MARINE CONTROL

LOG approach for the high-precision track control of

ships
T. Holzhuter

Indexing terms: Track control, LQG-control, Kalman filter

Abstract: Design ideas and experiences gained

during the development of an adaptive high
precision track controller for ships are
summarised. The controller is installed on a
number of different ships, using a variety of
position measurement systems. The design follows
the spirit of the LQG paradigm combined with a
model following feedforward strategy. The ship is
kept to a manoeuvring trajectory through a
combination of feedforward and LQG feedback
control. The variances and weighting coefficients
for the LQG controller are chosen systematically.
The large number of design parameters is reduced
by appropriate model scaling. In addition, a
decomposition structure of the Kalman filter is
exploited to reveal the important tuning
parameters.

Introduction

The development of a commercial track controller has

been refined over several years. A track controller for
special applications such as mine hunting and dredging
has been developed, using specialised position measurement systems [l]. This is based on an adaptive course
controller [2]. A standard track controller for commercial ships is now installed on a number of different
ships. Operating experiences with this controller have
been very satisfying, and are presented in detail in [3].
The classical track control approach, which viewed
the track control loop as an additional feedback loop
around the course-keeping loop of the standard autopilot, was felt to be inadequate when dealing with high
precision track control. The state space approach provides a more direct and lucid solution.
With the use of GPS as a standard position reference
system, a problem appeared, which seems to be typical
for the shipbuilding sector. Traditionally, GPS receivers and autopilots are manufactured by different firms
and thus only a narrow interface between the two
devices exists. Filtering of GPS data is crucial, however, when high accuracy is to be maintained during
track changing manoeuvres. Simple low pass filtering
of the individual position components is disastrous.
0IEE, 1997
IEE Proceedings online no. 19971032
Paper first received 3rd April and in revised form 3rd October 1996
The author is with Hamburg Polytechnic, Sandkamp 13a, D-24259
Westensee, Germany
IEE Proc-Control Theory Appl., Vol. 144, No. 2, March 1997

The filtering process is thus intermingled with the autopilot, as the filtering should be based on an adequate
model of ship motion. This is not really surprising from
a theoretical point of view, although it is not reflected
by the industrial division of labour. The two communities should work more closely, and one aim of the
present work is to aid this communication process.
The proposed general controller design combines the
spirit of the LQG paradigm [4] with a model following
feedforward strategy. For track changes, a model based
manoeuvring trajectory is constructed, on which the
ship is retained by the track-keeping controller. This
feature allows smooth track changing manoeuvres and
can also be used to impose reliable predicted manoeuvring tracks on the radar screen.
The LQG feedback part of the track controller
involves a considerable number of tuning parameters.
This number may be reduced by the systematic use of
scaling and a simplification of the Kalman filter, which
also allows a more intuitive understanding of the
design choices involved.

Y
Fig. 1 Coordinatesystem for the description of ship motion

The angle 7p is the difference between actual heading and track course, U is the
forward velocity measured by the log, v is the cross velocity to starboard, x is
the position along the track, y is the cross-track-error

Ship model

For a commercial track controller the amount of installation work has to be quite low, so the model must
have a small number of parameters, identifiable from
on-board measurements. The linearisation of the
hydrodynamic equations of motion of a ship leads to a
second-order model in the state variables: rate of turn r
and sway velocity v. See Fig. 1 and [5]. This model is
often ill-conditioned with respect to identification when
using on-board measurements [6]. The well-known
121

simplified model after Nomoto [7] seems preferable.

1

For the sway velocity, v = ar is assumed. The parameters K, T of the simple linear model in eqn. 1 can be
roughly derived from general ship data.
L
U
T=ToK=Ko(2)

The remaining states can be deduced from kinematic

relations according to Fig. 1.

2 =ucos$++sin$+d,

0 0

0 0 0 0

0 -1 $ 0

0 0 0 0

0 0

0 0 0 0

0 0

0 0 0 0

0 1 -2Dh-wh

0 0 0 0

0 0

0100

d?J

0 0

0 0 0 0

d,

0 0

0 0 0 1

dz

0 0

0 0 0 0

d,

c
-

-U?

