introduction to integrated navigation systems - muhammad ushaq
TRANSCRIPT
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 1
Introduction to Inertial Navigation System
&Integration with External Navigation Aids
Dr Muhammad Ushaq([email protected])
Institute of Space Technology
Islamabad, Pakistan
Navigation
17-Sep-15Integrated Navigation Systems (Muhammad Ushaq) 2
• The estimation of the state (position, velocity, and attitude) of
moving body in real time, with respect to some known reference
• A navigation system may be completely self-contained aboard the
navigating body e.g. Inertial Navigation System
Or
• It may require an external infrastructure as well as user
components, such as radio navigation systems (GPS, GLONASS,
Galileo, Beiduo, etc)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 3
The science of NAVIGATION has played an important role for mankind
throughout the history.
Individuals, groups and nations who could reliably travel to and from
distant places have been successful militarily and politically.
Significance of Navigation
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 4
Pilotage
Recognizing (visually) landmarks to know
where you are and how you are oriented.
Dead reckoning
Estimating the position of a vehicle based
on its previous position and its course and
speed over a known interval of time.
Celestial navigation
Estimating the angles between local
vertical/horizon and known celestial objects
(e.g., the sun, moon, planets, stars) to
estimate attitude & Position.
Types of navigation
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 5
Radio navigation
Relies on radio-frequency sources
with known locations. Global
navigation satellite systems (GNSS)
use beacons on satellites for that
purpose.
Inertial navigation
INS relies on knowing initial position,
velocity, and attitude and thereafter
measuring attitude rates and
accelerations. It is the only form of
navigation that does not rely on
external sources/references.
Integrated Navigation
Combination of 2 or more Nav Systems
Master
FilterSINS
GPS
CNS
KF-1For
SINS/GPS
KF-2For
SINS/CNS
Doppler
Radar
KF-3For
SINS/Doppler
Observation For KF-3
Time
Update
Measurement
Update
1
1ˆ , f fx P
1
2ˆ , f fx P
1
3ˆ , f fx P
1 1ˆ , x P
2 2ˆ , x P
3 3ˆ , x P
ˆ , f fx P
Co
rrection
to S
INS
Corrected Solution for Position, Velocity and Attitude
+
-
+
-
+
-
Observation For KF-2
Observation For KF-1
Types of navigation
Reference Frames
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 6
Explicit definition of a certain number of reference frames is the
fundamental to the process of navigation.
Each reference frame is an orthogonal right-handed set of axes.
An important part of inertial navigation system synthesis consists of
finding the relationship between different frames.
The choice of the appropriate coordinate frame depends on the mission
requirements, ease of implementation, computer storage and speed, and
navigation algorithm complexity.
• True inertial frame
• Earth-centered inertial Frame
• Earth-centered earth-fixed
• Local Level Frames
o North pointing frame
o Wander azimuth frame
• Body Frame
• Sensor Frame
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 7
Reference Frames
Greenwich meridian
Inertial reference meridian
Local meridian
Equatorial plane
Reference Frames
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 8
System Location
Frame Transformation
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 9
/
90 90( )
e o o
iei i i e e e g g g
e
tX Y Z X Y Z X Y Z ENU
about Z axis about Z axis about X axis
g Z axis axis axisg g g g g g g g g b b b
g g
X Y Z X Y Z X Y Z X Y Zabout about X about Y
g g g w w wgzx y z x y z
e to g g to be to w
Directional Cosine
Matrix (DCM)
Euler Angles Quaternion
11 12 13
21 22 23
31 32 33
b
a
C C C
C C C C
C C C
Three ordered
right-handed
rotations ( , , )
Single Rotation
about a defined
vector
four-parameter
representation
0 1 2 3Q q q i q j q k
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 10
Inertial Navigation Sensors
Accelerometer:
Acceleration measurement
Gyroscope:
Keep track of the orientation of sensing axes of accelerometers.
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 11
Working of Inertial Sensors
Inertial Navigation Systems (INS)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 12
A complete three-dimensional navigation solution (Position, Vel, Attitude)
IMU (Accelerometers, Gyroscopes, Electronics)
Characteristic of INS
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 13
Most accurate (short term basis) and complete navigation solution
(Position, velocity & attitude)
Self-contained
Least susceptible to weather conditions and electromagnetic interference
Reliance on initial conditions (alignment/aiming)
Reliance on the precision of the gyro & accelerometers
Errors grow/accumulate with time
Mechanization of INS
According to sensors mounting
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 14
• Platform Inertial Navigation Systems
Sensors are mounted on a stabilized platform. Platform is isolated
from angular rotation of the host-vehicle.
