (416) is equivalent to
9(s) _ H/B
(417)
φ(») 1+ (J/fy
replaced by*
(β///)ί = ω .  γ , ( β + ώ,) (418)
where J/H is denoted y . y
BQ = H$ (Jg + }ω ω )
χ χ (419)
Φ
<* = [Ωί]
R
θ (420)
W h e n this angular rate is used in the derivation of Section 4.2.1 (Ex. 47),
the resulting expression can be put into the form
(B/H)Q = φ  ( γ , θ + γ , . ω ω ) χ χ (421)
where y includes the anisoinertia effects of the rotor and the gyro gimbal.
x x
* ω,
χ ω , a n d ω , are defined as instrument case r o t a t i o n rates.
ψ
104 4 A D V A N C E D INERTIAL N A V I G A T I O N ANALYSIS
respectively, so that
φ  θω,
«R[QiL *+ (422)
_Ω + ω , + θφ_
The only terms not already analyzed are those involving Θ. Of these, when
(422) is substituted into (413), the resulting product containing θ ω , Ω is
by far the most significant (Ex. 48); the procedure of Section 4.2.1 then
yields the indicated angular rate,
but the time integral used here is valid only in a midspectral region deter
mined as follows: F o r vibratory angular rates with oscillation frequencies
beyond cutoff in (417), (423) cannot be replaced by (424) because (310)
is inapplicable. F o r rotations slow enough to be counteracted by platform
servos (Fig. 33) or large enough to be rebalanced (Fig. 32), the closed
loop dynamics of Θ, and not (310), will be applicable to (423).
Since platform stabilization and rebalancing c o m m a n d s are mechanized
on the basis of O A rotation, these last two equations demonstrate how
generalized conditions produce unwanted additions to ω . There are also χ
other errors, not originating from the Eulerian dynamics. The next section
identifies these degradations, expresses each in the form of (43), and provides
a systematic error analysis for I N S components in general.
ω = κ + w (425)
Β = C + a (426)
^ n ( f ) *  2 n U (427)
(a^dx^Lai (428)
^^(ή^2π/^ (429)
dt
f W i { x ) d x
^ u r ^ ( 4 _ 3 0 )
in which the overhead arc ( ) denotes a 90° phase lag (Ex. 410). Series
w
a a
j *j= < aja*i>+ s
*2 (" )
4 33
as follows: Suppose that, over a few minutes duration (0 < t <3~\ all
kinematical coupling for a gimballed platform can be ignored. F o r a north
gyro drift rate consisting of white noise £ (ί), a n d n o initial platform tilt,
ω
(435)
<ΆΝ > = (
2
\*Ε (ή ω Ht  χ) dx dt = ( Ejf) dt (437)
When Ε ω is timeinvariant.
(ψ } Ν
2
= Ε 3Γ
ω (438)
so that rms tilt from this source grows as the square root of time. While
this is more gradual than cumulative effects of constant drift rates, r a n d o m
errors can exert a dominating influence on some nav system operations if
spectral densities are sufficiently large. The disposition of r a n d o m errors,
including approximations and conservative assumptions permissible with
b a n d limiting or other spectral shaping, is addressed in subsequent chapters.
F o r the remainder of this chapter, error characterization using (431)(434)
or similar standard expressions is a d e q u a t e ; covariances will be treated here
as known quantities (or quantities for which conservative models can be
prescribed), constant within each flight phase.
M e t h o d s just discussed will now be applied to error analysis of I N S
components (including the inertial instruments and the means of mechanical
or computational stabilization), with particular attention given to resultant
biases.
4.3.1 G y r o Degradations
D E G R A D A T I O N S O R I G I N A T I N G FROM EULERIAN D Y N A M I C S
gimbal displacement. With pulsetorquing in Fig. 32, for example, the last
term of (424) is accurate only for angular oscillation amplitudes below
the strapdown resolution φ. F o r gimballed platforms, the stabilization
provisions (Fig. 35) considerably attenuate rotational displacements at
frequencies below the servo bandwidth. Also, with either mechanization,
gyro gimbal displacements cannot follow input oscillations at frequencies
beyond cutoff in (417). The general representation ^ < W j w } is valid in tjr } xj
1<oj°> j
¥ + ojM>j
z
= (y«,jKw + W * * ) + ( y « i w + w z
o>jW*j) (441)
A similar breakdown into bias and oscillatory components characterizes
the effect of imperfect calibration, e.g.,
d(o>j r )/dt
aJ =  2nf τ
w ω] Wj (443)
By expressing pulsetorqued gyro quantization in term of timing differentials,
110 4 A D V A N C E D INERTIAL N A V I G A T I O N ANALYSIS
y*; j b
+ Y*j <j b
= c
j + y*j *j)
c
+ a
j + Y*j *))a
i 
4 4 4
)
V.4 j 4
b b
= y**j( J *j
c c
+ < ) *j» a a
+ y**j( J *j
c a
+ *j j
c a
+ 5
a )
2 (  5)
4 4
a/(platf) = ^aj
w
Kaj J + y ; B,j + z B
B
a aj xj + p . ^ Bj B xj (448)
The following considerations, noted in the preceding gyro error analysis,
are applicable here also:
y 8 2 ^ a 2 ^ a l ^ (449)
Furthermore, in view of the order of largest acceleration components [item
(2)], this convention provides greater benefit than other instrument references
(e.g., if the # 3 accelerometer h a d been chosen as a reference axis by
definition, the other two IA's would n o t necessarily be insensitive to the
largest static force). This benefit is actually a matter of proper definition:
nav performance is a function of instrument alignments relative to each other.
112 4 A D V A N C E D INERTIAL N A V I G A T I O N ANALYSIS
IA •dhjdt '
2
(ω • ' ι Κ ι
Α
<w A 2 r 1 3
 ώ Α 3 Γ 1 2
JA • d r /dt
2
2
2
= (ω Α • ι· )ωΑ2 
2
»22«>  Α
2
+ ώ Α 3 »· 2 1  ώ Α 1 Γ 2 3
K A
•d r /dt
2
3
2
.(ω Α ' «· )ω 3  ' 3 3
3 Α
Κ . 2
>Α1»"32 ώΑ2»·31
(451)
(219), cop represents the total angular rate of the platform; its departure
from the instantaneously c o m m a n d e d rate is simply obtained by subtraction.
W h e n this departure is formulated under conditions of equal moments of
inertia a b o u t ( I , J , K ), the result for any axis appears in the simple form,
P P P
J? = L E (452)
where φ represents a contribution to one component of ψ resulting from
platform servo disturbances; J, of course, denotes the corresponding m o m e n t
of inertia; a n d
L = L  L
E D F (453)
dependent gimbal friction. With the same transfer function in all three axes,
the overall response can be expressed in terms of a n effective proportionality
factor K, d a m p i n g coefficient ζ and natural frequency ω ; thus η
W( ) = κ 5 / ω
" Φ) (455)
1 + 2ζ /ω + ( /ω„) ] 2
S
δ η δ
OdB Frequency
Gyro
(a)
ω„/2π f //z
OdB Frequency
^  2 0 1og (M7u) 10
(c)
FIG. 41. Platform servo e r r o r ; (a) single axis r o t a t i o n error, (b) open a n d (c) closedloop
transfer function.
axes, Τ ω . This is the type of behavior described in Ref. 45 for the
Ρ / Α Α
circular cone with 10mr vertex angle at this 10Hz rate, while the K axis g
correlated with angular displacement of the gyro gimbal (Ex. 425), a n d the
average value of the last term in (423) is 0.18°/sec, orders of magnitude
beyond any acceptable drift rate. This emphasizes the importance of the
closing statement in Ref. 43, recommending that shock m o u n t s be designed
to disallow conical motions in certain frequency bands.
M , M j  « ] . { [ « ] j * u  * ] . r 1
= m , i 4
 5 6
)
FIG. 42. Reversal of pitch axis direction before threshold crossing of pitch displacement.
0  { 3 ξ2
ξ* 0 = Τ Ω + ft T,Β/Α (457)
Τ β / Α
~5ί Β / Α Α A
•ξ
2 ξι 0.
ξ= η  ω χ ξ ω Α (458)
Τ
ω1 0 οΊΚΙΝ (Τ Ω 3 Τ 2)<νν νν >
Ω 2 3
—w χ 0 (460)
0 w ) =
0
0
TCAJL^J/
2
(Τ 2 Ω T^XWiWa)]
(    ) •<w w ) 2 3 P23(w  w ) 3r 2 r
φ
<W W,> w ) (461)
2
3
W)
3 r
\Wl r 3r
vv and w a n d the subscript r denotes rms value), if all three axes have
f j9
sufficient angular rates. However, when the excursion about any axis is less
than φ, the other two components of commutation drift vanish (Ex. 432),
and all commutation error vanishes if any two axes are inactive. Thus (461)
is consistent with all previously k n o w n commutation error properties; it
is also consistent with accumulation (Ex. 433) of shortterm errors from
(361).
Just as gyro drift dominates longterm I N S error in Section 3.4.2,
commutation error is the principal longterm strapdown d a t a processing
degradation (Ex. 434). Accelerometer quantization (Ex. 435), however, can
degrade accuracy in the short term.
F U R T H E R D A T A PROCESSING OPTIONS
(mean and rms levels of specific force and angular rate components, correla
tion data, etc.) are correctly known. T h a t topic has already been mentioned
in this chapter, and the error analyses herein are in terms of uncompensated
levels remaining after corrective measures, if any, are taken. The subject
is briefly revived here, however, in order to discourage expectations for
increased sophistication in attitude algorithms. Specifically, the optimal
estimation method discussed in subsequent chapters, so crucial to mixing
navigation data from different sources, is not a candidate for replacement
of (358) and (359). N o t only would the highspeed computational require
ments be markedly increased, but (see Chapter 5) a model of the dynamics
would be essential—the same information that, if available, would enable
the previously described commutation error correction! Since this is the
dominant processing error, an estimation scheme would offer little theoretical
advantage as a strapdown attitude algorithm. Moreover, even this theoretical
improvement would vanish in the presence of inevitable dynamic model
imperfections. Further consideration of general estimation model require
ments must await the next chapter but, for the present topic, the following
should be kept in mind:
that described in Ref. 48. N o t e also that (248) is equivalent to Eq. (8)
of Ref. 48].
The preceding paragraph offers an explanation for the emphasis given
to direction cosine algorithms here. While certainly not the only candidate
approach, (358) and (359) afford efficiency in implementation and, for any
well chosen D D A computation, the foregoing analysis provides a general
performance assessment. N o t e that neither this assessment nor the
mechanization description includes consideration of Appendix 2.B. The
footnote on the last page of Ref. 41, which describes the orthogonalization,
explains that it is unnecessary in this application.
M u c h of the discussion thus far has been slanted toward pulse rebalancing
with D D A computation. F o r attitude at least, various numerical integration
algorithms are often considered as alternatives. Suppose, for example, (355)
were a b a n d o n e d in favor of a R u n g e  K u t t a solution to (231), with vehicle
rotation data taken from gyro outputs in analog waveform (unquantized)
signal formats. In effect, the number Jf of derivatives taken into account
would be determined by the order of the numerical integration algorithm.
Simple algorithms would call for intervals dictated by desired rotational
resolution and angular rates encountered, while higher values of Jf would
allow larger time steps; thus overall computational complexity would not
be markedly greater or less than that required by the D D A scheme. N o r
would the performance for any level of complexity differ greatly between
the pulse t o r q u e / D D A mechanization and the analog gyro/numerical
integration approach, in the presence of general rotational oscillations
[i.e., containing correlations defined by both (431) and (432)]. The reason
is traceable to an analogy between finite quantization in one mechanization
versus finite sampling rates in the other. While the plurality of possible
numerical integration schemes precludes a single allencompassing formula,
a general synopsis can be offered, as follows:
Absence of information regarding rotational derivatives of order beyond
Jf is t a n t a m o u n t to loss of some fine detail regarding the precise time
history of angular motions. Any component of sudden rotation involving
these missing derivatives will not be properly accounted for in a numerical
integration; when this occurs a b o u t multiple axes a commutation error
can result. F o r fixedstep integration schemes, correlation of algorithm error
with angular rates or their Hubert transforms (90°shifted waveforms) will
depend on whether Jf is even or odd. This in turn will determine whether
the scheme is primarily sensitive to correlations from (431) or (432).