0 0 0 0 0 0 0

o u
0 0 0 0 0 0 1

(5)
The model includes a coloured noise to model periodic disturbances of the heading signal, due to coupled
roll and pitch motion in rough sea. The dominating
frequency of this disturbance model with states (<, E)
depends on the seaway conditions and the relative
direction of the waves; it should therefore be estimated
on-line. This modelling has proved to be very successful [2, 8, 91. For the design of the controller and the
Kalman filter it is wise to reduce the number of parameters of the model as much as possible by scaling. The
ILL

$*=.so

?1, = r *
+* = -r* + 6*

(3)

jl = usin$ + v cos$ d,
(4)
The forward velocity U of the ship is measured by the
speed log, and can thus be viewed as a known parameter. The linearisation of this model is straightforward
and the fully linearised model is given in eqn. 5.

f +\

units of measurement for time, length and rudder angle

may be chosen at will. This allows three parameters to
be forced to unity, namely K = T = U = 1, by the following transformation.
6* = b ( K T )
t* = t / T
r * = rT
y* = y / ( U T )
X* = z / ( U T )
(6)
Making use of dldt* = T dldt the scaled main model
equations are

y* = $

+ a*r*

(7)

The only parameter of this scaled model is a* = a/(U

r). Using the scaled model introduces a built-in adaptivity into the controller, and the speed dependence of
the model is automatically handled by aiming at the
same performance in scaled variables.
3

Kalman filter structure

Kalman filter design can be used to choose adequate

observer dynamics in the presence of stochastic disturbances. However, the actual size of the variances for
the model in eqn. 5 is difficult to obtain and varies with
weather conditions. The variances are therefore used
only as model-specific tuning knobs, which is more in
the spirit of observer design than the original Kalman
filter approach. The actual choice of each variance is
made by selecting a desirable time or frequency domain
response for the respective channels of the control
loop.
The full observer gain matrix for the estimation of 9
states from 3 measurements would have 27 gains to be
chosen. By using the Kalman filter approach, the
number of tuning knobs automatically reduces to 10,
the variances Qk = E(wk2)k = 1, ..., 7 and Rk = E(vk2)k
- 1, ..., 3. A suboptimal filter is proposed which further reduces the number of open parameters and has
some performance advantage over the standard solution. This approach finally leaves only 5 variances
which serve as tuning knobs with a direct interpretation.
The first possible simplification does not affect the
optimality of the Kalman filter. It is obvious that for
the linearised model in eqn. 5 , the forward channel
with states (x,dx)Tand measurement x, is fully decoupled from the rest of the system. The Kalman gain
matrix must have the form

L=

The filter gains L, of the forward submodel are calculated from a two-dimensional submodel, which is discussed in Section 4. The rest of the model can be
decomposed into a heading submodel with states [q r b
5; ElT and a cross track submodel with states 4.
IEE Proc.-Control Theory A p p l , Vol. 144, No. 2,March 1997

From the typical accuracies of position and heading

measurements, it is clear that the position measurement
does not contribute to an increase in the estimation
accuracy of the heading and turnrate. Estimation of the
states xk, k = 1, ..., 5 of the heading submodel should
therefore be independent of the position measurement
y,. This introduces further structural zeros into the
Kalman gain matrix, namely L , = 0. The result can
easily be checked numerically by letting R2 become
large compared to R1,while the ratios Q41R2and QslR2
remain constant. Taking L, = 0 leads to a suboptimal
filter, which in principle has a higher covariance P
given by the Lyapunov equation
P = A(I - LC)P(I - LC)TAT+ ALRLTAT + BQBT
(9)