Platform stabilized wrt Inertial Frame. ***
Platform stabilized wrt Local level north-pointing Frame. ***
• Strapdown Inertial Navigation
Sensors are mounted/strapped-down rigidly on the host-vehicle.
Sensors sense the same angular rotation as experienced by the
host-vehicle.
Platform inertial navigation
17-Sep-15 15Integrated Navigation Systems (Muhammad Ushaq)
Comparison of Platform and Strapdown Nav
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 16
Platform Strapdown
Sensor Mounting Physical platform Vehicle body
Sensor Measurement
Torquer command calculate
Platform Physical platform computational
Attitude Determination
Read from pick up Calculate form
Use of gyrosStabilize platform
In reference frameMeasure
p p
ipf b
ib
bf
)( n
in
p
ip b
nb
b
ib
n
bC
Platform inertial navigation
Inertial sensors are mounted on a stable platform
Mechanically isolated from the rotation of the vehicle
Provide very accurate estimates of navigation data
Single Axis Platform 2 -Axis Platform3 -Axis Platform
Gimbal lock problem
4 -Axis Platform
Gimbal lock problem
Resolved
17-Sep-15 17Integrated Navigation Systems (Muhammad Ushaq)
Computation of Velocity (Platform INS)
2
{2 sin [ ] tan } {2 cos [ ]}
{2 sin [ ] tan }
( ){2 cos [ ]} [ ]
( )
p pp p p px xx x ie y ie z
E E
p pp p p px zy y ie x y
E N
ppyp p px
z z ie x
E N
v vv f L L v L v
R h R h
v vv f L L v v
R h R h
vvv f L v g
R h R h
17-Sep-15 18Integrated Navigation Systems (Muhammad Ushaq)
0
0
0
0
0
0
tp p p
x x x
tp p p
y y y
tp p p
z z z
v v v dt
v v v dt
v v v dt
Position Computation/Update
( )
cos( )
h
p
y
N
p
x
E
z
vL
R h
vL
R h
v
17-Sep-15 19Integrated Navigation Systems (Muhammad Ushaq)
00 0
00 0
00 0
[ ]( )
[ cos ]( )
pt t y
N
pt t
x
E
t t
z
vL L Ldt dt
R h
vdt L dt
R h
h h v dtdt
Attitude is directly read from pick-offs
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 20
Attitude Update
Strapdown inertial navigation systems (SINS)
Inertial sensors (gyros, accelerometers) are directly attached/strapped-
down to the body of host vehicle.
: low cost, small size, light weight, greater reliability.
: computing complexity, sensors needed to measure higher rates
of turn.
/
e
90 90( )
Z axis Z axis X axis
e o o
iei i i e e e g g g
tX Y Z X Y Z X Y Z ENU
about about about
g Z axis axis axisg g g g g g g g g b b b
g g
X Y Z X Y Z X Y Z X Y Zabout about X about Y
17-Sep-15 21Integrated Navigation Systems (Muhammad Ushaq)
Initial estimates
Of velocity&position
Body Mounted
accelerometers
Resolution of
Specific force
measurements
Body Mounted
gyroscopes
Attitude
computation
Gravity
Updating/Correction
Coriolis
correction
Navigation
computer
Position
Position
Velocity
& Attitude
Initial estimatesOf attitude
(Provided by Initial Align/Aiming)
b
ibfnf
b
ib
n
bC
n
ie n
en
SINS Computations
17-Sep-15 22Integrated Navigation Systems (Muhammad Ushaq)
( 2 )n n n n n n
ib en ieV f V g
n b b
ib n ib
n b b
ib n ib
f C f
C
g
y
M
V
R h
( )
g
x
N
V
R h Cos
g
zh V
SINS Computations (velocity, Position)
17-Sep-15 23Integrated Navigation Systems (Muhammad Ushaq)
( ) ( )
t t
t
t t t dt
( ) ( )
t t
t
t t t dt
( ) ( )
t t
z
t
h t t h t V dt
3 2
3 1
2 1
0
0
0
b
nC
bb bnn nb
dCC
dt
1 21
22
( )g
Ctan
C
1 13
33
( )g
Ctan
C 1
23( )
gSin C
( )
b
g
Cos Cos Sin Sin Sin Cos Sin Sin Sin Cos Sin Cos
Cos Sin Cos Cos Sin
Cos Cos Cos Sin Sin Sin Sin Cos Sin Cos Cos Cos
C
SINS Computations (Attitude)
17-Sep-15 24Integrated Navigation Systems (Muhammad Ushaq)
0
( ) 0 ( )
0
b b
nbz nby
b b b b
n nbz nbx n
b b
nby nbx
C t C t
INS Errors
Sources of Errors
Fixed Drifts/Biases of inertial sensors.
