Kalman and Butterworth filtering for GNSS/INS data
SANDRU Florin-Daniel1, NANU Sorin2, SILEA Ioan3, MICLEA Razvan-Catalin4
Automation and Applied Informatics Department,
Politehnica University Timisoara,
Timisoara, Romania
1
florin.d.sandru@gmail.com, 2sorin.nanu@aut.upt.ro, 3ioan.silea@aut.upt.ro, 4ioan.silea@aut.upt.ro
Abstract—Even though satellite based navigation systems
were initially intended only for military purposes their usefulness
in the commercial sector was soon enough realized. Air travel,
marine navigation, car navigations, topography are only a few
examples of fields in which systems like the GPS or the
GLONNAS have found a solid application ground. One of the
main problems that end users face with the usage of such systems
is their precision or their accuracy, often the economic factors
force the manufacturers of such solutions to choose the cheaper
alternative in terms of hardware and therefore the indicated
position may wary form the real one. In systems were other
means of measuring inertial related data are present the
precision of such hardware solutions may be improved using
mathematical algorithms, this being the main focus of this paper.
Keywords—: GNSS/INS, Kalman filter, Butterworth filter
GNSS, Precision improvement
I. INTRODUCTION
Currently the are two major GNSS, the NAVSTAR GPS
and GLONNAS, those systems offer for civilian use a quite
precise position, the “worst case” accuracy reported for the
GPS is 7.5 meters [1] while the “worst case” accuracy
reported for the GLONNAS is at 10 meters [2]. However these
values depend on the position of the receiver, atmospheric
conditions, the hardware characteristics of the receiver and
other factors. Manufacturers tend to use low cost receivers as
the lack of precision can be compensated by using map
matching techniques or network data to obtain a more precise
location. However these techniques are not effective if the
user decides not to opt for the A-GPS features or if no network
connection is possible such is the case in remote areas. The
following paper will propose a solution based on a multi
sensor approach and filtering techniques such as the
Butterworth filter and the Kalman filter in order to increase
the performance of such low cost systems.
Based on the raw data position data (latitude and longitude)
obtained through a GNSS receiver, and inertial sensor a
numeric alternative will be created for expensive GNSS
receivers. The proposed solution is especially practical and
cost efficient in the case of smart phones where sensors like
accelerometers or gyroscopes are already present [3] on the
system and adapting such methods will be confined only to a
simple change in the phones software. But the solution is not
only limited to the smart phone market as other systems that
978-1-5090-3748-3/16/$31.00 ©2016 IEEE
have inertial sensors can be equipped with the proposed
algorithms without resulting in a hardware change.
II. THEORETICAL BASIS
A. Basics of positioning using GNSS
The idea of using satellite systems in the scope of
positioning was first considered in the 1960s when the system
called Transit was first introduced, although the system had a
different operation mode, being based on the Doppler effect
[4] rather than trilateration/triangulation like modern satellite
based positioning systems [5], it laid the grounds for future
development of such systems. The first fully operational
GNSS was the US's military controlled GPS also referred to as
NAVSTAR it became operational in 1982 and has gained
global coverage in 1994. The Soviet Union's alternative to the
GPS, the GLONAS, became operational in 1995 but suffered
deterioration after the fall of the Soviet Union till 2001 [6].
Bought systems relay on a constellation of LEO type satellites
and the receivers on client side. The systems consist also on a
collection of ground systems that are used for calibration of
the satellite component. [7], [8]. Considering the success of
the Russian and US systems and the fact that those systems are
still controlled by the military of those states, the European
Union and China have started work on their own systems. The
European Galileo system is planned to be operational in 2020
and the as well as the Chinese Beidou [9], [10].
B. Basics of inertial navigation systems
Inertial navigation systems are capable of providing the
means for navigation based solely on a processing the input of
inertial sensors and a starting and finishing position [11]. This
type of navigation was used long before the modern
techniques. This technology was inspired by nature as the
dead reckoning techniques are used even by animals for
navigation [12]. This technique is prone to errors as the
cumulative errors of each sensor intervene in the positioning
process.
However this technology can provide a valuable asset to
the positioning based on satellite systems as this methods
provide data much faster than any conventional GNSS
receiver and are also independent form the satellite uplink
once the first position was obtained, a GNSS are practically
useless in the case of tunnels or mines, and will have much
lower performance depending on the weather or the position
on the globe as DOP (Dilution Of Precision) values might be
lower [13].
C. Basics of the Kalman filter
The Kalman filter is a mathematical tool that acts as a state
estimator [14]. The classical filter is remarkably simple from a
mathematical point of view and has gained popularity very
fast. [15]. The basic principles and the main components of
the Kalman filter can be found in numerous publications ,
describing the Kalman filter in depth not being the scope of
this paper therefore only the filter algorithm will be presented
in the form of figure Fig 2.1 [16].