where A , B, C are the state space matrices of the discretised system. The increase of P over the optimal Po
provides a measure for the performance deterioration
due to the suboptimality. The actual increase in estimation variances of less than 1% is negligible, as may be
seen from the Appendix by comparison of cases 1
and 2.
The decomposition of the heading and the track submodels can be driven even further. Setting Lyw = 0
removes the direct influence of the heading innovation
on the position estimate. The gyro information still
finds its way to the position estimate in the next time
update, and so the deterioration of performance should
be small. The Appendix shows that the increase in estimation variances due to this simplification is less than
10%. The increase is even less if the sampling time for
the gyro signal is shorter than that for the measurement.
The above simplification treats the heading and turnrate estimates as a deterministic input to the track
model. The cross track channel, with the exception of
the deterministic input Q and i = $/a,corresponds to
the submodel of the forward channel, which is discussed in Section 4. With these simplifications, the
three submodels are totally decoupled and each measurement only affects the states of its respective submodel. The disturbances for the two position
measurements are assumed to be equal. For symmetry
reasons, the filter response and the gains for the two
track channels should also be equal. The suboptimal
Kalman gain matrix is

L=

The full submodel decomposition also proves advantageous under limitations on software or cpu-time, as the
Kalman gains for the two track channels may be calculated analytically, as in Section 4.
The proposed approach reduces the number of
parameters to a set of five tuning knobs, which roughly
correspond to the following controller characteristics.
Typical values are also given, and justified later:
IEE Proc-Control Theory Appl., Vol. 144, No. 2, March 1997

lo4 Low pass for course filtering

Q2*lRW lo3 Estimation time for the rudder bias
Q3/R, = 1
Intensity of wave filtering
QplRp
Low pass for position filtering
QdlRp
Estimation time for the drift
Note that due to scaling, Q: = Q I F and Q; =
Q2P. For the track-related variances, no scaling is
used because the dynamic changes with environmental
conditions and position fixing instrumentation, rather
than with the ship parameters. The choice of variances
for the two track submodels is discussed in Section 4.
The other variances determine the Kalman filter for the
heading submodel. As a consequence of submodel
decomposition, only the ratios QklR1k = 1, ..., 3 are
relevant. Selected frequency responses of the Kalman
filter for the heading submodel are shown in Fig. 2a.
This Kalman filter has two inputs, the measured heading +, and the rudder 6. The transfer function @/+, is
simply a low pass and the transfer function ?I+, is a
differentiator with low pass filtering.
Q1*lR, =

--

'C 10
ISI

~o~
E! 1ci2
1d2

lo2

loo
a

1/=

1CT2

lo2

loo

f requencywT, rad

timetlT

frequency w, radls

Fig. 2 Kulmun filter for heading submodel

(a) Transfer functions @ "&,',and I^*/I/I~

(b) Variation of transfer function $ 'IQ, with
E { lo6, IO4, IO'}
(c) Speed of bias estimation for Q, E {lo4, 10 , IO2}
(d) Intensity of wave filtering Q, E (0, 0.2, I}, T = 20 and K = 0.2

pi'

The variance ratio Ql/Rv controls the low pass filtering of the heading signal. Fig. 2b shows the filtering for
different values of this parameter. Practical considerations indicate that the time constant should roughly be
a factor of ten smaller than T, leading to a typical
choice of Ql*lRv*= lo4.
The variance Q2 characterises the sensitivity to
changes of the rudder bias b; in traditional PID-control, this is chosen via the integral part. The frequency
response for this state is rather involved, as this estimate depends on both inputs tp, and 6. A choice of Q2
is made simply by looking at the time response of the
estimated rudder bias to a step in the true rudder bias.
A time constant of 3 - 5 T seems reasonable for this
estimation process so from Fig. 2c, a typical choice is
= 103.
If Q3 > 0, additional band pass filtering is introduced. The necessary intensity of wave filtering changes
strongly with weather conditions. It is therefore advisable to estimate this variance online [SI. Fig. 2d shows
the wave filtering effect for different values of Q3. The