Misalignments of sensor’s sensing axes with orthogonal axes.
Acceleration dependent drifts.
Scale Factor errors
Non linearity errors
Random errors (variations) in above mentioned errors
Computation errors
Initial Errors in Position, velocity and attitude (initial misalignments)
Sensor errors cause unboundedly growing errors in estimation of:
Position
Velocity
Attitude
17-Sep-15 25Integrated Navigation Systems (Muhammad Ushaq)
Propagation of Errors
2
1
( ) ( )
gg gyg px x
x y z y x
M N M M
ie ie
VV VSin Tan Cos V h
R h R h R h R h
2
1
( ) ( )
gg gy g px x
y x z x ie y
M M N N
ie
VV VSin Tan V Sin h
R h R h R h R h
2
2( ) ( ) ( )
gg g gy gx x x
z x ie
N M N N N
px y zie
VV V VtanCos V Cos Sec tan h
R h R h R h R h R h
17-Sep-15 26Integrated Navigation Systems (Muhammad Ushaq)
Propagation of Attitude Errors
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 27
2
2
(2 )( ) ( )
(2 os ) 2 2( )
( ) (
g ggyg g g g g g gxz
x y z z y x y
N N N
g ggx yg g gx
z ie z ie y
N N
g gg gx yx z
N N
ie
ie
V tan VVV f f V Sin tan V
R h R h R h
V VVC V Sin V Cos V Sec
R h R h
V VV V
R h R
2
)
p
xtan hh
2
2
2 2
2 ( )( )
2 ( ) ( ) ( )
gg gyg g g g g g g gx z
y z x x z x y z
N M M
g g gg gx y zg px x
ie x y
N N M
ie
VV Tan VV f f Sin V V V
R h R h R h
V Tan V VV V SecCos V h
R h R h R h
2 2
2 os 2 2( )
( ) ( )
ggyg g g g g g g gx
z x y y x x y ie x
N M
g g gy px x
z
M N
ie
VVV f f C V V Sin V
R h R h
V V Vh
R h R h
Propagation of Velocity Errors
Propagation of Errors
2
1
( )
g
yg
y
M M
VV h
R h R h
2
1
( ) ( ) ( )
g g
g x x
x
N N N
V VV Tan Sec h
R h Cos R h R h Cos
g
zh V
0bx 0by 0bz
0bx 0by 0bz
Propagation of Errors
17-Sep-15 28Integrated Navigation Systems (Muhammad Ushaq)
Propagation of Position Errors
Propagation of Sensor Errors
17-Sep-15 29
0 1000 2000 3000 4000 5000 6000 7000 8000-15000
-10000
-5000
0
Attitude Error Arc Sec
z []
0 1000 2000 3000 4000 5000 6000 7000 8000-500
0
500
1000
1500
x []
0 1000 2000 3000 4000 5000 6000 7000 8000-1
0
1
2x 10
4
y []
Time [sec]
Attitude Errors in Standalone SINS
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 30
0 1000 2000 3000 4000 5000 6000 7000 8000-4000
-2000
0
2000
Velocity Error [m/s]
V
E
0 1000 2000 3000 4000 5000 6000 7000 8000-20
0
20
40
60
V
N
0 1000 2000 3000 4000 5000 6000 7000 80000
5
10x 10
4
V
U
Time [sec]
Velocity Errors in Standalone SINS
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 31
Position Errors in Standalone SINS
0 1000 2000 3000 4000 5000 6000 7000 8000-15000
-10000
-5000
0
5000
Position Error
(L
at)
(m
)
0 1000 2000 3000 4000 5000 6000 7000 8000-10
-5
0
5x 10
5
(L
on
)(m
)
0 1000 2000 3000 4000 5000 6000 7000 80000
2
4
6x 10
7
(h
) (m
)
Time [sec]
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 32
Calibration of Inertial Sensors
Remove/compensate the structural errors in the sensor outputs.