With a wellchosen algorithm then, computational errors should be
influenced more heavily by environment and system parameters than by
selection between alternative computing schemes of comparable complexity.
Attitude drift arises from processing of gyro data that takes place ahead
of the computation.
120 4 A D V A N C E D INERTIAL N A V I G A T I O N ANALYSIS
F = T A / G A (462)
V = T G / A F + g+ f (463)
Y=t G / A F + £+ ? (464)
T"G/A — T G / 1 T I / A = T G / G T G / I T I / A T A / A (465)
where
Τ Α / Α=Ι(ξχ ) (466)
Τ /ο = Ι  ( Ψ ο Χ
0 ) (468)
Ψκ = Τ 0 / Α ξ (469)
Ψ = ΨΡ + Ψο (470)
This formulation is fully compatible with error analysis in b o t h the preceding
chapter a n d the preceding section (Ex. 437), for misorientation dynamics
governed by
Ψο = m  UJ χ \  / G (471)
and
ΨΡ = ΐ 0 / Α ξ + Τ 0 / Α ξ = ϋϊχψ + Τ Ρ α / Α (ξ + ω Α χ ξ) (472)
ΤΟ/Α*[<*>Π<Θ>Ε{ + 2 ^ ( # Χ )} (474)
paralleling (460) can include (Ex. 439) the last term in (418), the last
terms in (441) a n d (442) in the presence of general coning motion, a n d
translation/rotation interactive drifts from (444) a n d (445). Drift sources
associated with rotational oscillations are summarized in Table 41, expressed
in terms of motion correlations defined in Appendix 4.B.
Generalization of (337) follows readily from combining (465), (466),
and (468), with small error product terms omitted, to form the matrix
T /A = T
G G / A  (ψ 0 χ )T G / A  Τ 0 / Α (ξ χ ) (475)
and substitution into (464), subtracted from (463), again with error products
omitted:
f = (*o x )T /AF + Τ
G α / Α ( ξ χ F) + T G / A (F  F ) + g g + f f (476)
n = F  F
a (477)
122 4 A D V A N C E D INERTIAL N A V I G A T I O N ANALYSIS
TABLE 41
In the presence
C o m b i n e d with of m o t i o n defined
oscillations by T a b l e 43,
Rectification of rotational error from in Appendix 4.B, case
Finite g y r o gimbal r o t a t i o n . 5
Anisoinertia 4
O A angular acceleration 4, 5 a
a
Possible rectification in the presence of generalized coning would arise directly from
squaring individual angular rate c o m p o n e n t s , rather t h a n from q u a d r a t u r e correlation. This
p h e n o m e n o n could also occur with uncoupled r o t a t i o n .
f = ψχ A+T G / A n a (478)
where imperfections in f and g are again deferred to Chapter 6. Just as
the last term in (473) produces drift through rectification, the last term
of (478) contributes to < N > via (474). This is the same p h e n o m e n o n
a
frame, while <N >, < Ν > , e , and β are expressed in the nav reference,
a ω a ω
the relation
•G/A
n
a <N > a
(479)
I"G/A Π
ω <Ν > ω
replaces (42) and (43) for strapdown systems. Substitution of these expres
sions into (473) and (478) reduces strapdown system error propagation
to the form
TABLE 42
In the presence
C o m b i n e d with of m o t i o n defined
oscillation by T a b l e 43,
Rectification of acceleration error from in Appendix 4.B, case
Tangential c o m p o n e n t of accelerometer I
separation e r r o r \ a n g u l a r rate 4, 5"
O A angular acceleration I 4, 5 e
Scale factor 8
Misalignment 6,8
Response time differential 9
({/squared sensitivity) χ (steady ^ specific force
specific force) 6, 8
( Q u a d r a t u r e gsquared sensitivity) χ
(steady specific force) 7,9
a
Possible rectification in the presence of generalized coning would arise directly from
s q u a r i n g individual a n g u l a r rate c o m p o n e n t s , r a t h e r t h a n from q u a d r a t u r e correlation. This
p h e n o m e n o n could also occur with uncoupled r o t a t i o n .
which is the same relation used to analyze gimballed platform error dynamics.
Therefore, with components of < N > a n d < Ν > substituted for biases in
a ω
on the axis of rotation; every other point in a rotating body will experience
translation which, as already illustrated in Section 2.2.2, will vary with its
location relative to the rotational axis. Since this axis is in general time
varying, further clarification is required for an overall formulation. This
need has of course been met a n d clearly summarized in Ref. 49. Rigid
body motion is defined by translation of the mass center, combined with
rotation about the mass center. N o t surprisingly, position is fully specified
by three degrees of freedom for translation (e.g., Cartesian components
for mass center location) and three degrees of freedom for orientation
(e.g., the Euler angles defined in Chapter 2). Given a full specification of
velocities or accelerations and angular rates during any time interval, a
complete time history of position for that interval can be expressed in
terms of kinematic differential equations in the preceding chapters.
D u e to translation experienced at any point off a rotation axis, the concept
of independence between the two fundamental motions is qualified t h u s :
If the dynamics governing translation of the mass center can be expressed
independently of rotational variables and vice versa, the translation and
rotation are uncoupled. M a n y highaltitude earth satellites, and indeed the
earth itself, very nearly satisfy this condition. A frequently cited counter
example is a ball rolling on a surface. There are also intermediate cases
in which one, but not both, sets of equations can be considered independent;
e.g., this can result from coupling that is not inherent in the homogeneous
system definition, but enters via either translation or rotationdependent
forcing functions.
In introducing the example of earth satellites above, care was taken to
stipulate the highaltitude condition. With appreciable atmospheric densities,
aerodynamic effects influence translational motion and also produce torques
on a rigid body that is not completely symmetrical. It is easy to under
stand how the forces and torques b o t h depend u p o n r o t a t i o n ; it is also
widely recognized that they depend u p o n translational velocity. Furthermore,
for aircraft the translational motion is kinematically coupled to rotation via
the angular rates of the ( I , J , K ) frame. Finally, the control surfaces
A A A
FIG. 43. (a) Angle of attack a n d (b) sideslip (TAS, true airspeed).
will now be substituted into the standard Newtonian and Eulerian dynamics,
with specialized notation c o m m o n to flight analysis. F o r simplicity the case
of zero wind velocity will be considered first, and discussion of generaliza
tions will follow.
FLIGHT EQUATIONS
tion from this frame to aircraft coordinates can be characterized as (Ex. 441)
with initial conditions obtained by substituting into (481) the initial values
of roll, pitch, and drift angle, respectively [recall (139)]. In the ( I , J , K )
0 0 0
u
{(To/A^+g) Λ = Τ 0 / Α ηβ (483)
ucc
where F denotes specific force at the mass center of the aircraft, expressed
in the ( I , J , K ) frame. The present analysis ignores variations in the
A A A
under the condition of reasonably small pitch angle (i.e., cos Θ = 1). In
characterizing the forcing functions FJu, FJu a trim condition α = α, is
defined such that, in static straight and level flight, aircraft weight is just
balanced by lift. The complete force F will, in general, also contain terms
3
some chosen nominal set of conditions these latter terms can be approximated
by linear functions with coefficients denoted x and * respectively.
q d e 9
derivative for the angle of attack, applicable near the chosen nominal con
ditions. The method of stability derivatives will be used here to obtain
sideslip forcing functions and to drive the m o m e n t equations (differential
equations for components of ω ) also; the former will include terms with
Α
to sideslip, roll rate, yaw rate, and offtrim rudder deflection <5 , respectively. r
i* = (^ ^ ή?* Α2 Α
+ 'ββ + 'ρλ+'** + + hr *r (488)
9 = i^^j^ )+ 1 m
M <*<) + m ?
q + m 6t f5e (489)
#
Λ τ 9and / ) . Stability derivative definitions could be enhanced by
r
into aircraft coordinates can be introduced such that total aircraft velocity
is expressible as
V = VA + *\y
A (491)
(gust), while the relatively quiescent portion of the wind velocity effect is
contained in V . The gust response is customarily obtained by modifying
W
ILLUSTRATIVE EXAMPLE
rotation upsets the liftgravity balance in (486) and also induces pitch
variations through (489) and (222), elevator control is generally used to
govern the rate of ascent or descent (e.g., to hold altitude constant; this is
the turn condition adopted for present discussion). The effect of the m a n u a l
or automatic sequence of control surface deflections on the aircraft trajectory,
velocity, specific forces experienced, and rotation can be described in terms
of accompanying diagrams as follows: Let the ( I , J , K ) frame origin 0 0 0
be chosen directly below the initial aircraft location. Then, after a small
delay (due to lags in responding to the control surface commands), the
x and y components of aircraft velocity will begin to change, as illustrated
in Fig. 44; corresponding position dynamics will, of course, conform to
Fig. 45 (abcissa scales for all aerodynamic time histories may be taken to
represent several seconds). Typically, these motions are accompanied by
variations in altitude and vertical velocity, with excursion amplitudes
dependent upon tightness of elevator control. Angular orientation time
FIG. 46. (a) Roll, (b) pitch, a n d (c) heading angles vs. time.
histories, approximated in Fig. 46, are also readily explained. The roll angle
behavior somewhat resembles the step response of a conventional servo.
The pitch angle undergoes a transient a n d settles at a level that, in general,
differs from its initial value. The purpose of this difference is to counteract
any unintended change in flight p a t h angle, which would otherwise result
from angle of attack shifts necessitated by liftgravity considerations.
Heading angle remains near the initial ground track angle for a short lag
interval and assumes the desired nearlinear variation in the turn.
Corresponding components of ζ appear in Fig. 47. Roll rate is dominated
by a transient and, in view of (221), approaches a value ( — Ψ sin Θ). Pitch
and yaw rates progress toward levels approximately equal to the resolved
components (proportional to the sine a n d cosine of the roll angle,
respectively) of the heading rate Ψ (Ex. 443).
Dynamic descriptions for α and β are also in order here. However, the
most interesting parts of their time history curves resemble the dynamic
patterns of specific force components. This will now be illustrated under
conditions of constant altitude as well as constant speed and zero wind
A P P E N D I X 4.A: DYNAMIC ENVIRONMENT 131
(«)
0>)
(c)
FIG. 47. (a) Roll, (b) pitch, a n d (c) yaw rates vs. time.
with small pitch displacements, while the rudder force is ignored (Ex. 444)
and small stability derivatives are set to zero:
(494)
and, in combination with (493) and (221) neglecting steady state roll rate
(Ex. 445),
αΨ sin Φ ' Θ"
^(turn) > u
Ψ cos Φ  9 sin Φ (496)
— Ψ sin Φ cos Φ
1
A/0 > = Θ — α cos Φ — β sin Φ (498)
u
(turn)" 0 (4100)
UOL
FIG. 48. (a) Longitudinal, (b) lateral, and (c) downward components of specific force
vs. time.
Ω
Α X
dc/N for application of Newton's second law in the ( I , J o , K ) frame: 0 0
J (TO/A F + g ) dt = T 0 / A (V A + ω Α χ dc ) / N (4102)
F = V A + ω Α χ V A + ώ Α χ dc / N + ω Α χ (ω Α χ dc / N ) T A / 0 g (4103)
(3) T h e r m s value of vv is f
w =
ir (^Z(Ca + D ? )  t
1 / 2
(4105)
(4) W h e n the center frequency, denoted / , in (4104) far exceeds the w
<w w,> = \ Σ ( C * C
f Jk + D D) ik Jk (4106)
k L
P i J
~ (Σ* η + (CJ + Oj )}
k
1/2
all of these products have the same sign a n d every ratio C /C O /D ik jk9 ik Jk
APPENDIX 4.B: ANALYSIS OF R A N D O M OSCILLATIONS 135
is uniform for all spectral components (Ex. 449). Therefore, the covariance
<w. w,.> = P i j w w,
ir jr <w,> = <w,.> = 0 (4108)
is bounded here by
since
 1 <Pij< 1 (4110)
TABLE 43
0, a
J *J
vv,.