e2*

123

transfer function is given for an unscaled situation to

give a realistic impression of the involved frequency
range.
The full decomposition of the heading and track
model using the Kalman gains in eqn. 10 only has an
obvious advantage if the online solution of the Riccati
equation poses a problem with respect to processor
time or software limitations. However, the decoupling
with L, (case 2 in the Appendix) is strongly advisable,
as there is a serious performance deterioration problem
when the full Kalman gain matrix is used. In the latter
case, the measurement of the cross position component
regularly leads to a correction of the heading, rate of
turn and rudder bias. This influence is negligible if the
relative sizes of the noise variances R,and R2 are properly chosen and well behaved white noise disturbances
occur. If the position signal is corrupted with jumps,
then the corresponding large innovations lead to unacceptable steps in the heading model states. This severe
performance problem is effectively solved by the gain
matrix structure with L, = 0.

drift is estimated from eqn. 14 by differentiation and

low pass filtering. See Fig. 3a. The response of the
position estimate may be understood more clearly by
considering the transfer function

The response for a ramp increase is shown in Fig. 36.

The maximum estimation error decreases with Zdy.
Increasing Qp while leaving Tdomfrom eqn. 15 constant,
leads to a decrease in ldy = d[QdIRp].Thus the maximum estimation error is decreased. See Table 1 for a
systematic variation. Considering typical rates of
change for the drift, a sensible choice is Tdo, = 100s.

" F

0.8

Position filter

The estimation process of the three submodels for

heading, forward and cross position can be decomposed without significant error. The stochastic models
for the two track channels thus become identical. The
model for the forward channel (y, d,) is

Ym=(1

0 ) y:()

(11)

The deterministic input, which is different for the two

channels, is omitted because it is not relevant to the
calculation of the gains. The Riccati equation for the
continuous system in eqn. 11 can be solved analytically,
and with Qp = Q4 = Q6 and Qd = Q5 = Q7, leads to
Kalman gains

timet,s
C

Fig. 3 Response of position Kalman jlter to a step in the drift d, for dif
ferent values of Q
(a) Estimated driftPJy,
(b) Error 2 of the estimated cross position
(c) Response of position estimate y^ to a step in the measured position

Idy

= Ids =

l/Qd/Rp

(13)

It should be noted that the gains depend only on the

ratios QplRpand QdlR,. The transfer function for the
estimation of the drift IS

d",
ym

1 + ( l y / l d y ) ~+ ( 1 / l d y ) S 2

(14)

For d[Qd/Rp]> 2Q IRp the damping is Dp > 1. In this

case, the sum of t t e two time constants serves as an
equivalent time constant

A simple choice is Qp = 0, which assumes that all

deviations from the true position must be attributed to
the drift. However, this is not realistic because in the
cross track motion, for example, the errors in the
parameter a would then be interpreted as a drift. Some
choice Qp > 0 has to be made.
If the ship is exposed to a step in the drift velocity,
the measured position ym shows a ramp increase. The
I24

Table 1: Combinations of
Fig. 3

Qp

and Q, for the eases in

Case

Q
,

Qd

Damping

4 . 10-8

D, = id2

8 . IO"

1.6. 10-7

Dp= 1

1 ' 10-2

1.2. IO"

D, > 1

1 ' IO-'

1.1 . 10-5

D,> 1

Note that the variance 0, is adjusted to give roughly equal

time responses of the drift estimation (see Fig. 3a)

If Q, is increased, the estimation of the position

becomes faster than the estimation of the drift. See Fig.
3b. This is desirable because the control loop also has a
drift compensation capability, which relies on the recognition of position errors. Fig. 3c shows the estimation error, which in turn results in a reduced track
error. However, the increase of Qp also increases the
sensitivity to the measurement noise of the position, so
that a medium value must be chosen, as in case 3.
The Kalman gains are calculated for the linearised
model. It is not advisable to use the linearised equations in the track extrapolation step (time update) of
IEE Proc -Control Theory Appl, Vol 144, No 2,March 1997

the online Kalman filter. For low speed and high current, a considerable angle may be present between the
track course and the heading of the ship, leading to
noticeable estimation errors. A nonlinear extrapolation
step is therefore strongly recommended:
X:+l

+ BS,

= f (kt)

of track deviations, the obvious choice is kq* = AT*= 0.