Structural errors are the differences between sensors expected output
and their measured output.
The measurements made by the sensor can be compensated in real-
time to digitally remove any errors.
Calibration provides a means of providing enhanced performance by
improving the overall accuracy of the underlying sensors.
Random errors cannot be estimated by calibration.
Statistical tools are employed to minimize the effect of random
errors on performance.
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 33
Non Inertial Navigation Systems
Radio navigation
• GNSS (GPS, GLONASS, Galileo, Beiduo)
• Psudolites (Ground-based)
• Doppler Radar (onboard)
• Other navigation systemsTACAN, Loran, Omega,VOR, DME, VOR/TACAN, and JTIDS
RelNav
Celestial navigation (Astronavigation)
Global Positioning System (GPS)
17-Sep-15 34Integrated Navigation Systems (Muhammad Ushaq)
35
Space segment
Consists of 24 satellites
Six orbital planes
Altitude: 20183~20187 km
Orbital period: 12 h
L-band frequencies:
L1 : 1575.42 MHZ
L2 : 1227.60 MHZ
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq)
36
Available Services for GPS Users
Standard Position Service(SPS)
Precise positioning Service(PPS)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq)
37
Navigation Message
GPS time
Ephemeris data (positions of satellites at a given time)
Atmospheric propagation correction data
System almanac data
Any other information needed by the GPS receivers
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq)
38
Control segment
17-Sep-15
Consist ofMonitor stations, a master
control station and uplink
antennas
Integrated Navigation Systems (Muhammad Ushaq)
FunctionMonitor and control the orbits of the satellites;
Maintain the GPS system time
Upload necessary information to the satellites.
User segment
Function
Selects the optimally positioned satellites and using the navigation
signals from them measures four independent pseudoranges and
pseudorange rates.
Coverts signals to three-dimensional position and velocity of the
receiver/carrier vehicle.
17-Sep-15 39Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 40
Errors in GPS Signal
Source Effect (m)
Signal
arrival C/A±3
Signal
arrival P(Y)±0.3
Ionospheric
effects±5
Ephemeris
errors±2.5
Satellite
clock errors±2
Multipath
distortion±1
Tropospheric
effects±0.5
C/A ±6.7
P(Y) ±6.0
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 41
GPS Augmentation
With other GNSS
For GPS receivers capable of utilizing signals
from other satellite systems such as GLONASS,
Galileo etc, these extra systems can increase
the number of satellite signals in view
Differential GPS (DGPS)
Ground-based reference stations to broadcast
the difference between the positions indicated
by the satellite systems and the known fixed
(pre-surveyed) positions.
The digital correction signal is typically
broadcasted locally over ground-based
transmitters of shorter range.
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 42
GPS Augmentation
Satellite Based Augmentation System (SBAS)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 43
Wide Area Augmentation System (WAAS) USA
European Geostationary Navigation Overlay Service (EGNOS) EU
Multi-functional Satellite Augmentation System (MSAS) Japan
Quasi-Zenith Satellite System (QZSS) Japan
GPS Aided Geo Augmented Navigation (GAGAN) India
System for Differential Correction and Monitoring (SDCM) Russia
Satellite Navigation Augmentation System (SNAS) China
Implementation & Coverage of SBAS
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 44
SNASBeiDou
Implementation & Coverage of SBAS
Kalman Filter
A linear quadratic state estimator.
Operates recursively on streams of noisy measurements
to produce a optimal estimate of the state.
Prediction: Prediction of the current state based on
previous state
Correction: After availability of measurement correction is
made using a weighted average, with more weight being
given to estimates with higher certainty
17-Sep-15 45Integrated Navigation Systems (Muhammad Ushaq)
Kalman Filter –The Work Horse for Integrated Navigation
A key function performed by the Kalman filter is the
statistical combination of external (non-inertial)
information and INS information to track or contain drifting
parameters of the sensors in the INS.