1 2 0 3 7 9 6 8
a
J
1 3 0 9 7 8 6
ά> 1 2 6 8 7 9
a
J
1 8 6 9 7
vv, 1 4 0 5
Wj 1 5 0
1 4
vv, 1
F O R M U L A T I O N OF I N D E P E N D E N T ERROR F O R C I N G F U N C T I O N S
03 _ JJA_x
r 3 "a
a, = (4112)
j
'G/A a
n
a 2 = (4113) u 2 =
•G/A ω Π
T ( —F x ) T
^ 3 x 3 G / A A / G
= a(r)0 (f,a f )
0
+ u ( f ) + a ( r ) [ Φ (ί, r ) u ( r ) dx
3 (4114)
(1155), initialized as the identity in (1156). This latter condition assures that
the first term in a series expansion for Φ will be the identity matrix; thus Λ
TABLE 44
EXERCISES
41 Show that (41) is consistent with (337) and the equations following
it in Section 3.4.2. Show conformance with (1158) as well. Is (44) consistent
with (1158) and the equations following it in Appendix I I ?
42 (a) Does the generalization mentioned after (32), allowing super
position of a fixed velocity vector, justify an earth reference for terrestrial
inertial navigation?
(b) Sketch a heliocentric coordinate frame (i.e., with the sun at the
origin), assuming a n earth position at fixed radial distance and a constant
rate of revolution. With this vector substituted for R in (237), verify the
value of 6 ( 1 0 ) " # for centripetal acceleration in Section 4.1.
4
l G s
' =
(90xl0^ 5280)^ p s 2
" 0 0 0 0 6 g
AG I ft <i • / 2 \ _ i
4 x 1 Q 3
1
° s 
" ( 9 0 χ 1 0 χ 5280) j
6 2 +
^ 9 χ ΙΟ ) ] 7
tion of a b o u t g/6,
show that lunar gravitation at 238,000 miles can introduce a 10" g error n
have any theoretical justification? Discuss the significance of the first term
on the right of (414).
(b) Suppose that
A = ΤΑ, Ε = TB, C = TC, A = Ε χ C
It follows that A = Β χ C and, therefore,
TA
T
= (Τ Ε)
Ύ
χ (T C) T
to Euler's dynamic law, in the form of (283), for a rigid aircraft. D o (49)
and (410) conform to proper definitions for the gyro rotor under the
conditions stated?
(d) Briefly discuss a causeandeffect relation between m o m e n t and
rotation, applicable to (415).
47 Extend the preceding exercise, using (420), to obtain (421). Noting
that the axial moment of inertia for the r o t o r  g i m b a l assembly in Fig. 31
includes a diametral m o m e n t of inertia for the rotor, while a diametral
m o m e n t of inertia for the assembly includes the polar m o m e n t of inertia
for the rotor, describe in terms of parameters defined in the text.
48 Use (422) to derive (423), and show that neglected quantities are
small in comparison with the term involving ω ω in (423). χ χ
s i n / — sin ω t\
ω
ίο · \
χ c o s l — sin co t\
y *A3
EXERCISES 141
ω sin ω t, in conformance with (429) a n d with the 90° phase lag definition.
0 χ
ω Α = ( l ^ o i + l a> )cos
3 0 3 co t.
x
In (421) find the average roll gyro degradation if mounted such that
nominal SA direction coincides with K . Are there additional oscillatory
A
(d) Show that a 45° phase lag between ω and ω would reduce
Α 1 Α 3
the drift in part (c) by a factor of l/y/ϊ. W h a t would a 90° phase lag d o
to this e r r o r ? In view of (430) and (432), how would this phase lag affect
the last term of (424)? Express a phase lead in terms of a lag combined
with a sign reversal.
(e) Let the three closely spaced frequencies of part (b) characterize
b o t h w and w , such that their ratio is constant. With part (c) generalized
x 3
413 (a) Combine (425), (430), and (432) with the last term of (424).
Does a rectification product materialize?
(b) Integrate (294) and express the result in terms of (295).
(c) Recognize the first matrix on the right of (297) as a solution
to (228). F o r this example show that the or axis of the vehicle describes
a cone in space.
(d) Show that if the waveforms used in part (b) are substituted
into part (a), y varies inversely with a frequency. Express this coefficient
x x
in terms of frequency and two gyro parameters, under the condition that
(424) is valid.
preceding (422). Are these directions associated with the gyro case? N o t e
that imperfect alignment would introduce a discrepancy in an error model
based on specifications for aircraft dynamics; how would this discrepancy
typically compare with the error itself? Extend this reasoning to the use of
small angle approximations for θ and for misalignments; possible effects
of ψ on general characterization involving (425) and (426), departure of
( I , J , K ) from aerodynamic axes, etc.
A A A
y for each gyro in the triad is 0.001 (rad/sec)/(rad/sec) = 0.001 sec. The
x x
2
the pitch axis are independent of roll a n d yaw rates, are all SRA mounting
directions wisely chosen? Discuss possible influence of anisoinertia and
coning effects.
(b) Suppose that roll and yaw oscillations are tightly coupled, so
that <νν!νν > is equal to the product of rms rates 0.005 and 0.01 rad/sec
3
(c) A gradual turn is initiated so that, after two minutes, the aircraft
EXERCISES 143
(d) Recall the profile rates at moderate latitudes in Ex. 37d. If the
system considered in part (c) had been a gimballed platform, would the
scale factor and misalignment errors have taken effect during the 2min
interval? If in addition the system had used a wander azimuth reference
with C U = 0, how would I N S performance be affected by level gyro mis
l 3
along IA and SRA directions during cruise, with {/sensitive and 0 sensitive 2
418 (a) Suppose that, due to elastic deformation characteristics that vary
with direction, the 7th gyro gimbal experiences reciprocating motion along
its SRA, causing an "effective mass u n b a l a n c e " interacting with B . Suppose i
that this instantaneous mass unbalance is excited by, but lags 10° behind,
a lowamplitude sinusoidal \g rms acceleration, 30° off K in the I  K g g g
419 (a) Does (446) completely describe the drift of a strapdown attitude
reference? Can SRA orientations be chosen to minimize drift effects other
than those considered in Ex. 415?
(b) Could a r a n d o m rotor asynchronism, generated independently
of all other motions, produce a contribution to (446) or to β ? ω
422 Extract the bias from (448) as suggested in the text. Relate y a l in (449)
to item (2) following (448).
426 Recall the opening discussion of Section 4.3.3. Can analogous state
ments be made concerning strapdown data processing imperfections?
Ν =2", 1 = 1 , 2 ,
429 Verify (456). If c o = φ/t it takes at least how long to produce the
max
all intervals.
ώ ? Derive (458).
Α
Τ = e x p j j Ω ( Γ ) rfrj
Α
for Φ , along with the replacements just described, in (1159). Obtain the
relation
Would the absence of this first term invalidate (458) if the solution vector ξ
were properly initialized?
(c) Aside from the means of expressing initial conditions, show how
the true derivative ξ differs from the approximation
4 = ΩΑ Ί M r ) dx + η ω
432 (a) Assume sinusoidal oscillations for w and vv, in the expression f
<w w > = p w w
i j i J i r j r
433 (a) Sum the squares of vector components on the right of (461).
Since the square of each parenthetical quantity is nonnegative, what values
for pfj, between zero and unity, will maximize this s u m ? Show that, for a
fixed value of w in the expression
2{w  ( w w
2
l r 2 r + w w
2 r 3 r + w w )}
3 r l r
angular rate essentially equal to φ/t while the other is just large enough to
produce excursions of φ r a d ; show conformance to the m a x i m u m accumula
tion rate in Ex. 429. N o t e that this is an effective longterm accumulation
rate, not necessarily indicating patterns similar to Fig. 39 repeated on every
iteration pair.
(b) D o small errors of φ rad per iteration pair effectively accumulate
2
434 (a) Show that, in the context of Section 3.4.2 and Ex. 425c or 429,
a 0.1mr resolution can be somewhat crude.
(b) Would commutation error be absent from a strapdown gyro
triad with infinitesimal quantization, infinite computing rates, a n d infinitely
tight torquing in Fig. 32? Could these provisions also remove all drifts
associated with O A gyro gimbal rotation ? Is commutation error nevertheless
a separately identifiable drift source?
(c) If c o > φ/t, could unrecognized rotation become an overriding
max
Ic IG
= {Ι + ( ψ + Ψ ο ) χ Ρ } J G
Kc K G
and \  / . Discuss the relation of Ex. 2lb to this example. Apply the
G
(ψ χ ) = (ψ 0 χ )+ Τ 0 / Α (ξ χ )T A / G
By analogy with part (c), use these quantities with (228) to derive (231).
438 Truncate (269) and substitute w from (430), with the initial trans
formation matrix expressed by mean heading and pitch angles. Assume that
roll is small or shortlived. C o m p a r e the results versus (474).
θ, = (H/B) f o>j dt
EXERCISES 149
•col 0 0
1
w χ 0 0 (2π/„)#
0 0 Τ
ω3
( τ ,  ξ χ τ ^ η  ί τ , . ρ χ τ ^ ξ )
442 (a) Derive (484) and (485) as indicated in the text. Illustrate a
liftgravity balance F = — g for cruise (no roll angle or sideslip and
3
444 (a) Control surfaces considered in Appendix 4.A exert their pre
dominant direct effect on aircraft rotation; translational adjustments then
evolve from the flight dynamics described by (486)(490). H o w is this
related to the inequality in (492)?
(b) In (494) let ^ = C ^/(um ),
yfi where C = 0.7 is a coefficient
A yfi
445 (a) F r o m (497) show that the roll angle for a coordinated turn in
Ex. 415c would be a b o u t 10° at 250 kt. W h a t bank angle corresponds to
a 2g t u r n ? Would a pilot in a coordinated 20 turn sense an unusual
specific force direction? Interpret the expression, "A pilot flies by the seat
of his pants."
(b) Let C represent a lift coefficient for the aircraft described in
L a
Ex. 444b. Consider flight at constant 5000ft altitude, but with airspeed
variations that invalidate (4101). If, under somewhat simplified conditions,
« *   ^  f  .  0 . 1  ^  rad
3
^C Lx gC^
and C = 3.5 at 5000 ft for speeds near 900 fps, what is the angle of attack
Lot
446 (a) W h a t slow rotation is ignored in (4102) and (4103)? Show that,
under the conditions assumed,
F = F + ώ Α χ dc /N + ω Α χ (ω χ dc )
Α /N
(b) Use (4103) to describe W of Ex. 435; also define A from (462).
(c) Show that, with n o motion of the air mass and n o displacement
of the I M U from aircraft mass center, (4102) reduces to (483).
447 (a) Apply the composite angle formula to
(C + D )
2 2 1 / 2
cos{2nft + arctan(D/C)}
and relate to (4104).
(b) Relate the inequality ( / w > w ) to Ex. 49.
ir
< ω , ω > = K Kj
; t + (WiWj)
449 (a) Consider a fixed vibration axis 30° off an χ axis in an x#
plane, such that
Cik/Cjk = O /D ik jk = ^3
for every spectral component in (4104). Show tight coupling for this case.
Show that the same ratio characterizes Wf/vv, for all time in this example,
(b) Replace / 3 in part (a) by — l/y/2 and interpret the result.
v
451 (a) Suppose that, due to oscillation frequencies beyond the servo
bandwidth in Section 4.3.3, a gimballed platform experiences the type of
motion described in Ex. 450. Assume that the rotation occurs a b o u t the
vertical axis, while level accelerometers correctly measure the vibratory
translational acceleration. Recalling the opening statement of Ex. 436a,
describe an effective bias obtained from ψ χ A.
(b) Modify part (a) to assess the interaction between gyro scale
factor error and translational vibration in a strapdown system. Extend this
example to include gyro misalignment, and nonrigid connecting arms.
452 (a) Identify dm/d\ for Sections 3.4.2 and 4.4. Does it present added
possibilities for rectification, necessitating further analysis? H o w does its
interaction with forcing functions differ from that of the operator ( — A x ) ?
(b) Relate the analysis of Section 3.4.2 to a transition matrix
cosWi 0 0 0 u sin Wt 0
0 cos Wt 0 υ sin Wt 0 0
0 0 cosh /2lVi
x 0 0 0
0 Z™* 1
0 cosier 0
sin Wt
cos Wt 0
υ
0 0 0 0 0 1
W h a t is the value of this matrix at zero time?
453 (a) Relate the terms on the right of (4114) to instrument error
and to cross products in (473) and (478).