However, the damping is improved by an additional
weighting of the heading; from Fig. 4 a sensible choice
is kv* = loay*.
I

(17)

Xt+l =
L ( q - CX,)
(18)
Here, 2* denotes the extrapolated state estimate,
while 2 is the state estimate after the measurement
update. The geometric nonlinearity of the system is
preserved in eqn. 17 of the Kalman filter by using a
discretised version of eqns. 3 and 4 in the nonlinear
function f ( x ) , instead of the linearised equations
according to eqn. 5. This is just a simple case of the
extended Kalman filter technique.

LQG controller

The state space approach allows a straightforward

switching of control modes without distortions. The
Kalman filter can estimate the full state irrespective of
whether all the states are used for control. It should be
noted that the controllable part of the linearised model
is only of order 3

(+(d i)

( j ) + ( i ) S

(19)

time t , s

loop uses state feedback.

I)

track &ror, (ii) heading

In addition to the feedback gains, a disturbance compensation using the estimated rudder bias and cross
drift must be applied. The compensating rudder for a
bias b is 6 = b/K. The stationary value of the rudder to
compensate a drift dy is zero. However, there has to be
an offset AQ in the set value of the heading

4
A+ = - arcsin -

(24)

For small relative drift values this can be linearised,

leading to a gain k d U in the drift, x7 = dy. The full
state feedback gain K is then
O

0 k,

O 0)

(25)

To illustrate the control performance, Fig. 5 demonstrates the transient behaviour for a step in the drift.
The maximum track deviation under this severe disturbance is less than 55m.

J = E (X,y2
X,T'
S2)
(20)
The simplest choice would be A, = Ar = 0 for track
control, and Ay = kr = 0 for course control. This would
leave only one tuning parameter, which controls the
bandwidth of the system. A slight modification is proposed later.
If the weighting coefficients k are taken as fixed,
there is an undesirable variation of the closed loop
dynamics with the type of ship and its speed. This was
reported to produce difficulties in other applications of
LQG control to ship steering [lo]. As discussed in Section 2, the dependence on the individual ship may be
considerably reduced by scaling the model. The scaled
version of this model is given in eqn. 7. Rewriting the
performance criterion of eqn. 20 in scaled variables and
dividing the criterion by (Kg2,leads to the scaled
weightings

A;

300

Fig. 4 Response to unit step in the reference signalfor dijj%erentweightings

_ _ _ A; = 0. ______ A y = 10h * In both cases A , = 1. The track control

K = (kq, k ,
The LQG controller minimises the stochastic performance criterion, J = E(xTWx + 8) with x = (r, qj,
y)*. The weighting of the rudder is chosen as unity,
without loss of generality since the optimisation only
depends on relative weightings. With diagonal weighting matrices in the absence of specific information, the
criterion reduces to

200

100

= X+((KT)2

(22)

A; = X,K
(23)
Note that the scaling factors for Ay and kq are only
mildly speed-dependent, since according to eqn. 2, UT
TJ ToL and KT
KoTo.After scaling, the natural choice
is Ay* = 1 for track control and AV* = 1 for course control. A mild variation in the interval ky* E [0.1, lo],
depending on the seastate, seems advisable. From the
intention of track keeping, i.e. minimising the variance

IEE Proc -Control Theory Appl, Vol 144, No 2, March 1997

-4

-8

(iv)

100

200

300

LOO

500

ti me t, s
Fig. 5 Controlperformancefor a unit step in the drift
(i) Drift estimate (0.1 ' i s ) , (ii) true position (IOm), (iii) position estimate (IOm),
(iv) heading (0.1"), (v) rudder (O.Io). Ship parameters: K = 0.2P1, T = 20s, U
10m/s, Q = -50mirad

