Pretace ix Chapter 1 The Science of Navigation 1.1. Navigation Definition 1.2 Simplified Navigation Examples 1.2.1 Dead reckoning 1.2.2 Inertial navigation 1.2.3. Positioning 1.3 Navigation-System Overview 1 1 1 1.3.1 Coordinate frames 1.32 Sensors 1.3.3. Mechanization equations 1.3.4 Navigation-error sources 1.3.5 Error analysis and correction 4 Types of Inertial Systems 5 Positioning Systems .6 Complementary Filters Chapter 2 Coordinate Frames and Transformations 2.2 23 24 ite Frame Definitions rtial frame 2.1.2. Earth-centered earth-fixed (ECEF) frames 2.1.3 Geographic trame 2.1.4 Geocentric frame 2.1.5 Local geodetic or tangent plane 2.1.6 Body or vehicle frame 2.4.7 Platform 2.1.8 Instrument frames: accelerometer and gyro 2.1.9 Summary ECEF coordinate systems 2.2.1 ECEF rectangular coordinates 2.2.2 ECEF geodetic coordinates 2.2.3 ECEF transformations Points and Vectors 2.3.1 Points 2.3.2 Vectors Vector Transformations iiiContents 24.1 Plane rotati 242 Quaternions Rotating Reference Frames 2.5.1. Direction-cosine kinematics 25.2 Derivative calculations in rotation frames 2.5.3 Calculation of the direction cosine 28 Chapter 3 Systems Concepts 3.1 Continuous-Time Syetems 3.1.1. Ordinary differential equations 3.41.2 Transfer functions 3.1.3 State space 3.1.4 State-space linearization 3.2. Discrete Time ‘Systems, 3.2.1. Ordinary difference equations 3.22 Transfer functions 3.2.3 Discrete-time state space 3.3, State-Space Analysis we 3.3.1 Similarity transformation m 3:32 Transformation from stote space 10 trans 3.3.3 State-transition matrix properties and calewsrt 3.3.4 Discrete-time models of continuous-time 3.3.5 State estimation 338 Observability ' 3.4 Systems with Random inpvit ama and State Augmentation 3.4.2 Gauss—Markov Processes: 3.4.3 Calculation of Qd(X) from Q(2) 3A. Mean and covariance propegaton, 345 Ne inertial-frame INS exampl as onal sided loa eubeaatrioes Chapter 4 Discrete Linear and Nonlinear Kalman Filtering Techniques 4.1 Weighted Least Squares (WLS) 4.1.1 Weightedteast-squares solution 4.12. Recursive least squares (RLS) 4.13 Kalman fitering 4.2. Kalman Filter: Alternative Implementations 43. Kalman Filter: Properties 44 Performance Analysis 44.1 Monte Carlo analysis 4.42 Covariance analysis 4.43 Error budgeting 45 Implementation Issues 45.1 Scalar measurement processing 452 Correlated measurements 45.3. Bad or missing data 454° Divergence 4.6 Numeric Issues 461 Covariance matrix 46.2 Covarian. ice matrix positive defir 47 Suboptimal Filtering tenes oggqse SIsss B BRI AARSSSRIZ 102 105 111 3 14 4 119 124 1248 125 125 126 128 128 128 1234.7.1 Deleting states 4.7.2. Schmidt—Kalman filtering 4.7.3, Decoupling 4.7.4 Off-line gain calculation 4.7.5 Nonlinear Filtering Chapter 5 The Global Positioning System 5.1 GPS System Overview 5.2 The Mathematics of the GPS 5.3 Solution of the Pseudorange Equations 5.4 GPS Error Sources 5.4.1 Receiver clock 5.42 cat, Satellite clock bias cAt,,, Atmospheric delay cAt, Selective availability Ephemeris errors Multipath Receiver noise n Pseudorange error model 5.5 Geometric Dilution of Precision 5.6 Two-Frequency Receivers 5.7 Carrier-Phase Observables 5.7.1 Doppler carrier-phase processin 5.7.2. Wide- and narrow-lane variables 5.7.3. Integer ambiguity resolution 5.8 Differential GPS 5.8.1 Position-space DGPS 5.8.2 Range-space DGPS 5.8.3 Double differences 5.8.4 DGPS methods summary 5.9 DGPS Implementation Protocol 5.10 GPS Summary 5.11 Further GPS Reading Chapter 6 Inertial Navigation 6.1 Accelerometers 6.2 General Kinematic Equations 6.2.1 Position dynamic equations 6.2.2 Velocity dynamics 623 Attitude 6.3. INS Mechanization Equations 6.3.1 Tangent-plane mechanization equations 6.4 INS Error Equations 6.4.1 Tangent-plane INS error equations 2. Nominal INS error equation summary 6.4.3 INS nominal orror state analysis 6.5 INS Augmented Error State Equations 6.5.1 Specific force error models 6.5.2 Angular rate (gyro) error models 6.5.3 Forced INS error equations 6.6 The Earth Geoid and Gravity Model Contents 129 131 132 134 135 141 142 144 145 150 150 154 155, 187 158 158 159 159 160 164 165 166 167 168 71 172 7 181 184 185 185 186 187 188 190 190 191 197 197 198 199 199 204 205 211 214 216 219 222Contents 6.6.1. Earth geoid 6.6.2 Gravity mode! 6.7 Single-channel error models 6.8 Initialization Techniques 6.8.1 Self-alignment techniques 6.8.2 Alded initialization and error estimation 6.9. Lever-arm compensation 6.10 Further INS reading Chapter 7 Navigation Examples and Case Studies 7.4. GPS Receiver Kalman Filter 7.1.4 Total-state Kalman fitter 7.41.2 Stationary receiver 7.1.3 Low dynamic receiver 7.1.4 High dynamic receiver 7.48 General comments 7.2, GPSINS Integration Approaches Fitter approaches 72.2. Coupling approaches Foe eng of advantages of GPSANS integration 7.3 Pseudorange versus position aided INS 7.3.1 Receiver Kalman filter 7.3.2. User INS error Kalman filter 73.3. System performance analysis 7.4 Carrier-Smoothed Code 7.4.1 Full error model 7.4.2 Reduced-dimension models 7.4.3 Decoupled implementation 744 General comments 7.5. Range-Space DGPS Base Station Design 7.5.1 Base station design issues 7.5.2. Clock bias compensation 75.3 Single-frequency base station design 7.5.4 Two-trequency base station design 7.5.5. Base station phase-correction calculation 7.6 Attitude Determination 7.6.1 GPS-based attitude determination 7.6.2 