(b) Consider (426), (462), and (474) for an added role of specific
force in generating rectification products as follows: A static force component
of order <w χ a}/(2nf ) is present but, for small angular excursions with
w
from typical angular vibration (e.g., roll/yaw, with I M U location off the
aurcraft mass center), regardless of chosen SA orientations.
REFERENCES 153
REFERENCES
5.0
x = f(x, ή (51)
x = Ax + e (52)
Z
m = H,n m +
X
6 M (53)
* As with all other chapters, familiarity with Appendix II is assumed here. N o t e that
applications of (52) have already been introduced at the outset of C h a p t e r 4.
156 5 ESTIMATION W I T H DISCRETE OBSERVATIONS
t (a)
t (b)
d x/dt
2 2
+ ωχ = 0
2
(54)
is known to govern the waveform generation, then χ could be specified for
all time from the two samples in Fig. 5lb, if the samples are measured
exactly (Ex. 51). M o r e generally, measurement errors impose requirements
for more observations, though not as m a n y as indicated in Fig. 5la when
(54) is given.
The fitting of imperfect data to a model is approached by a method that
has gained wide acceptance through a host of successful applications. As
a first step in the approach, any linear dynamical system can be described
by some number Ν of linearly independent* firstorder differential equations,
reexpressible in the form (52) for a linear /Vdimensional vector differential
(1) The state is unambiguous; a complete set of values for the state
variables at any time t would enable a complete and unique determination
m
VERTICAL C H A N N E L A P P L I C A T I O N
fl 0 1 h 0
(55)
+
A.
—
0 0
tion for all time from (55). In a system with imperfections, however,
apparent* vertical channel dynamics could be characterized by
0 1 Κ 0
= + (57)
Α. 0 0
Λ.
It follows that discrepancies in initialization a n d in measured acceleration
Z produce the result (Ex. 54)
Y
h 1 tt (t  r ) Z ( r )
v
(58)
m
dx
Z (r)
v
and for e in terms of a process covariance matrix Ε with the Dirac delta
function δ, such that
in which the elements of Ε are white noise spectral densities (Ex. 55).
While allowed to change with time, R and Ε are subject to restrictions of
positive definiteness and positive semidefiniteness, respectively, i.e., for any
nonzero vector α of conformable dimension,
a Ra>0,
T
a # 0 (511)
a E a > 0,
T
α Φ0 (512)
x(r) = Φ(ί, i . ! ) x . ! + f
m m Φ(ί, r)e(r) dx (513)
l
m 1
y„=H x m m (514)
(53),
Zm= H x m m + e m (515)
each observable (i.e., each measured quantity) and each state variable. A
continuousdiscrete estimation problem may now be defined as follows:
Let a sequence of noisecorrupted data vectors, characterized by (515),
be used to construct estimates x for the state of a dynamic process defined
w
χ Α χ  χ (516)
A special case of the linear estimation problem just stated follows from
the condition e(i) = 0 throughout the d a t a fitting duration. In that case,
(515) in combination with a dynamic transformation yields
Zm = H 0 ( i , t )x
m m 0 0 + e m (517)
ζ = Jx + e 0 (518)
Μ = ΣΜ„ (519)
m
There are then Μ equations that can be used to estimate the Ν com
ponents of x but, in general, the u n k n o w n e prevents a n exact solution of
0
L^{U(zJx )} {U(zJx )} 0
T
0 (521)
As a positive definite quadratic function, L is minimized when its partial
derivative with respect to each component of x is set to zero (Ex. 57): 0
dL/dx 0 = 0 (522)
or (Ex. 58)
(U J) {U(z  J x ) } = 0
T
0 (523)
expression is rewritten
x = (S S)" S Uz,
0
T 1 T
S S Φ 0
T
(524)
This solution is called the weighted least squares estimate, since it minimizes
the weighted sum of squares of the true residuals. The corresponding
smoothed estimate for the state at another time (e.g., t ) is m
x = (JM)"
0
1
U U = (1/σ )Ι,
T 2
IJ J Φ 0
T
(526)
Another special case follows when J is nonsingular, which can occur only
when Μ = Ν. In that case, estimation on the basis of (518) reduces to
x = J z,
0
_ 1
J*0 (527)
5.2 M I N I M U M VARIANCE LINEAR ESTIMATION 161
OBSERVABILITY
1 tt 0
(528)
X2 0 1 *2« )
0
row of J would be
1 t t
[0 1] = [0 1]
m
(529)0
0 1
x  x =
0 0 (S S)" S U€,
T 1 T
S T
S Φ 0 (530)
J
m * 0 = Zm (532)
(J*  J > o = z m z n
(533)
observation vector z are available for processing, but the earlier data
m
obtained by extrapolating the state x+_ estimated just after the preceding
ί
(534)
(535)
*m = *m~ +
+ W (z  H x ")
m m m m (536)
This updating procedure is recursive, in the sense that only the most
recent values are needed for all variables. Thus, in contrast to repeated
application of (524), b o t h computation a n d d a t a storage requirements are
eased.
T o determine the weighting matrix W that produces a m i n i m u m O T
*m = (• ~ m m)*m~ ~~ m m
+ W H W C
(538)
Of immediate interest are the m e a n values and the variances of the
estimation errors, as propagated through this transformation. In particular,
when the initial uncertainty as well as the measurement error has zero mean,
then every component of x is also a zeromean r a n d o m variable. The
+
P m
+
= Ο  W H )P (L 
M M M H M
T
W M
T
) + W M R N W M
T
(541)
All that remains to determine W M is the following succession:
weighting matrix ( W + 6 W ) . M M
6 P = Ρ + 0* + 6W (H M M P " H
M M
T
+ R J 6W M
T
(542)
where
& 4 6W M {H P (L  M M H M
T
W M
T
)  R M W M
T
} (543)
164 5 ESTIMATION W I T H DISCRETE OBSERVATIONS
W„ = P "H M M
T
(H M P M  H M
T
+ RJ" 1
(544)
6P = 6W Z M R A 6W M
T
(545)
Z M = H W P M  H M
T
+ R W (546)
COVARIANCE MATRIX P R O P A G A T I O N
x " = 0 ( i , f _ Jx*.!
m m m + f ^ 4>(r , r)e(r) dx m (547)
P«~ = * *  ι ) Ρ ;  ι Φ ( ί * , *Ml) τ
+ ( M
0(i ,r)E(r)0 (i ,r)rfr
m
T
m (548)
Ρ = A P+ P A + Ε T
(549)
Δ Ρ „ =  P HjZI\\ P  m m m (551)
INTERPRETATION OF SEQUENTIAL W E I G H T I N G
ensures positive definiteness of Ρ for all time with (511) satisfied (e.g.,
no exact measurements are taken). Although n o state variable uncertainty
can then be completely eliminated, there is a sudden reduction in accordance
with (550) and (551) at each discrete update. The following example
illustrates the general sequence.
X M
+
= W ( M  l ) Y L Z M
+ [P 7(P  +
M M R)]{z  [ V ( M 
M 1)]Y*•] (553)
which reduces to
Μ
X M
+
= (1/M) X Z , M P m 7 ( P m + R ) = 1/M 
(554)
m= 1
and, from (550), mean squared uncertainty after the current update is
given by
PM +
= R/M (555)
166 5 ESTIMATION W I T H DISCRETE OBSERVATIONS
state variable x may resemble Fig. 52. Initially the estimate can have a
j
large error, but one sufficiently accurate measurement (at r ) that is sensitive
x
along a curve determined by the influence of other states and Ε (Ex. 518).
Another observation at t then reduces x and the uncertainty in its
2 jr
*j
OBSERVABILITY A N D T H E D A T A W I N D O W
JTF£(U T)JF T
= R (557)
J^i2(i, / ) J ^ T
> R, / > Τ (558)
(2) (558) is satisfied, from which it follows that JTF P ~ JTF > R , m m M
T
TO
Thus, when the time between observations exceeds 7", updated estimates
of states affecting y are dictated primarily by the latest observational
m
duration (t — t . < T) would imply that recent observations have not yet
m m 1
Vy = 0 0 1 Vy + (560)
lAJ 0 0 0 Lb J z
.0.
which has only sequentially u n c o r r e c t e d error for a forcing function.
Estimation equations already presented are then applicable to an augmented
vertical channel, in which sequential altitude observations determine b z
Χ3 = (  1 / τ ) χ + ^3 3 3 (561)
so that
'ή' "o 1 0
= 0 0 1 (562)
_*3 . 0 0
with a transiton matrix (Ex. 525)
1 1
~ τ (ί  t
3 m  ντ ) 3
*3x3 = 0
10 1 ντ 3
63)
0 0 1 λv
which reduces to the intuitive form for fixed acceleration bias,
1 tt m i(ii )m
2
x J 4 [0 0 0 0j[x 4
0
can describe a vertical channel with both a constant and a dynamic
acceleration bias. If τ > 7", however, the "timevarying" x is hardly
3 3
Ό 1 0" "0"
A* = 0 0 0 , e* = z v
(566)
0 0 0 0
are consistent with (52), while conformance to (59), (511), and (515)
is satisfied with the 1 x 3 row matrix [1 0 1] substituted for H. The
augmented state would be unobservable, however, since barometric bias
could be mistaken for a deviation in altitude. F o r a mathematical
demonstration of unobservability in this case, apply Section 5.2.1 to the
system of (566) with e* nulled and
ι t t
m 0 ο
φ *= 0 1 0 (567)
0 0 1
172 5 ESTIMATION W I T H DISCRETE OBSERVATIONS
so that every row of J in (518) would have the same element (unity)
in the first a n d third column. The determinant  J J would therefore vanish
T
G E N E R A L I Z E D MEASUREMENT FORMULATION
or
= H„ (570)
where
H * = [H
m m : DJ, χ * = (571)
Since (570) and (572) have the same form as the original equations for
observations and dynamics, respectively, the development of Section 5.2
and related interpretive discussions are now applicable to the augmented
state.
The approach just formulated retains e, with positive definite covariance
matrix R, in addition to any bias that may be present (Ref. 56). Reasons can
5.4 P R A C T I C A L REALIZATION OF C O N T I N U O U S  D I S C R E T E ESTIMATION 173
(2) With any component of e set to zero, (570) would constrain the
m
augmented state, and < x * x * > would be singular immediately after the
m
T
mth measurement.
error in (54). Practically the same fitting quality would be obtained over a
duration Τ corresponding to nine or eleven cycles. The example could also
be extended, by adding a small nonlinearity or by superimposing another
sinusoid of low amplitude (Ex. 531).
F r o m the above discussion it follows that there can be some flexibility
in the model used for estimation, and in the data window T. W i t h
suppression of information from the remote past via (558), a modified
K a l m a n estimator acquires the following advantages:
^m( m)  X
#m( »n) =
X H
m X
n (580)
where
H = m dHJdX m (581)
and error in the approximation (580) can be included in e„
Ϋ
x=0 Φ()
the task of constructing state estimates. The updated value X after each m
+
V = 1) (582)
a n d the result is used to predict the d a t a vector from a modeled
measurement/state relation fi : m
Y "=# (V)
m m (583)
A predicted residual, now obtained from
z = Y Y 
m w w (584)
R may not represent the true mean squared values for components of e ;
m m
A = df/dX (586)
M I N I M U M STATE SELECTION
Consider a data window extending over a 5min course leg (Ex. 535),
so that
*E(0) i ( # N o ) + n*i)t
(
(587)
^E(O) #N(0) + "a2
in which the drift effect in Fig. 38 is ignored over a 5min interval. In
fact, over this duration, the effect of acceleration error on x is only E
+ W V η (ί /4!),
2
H ω3
4
t < 0.1 x 2n/W (588)
MODE M A N A G E M E N T
EQUATIONS R E P R E S E N T I N G TRANSFORMATIONS
By amplifying the quadratic form, Ref. 56 ensures that underweighting will
be most effective when elements of W would have been abnormally large.