Figure 2.2 Ideal response for the Butterworth filter

The filter can be implemented in the form of am analog

Figure 2.1 The Kallman filter algorithm
The filter is applicable for linear dynamic systems, and as
observed in the figure has a recursive structure maintaining
and being influenced by previous values of the considered
variable. There are variations of this classic structure like the
adaptive and the unscented Kalman filter but for the scope of
this application only the classic structure will be used the use
of this recursive algorithm will allow the sensor fusion
between the GNSS receiver and the accelerometer in order to
compensate for each others flaws.
D. Basics of the Butterworth filter
The Butterworth filter opposite to the Kalman filter has a
"true" filter behavior; filters are characterized by the fact that
they perform specific operations on an acquired signal or
signal group and change their data content. The Butterworth
filter, like other filters described by the filter order and the
cutoff frequency. The Butterworth is a Type II filter and has a
flat pass band and wide transition bands. The filter may come
in different forms for example as a low pass filter, as a high
pass filter, as a band pass or as a stop pass filter [17]. Based on
the scope of the application the filter type will be selected. The
ideal frequency response for the Butterworth filter is shown in
Fig 2.2 [18].
circuit or in the form of software depending on the type of
application and the resources available.
E. Error sources for sattelite based navigation sisyetms
The IGS Workshop of 2006 lists the major error sources
thin GNSS where presented some of them are [19]:
a) Far-field and site multipath
b) Near-field and internal multipath
c) Radio frequency interference
d) Radom effects and antenna calibrations
e) Correlations between geodetic results and observation
errors
f) Tracking data amount and quality
g) Inter-modulation biases
h) New signals and carrier phase biases
i) Inter-modulation biases, new signals
j) Relative performance of different signal observables
k) Orbit modeling deficiencies
l) Distribution and quality of reference site
m) y-Shift of orbits
n) Co-location
These factors contribute to the reduced precision of both
the GLONNAS and the GPS.
III. APPLICATION OF THE FILTER SYSTEM
A. Setup description

The filter system has the structure described in Fig 3.1.


Figure 3.1 Kalman and Butterworth filter structure
The structure considered consists in a GNSS
module(simulated through software), an
accelerometer(simulated through the derivative of the output
data of the software), the Butterworth filter that takes input
from the accelerometer and the Kalman filter that takes input
from both the Butterworth filter and the GNSS module.
B. Simulation of route
Simulation was done using the Google Earth and the
Labsat Satgen software. Google Earth was used to draw the
trajectory and Satgen was used for the generating the GNNS
information in NMEA format. The GNSS information acts as
a basis for the accelerometer data simulation. The route
chosen for the simulation is shown in Fig 3.2.
Figure 3.2 Route considered for simulation, part of I.C. Bratianu Boulevard in
Timisoara
The output of the Satgen software is a text file containing
the NMEA sentences that can be interpreted through the
Matlab via the string operations the two sentences considered
are the GGA and VTG sentences described by the NMEA
standard [20]
GGA - essential fix data which provide 3D location and
accuracy data. Example from simulation:
$GPGGA,090000.00,4545.20481438,N,02113.73526731,
E,1,05,2.87,160.00,M,-21.3213,M,,*76
VTG - Velocity made good. Example from simulation:
$GPVTG,343.63,T,,M,009.797,N,018.144,K,A*
The simulator output (NMEA sentences) will be used as
the real values for both the position data and the inertial data.
C. Simulation of inprecision and noise
The required data was extracted from the NMEA sentences
in the following way:
a) From the GGA message the latitude and longitude data
b) From the VTG message the heading and speed
For simulating the loss of precision due to the GNSS
receiver only the last four decimals where stripped from both
the values for latitude and longitude. For the speed component
Gaussian white noise was applied to all values using the noise
generated by the wgn Matlab function. The heading data was
considered not to be affected by noise.
D. Data preparation and filter application
Due to the fact that the position data (latitude, longitude) is
transmitted in the WGS 84(World Geodetic System) format a
conversion is required to local coordinates, the ENU system
was chosen for this scope. Conveniently the Matlab
environment offers geodetic2enu [21] function that takes care
of the conversion. The function takes as an input the current
position given by the latitude longitude and altitude, the
reference latitude, longitude and altitude and the earth model.
As for the scope of this paper only the latitude and longitude
are relevant the altitude value will be stubbed with zero and
the resulting “Up” coordinate will be disregarded. The method
was called for every position value received from the
simulator and the values with reduced precision. After this
step a trajectory similar to the one displayed on the map is
obtained. In figure Fig 3.3 the effects of the reduced precision
are visible; there are differences between the values received
from the simulator and the values considered for the GNSS
receiver.
Figure 3.3 Loss of precision for the position signals
The speed data was converted from km/h, as sent
according to the NMEA standard, to m/s and from where the
acceleration was obtained thus simulating data received from
an accelerometer. To the accelerometer data the white noise
was applied thus simulating a real world environment.
E. Implementation of the Butterworth and Kalman filter and
test results
For the Butterworth filter the built in Matlab function
butter was used to generate the filter characteristics, the
characteristics where then applied to the value affected by
noise via the filter function, the output off this function is the
first element needed in the implementation of the filtering
system. The filtered velocity is used in the Kalman filter
computation. For the Kalman filter implementation the a
structure was considered as shown in Fig 3.1 The filtering
algorithm was applied to the latitude and longitude separately
as to avoid a higher complexity in the Kalman filter structure. V. REFRENCES
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Figure 3.6 Position error for X axis

IV. CONCLUSIONS
It is visible that the combination of Butterworth and
Kalman filter a very good performance was obtained, but if
the system for which the solution is designed has a rather
limited capacity of data processing the Butterworth filter may
be disregarded from the solution. The performance increase of
using the Kalman solution may have its best use in the case of
smart phones, almost all of them having GNSS receivers and
inertial data sensors, thus opting for a cheaper GNSS receiver
with a lower performance could reduce the bill of material for
the product while maintaining the customer satisfaction.