The sensitivity and complementary sensitivity functions for the track control loop are shown in Fig. 6 for
different weighting coefficients Ay, which determine the
bandwidth of the controller. Although the plant has
two outputs, these transfer functions are scalar as there
is only one plant input. The norm 171wincreases with
bandwidth, as expected, indicating that the robustness
with respect to errors in the model parameters, e.g. the
rudder gain K, decreases. The norm of the minimal
destabilising multiplicative perturbation lAlm = 1/1qW
decreases from lAlm = 0.72 for Ay = 0.1, to /AIm = 0.62
for Ay = 1 0 .
125

Fi

6 Sensitivity functions S s) and complementary sensitivity functions

T(?j of the LQG truck conrroLerfor d@rent values of the weighting E
{O.I, I , IO}

LQG controllers do not provide guaranteed stability

margins, although the actual margins of the proposed
LQG controller are reasonable. The phase margin for
Ay = 1 is 6 = 56, and the gain margin is E = 10. The
stability margins decrease with the degree of wave filtering as this is a strongly model-dependent operation.
With Q3 = 1, the phase margin goes down to 6 = 40
and the gain margin to E = 2.9. Some investigations
into the robustness properties with respect to errors in
the ship parameters have been presented in [ 111.
100
80

2 60

.7J

$ 40

2ov
0

201
E 10
L-

k o
Y

z -10
-201

Fig. 7 Heading, track error and rudder angle during a typical voyage
a Heading, b Track error, c Rudder angle

Operational experience

A track controller designed according to the ideas

described in the previous Sections has been developed
and improved in recent years. The first application was
126

Conclusions

A systematic way to choose the considerable number of

design parameters for an LQG track controller has
been discussed here. Commercial track controllers
designed along these lines have been successfully
installed on a number of ships. Detailed performance
results have been presented in a recent paper [3]. Typically, the track errors achieved are well below 10m.
The approach presented uses a disturbance model
suitable for Kalman filter design. However, due to the
simplified model assumptions, the actual disturbance
variances are difficult to obtain. As an alternative, the
variances are used here as advanced tuning knobs
which reflect the specific disturbance structure of the
plant. The actual variances can thus be selected from a
general knowledge of the desirable observer response.
The described position filtering technique was originally designed for special navigation systems such as
Syledis or Doppler Sonar, and was later successfully
used with GPS receivers. As discussed in Section 1, the
position filtering and control process requires further
integration and this problem is addressed by the
present study.
If track errors are to be further decreased, a future
research problem is the robust estimation of sway
velocity during manoeuvres. In particular, an improved
capability to distinguish a stationary drift motion from
the transient, manoeuvre-induced sway motion would
be desirable.
8

References

1000 2000 3000 4000 5000

time, s

in the high-precision track control of mine hunters [l].

The intention was to apply the controller to commercial ships as soon as a demand for track control arose
in this field. The controller was subsequently adapted
for use as a piece of standard equipment on commercial ships. The controller is currently installed on a
number of different vessels, such as large ferries, different types of cargo ships and special vessels with VoithSchneider propulsion. Several different position measurement systems have been used, including differential
GPS, which was used for the present results.
A general impression of the track-keeping quality of
the system may be gained from Fig. 7. These data were
recorded on a voyage of the Norwegian ferry ship
Kong Harald. The track error during track-keeping
phases is below 5m, and the typical standard deviation
is 3m. During track changes, the track error is measured against the internally precomputed manoeuvring
trajectory. The error during these phases is typically
below 1Om. According to the navigation officers, 90%
of the voyages on the Kong Harald are performed in
track-keeping mode. The remaining 10% use course
control and hand steering mode. A detailed presentation of performance results can be found in [3].