Gradualization of the initial transient can be combined with three
techniques for controlling the elements of P:
Sections 4.3.1 and 4.3.2 mentioned lag equalization for inertial sensor
data. The time of an observation must also be identified in relation to the
dynamic state estimate. F o r continuousdiscrete estimation, a prefiltering
operation may reference an update at the center of a measurement
averaging interval. When the measured quantity varies appreciably and non
linearly within this interval, it is appropriate to average residuals instead
of measurements (Ref. 513, p. 242). In either case, an opportunity is
thus presented for convenient spacing of discrete updates. Multiple observa
tions can be staggered in time to minimize the number of residuals
simultaneously processed; inversion of large matrices in (544) is then
avoided. U n d u e processing of observations with sequentially correlated
errors can also be avoided through separation of updates by intervals
exceeding the reciprocal bandwidth of each sensor.
Editing should be employed, to remove unexplained spurious observa
tional data. A scalar measurement can be omitted, for example, when the
square of the residual from (584) far exceeds the covariance from (546).
Observations may be rejected also for geometries that introduce ambiguity or
nonlinearity effects exceeding the r a n d o m errors. Such a selective omission
of data improves the extended K a l m a n filter (e.g., see the simulated space
applications of Refs. 514 and 515).
Nonlinear degradations can be minimized by smoothing with recycled
data. The state at any time t will benefit, as already explained, from
m
all observations before and after t in a data block. With partial derivatives
m
a minimum variance sense. The references just noted, plus the sources
cited therein, introduce a body of literature on reducedstate estimation.
Additional means of improving estimation performance for a given
a m o u n t of computation include the following:
R
Ϊ
184 5 ESTIMATION W I T H DISCRETE OBSERVATIONS
^ ' 3 x 3 ^ 3 * 3
^6x6 — (591)
^ 3 x 3 ^ ' 3 x 3
(592)
i!j.(A0 i x 2
3 3 : *.(Δί)ί *3
3
(fps) /Hz, flat to a cutoff frequency of & Hz, produces a mean squared
2
integrated position error of η At f t ; note that the process noise need not
ν
2
x = S*Uz
0 (593)
8 #
= lim{(8 8 + 5l) 8 } T 1 T
(594)
<50
The limit always exists, is unique, and can be computed from the four
Penrose conditions, which, for real matrices, are
S S * S = S, S SS
# #
= S , #
SS* = (SS ) ,# T
S S = (S S)
# # T
(595)
y i =y 2 = x l9 ys = x
2 (596)
and, denoting rms errors in A and Β and the correlation between the
two Β measurement errors as a, fc, a n d p, respectively (Ex. 547),
a 0 0
<ee > = T
0 b 2
pb 2
(598)
0 pb 2
b
2
0 0
(1 + u) 112
P
U = Μ — (1 — ρ)
2 112
p (1 + u) 112
0
^/ibu (599)
0 1
P (1 + u) 112
^/2bu(l + u) ' 1 2
^fibu
188 5 ESTIMATION W I T H DISCRETE OBSERVATIONS
and therefore
pa b 2
(i±i) , n
A
[2(1 + « ) ] 1 / 2
' S T S
'"' 7TP S
pab 2
pb(a  2
b u)
2
b(a + b 2 2
1/2
(5101)
Combining this with (524) a n d (599),
i  1
a + b
2 2
b 2 z
> Tu
+ { ( l + u ) z 2
 p z
> } +
Tu[TTu Z2 + pz
>)
p(a  2
b u)
2
a + bu
2 2
pb z 2
+ {pz 2 + (l + u)z }\
3
I
x
2u 2
1+ Μ 2u
(5102)
which reduces t o
bz 2
1 + az 2
2
(5103)
^=α^Κ 2^ + 1 +
" + ( Μ
 1 ) ] Ζ 2
) = a + b
2 2
and
1 a  bu
2 2
a + bu
2 2
pb z 2
+ ρ
2u 2u
t
2
~a 2
+ b 2
+
2w(l + u) 2U Y
'
= α^1~2 j^ ( i 2 z

z
2) + I (" + ) i\ fl2 ub2 z
(5104)
these last two expressions. N o t e that (5103) conforms to (553) (Ex. 548),
and the latter term in (5104) represents estimated bias in instrument B.
The results just derived are not at all surprising; minimum variance
estimation provides appropriate adjustments based on prescribed correlation
properties. The adjustments are correct to the extent that prescribed
correlations are realistic. Biases are then implicitly taken into account, but
d o not appear explicitly unless the estimation algorithm is supplemented
by further computation.
The means of accounting for biases must not introduce enough
numerical degradation to cause illconditioning, which would hamper
matrix inversions required for estimation. F o r "judicious" use of augmenta
tion mentioned at the end of Section 5.3, it is not enough for a n inverse to
exist in an abstract sense; consistent positive definiteness is required,
in the presence of computational degradations. M e t h o d s of accounting for
correlations may involve regression analysis, estimation with constraints,
augmentation with retention of additional white noise (Ref. 56), reformu
lation with reduced dimensionality (Refs. 57 and 58), "consider" estima
tion with its various subdivisions and options (Ref. 522), separable supple
mental computations (Ref. 523), combinations of data having infinitesimal,
finite, and infinite error variances, or applications with u n k n o w n bias
statistics. T. S. Englar, in some unpublished work, describes relationships
between many of these techniques, while identifying permissible and p r o
hibitive roles of pseudoinverses.
EXERCISES
* . 2
y = C sin(<af i + 0),
i y = C sin(cuf + Θ),
2 2
52 (a) "Given a linear dynamic system (52) with all parameters a n d
forcing functions fully specified, the state is the minimum a m o u n t of
information needed to complete the solution." H o w is this statement related
to the two conditions itemized in Section 5.1? Could any system, properly
characterized by a n /Vdimensional state, be reexpressed with more or
fewer states? W h y is (1146) a valid reexpression of (1141)? Are state
variables functionally independent, or can any of them be determined
from the others?
(b) Express the initial values of the state variables as "constants of
integration." Explain that a new set of constants is required when the
reference time is shifted.
53 Show that (55) conforms to (52), and compare with Ex. 5la.
Express Z in terms of A and g from Chapter 3.
v w
54 (a) Show by differentiation that (58) agrees with (57). Explain why,
with inexact derivatives, continued integration of (56) would eventually
produce a useless solution.
(b) Recall the footnote regarding stability in Section II.3. Apply
this to (57) with Z set to zero.
v
55 (a) Explain why the formalism in Section 5.1 allows partial correla
tions between different components of simultaneous measurement errors
a n d between different components of the instantaneous white noise e.
(b) Isolate the expression for V from (58). Explain why it is
y
possible to d o so. Assume an initial value of zero and square the result,
writing the squared integral as a double integral:
which is the autocorrelation function for e. Since this function must equal
the Dirac delta weighted by a constant η, its Fourier transform must be
00
511 (a) Substitute (518) into (524) to obtain (530). Postmultiply (530)
by its transpose to obtain (531).
(b) If one diagonal element in (520) were over a billion times
greater than all others, could imprecise computation lead to unduly in
accurate estimation from (530)? Could observations with extremely large
variances be discarded?
(c) Consider a scalar static state, such that the transition matrix in
(517) is replaced by unity. Consider also direct measurement of the state,
by Μ repeated independent biasfree observations with uniform variance σ . 2
Show from (524) that the minimum variance estimate would then be the
average of all observations. Use (531) to show that rms uncertainty in
this average is <r/M .
1/2
v = U(z J x ) = S x + Ue
0 0
L = x ( S S ) x + 2x (S U)e + e (U U)e
0
T T
0 0
T T T T
512 Suppose that (532) or (533) were nearly, but not quite, true. W o u l d
the corresponding state formulation be theoretically violated? W h a t type of
difficulty might be expected?
518 (a) Apply (548) to (58) with n o acceleration error. Show that rms
position uncertainty would increase approximately as a linear function
of time, if velocity uncertainty effects were dominant. Show that the
curvature of this function would depend on the relative influence of initial
velocity uncertainty variance and the offdiagonal element of the initial
covariance matrix.
(b) Illustrate h o w a n acceleration noise with fixed spectral density
would introduce another term into the above function. Express the resulting
rms position uncertainty as the square root of a cubic.
(c) Suppose that the present example were replaced by a system
with the transition matrix of (564). H o w would acceleration bias affect
concavity of the functional dependence for rms position uncertainty versus
time?
522 (a) Is the matrix in (41) constant? Suppose that a navigation mode,
based on (52), used an extension of (41). Could the dynamics matrix be
approximated, to provide an approximate evaluation of (556)?
(b) Suppose that the navigation mode in part (a) included position
states, and that updates were obtained from V O R stations as in Fig. 110.
EXERCISES 195
As the aircraft proceeds along its flight path, could changing geometry be
expected to introduce variations into J ^ ?
524 (a) Extend the principles of Ex. 510 to show how repeated altitude
updates would suffice with (560).
(b) In a vertical channel with substantial bias effects, should the
connotation of a n " a u g m e n t e d " formulation (560) imply a dimensional
abnormality? O r would a n " u n a u g m e n t e d " formulation (two states with
white driving noise) be deficient in the presence of substantial bias?
(c) Apply portions of Section 3.4.2 a n d Appendix 3.A to show that
biases in Section 5.3.1 could include shortterm I N S misorientation effects
and gravity anomalies, as well as a vertical accelerometer discrepancy.
525 (a) Show that the matrices in (562) a n d (563) conform to (1155).
(b) Obtain (564) from (563), and show that each conforms to
(1156).
526 (a) Show that the matrices in (566) a n d (567) conform to (1155).
(b) Construct a matrix for (518) as described after (567), for three
sequential observations. Could (524) or (526) provide a solution? Would
more observations of the same type alter this conclusion?
531 (a) Suppose that the points in Fig. 53 h a d been generated from an
equation of the form
(323) and (332). Express these equations in the form of (573), with 0t
assumed constant.
534 Consider a formulation in which the first three states are Cartesian
components of position with respect to a designated point. With scalar
range substituted into (579), show that the first three elements of (581)
constitute a unit vector parallel to the instantaneous position vector.
cannot be detected until after the steady component of azimuth drift takes
effect, can most airborne systems be formulated without regard to growth
of drift rates ?
"substantial" in the sense of Ex. 524b? Does Ex. 51 l c have any
influence here?
537 Recall the closing item of Section 5.3.1. Show how marginal
observability could result from error sources described in Ex. 529c.
198 5 ESTIMATION W I T H DISCRETE OBSERVATIONS
538 (a) Recall the definitions preceding (59). W h a t is the most probable
value for each component of measurement e r r o r ? With R in (544) replaced
by 2R, show that a twosigma observation error could be a plausible value
within the prescribed distribution.
(b) If the prescribed distribution in part (a) were characterized by
sma/ferthanactual covariances (e.g., R/2) show how the principle just
established would be reversed.
(c) Explain why an estimate derived from the prescribed measure
ment error distribution in part (a) would not be optimal, in a minimum
variance sense. Is the effect catastrophic?
offdiagonal elements?
(b) C a n Ε be conservatively prescribed? W h e n this is overdone, will
estimates become unduly sensitive to instantaneous measurement errors?
541 Consider (538) combined with dynamics in the form of (528), for
direct measurements of position only {H = [1, 0]}. Let (544) be computed
from a prescribed constant matrix substituted for P . Show that estimation
error following each update is governed by a linear difference equation of
the form
1  / (1/)/ V
—& 1— a/
543 (a) Let ρ denote a covariance matrix partition for position un
certainty only. Define Τ as an orthogonal transformation from the
reference coordinate frame (in which the position states are expressed) to
another frame of interest. Show that the covariance matrix for position
uncertainty, as resolved along the axes of the second frame, is T p T . T
544 (a) Suppose that the rectangular spectral density function described
after (592), by reason of the Fourier transform relation mentioned in
Ex. 55c, produces a (sin x/x) autocorrelation curve with a null at \j3t sec.
W h e n the nominal width of the autocorrelation interval is taken into
account in a general model characterization, must exact conformance to
the autocorrelation curve also be required for d a t a fitting? Use the
opening discussion of Section 5.4.2 to determine an answer.
(b) W h e n the noise spectra for (592) are unknown, can conservative
spectral density levels be assumed for the m o d e l ?
(c) Let the autocorrelation time of a n nthorder Butterworth filter
be the reciprocal of a noise bandwidth given by
= 2πΒ/[4η sin(7r/2n)] H z
° T
of (593).
546 (a) Recalling Exs. 545a and 527, describe how (593) provides
weighted least squares estimates for observable states, even when (524) is
inapplicable.