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 46
State Vector Time Update
Error Covariance Time
Update
Take Measurement
Computation of Kalman
Gain
Measurement Update of
State Vector
Measurement Update of
State Error Covariance
Matrix
1ˆ ˆ
k k kx x
1 1
T
k k k k kP P Q
1( )T T
k k k k k k kK P H H P H R
ˆ ˆ ˆ( )k k k k k kx x K z xH
T T
k k k k k k k k kP I K H P I K H K R K
ˆˆ
ˆˆ
GI
k
GI
RRZ
VV
Discrete Kalman Filtering equations
Compute Kalman Gain :1)( k
T
kkk
T
kkk RHPHHPK
Update estimate
with measurement
)ˆ(ˆˆ kkkkkk xHzKxx
Compute error covariance
for update estimate kkkk PHKIP )(
Project Ahead:
1
1
ˆ ˆk k k
T
k k k k k
x x
P P Q
Prior estimate:
kk Px ,ˆ
kz
Kalman filter in action
ˆkx
Measurement
Output17-Sep-15 47Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 48
Extensions/variants of Kalman filter
Extended Kalman Filter
Unscented Kalman Filter
Particle Filter
Unscented Particle Filter
Federated Kalman Filter
Adaptive Kalman Filter
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 49
Integrated Navigation Systems
Integrated Navigation Systems
To control the unboundedly growing trend in INS errors, navigation
solution from external navigation aids are fused with navigation solution
from INS using information fusion methodologies.
17-Sep-15 50
Time
Integrated Navigation Systems (Muhammad Ushaq)
Scope of Integrated Navigation
With the swift advancement in the inertial sensor
technologies and computing power, the strapdown
inertial navigation system (SINS) has replaced the
conventional gimbaled systems.
Error sources in the inertial instruments plus
unpredictable variations in the gravitational field
forces combine to cause a gradual error build up
navigation solutions.
The extended duration of the vehicle’s flight and
absence of updates from the ground sources lead
to a greater probability of errors in the navigation
solution.
Therefore, an external aiding is deemed vital
to augment the navigation system for
precision navigation.
17-Sep-15 51Integrated Navigation Systems (Muhammad Ushaq)
Errors are bounded
Low data rate
No attitude information
Susceptible to jamming
(intentional and unintentional)
High data rate
Unbounded errors
Self-contained (un-susceptible to jamming)
GPS Vs INS
Radio
Navigation
GPS,
GLONASS
Galileo
etc
Both translational and rotational
information
INS
17-Sep-15 52Integrated Navigation Systems (Muhammad Ushaq)
Loosely Coupled Integrated Navigation
IMU
GPS
MeasurementsGPS Kalman
Filter
Navigation
Kalman
Filter
Accelerometer Bias &
gyro drift correction
(Optional)
Position, velocity and
attitude correction
+
-
Navigation
Algorithm
INS derived position
velocity & attitude
GPS derived
position & velocity17-Sep-15 53Integrated Navigation Systems (Muhammad Ushaq)
Tightly Coupled Integrated Navigation
IMU
GPS
Measurements
Navigation
Kalman
Filter
Accel. Bias & gyro
drift correction
Position, velocity and
attitude correction
+
-
Navigation
Computations
INS derived pseudo
range & delta range
GPS derived pseudo range &
delta range
17-Sep-15 54Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 55
Mathematical Model for SINS/GPS Integ
Tg g g
x y z x y z bx by bz bx by bzx V V V h
T
rx ry rz rx ry rzW
2 2 2 2 2 2
gx gy gz ax ay azQ diag
( ) ( ) ( ) ( ) ( )x t F t x t G t w t 6 9 6 6 15 15
0 0
N S
X
F FF
3 3
3 3
9 3 9 3
0
0
0 0
n
b
n
b
C
G C
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
E N U E N U bx by bz bx by bzV V V hP
T
Vx Vy Vz hv v v v v v v
2 2 2 2 2 2
Gx Gy Gz G G GV V V hR diag
ˆ ˆ
ˆ ˆ
ˆ ˆ
ˆ ˆ
ˆ ˆ
ˆ ˆ
i G
i i G G
i G
g g
ix Gx
g g
iy Gy
g g
iz Gz
Rm h Rm h
R h Cos R h Cos
h hz
V V
V V
V V
0 0 0 1 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 1 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 1 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 Rm h 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 Rn h cos lat 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 1 0 0 0 0 0 0
H
2 2 3 3 1 1
.....2! 3! 1!