1 HOLZHUTER, T.: A high precision track controller for ships.

Proceedings of 1lth IFAC World Congress, Tallin, Estonia, 1990,
Vol. 8, pp. 118-123
2 HOLZHUTER, T., and STRAUCH, H.: An adaptive autopilot
for ships: design and operational experience. Proceedings of 10th
IFAC World Congress, Munich, Germany, 1987, pp. 226-231
3 HOLZHUTER, T., and SCHULTZE, R.: Operating experience
with a high precision track controller for commercial ships, Control Eng. Practice, 1996, 4,(3), pp. 343-350
4 GRIMBLE, M.J., and KATEBI, M.R.: LQG design of ship
steering control systems in THOMA, (Ed.): Signal processing for
control (Springer-Verlag, 1986)
IEE Pvoc.-Control Theory Appl., Vol. 144, No. 2,March 1997

5 KALLSTROM, C.G.: Identification and adaptive control

applied to ship steering. PhD thesis, Lund Institute of Technology, 1982)
6 HOLZHUTER, T.: The use of model reduction via balanced
realizations in the description of ship motion in CONTE, G.,
PERDON, A.M., and WYMAN, B. (Eds.): New trends in system theory (Birkhauser, 1991), pp. 409416
7 NOMOTO, K., TAGUCHI, T., HONDA, K., and HIRANO, S.:
On the steering quality of ships, Znt. Shipbuilding Progr., 1957, 4,
(35), pp. 354370
8 HOLZHUTER, T.: Robust identification in an adaptive track
controller for ships. Proceedings of 3rd IFAC symposium on
Adaptive systems in control and signal processing, Glasgow, UK,
1989, pp. 275-280
9 REID, R.E., TUGCU, A.K., and MEARS, B.C.: The use of a
wave filter design in Kalman filter state estimation of the automatic steering problem of a tanker in a seaway, ZEEE
Trans.,AC-29, (7), pp. 571-584
10 AMERONGEN, J.: Adaptive steering of ships - a model reference approach, Automatica, 1984, 20, (l), pp. 3-14
11 HOLZHUTER, T.: On the robustness of course keeping autopilots. Workshop on Artifical intelligence and advanced technology
in marine automation CAMS 92, Genova, 1992, pp. 235-345

diag(P) = P k k =

2.85 * lop1
9.58. lo-

-2.35. lop5
-1.36. lop5

-7.70.10
2.04. lop2

5.50. lo-
4.85. lop4
1.22.10-6
2.65.

0
1.60.10-3

p k k p l k-)1 =
1.31.10-4
2.57.10-4
Case 3 : Suboptimal filter with L, = Lyw= 0

L=

9 Appendix: Optimal and suboptimal Kalman

gains and their respective increases of variance

Ship parameters are K = 0.2s-, T = 20s, U = 10m/s, a

= -50drad.
The relative increase is given by (PkklPkko)- 1.
Case 1: Optimal Kalman filter with variance Po

1.22 * 10-6
2.65.10-7
6.32.
5.85. lo-
2.67.10-3
5.56.10-5

2.85 * 1O-I
9.58 *
3.33.10-

diag(P) = Pk,+=

p k k p l k-)1 =

4.85.10-4
5.50!10-)
1.22 * 10-6
2.65.10-7
6.32. lop7
6.09. lo-
5.94.10-5
2.67.10-3
1.60.10-3
8.00.10-5
4.06 * lop2
6.81 * lo-

0
0

Case 4: As case 3, but with Lyytaken from the continuous system approximation Ld = L, At according to Section 4
2.85. 10-1
0
9.58. lop2

5.85.
5.56.10-5
/O\

L=

5.48 *
5.00.10-4
1.22.10-6

diag(P) = P k k =
Case 2: Suboptimal filter with L, = 0

L=

2.85 * lo-
9.58. lo-
3.33.lOW2
-7.70. 10 5.50. lo-
2.04. lo-
4.85. l o p 4

IEE Proc.-Control Theory Appl., Vol. 144, No. 2,March 1997

( p k k / p l k-)1 =

6.09.
5.95.10-5
2.67.10-3
1.60.10-3
4.09. lop2
7.04. lo-

127