(b) The discussion accompanying (588) exemplifies the nearly
ambiguous effects of marginally observable states. H o w would the usage of
(524) compare versus (593) in that case? Explain how the independence
between states is similarly compromised by ignoring the principles stated
at the end of Section 5.3.1. Briefly reiterate the theoretical and computa
tional implications of augmenting states for sequentially correlated observa
tion errors.
(c) W h e n  J J  is zero, there is an infinity of possible initial
T
547 Insert (H55), (548), and (561) into the context of Appendix 5.B, to
obtain a correlation coefficient in the form e x p {  ( r  f j / τ } . Show that,
2
548 (a) In the context of Appendix 5.B, the a priori estimate for (553)
is identical to the first measurement. M a k e this substitution in (553) to
obtain the right of (5103) directly.
(b) Verify (5101).
(c) Show that, in the example considered for Appendix 5.B, (5101)
conforms to a generalized inverse. Is this to be expected from (594)?
REFERENCES 201
REFERENCES
51. Kalman, R. E., "A New Approach to Linear Filtering and Prediction Problems,"
ASM Ε Trans. J. Basic Engr. 82 (1), March 1960, pp. 3545.
52. Battin, R. H., "A Statistical Optimizing Navigation Procedure for Space Flight,"
ARSJ 32 (11), Nov. 1962, pp. 16811696.
53. Jazwinski, A. H., Stochastic Processes and Filtering Theory, New York: Academic
Press, 1970.
54. Friedland, B., "A Review of Recursive Filtering Algorithms," Proc. 1972 Spring Joint
Computer Conference, Atlantic City, New Jersey, May 1972.
55. Gura, I. Α., and Gersten, R. H., "Interpretation of nDimensional Convariance
Matrices," AIAAJ 9 (4), April 1971, pp. 740742.
56. Kriegsman, Β. Α., and Tao, Y. C, "Shuttle Navigation System for Entry and Landing
Mission Phases," AIAA paper No. 74866, Aug. 1974.
57. Bryson, A. E., and Johansen, D. E., "Linear Filtering for TimeVarying Systems
Using Measurements Containing Colored Noise," IEEE Trans AC10 (1), Jan. 1965,
pp. 410.
58. Bryson, A. E., and Henrikson, L. J., "Estimation Using Sampled Data Containing
Sequentially Correlated Noise," AIAA JSR 5 (6), June 1968, pp. 662665.
59. Widnall, W. S., Applications of Optimal Control Theory to Computer Controller Design,
Research Monograph No. 48. Cambridge, Massachusetts: MIT Press, 1968, pp. 4546.
510. Schlegel, L. B., "Covariance Matrix Approximation," AIAAJ 1 (11), Nov. 1963, pp.
26722673.
511. Hitzl, D. L., "Comments on 'Covariance Matrix Approximation'," AIAAJ 3 (10),
Oct. 1965, pp. 19771978.
512. Widnall, W. S., and Carlson, N. A, "PostFlight Filtering and Smoothing of CIRIS
Inertial and Precision Ranging Data," Proc. Guidance Test Symp. 6th, AFSWCTR7234,
Holloman Air Force Base, New Mexico, Oct. 1972.
513. Huddle, J. R., "Applications of Kalman Filtering Theory to Augmented Inertial
Navigation Systems," in Theory and Applications of Kalman Filtering (C. T. Leondes,
ed.), Ch. 11. AGARDograph No. 139, Feb. 1970 (AD704 306), pp. 231268.
514. Farrell, J. L., "Simulation of a Minimum Variance Orbital Navigation System," AIAA
JSR 3 (1), Jan. 1966, pp. 9198.
515. Farrell, J. L., "Attitude Determination by Kalman Filtering," Automatica 6, May 1970,
pp. 419430.
516. Warren, A. W., "ContinuousDiscrete Filtering for Presmoothed Observations," IEEE
Trans AC19 (5), Oct. 1974, pp. 563567.
517. Luenberger, D. G., "Observers for Multivariate Systems," IEEE Trans AC11 (2),
April 1966, pp. 190197.
518. Tse, E., "ObserverEstimators for DiscreteTime Systems," IEEE Trans AC18 (1),
Feb. 1973, pp. 1016.
519. Leondes, C. T., and Novak, L. M., "ReducedOrder Observers for Linear DiscreteTime
Systems," IEEE Trans AC19 (1), Feb. 1974, pp. 4246.
520. Kaminski, P. G., Bryson, A. E., and Schmidt, S. F., "Discrete Square Root Filtering:
A Survey of Current Techniques," IEEE Trans AC16 (16), Dec. 1971, pp. 727736.
521. Bierman, G. J., "Computational Aspects of Discrete Sequential Estimation," JPL Rep.
No. 900661, May 1974.
522. Schmidt, S. F., "Application of StateSpace Methods to Navigation Problems,"
Advan. Control Systems, 3. New York: Academic Press, 1966, pp. 293340.
202 5 ESTIMATION W I T H DISCRETE OBSERVATIONS
523. Friedland, B., " T r e a t m e n t of Bias in Recursive Filtering," IEEE Trans AC14 (4),
Aug. 1969, p p . 359367.
524. Danik, B., " I n t e g r a t e d Inertial VelocityAided a n d PositionAided Aircraft Navigation,"
presented at 24th I O N meeting, Monterey, California, J u n e 2 1 , 1968.
525. Albert, Α., a n d Sittler, R. W., " A M e t h o d for C o m p u t i n g Least Squares E s t i m a t o r s t h a t
K e e p U p with the D a t a , " J. SI AM Control Ser. A 3 (3), Aug. 1966, p p . 384417.
526. Rust, B., Burrus, W . R., a n d Schneeberger, C , " A Simple Algorithm for C o m p u t i n g
the Generalized Inverse of a Matrix," Comm. ACM 9 (5), May, 1966, p p . 381387.
Chapter 6
6.0
X 1
XiXi λ λ  λ
X2
x  x 2 2
Φ A φ φ (61)
x
4» 1 —
χ  χ
X4
3 3
— ^4 Λ. ν*
where the circumflex and the tilde denote estimated or observed values, and
the error in these values, respectively. Figure 61 shows the uncoupled
north channel, in close analogy with the altitude channel already described.
Observed Altitude
Angle of POLARIS in
Northern Hemisphere
POLARIS Correction
FIG. 61. Isolated n o r t h channel e s t i m a t o r (see Ex. 61).
z =Y 
m m Y~
m (62)
[where Y ~ is the predicted value of the measurement, based on nav
m
the weighting matrix (W; in this case a column vector) is computed from
recursive estimation theory as
W m = ( ^ M P ^ M
T
+ a M
2
) " 1
P ^ (63)
while J ^ (in this case a row matrix) consists of measurement sensitivities;
m
0
«»1
sec λ
A — sec λ tan λ 0 0 e
4 * 1 — (64)
0
4 X 4
0
0 *4 2
velocity information source, then an augmented form of the state vector and
the dynamic coefficient matrix could take the partitioned form
(l/^)cosC "
(sec λ/Λ) sin ζ
A
a'5x5 —
0
(65)
0
continuous estimate for total velocity, substituted into (320) and (321),
provide continuous latitude and longitude estimates. The preceding descrip
tion of a typical discrete filter adjustment cycle also remains applicable
with just a simple change, i.e., the P  m a t r i x dynamics are affected by
reason of (1) larger values for velocity noise spectral densities, a n d (2)
modified e and Α  m a t r i x properties. Instead of nulling the velocity error
dynamic coefficients and forcing function components as in (64), the
uncertainties ( x , x ) are modeled in accordance with the standard b a n d 
3 4
out in Ref. 62, which uses this excitation noise model, the error states
x , x include discrepancies in airspeed a n d aircraft angles as well as wind
3 4
1 V /@ N
2
0
; (V secX)/@ 0
2
A 4 x 4 E
• 0 0
A = (66)
: ο ο
0 1
0 0
Comparison of typical contributions of the different state components to
total nav error (Ex. 65) shows that coupling is loose enough to be ignored
in the present m o d e ; uncoupled vertical estimation (Chapter 5) and the
spheroidal geographic positionplusvelocity estimation herein can be imple
mented separately.
2a w
2
/ i , in acceleration units s q u a r e d / H z (Ex. 64).
w
6.2 A D D I T I O N OF BASIC I N S KINEMATICS 209
= A x  A x y 6 E n + e &1 (67)
V =  A
E w x5 + Aft χ Ί + e a2 (68)
errors, respectively. Thus, for the form of (576), A and e for this m o d e
become (Ex. 66)
'
A
e
7 x 1 — (69)
0 A
7 X 7
Ay N
0 x7 3
the acceleration error level, determines the d a t a window for any given navaid
specification. F o r example a simplified drift model could be postulated,
whereby total I N S error is represented by effective acceleration noise of
10" g rms, with an autocorrelation time of \ min. The corresponding
4
r; = ( 1 0  ) ( 3 0 ) = 3 ( 1 0 )  V / H z
g
4 2
(610)
and, for a n integrated position error of 100 ft per d a t a block,
3 2 . 2 ( ^ 7 ) / = 100 ft g
 3 1 2
(611)
gyros are torqued to realign the platform (or, for a strapdown configuration,
a computational attitude matrix adjustment is made) immediately after each
new observation. This concept merely simplifies covariance matrix extrapola
tion regardless of mechanization; in practice a modified accumulation of
velocity increments can account for estimates ψ, while trim adjustments
are omitted. This item is discussed further after the derivation.
Expressions from Chapters 2 and 3 will now be used to derive the
longterm I N S error dynamics. The outcome is of course consistent with
shortterm analysis [i.e., (69) is a special case of the result to follow] and,
by expressing the complete dynamics in accordance with (576), adaptation
to the standard overall procedure is naturally achieved.
Error dynamics for the first state variable (x = λ — λ) can immediatelyx
simply l / # and V /& , respectively [note (66)]. These are the only nonzero
N
2
Vp ! ; · ! '· ! I V sec A
p !
— sec A tan A ! 0 ; 0 : sec k/0t ! 0 : 0 :0; , ί 0
COMPLETE INS DYNAMICS
2 K
 KE(^ sec A + 2ω cos λ)j 8 0  v
F /#i 3
2m j 0j Λj ν E
~A j  tan A +i N/^
Ε Ε
2
KN(— sec A + 2ω cos 8 λ\  2Κ ω sin
ν 5 Α ; 0 j —ro + ω sin A !
3 8 tan A + ^ :  4 V : 0 ; A N ; ***Γ tan A + *^Γ ! m + ω cos A
l 8
2
ω, sin Aj 0j 0j l/<# ; 0· w 3 \ m \ 2 V /& j E 0
2
oj oj \ι» \ο j m j ο 3 j ^ j κ Ν
/<# j ο
2 2
E
(K /^?)sec A + OJ COSA J O S ; 0 ; tanA/^j 2
m \  m \ 0j l E
(K /^? )tanAj 0
o j o ;o j oj ο j ο j ο j 0 j 1
0
s E
2a, F sinA J O : mjaj 2m, \ A \A
E N \ 0j ^ + fj
211
212 6 N A V I G A T I O N MODES A N D APPLICABLE D Y N A M I C S
provides the elements for the second row. T h e eighth row follows, of course,
from identification of vertical velocity as the time derivative of X . s
A + G (613)
dt "
2 E
Ay
Ay
dR
2 0  Φ Α ΨΕ
ΨΑ 0 + e + G  G (615)
dt dt
2 2 a
~ΨΕ «ΑΝ 0
It is n o w convenient t o combine (613) with (333),
dR
2
V + (gG) + f (616)
E
dt 2
0 Ay A
'dt' E
A* — AM 0
This substantiates the third, fourth, a n d ninth rows of Table 61 (Ex. 67).
All that remains to complete the derivation of Table 61 is a n expression
for the dynamics of ψ . This I N S misorientation is driven n o t only by the
rotational drift e but also via a nav error feedback t»,
w
dfyjdt = e + TO w (618)
where w is derived from (324) t h u s : T h e estimated nav information X
determines the actual c o m m a n d vector (m ) for gyro torquing (gimballed
act
ψ = [dtB/dX]x  ta χ ψ + e„ (620)
The fifth through the seventh rows of Table 61 follow readily from this
relation a n d (324). Thus, the complete result in the form of (576) has been
achieved with e defined as the 9 χ 1 vector having components (0, 0, e al9
PHASING
implies that the axis of the rotation from desired (north) to actual platform
heading will be a b o u t the d o w n w a r d vertical ( + x ) ; the sign of A
7 74 thus
provides appropriate navigation error coupling, as a function of hemispheric
position.
