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Integration of GPS and INS data

And different types of coupling

Dr. A K Sarkar
Scientist
Directorate of Systems
DRDL, Hyderabad-58

Workshop on
KALMAN FILTERING AND ITS APPLICATIONS,
conducted by IISc, Bengaluru, at LRDE
03-03-2011
Inertial Navigation System
The process of directing the movement of a rocket, ship, aircraft or other vehicle
from one point to another, which is based on sensing acceleration of the vehicle in
a known spatial direction by instruments which mechanize the Newton’s Laws of
Motion and integrating accelerometer to determine velocity and position’ (Pitman)

Newton’s law of motion


Gravity model
Body mounted accelerometer outputs integration for velocity and position
Gyro senses rotational motion of the body with respect to the inertial frame.
This gives rise to coordinate transformation between inertial and body frame
Continuous availability of vehicle position, velocity and attitude
No external source of information

Problem Areas

INS Initialization (Alignment problem)

Accelerometer and gyro bias


NEED FOR AIDED SDINS
In The Unaided Systems
•Velocity and position errors grow w.r.t time of flight
•CEP is high and it demands a large warhead effectiveness
•Difficulties to perform in flight alignment
•Sensor noise effects cannot be reduced by calibration of
sensors during flight

Above difficulties can be overcome in an


AIDED SDINS
EXTERNAL AIDS
•GPS (Global Positioning System) For Position Aiding
•Tracking Radar and Radar Altimeters For Position Aiding
•Doppler Radar for Velocity Aiding
METHODS OF RESETTING SDINS
•DIRECT RESETTING BASED ON MEASUREMENT OF EXTERNAL AIDS

•SLIDING LEAST SQUARE TECHNIQUE

•KALMAN BUCY FILTER

ADVANTAGES OF USING KALMAN FILTER

•Sequential Data Processing

•Gyro and Accelerometer noise can be treated as Process Noise

• Noise of the external aid can be easily treated as Measurement Noise.

•Covariance Propagation can take Model Replacement; Gyro &


accelerometer data can be fed into the model

•Real Time Implementation


INS/GPS INTEGRATION APPROACHES
INS
Self contained and very accurate over short periods
No electromagnetic interference.
Almost no high frequency noise
Significant low-frequency errors that grow with time.

GPS
High frequency noise but good long term accuracy
Precise and reliable navigation aid
Susceptible for interference, multipath, or other errors.

Hybrid Navigation

Data fusion of INS and GPS

Exploits individual strengths and offsets the weakness of the other.


 Major strength of INS is in orientation determination
Major strength of GPS is in positioning.

MEMS INS/GPS Logical Technology of present and near future


Coupling Architecture

GPS aided INS (calibration and estimation of INS error)


Uncoupled GPS
Loosely coupled GPS (depending on extent of GPS coupling)
Tightly coupled GPS

INS aided GPS


Use of INS information to aid GPS receiver in signal tracking and acquisition
The INS feedback to the GPS provide short term vehicle dynamics data to the GPS
Utilizing these aiding signals, GPS can withstand high noise to signal ratio.
 These methods are usually referred to as “ultra tightly coupled” or “deep integration.”
GPS Aided INS

Accurate 6DOF navigation, better than INS alone at low cost.

Enabling longer duration of INS operation

High rate output, navigation solution at higher bandwidth

Enhanced Redundancy and Integrity Management

Enhanced reliability and robustness

Improved signal output characteristics

Smooth and reliable operation under high dynamic environments

Saving in space, weight and life cycle cost\

Large volume production, enabling Spin off for other commercial users

Redundant navigation solutions are achieved

Improved CEP
Both sensors INS and GPS provide independent and redundant navigation solutions
Their data are fed to the Integration Processor (IP) to provide a single combined solution
(PVT)GPS are the GPS-derived position, velocity and time
 (PVA) INS are the INS derived position, velocity and attitude
 (PVA)est are the estimated positions, velocities and attitudes parameters.
IP can be as simple as a selector or as complex as a multimode KF
Easiest, fastest and potentially cheapest architecture
Loosely Coupled Mode of INS/GPS Integration (continued1)
 Widely used in the past decade because of its high flexibility and performance
 Measurements for the filter are formulated by direct comparison of position
and velocities generated in INS and GPS processors generating error
residuals for the state vector of the Kalman filter.
 GPS measurement updates of position and velocity are generated by the
embedded KF in the GPS receiver.
 The integration Kalman filter includes error estimates that provide inflight
improvement of the INS calibration and alignment.
 Integration filter corrects the INS in a feedback manner, effects of biases and
misalignment errors get significantly decreased.

