Académique Documents
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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)
Problem Areas
GPS
High frequency noise but good long term accuracy
Precise and reliable navigation aid
Susceptible for interference, multipath, or other errors.
Hybrid Navigation
Large volume production, enabling Spin off for other commercial users
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.
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.
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.
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)
More direct aiding of the receiver tracking process by the filter and INS
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
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
Comparison of estimated clock drift/ drift rate with actual values (INS/GPS Integration)
Trace of 1-sigma estimation error
•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!
Other Contributors
Dr. M R Ananathasayanam
• Dr. S Vathsal
• Mrs Helen Basil (Scientist, VSSC)