Various special cases of the dynamics just derived are now recalled.
First, for shorter intervals it is permissible t o uncouple the vertical a n d
ignore variations in ψ while setting V = V = V = ω = 0, in which case
N E y 8
Λ ( Λ + ω ) [ Λ + (W + ω sin λ) ][Α
2
8
2 2
8
2 2
+ (W  ω sin λ) ] = 0
8
2
(621)
VERTICAL COUPLING
Unlike the case for preceding sections, horizontal and vertical channel
interaction is significant in the long term. The reason is traceable to the
(3, 9) and (4, 9) elements of Table 61. It is easily shown that the error
terms associated with these elements, while appreciably smaller than the
accompanying error terms associated with the basic platform coupling
(Ex. 69),
(623)
(Ex. 610).
MECHANIZATION
tion in this mode, it does not imply that actual systems must be mechanized
accordingly. In practice the torquing c o m m a n d s may be kept independent
of data mixer refinements [tantamount to accepting the presence of known
orientation errors internal to the I N S , while corrections are applied after
(332)], or replaced by smallangle transformations of accelerometer d a t a
(analogous to substitution of computation for refinement of the torquing
commands). This latter procedure is possible only when accelerometer
information is made accessible to the K a l m a n estimator data interface.
In closing this section, attention is d r a w n to basic differences between
the present formulation for error dynamics a n d the analysis of Section 3.4.2.
Certain restrictive conditions in Section 3.4.2 have been generalized here,
most notably the full geographic reference frame rotation [completion of
ft, instead of the partial omission implied by (387)] and fuller kinematical
coupling. O n the other hand, the present formulation is limited to situations
in which systematic I N S error accumulation is much smaller than the effects
of r a n d o m excitation e prescribed for a data window. The next section is
addressed to a general case including systematic I N S errors.
This state vector of course will conform to (576) for a dynamics matrix
(note: stf is the upper left 7 x 7 partition of A ): 9 X 9
· — T,
5 x 7
5x 5 J
and a forcing vector t having the same first seven components as those
1 2 x l
in (69), while the last five elements drive the biases, each at its own specified
time constant. Addition of vertical channel a n d / o r navaid bias calibration,
as well as the aforementioned inertial instrument bias decompositions,
follows from material already presented (Ex. 612). With typical values of
tilt (ψ , ΦΕ) d model imperfections, the accelerometer biases are often
Ν
a n
+ x axis downward along the line from (λ , φ ), a n d the & axis defined 0 0
such that the &x plane contains the aircraft velocity (positive forward)
at reference time t . Although the small rotation of the local vertical is
0
St "s " 4
s 2
T 0 + R), Ss = [CoL v E
(627)
L S
3 J s . 6
Vy.
where the target position vector T , expressed in geographic coordinates,
0
cos λ cos (p
___;
0 0
7Γ
T = (R + ho)
0 E cos λ sin φ 0 0 (628)
2
sin λ 0
and the same procedure applied to current aircraft position (Ex. 613) simply
produces (125). It is noted that this procedure effectively eliminates initial
ground track angle uncertainty [i.e., substitution of estimated components
into the velocity transformation of (627) produces initial local χ
elements equal t o estimated horizontal velocity, zero, a n d vertical velocity,
respectively, regardless of imperfections in ζ ]; only the small time varia 0
R (X  λ )
E 0
s
2 = [CoL (R E cos λ )(φ 
0 φ) 0 (629)
s3 . (**o)
s 4 ? ('o)
4
?5(t„) + q (631)
L 6('o).
5
S i  Si S
4(i )
0
s s
2 2
S
5(T )
0
S3S3 i ) HTO)
S
s
6* 1 —
= s ) + (t 
(io 0
(633)
0
s s 4 4 0
s s 5 5 0
L s  s
6 6
Obviously this fits the canonical form for nav error dynamics with the
transition matrix of (590) and, if velocity and acceleration noise sources
with constant spectral densities are included, (592) is applicable (Ex. 614).
This procedure for estimation of velocity and position with respect to a
designated point is immediately extended to applications requiring a n o r t h
azimuth reference. The matrix [ζ ] is simply replaced by the 3 χ 3 identity,
0 χ
and all relations presented in this section thus far remain applicable. Also,
the air data m o d e of Section 6.1 is easily adapted to point navigation by
straightforward modification of the above formulation, with or without the
north reference.
•3x3 ! 0 3 x 3
'9x3 (634)
'6X3
'3x3
in which
0 Ay Αγ±
~Ay 0 A N
(635)
A N 0
and the components of the error forcing function (denoted here as e ) are G
[Co] w
3x3
"6x3 (636)
b~~ [CoL
6x3
0 3 x 3 '3x3
is introduced, to perform the transformation of x G into initial ground track
coordinates,
s G = ^ X c (637)
that initial azimuth error has been nulled and the relatively small variation
in this misorientation angle is ineffective for moderate durations. T h u s the
state to be estimated is an 8 χ 1 vector s that consists of the first eight
components of s . F r o m the preceding analysis the appropriate dynamics
G
X A ^v/([^N( t0 ,] 2
+ [% 0 ,] )
2 1 / 2
(640)
F = X*N (r ) 0 XVE(t ) 0
(641)
AC = a r c t a n ( K / f )  C E N 0 (642)
of (626)], while tracking aircraft velocity and position thereafter are governed
by (631) and (632), respectively. T o use a fixed acceleration Z example T
for the tracked object (with initial velocity V \ its position time history T0
With V now absorbed into the relative velocity states, the displacement
T
S
l('o) S
4(f )
0
(tt ) 2
s 2
— S
2(f )
0 + S
5(t )
0 p  t 0 )  Q + z r
0
(643)
s 3 _ 3(f )_
S
0 _ 6('o).
S
s = Ο I (f, ) 0
S
('o) (644)
ο ο I
FIG. 62. L O S error convention (beam axis I b is the inward n o r m a l t o the plane of
the figure).
G = g + γ, γ = o s χ (<o χ R)
s (646)
g = gg, A, = A ,  n . (648)
% = (T I / G  t I / G )g + T I / G g + γι + (I — Τι/OA, + n a (649)
The first two terms on the right of this equation contain the Schuler a n d
the altitude divergence phenomena, respectively, since (Ex. 619)
I, K G IIKG
/R, (R,)\
JI'KG  JpKo
K, · K G . Ki · K G
"'(WW
9 (650)
IR.I IR.I
and, with vertical deflections a n d gravity anomalies included in n„ instead
of g,
IIKG
29
J, KG (Ri · K)K (651)
k,k g
224 6 N A V I G A T I O N MODES A N D APPLICABLE D Y N A M I C S
Τϊ/ι=Ι(υχ ) (653)
" Ϋ ι δ ΐ Η +
] r! j
ftiv+υ x Αι+λ
· (6
' 54)
dv/dt = ύ = η ω (655)
fti  Yi = T ( A + G  γ) = T ( V  f)
I/G I/G (656)
so that, by transformation into the geographic frame,
= Τ ( υ x A , + λ. ) (657)
1*1 — 2 x v
0 / Ι
this transformation [recall (229) and (324)] are closely connected with the
natural dynamics on the left of (657) (recall the description of natural
A P P E N D I X 6.B: SUBOPTIMAL D A M P I N G 225
its departure from this reference source; e.g., let (336) be replaced by
Ϋ = (I  ψ χ )A + g + ? + B ( V r e f  V) (658)
V r e f V = V r e f  V + V  V = V  V r e f (659)
Y + BV = \  / x A + n + g + T+ B V a ref (660)
term would be added t o north and east velocity error forcing functions.
Specific examples can illustrate the effectiveness and the limitations of
damping, or generalized conditions (e.g., crossaxis coupling a n d / o r transfer
functions in B) lead to a m o r e involved analysis (e.g., p p . 188193 of
Ref. 63 illustrate d a m p i n g of the azimuth error a n d of the 84min
oscillations). F o r present purposes, however, it suffices to note that
(1) d a m p i n g can be included in any nav mode, by straightforward adjust
ments of the dynamics matrix a n d the forcing function, and (2) the resulting
* While Ref. 65 provided extensive coverage of I N S errors, gravity effects were included
in the h o r i z o n t a l channel only (i.e., t h e Schuler p h e n o m e n o n was present, but n o t altitude
divergence); altitude was a s s u m e d k n o w n independently. Also, since g r a d u a l r o t a t i o n of the
local reference was ignored, results were only a p p r o x i m a t e even for d u r a t i o n s m u c h shorter
t h a n the specified m a x i m u m ( a b o u t 2 hr).
226 6 N A V I G A T I O N MODES A N D APPLICABLE D Y N A M I C S
? = g = 0, m= 0 (661)
so that
 B N
0 0 g
0 "BE 9 0 »2 + B V
E R2
(662)
0 0 0 •AN
IaJ 1/Λ 0 0 0 »ω2
(663)
The aforementioned reference (Ref. 63) noted that the accuracy of V must r e f
B were small enough to weaken the damping term on the left of the
N
equation.
EXERCISES
61 D r a w an analogy between Figs. 61 and 114. Relate to (320) and
Ex. l6d. Explain why variations in observation accuracy and scheduling
are easily accommodated. Show that uncoupling of the east channel is less
natural. Would the correction in Fig. 61 be needed if the sightline to
Polaris were exactly parallel to K ? E
62 (a) Use (323), (576), and (577) to derive (64). Recall Ex. 533a.
(b) D r a w an extended version of Fig. 61 for coupled n o r t h and
east channels, using Fig. 54 as a guide. Let (320) and (321) be the model
for (582).
63 (a) Show that the white noise spectral density (200)(6080) /(3600) 2 2
64 Write a scalar version of (548) with a transition " m a t r i x " of the
EXERCISES 227
65 (a) Show how the positive downward convention has affected the
derivation of (66).
(b) C o m p u t e the effects of a 500ft altitude uncertainty at 45°
latitude in (66).
66 (a) Discuss the derivation of (69). C o m p a r e versus the type of
analysis represented by (353), in regard to coordinates used, errors
considered, and dynamic conditions assumed.
(b) Show that (611) implies a 500sec d a t a window.
67 (a) Relate altitude divergence error in (617) to Ex. 531e. Show
that the uncertainty in centripetal acceleration from sidereal rotation has
not been neglected.
(b) Demonstrate the influence of a positive downward convention
on the derivation of Table 61.
(c) Verify rows 14 and 89 of Table 61 by differentiation.
(d) C o m p a r e (617) versus (478), in regard to types of errors
considered.
68 (a) Interpret (619) according to the pertinent discussion given in
Section 1.4.
(b) C o m p a r e (620) versus (473), and explain differences by condi
tions assumed for each.
(c) Extend Ex. 62b to include I N S misorientation states. Which
discussion in Section 5.4.2 is related to usage of 01 throughout Table 61?
ϊί/@<ν /ν ,
Η Η Κ/@<ψ
611 (a) Consider the combined effect of gyro scale factor, misalignment,
and mass unbalance drifts, in cruise segments separated by sharp turns.
Recall Ex. 419c,d and discuss prospects of identifying each drift source
separately.
(b) If six augmenting states could in principle represent gyro mis
alignment, how many more augmenting states could theoretically be intro
duced for accelerometer misalignment? Use (449) to derive an answer.
228 6 N A V I G A T I O N MODES A N D APPLICABLE D Y N A M I C S
(c) Recall Ex. 417b. Could inflight calibration detect biases remain
ing from imperfect laboratory procedures? Even after b o t h of these measures
are taken, could some residual mass unbalance, misalignment, scale factor
error, etc., remain uncompensated? H o w does this residual effect interact
with maneuvers designed to identify separate drift sources?
(d) O n the basis of Ref. 64, p . 18, sequentially correlated
acceleration errors of order 10" # can arise from mechanization of (332),
4
612 (a) Extend Ex. 68c to include inflight I N S calibration states as well
as vertical channel coupling. C o m p a r e conditions applicable to (625)
versus (44).