Features of loosely coupled approach include:


 Allows maximum use of off the shelf hardware and software that can be easily
assembled into a cascaded system without additional major development.
 Error feedback will bound the INS errors and is one of the significant
advantages especially for medium to low accuracy INS systems
 The position, velocity and attitude corrections to the INS mechanization
equations can be applied at the earliest, namely at the next epoch itself.
 GPS receiver can be treated as a “black box,” the system engineer need not
process the GPS variables. The system engineer can benefit from the GPS
measurements without any modification or knowledge of GPS.
Loosely Coupled Mode of INS/GPS Integration (continued2)

 Drawbacks and limitations

 Lack of visibility into the GPS solution can turn into a drawback

 If any GPS outage (less than four satellites in view) or fault, no GPS
measurements will be processed, and therefore no updates and in flight
calibration of INS errors are possible.

 An additional filter involved. The processed GPS measurements are now a


function of the dynamics and correlations of the GPS internal filter, which are
largely unknown to the GPS/INS filter designer.

 The loosely coupled system is essentially a cascade of filters and the estimated
noise of the processed GPS measurements is not white noise, violating an
initial assumption of the Kalman filter and affects the solution. Results are
suboptimal solution and requires filter tuning.
Tightly Coupled Mode of INS/GPS Integration
Tightly Coupled Mode of INS/GPS Integration (continued 1)

Kalman filters for the GPS receiver and the navigation are combined into single filter.

Tightly coupled approach combines all processing in to a single function.

Filter accepts raw GPS measurements of pseudorange and delta range directly.

Error states now include the INS error states (position, velocity, attitude, gyro drift,
accelerometer bias) as well as GPS receiver clock bias and drift.

The components of the filter state vector that represent INS errors are used to calibrate INS
and correct its estimates of position and velocity and DCM describing vehicle attitude.

The filter estimates of clock bias and drift are used to correct the GPS measurements.

INS derived estimate of pseudorange and range rate is formed using ephemeris data,
INS position and velocity data and estimated GPS receiver clock errors.

This predicted pseudorange and Doppler are combined with the receiver output data to
Form residuals that drive the navigation filter.

Outputs from the Kalman filter and INS can also be used to aid the satellite tracking loops
in the GPS receiver.
Tightly Coupled Mode of INS/GPS Integration (continued 2)

The benefits of this type of integration

Hardware implementation is simpler and less expensive.

INS/GPS navigator can be made small and requires less power

More direct exploitation of the fundamental measurement data

More direct aiding of the receiver tracking process by the filter and INS

A higher likelihood of maintaining firm satellite tracks

Better resiliency to poor satellite geometry, high vehicle dynamics,


data dropouts, IMU errors, and jamming

Resultant navigation performance is superior


Present Architecture of Tightly Coupled GPS

Feed Forward Filter Mechanization with INS data AS control input


and GPS or Tracking Radara Data AS measurements
SFV Trajectory with and without sensor bias (1300 m impact error)
(Accelerometer bias = 1000 micro g, Gyro bias = 20 deg/hr)
INS and GPS INTEGRATION
by proposed AEKF
CO-ORDINATE FRAMES
ENV ( East North Vertical ) :
• Fixed to the Earth

Origin : Reference point on the Earth’s surface

X axis : Pointing towards east in the tangential plane to the Earth at reference point

Y axis : Pointing towards north in the tangential plane to the Earth at reference point

Z axis : Vertical at the reference point

ZEcef  North (Local)

ECEF & ENV AXES SYSTEM North (LP)


Vert (LP)
p
V East (Local)

East (LP) y Vert (Local)


North
Pole
LP Current Vehicle
Position

 Note:
Azimuth = 900 – γy
 Flight Path Angle = γp
XEcef Longitude = μ
Latitude = λ
YEcef
  EARTH’S ROTATION
3/29/2019 900 Meridian 21
Schematic Diagram of SFV Navigation Using GPS Satellite Data
GPS Measurement Equations
Carry out this exercise for Satellites of (1,2,3,3)
Factorization algorithm (U-D-UT) was mechanized for numerical robustness
(Obtained through laboratory test and manual)
Simulation Results
Time history of 1 sigma estimated position error with and without GPS Update
True gyro bias = 1 x 10(-4) rad/s (20 deg/hr)
Comparison of estimated gyro drift with actual values (INS/GPS Integration)
True accelerometer bias = 1 x 10(-2) m/s2 (1000 micro g)
Comparison of estimated accelerometer bias with actual values (INS/GPS integration)
True value = 0.4 x 10 (-5) sec

True value = 0.4 x 10(-8) sec/sec

Comparison of estimated clock drift/ drift rate with actual values (INS/GPS Integration)
Trace of 1-sigma estimation error

Time history of estimated 1-sigma quaternion/tilt error uncertainty (INS/GPS Integration)


Time history of x-east, y-north and z-up position error and
adaptive onesigma position error in INS/GPS Integration
(1 sec GPS Update with AEKF)
At impact CEP = 7 m (0.1 sec update) and 50 m (1 second update)
Time history of System output matching with PR and DPR measurements of
Satellite#1 (INS/GPS Integration)
NIS Cost Convergence With Respect To Iterations in AEKF
(1 sec. and 0.1 sec. GPS Update)
FEATURES OF PRESENT NEW ALGORITHM

•Geographic Coordinate Selected because of Terrestrial Navigation.

