Prof.

Letizia Lo Presti
Dipartimento di Elettronica
Politecnico di Torino

4/29/2012 INS/GNSS Integration 2
4/29/2012 INS/GNSS Integration 3
] [n X
) ( ) ; ( x f n x f
X X
=
{ }
{ }
2 2
] [ E
] [ E
o

=
=
n X
n X
{ } ] [ ] [ E ] [ l n X n X l r
X
+ =
4/29/2012 INS/GNSS Integration 4
In the continuous time: Gaussian X(t) with
t o
t

= e
2
) (
0
N
r
X
o
o
+
=
s
s H
2
) (
) (t W
) (t X
WGN
Wold representation in the continuous time
2
) (
0
N
f S
W
=
f
4/29/2012 INS/GNSS Integration 5
o
o
+
=
s
s H
2
) (
) (t W ) (t X
s n
nT t =
WGN
) (t W
) ( f H
2
s
f
2
s
f

1
] [n W
)
2
, 0 (
0
2
s
X
f N
= o
) , 0 (
2
X
o
) (
] [
s
nT W
n W =
) (z H ] [n X
z s
4/29/2012 INS/GNSS Integration 6
) 1 (
1
1
z
T
s
s
1) Formula dei rettangoli (with x(t) causal)
s
1
) (t x 0 0 d x t y
t
) ( ) (
0
}
=
1
1

z
T
s
] [n x
] 1 [ ] [ ] [ + = n y n x T n y
s
n
] 1 [ n y
] [n x T
s
4/29/2012
INS/GNSS Integration 7
o
o
+
=
s
s H
2
) (
) (t W ) (t X
WGN
) 1 (
1
1
z
T
s
s
1
1
1

1
) (
2
) (

=
+
=
+
=
dz
a
z T
T
z H
s
s H
s
s
o o
o
s
s
s
T
d
T
T
a
o
o
+
=
+
=
1
1
1
4/29/2012
INS/GNSS Integration 8
o
o
+
=
s
s H
2
) (
) (t W ) (t X
WGN
] [n W
) , 0 (
2
X
o
] [n X
1
1
) (

=
dz
a
z H
2
2
1
] [
d
d
l r
l
X X

= o
t o
t

= e
2
) (
0
N
r
X
4/29/2012 9 INS/GNSS Integration
Bilinear transformation
1
1
1
1 2

z
z
T
s
s