n n
k
F F FI F
n
2 2 3 3 1 1
.....2! 3! 4! !
n n
k
F F F FI G
n
3 3
3 3
3 3 3 3
0
0
0 0
n
b
n
S b
C
F C
NF
Integrated Navigation Systems (Muhammad Ushaq)
Centralized Data Fusion
Measurement
Computation
for Integrated
Navigation
Integrated
Navigation
Data Fusion
Navigation
Computation
Processing Electronics
CCD
Ephemeris Data
Celestial Nav System
Correction
GPS
Receiver
InertialSensors Electronics
IMUCorrected Position, Velocity & Attitude
Attitu
de
Co
mp
uta
tion
Attitude
Velocity
Position
Velocity
Position
Attitude
Doppler RadarVelocity
Doppler radar
17-Sep-15 56Integrated Navigation Systems (Muhammad Ushaq)
Limitations of Centralized Kalman Filter
Information from all navigation sources is fused in a single filter.
High Computational Load
Lacking fault tolerance
Characteristics of Federated Kalman Filter
Distribute the system information among parallel filters.
Increase system throughput by using parallel processing
Improved System reliability.
Multi level fault detection, isolation and recovery capability.
Federated Kalman Filtering
17-Sep-15 57Integrated Navigation Systems (Muhammad Ushaq)
Federated Kalman Filter
Measurements
1.A priori state and error covariance of LFs 1. State estimate after measurements
2. Updating of error covariance
Initial state estimate &
covariance
Time Update (Prediction)
1 1 1Ti i iP k k k P k k Q k
ˆ ˆ1 1 , 1,2i i ix k k k x k i
1 1 1ˆ ˆ1 , 1 Ti i i i i i iP k x k P k k x k k H R k z k
ˆ ˆ1 1m i mx k k k x k
1 1 1Tm m mP k k k P k k Q k
3. Fusion of state and error covariance2. A priori state and error covariance of MF
1 1 1 11 2f mP k P k P k P k
Measurement Update
Information Sharing1( 1)i iQ k Q
1( 1) ( 1)i i fP k P k
ˆ ˆ( 1) ( 1)
1,2,i fx k x k
i m
ˆ ˆ ˆ( ) ( ) ( ) 1,2i i i i ix k x k K z k z k i
1 1
, , , , , ,
1
ˆ ˆ ˆN
f k f k m k m k j k j k
j
x P P x P x
17-Sep-15 58Integrated Navigation Systems (Muhammad Ushaq)
Federated Kalman Filtering
17-Sep-15 59
Master
FilterSINS
GPS
CNS
KF-1For
SINS/GPS
KF-2For
SINS/CNS
Doppler
Radar
KF-3For
SINS/Doppler
Observation For KF-3
Time
Update
Measurement
Update
1
1ˆ , f fx P
1
2ˆ , f fx P
1
3ˆ , f fx P
1 1ˆ , x P
2 2ˆ , x P
3 3ˆ , x P
ˆ , f fx P
Co
rrection
to S
INS
Corrected Solution for Position, Velocity and Attitude
+
-
+
-
+
-
Observation For KF-2
Observation For KF-1
Integrated Navigation Systems (Muhammad Ushaq)
Simulation Results
39.5
39.6
39.7
39.8
39.9
40
40.1
40.2
115.4
115.6
115.8
116
116.2
116.4
116.6
116.8
-1
0
1
2
3
4
5
6
x 104
Latitude ()
Trajectory
Longitude ()
Alt
itu
de (
m)
Ideal Trajectory
Estimated Trajectory
Simulated trajectory for SINS/GPS Integration
17-Sep-15 60Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 61
0 500 1000 1500 2000 2500 3000 3500-4000
-2000
0
2000
4000
Attitude Error Arc Sec
z [
]
0 500 1000 1500 2000 2500 3000 3500-400
-200
0
200
400
600
800
x [
]
0 500 1000 1500 2000 2500 3000 3500-1000
-500
0
500
1000
1500
2000
y []
Time [sec]
Attitude errors - SINS/GPS integration
Simulation Results (cont..)
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 62
0 500 1000 1500 2000 2500 3000 3500-0.1
-0.05
0
0.05
0.1
0.15
Velocity Error [m/s]
V
E
0 500 1000 1500 2000 2500 3000 3500-0.1
-0.05
0
0.05
0.1
0.15
V
N
0 500 1000 1500 2000 2500 3000 3500-0.1
-0.05
0
0.05
0.1
V
U
Time [sec]
Velocity errors - SINS/GPS integration
Simulation Results (cont..)