•Quaternion Parametrization Selected For its Linearity and no Skew Error.

•Factorization Algorithm for maintaining Positive Definiteness


Property of Covariance Matrix.

•One Measurement is used to Update Covariance at a time


for Real-time work as used in Square Root Formulation.

• Transformation Matrix for Transforming Tilt Error Covariance


and Quaternion Error Covariance which is quiet Novel.

•Gyro drift , Accelerometer Bias, Clock bias, Clock drift Estimated in


INS/GPS Integration.

•Gyro drift and Accelerometer Bias Estimated in


INS/Tracking Radar Integration.

•Impact Error of 50 m achieved by external position aiding


Conclusion

•It has been shown in INS and GPS integration filter that a formal
choice of (P0,Q,R) generally leads to actual errors very much different
from filter estimated errors. This shows the necessity of filter tuning.
With AEKF the estimation errors lie within the predicted error band and
it provides near optimal results.

•Similar improved results are possible when the AEKF is applied to the
problem of the INS data fused with Radar data also.
REFERENCES
1. Kalman. R. E., “A New Approach to Linear Filtering and
Prediction Problems”. Trans. ASME-J. Basic Eng., 35-45.
March (1960).
2. Parkinson. B.W., and Spilker. Jr. J.J., “Global Positioning
System: Theory and Applications. Vol. 163. Progress in
Astronautics and Aeronautics. Published by AIAA,
(1996).
3. Anon. “NAVSTAR GPS User Equipment Introduction”.
Public Release Version. (Downloaded from internet).
September (1996).
4. Brown. R. G., and Hwang. P.Y.C., “Introduction to
Random Signals and Applied Kalman Filtering”. Third
Edition. John Wiley and Sons. (1997).
5. Hewlett Packard. “The Science of Time Keeping”.
Application Note 1289. (1997).
6. Hofmann-Wellenhof, B., Lichtenegger, H. and Collins, J.,
GPS Theory and Practice, Fourth Revised Edn. Springer
Verlag, Wien, New York, (1997).
REFERENCES (Contd1)
8. Farrell. J., and Barth.M., “The Global Positioning System
and Inertial Navigation”. McGraw Hill Professional.
(1999).
9. Grewal. M.S., Weill. L. R., and Andrews. A.P., “Global
Positioning Systems, Inertial Navigation and
Integration”. John Wiley and Sons (2001).
10. Guochang Xu. “GPS Theory, Algorithms, and
Applications”. Springer. (2003).
11. Ramjee Prasad and Marina Ruggieri, “Applied Satellite
Navigation Using GPS, GALILEO, and Augmentation
Systems”. Artech House Inc. (2005).
12. Kaplan. E.D., and Hegarty. C.J., “Understanding GPS:
Principles and Applications. Second Edition. Artech
House Inc. (2006).
13. Ananthasayanam. M.R. and Sarkar. A. K., “The
Philosophy of Kalman Filter in its Applications to
Physical and other Sciences”. ICAS 2008, RCI,
Hyderabad, India.(2008).
REFERENCES (Contd2)
14. Myers. K. A., and Tapley. B. D., “Adaptive
Sequential Estimation with Unknown Noise
Statistics”. IEEE Transactions on Automatic
Control, Vol.AC 21.pp520-525. (1976).
15. Gemson. R.M.O., “Estimation of Aircraft
Aerodynamic Derivatives Accounting For
Measurement and Process Noise by EKF
Through Adaptive Filter Tuning, Ph.D. Thesis,
Indian Institute of Science, Bangalore, India
(1991).
16. Gemson. R.M.O., and Ananthasayanam. M.R.,
“Importance of Initial State Covariance Matrix
for the Parameter Estimation Using Adaptive
Extended Kalman Filter”. AIAA-98-4153.
(1998).
IMPROVEMENTS ARE
ENDLESS AND ONE HAS
TO STOP AT SOME TIME!

THANK YOU FOR


YOUR PATIENT LISTENING

Other Contributors
 Dr. M R Ananathasayanam
• Dr. S Vathsal
• Mrs Helen Basil (Scientist, VSSC)

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