(b) Recall the discussion regarding the fitting of data to a model,
prior to Section 5.4.1. Does a finite time constant assumption offer greater
flexibility than a fixed bias model?
(c) Consider the closing statement of Section 6.4. Use (348) to
support that statement, under cruise conditions.
(d) Recall the discussion of units at the end of Section 5.4.2. Should
unit conversions be considered for augmenting states in (625)?
614 (a) If errors in q and Q are ignored in deriving (633), are all I N S
imperfections assumed to be negligible?
(b) Apply (590), (591), and (592) to (633).
616 (a) Extend (591) to obtain a closedform solution for (549) with
the transition matrix in (644).
(b) W h a t are the prospects for inflight I N S calibration in the air
toair track m o d e ? Explain by applying (561) to components of Z . x
(c) Reinterpret the tracking operation with air data used for own
ship motion. Are the velocity states then associated with relative airspeed?
EXERCISES 229
618 Show that K is always well defined, even when I and J are not.
G G G
Recall the direction of gravity. Establish the generality of (647) and (649)
accordingly. Verify (649).
619 (a) Relate (650) to the first term on the right of (649), using the
positive downward convention a n d the b o t t o m row of the matrix in (23).
(b) Express the approximation
REFERENCES
61. Richman, J., a n d Friedland, B., " D e s i g n of O p t i m u m MixerFilter for Aircraft Navigation
Systems," presented at 19th A n n . N A E C O N Conf., D a y t o n , O h i o , M a y 1517, 1967.
62. Bryson, A. E., a n d Bobick, J. C , " I m p r o v e d Navigation b y C o m b i n i n g V O R / D M E
Information a n d Air D a t a , " AIAA J. Aircraft 9 (6), J u n e 1972, p p . 420426.
63. Broxmeyer, C , Inertial Navigation Systems. N e w Y o r k : M c G r a w  H i l l , 1964.
64. K a y t o n , M., a n d Fried, W . R. (eds.), Avionics Navigation Systems. N e w Y o r k : Wiley, 1969.
65. Farrell, J. L., "Analytic Platforms in Cruising Aircraft," AIAA J. Aircraft 4 ( 1 ) , J a n .  F e b .
1967, p p . 5258.
Chapter 7
Navigation Measurements
7.0
(71)
= (72)
A
A succinct description of each information source is provided in this
text. Applicable radar theory is summarized in Appendices 7.A7.C, and
more fully presented in Ref. 71.
of closing range rate* along an antenna beam axis. For a gimballed antenna,
with azimuth and depression angles denoted s/ 2, respectively, a unit 9
hi (74)
drift angle:
F = (S + S r
H 4
2
5
2
(76)
/ S sin C0 + S cos ζ \
4 5 0
R A N G E A N D R A N G E RATE OBSERVATIONS
With a radar beam pointed at the origin in Fig. 71, a range Y can K
be measured,
YR=\Rs\ = (S 1
2
+ S2
2
+ S 3 y 2
(78)
and the rate at which this range is decreasing is denoted here by the
observable closing range rate (Ex. 73),
7 = R R /\R \
d S
T
S S =  ( S ^ + SS 2 5 + S S )/(S
3 6 1
2
+ S 2
2
+ S3 ) '
2 1 2
(79)
7.1 LOCALLY REFERENCED OBSERVATIONS 235
the beam is pointed at the origin in Fig. 71. With Ij thus replaced in
(74), the result can be expressed in aircraft coordinates as
cos Υ cos Y Si
r SIN Y>(S
Ό A
1
cos Y v
s (710)
sin y 2
+ S 2
+ S ) 2 1 / 2 A / 0 2
sinD Y D
A t 2 3
L s.
3
F o r airtoair tracking, with the antenna at the origin, the nominal beam
direction is along + / ? /  / ?  ; also, the L O S observables are then indicated
s s
departures of the tracked object off the beam, already illustrated in Fig. 62.
It is then convenient to define a beamreferenced coordinate frame
( I , J , K ) such that I coincides with the antenna axis and J points along
b b b b b
the elevation gimbal axis (i.e., opposite the axis for the depression angle).
The transformation between ( I , J , K ) and ( I , J , K ) is then expressed as
b b b 0 0 0
T» W = WMJA,O (711)
and the almost linear L O S observation/state relationship can be obtained
from (Ex. 75)
1 0
T"b/o*s/*s (712)
0 1
N o t e that, in applying these measurements to (584) and (585), the predicted
observation Y ~ should be determined by substituting a priori position
m
angular rates (co , a> respectively) of the range vector R , when the beam
be ba s
differentiation, yields
^s β
1
0/b  ω ,
ω,
236 7 N A V I G A T I O N MEASUREMENTS
or
0 0
ο0 ι1 o]MtrW* ) s (7_14)
X** as
0 0 1 ~s4
TIMESHARED R A D A R M E C H A N I Z I N G C O N S I D E R A T I O N S
Ε / θ SENSOR D A T A
cos Y cos Y
a c
1
sin 7 a
( ^ 2 + ^ 2 + ^2)1/2 "A/0
(716)
— cos Y sin Y a c
(Si, S , S >
2 3
Runway / i .
—— ι
1 ·
origin Ο is the intersection of I with a lateral line through the glide path
0
Y = Arctan{S /(D  S )}
L 2 L x 9 \Y \ < Y
L L ( m a x ) , S <0
x (717)
whereas, beyond a " p r o p o r t i o n a l coverage limit" ^ , only the algebraic ( m a x )
7 = A r c t a n ( S / S )  2.5π/180,
G 3 1 \Y \ < r
G G ( m a x ) (718)
Aside from mechanization, principal differences between I L S a n d M L S
are (Ref. 76)
(1) Coverage. Υ( )
0 ηΛΧ and Y L(mfix) are a b o u t one or two degrees for
240 7 N A V I G A T I O N MEASUREMENTS
y = Arccos [(S,  D f
c cl + (S  D f
2 C2 + S ]~
3
2
^ l / T ^ Dei ~ S 2
(719)
Y* = S l (720)
7.1.5 Altimeter
7.2.1 VOR/DME/TACAN
V H F "omnidirectional r a n g e " or " o m n i r a n g e " (VOR) information,
previously discussed in Section 1.3.1, expresses bearing from a station at
P as measured off a magnetic azimuth reference. In Fig. 73a, I points
k M
(b)
FIG. 73. Aircraft/station geometry; (a) planar representation, (b) spherical repre
sentation.
7.2 E A R T H  B A S E D OBSERVATIONS 243
*p =
P* ~~ T E / G R
*[R E
2
(X 1  kf k +R (X E
2
2  φ,) 2
c o s k + (h  hk)2y>2
2
k (723)
brg = A r c s i n l ° C s X
^ s i n (
f^M (724)
I sin ξ )
where ζ representing the angle subtended by aircraft a n d station, is obtained
9
3Y ym c o s ( y + r\ ) cos λ
2
v h Η (X x  X ) cosX k k
dX ~
2 XxXk '{X ^X )1 l
2
+ (X ^ ) QM X
2 9K
2 2
k
{ m }
The TACtical Air Navigation (TACAN) system provides the same type
of observations just described, with increased precision. In addition to the
previously defined D M E measurements, a n d U H F communications for
furnishing Y , T A C A N supplies a " v e r n i e r " tone with several degrees phase
w
^Η=ρ,τ ε / 0 κρ^τ ε / 0 κ
= .yf Arccos{sin k sin X
k k 1 + cos X cos X k x c o s ( X  φ )}
2 Λ
geoid radius for the jth and fcth arcs, respectively, plus half the estimated
altitude. In any case, irrespective of airborne computations, much insight
is gained from the following simplified analysis: Let Fig. 74 represent a
locally level plane with the origin chosen midway between two stations.
With the base line segment of length 2Sf defining .r axis direction, the time
difference for two synchronized signal epochs arriving at the aircraft position
designated (*, y) would be
(*, y)
/ ( / •
* y >
or
in earth coordinates must also be expressed here with respect to earth center.
In terms of the ellipsoid a n d its radius of curvature R described in P
Chapter 3, Eq. (10) of Ref. 79 gives polar and equatorial distance projec
tions corresponding to geodetic latitude and altitude. The resulting aircraft
position is (Ex. 717)
P =
E (Rp + ft) cos X sin X x 2 (731)
{R (1  e ) + A} sin X
P E
2
t
Y =\p p \\Pjp \
s k E E
(732)
7.2 EARTHBASED OBSERVATIONS 247
Refraction effects are similarly reduced and, with coverage from three non
coplanar satellite sightlines, the aircrafttorunway position vector estimate
is then as accurate as the timing mechanization will allow.
Transponders could in principle be used to obtain aircrafttosatellite
range observations, but that would require transmission of signals from the
aircraft. Range difference signals can be controlled by orbiting transmitters,
so that only passive airborne reception is required.
Highaltitude satellites are visible over a wide field of view, b u t measure
ments from lower altitudes are m o r e sensitive to aircraft position. A com
promise is therefore in order, a n d it is easily seen that a similar conclusion
holds for other (e.g., doppler or doppler difference) satellite measurements.
c o s ( D E C ) cos(SHA)
= PL  c o s ( D E C ) sin(SHA) (733)
sin(DEC)
c„ = [ l  ( » M )] [*2],C E
(734)
248 7 N A V I G A T I O N MEASUREMENTS
F o r a star tracker mounted along platform axes, the azimuth and elevation
angles are
y A Z = arctan(c /c ) P2 P1 (735)
Y EL = Arcsin(c ) P 3 (736)
—sin X cos X
dcp
2 2
and
0
dcp
0 (738)
2 X l
1
(sec Γ ) ^2
= _LΑΖ
7 α ζ
(739)
3Cp2 ^ P l
While preceding expressions determine required airborne computations
for systems employing star trackers, some insight regarding performance
can be gained from restrictive approximations. W h e n (734) is written
1 ψχ χ, 
~*ΙΦΈ\\ cos Χ ι
Cp =  φ Α 1 Φ*ο DEC = ^ (741)
ΦΕΧΙ ~ΦΝ 1 J [sin
so that, on the equator, (Y , Y ) would essentially reduce t o ( — φ ,
AZ ET κ
would be uninformative:
ΦΕΧΙ
c P = —φ Ν — Χ cos(DEC)
2
D E C =X U Χ2 + Ξ + SHA = 0
1
(742)
7.2 EARTHBASED OBSERVATIONS 249
1 φ Α x y  φ Ε 0 0 1]Γ cos(DEC)
c P = ΦΑ 1 <AN 1 0 0 x cos(DEC) 2
[0 1 OJL
°JL sin(DEC)
S
X =0
x 9 X 2 + E + SHA=π/2 (744)
Y j _ grctan c
(o
) ~ * A sin(DEC)
s D E C
A Z
sin(DEC) + φ cos(DEC) Α (7.45)
Y
EL = (ΦΝ + *i) cos(DEC) + (χ χ  φ ) sin(DEC)
Ε
determined.
* G u i d e d by magnetic force, a level needle seeks a n orientation a l o n g the horizontal
c o m p o n e n t of the local geomagnetic field. A l t h o u g h referenced t o a k n o w n pole location a t
approximately (78.9°N, 70.1°W), field direction is a highly irregular function. Effective usage
of c o m p a s s readings is enabled b y r o u t e charts based o n a magnetic reference, a n d by
extensive t a b u l a t i o n of η.
250 7 NAVIGATION MEASUREMENTS
frequency is
/ = <Af (746)
F (f) = ( 2 P ) c o s 2 , r / i
a
1/2
(747)
Average power per unit area received in any direction at a distance R from
the source would then be P/(4nR ). Of greater interest here is the case of a
2
p, = PGAj(4nR ) 2
(748)
σ , while the last two equations are combined and corrected by a factor Δ
τ
F r
~ (4n) R* 3 ( 7 5 ϋ )
The inverse fourth power relationship, shown in this radar range equation,
explains the dramatic reduction in radar signal detectability at long distances.
In addition to receiver noise, interference from the following sources may
obscure the radar signal:
(1) G r o u n d or sea clutter, i.e., radar energy reflected from the earth
below. When the antenna beam is pointed below the horizon, the region
illuminated by the main beam produces main beam clutter (MBC). Also,
since the antenna cannot concentrate all energy into the ma
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