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 63
0 500 1000 1500 2000 2500 3000 3500-500
0
500
1000
Position Error (m)
(La
t)
0 500 1000 1500 2000 2500 3000 3500-1500
-1000
-500
0
500
1000
(Lo
n)
0 500 1000 1500 2000 2500 3000 3500-10
-5
0
5
10
(h)
Time [sec]
Position errors - SINS/GPS integration
Simulation Results (cont..)
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 64
Fault Tolerant Integrated Nav Systems
Real systems have system/measurement noise may have
unknown biases, and varying covariance due to several non-
benign situations.
This results in degradation/divergence Kalman filter.
Remedy (one kind of): Adaptively tune the system noise
covariance and measurement noise covariance according to
real system and measurement noise
| 1
T
ad vk k kR C HP H
* * T
ad k vk kQ K C K | 1 | 1
1
1ˆ ˆ
kT
vk k k k k k k k k
i k M
C z H x z H xM
Fault Tolerant Integ Nav Systems
Master
FilterSINS
GPS
CNS-1
Fault Detection&
Adaption
KF-1For
SINS/GPS
CNS-2 +
Altimeter
KF-2For
SINS/CNS-1
KF-3For
SINS/CNS-2+Alt
Doppler
Radar
KF-4For
SINS/Doppler
Observation For KF-4
Time
Update
Measurement
Update
1
1ˆ , f fx P
1
2ˆ , f fx P
1
3ˆ , f fx P
1
4ˆ , f fx P
1 1ˆ , x P
2 2ˆ , x P
3 3ˆ , x P
4 4ˆ , x P
ˆ , f fx P
Co
rrection
to S
INS
Corrected Solution for Position, Velocity and Attitude
+
-
+
-
+
-
+
-
Fault Detection&
Adaption
Fault Detection&
Adaption
Fault Detection&
Adaption
Observation For KF-3
Observation For KF-2
Observation For KF-1
17-Sep-15 65Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 66
0 500 1000 1500 2000 2500 3000 3500 4000 4500-4000
-2000
0
2000
4000
Attitude Error (Arc Sec)
z [
]
Standard KF
Adaptive KF
KF under normal conditions
0 500 1000 1500 2000 2500 3000 3500 4000 4500-800
-600
-400
-200
0
200
400
x []
Standard KF
Adaptive KF
KF under normal conditions
0 500 1000 1500 2000 2500 3000 3500 4000 4500-400
-200
0
200
400
600
y []
Time [sec]
Standard KF
Adaptive KF
KF under normal conditions
SINS/GPS Integration using AKF
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 67
0 500 1000 1500 2000 2500 3000 3500 4000 4500-0.1
0
0.1
0.2
0.3
0.4
Velocity Error (m/s)V
E [
m/s
]
Standard KF
Adaptive KF
KF under normal conditions
0 500 1000 1500 2000 2500 3000 3500 4000 4500-0.1
0
0.1
0.2
0.3
0.4
V
N [
m/s
]
Standard KF
Adaptive KF
KF under normal conditions
0 500 1000 1500 2000 2500 3000 3500 4000 4500-0.1
0
0.1
0.2
0.3
0.4
V
U [
m/s
]
Time [sec]
Standard KF
Adaptive KF
KF under normal conditions
SINS/GPS Integration using AKF
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-1568
0 500 1000 1500 2000 2500 3000 3500 4000 4500-2000
-1000
0
1000
2000
Position Error (m)
(L
at)
[m
]
Standard KF
Adaptive KF
KF under normal conditions
0 500 1000 1500 2000 2500 3000 3500 4000 4500-1000
-500
0
500
1000
1500
(L
on
g)
[m]
Standard KF
Adaptive KF
KF under normal conditions
0 500 1000 1500 2000 2500 3000 3500 4000 4500-40
-30
-20
-10
0
10
20
(H
) [m
]
Time [sec]
Standard KF
Adaptive KF
KF under normal conditions
SINS/GPS Integration using AKF
Integrated Navigation Systems (Muhammad Ushaq)
17-Sep-15 Integrated Navigation Systems (Muhammad Ushaq) 69