GPSANS attitude determination 7.6.3 Comparison A Notation, Symbols, and Constants AA Notation A2 Symbols A3 Useful Constants A4 Acronyms B Matrix Review B.1_ Vector Properties and Operati ions Be Matrix Properties and Operations B3 penanee with Respect to Scalars . rivatives with Respect to Vectors 222 223 225 27 228 232 237 239 275 279 280 281 283 288 291 21 293 295 295 297 297 301 301Chapter The Science of Navigation Throughout history, the science of navigation has played an important role for humanity. Individuals who could reliably travel to and return from distant locations were successful, both militarily and commercially [154]. Since the 1940s, navigation systems, in particular inertial navigation systems (INSs), have become important components in military and scientific applications. In fact, INSs are now standard equipment on most planes, ships, and submarines. There are primarily two types of INSs: (1) a mechanized-platform' approach that drives a set of actuators to maintain the alignment of the platform with the coordinate axes of a desired navigation coordinate system independent of the motion of the vehicle relative to the navigation frame, and (2) a strap-down ap- proach that mounts the instrument platform directly to the vehicle chassis and transforms the inertial measurements to the navigation frame computationally. In either approach, a set of inertial instruments is mounted on a platform and the inertial measurements are integrated to determine position, velocity, and attitude. The mechanized-platform approach is typically larger and requires ad- ditional actuation power and expense that is not necessary in the strap-down approach. Alternatively, the strap-down approach requires more computational power, hence a more expensive computer, and possibly more expensive instru- ments. A more detailed discussion and a comparison of these two approaches are presented in Sec. 1.4. The cost and performance tradeoff between these two approaches is complex and depends on the state of sensor and computing tech- nology. Therefore the appropriate approach for a given application may change with time. ‘A pure INS integrates several differential equations containing inertial mea- surements to provide a navigation solution. As a result, small errors in the measurements can lead to large velocity and position errors if allowed to in- tegrate without correction for long time periods. To correct for this problem, 1 Also referred to as actuated-platform or stabilized-platform approaches.2 chapter One ; ot thie ie iodically correct the naviga instrumentation can be need 10 Den eprated or aided INSe aoe te Gach systems are referred 0 ‘aiding: Several radio-naviga. tion system aeoe are available for external aiding. Numerous techni them cannot be cov. in Sec. 1.5. All of tl tion positioning systems are conan aren ven the principles derived from an in. J Te volume; ho lication: ore en aa aystem are directly transferable to applications rity set ey te ac svccwase of the utility, accuracy, and a Mis oe other aiding systems. Becaus is discussed in depth in this text ern (GPS), the GPS i inerti i i ee 2 aan oer ening, system and as an inertial aiding technique, asa ; : any of the GPS techniques Tie examples ad ein stviog in np 7 Peesthin ac unified Rramework, This that have’been proposed in. the possi) techniques since the reader is not vaqured to urdoctond anew mlational structure with each new approach, Ts Bok prostate mmoagh background material to allow ‘a reader who can wea raw GPS data from a receiver (or ftp or www ae to ean = data and complete the relevant GPS calculations. This is in keeping withthe philosophy of the book to provide the information and the ed hniques necessary for implementation. This book stops at the level of raw GPS informal ion, since sreater detail requires discussion of the internal mechanisms or interface of a specific GPS receiver, Such topics are beyond the scope of this text or are manufaclurer specific, respectively. The former topic is discussed well in, e.g. Ref. 81. ; The objective of this book is to present in a single volume the essential the- ory necessary to understand, design, analyze, and implement a strap-down INS with external aiding. The derivation and the discussion of inertial tech, Tidues are general enough to cover mechanized platforms, but the theory and the stabilization of the inertial platform are not discussed (several existing texts discuss platform stabilization; see, for example, Ref. 36). The theory and the mechanisms for a successful strap-down implementation are presented herein. Strap-down navigation systems are becoming increasingly important for a variety of reasons: 1. Increasingly powerful, smaller, and less allow strap-down navigation algorith, inexpensively in a small package, 2. Microminiaturization of inertial instruments all ii uniat lows for ~ small-sized instrumentation package. me Bichnbleslow-coet 3 Global Positionin, expensive computational equipment ms to be implemented accurately and 4. The desire for high i ome vie ttonomy in many products necessitates 5. The feasibility of navigatioy n 7 : a size or the cost of mechanine Stems in some applications does not allow the zed-platform approaches.‘The Science of Navigation 3 In this book, il analysis and eee background material relating to navigation-system minates with several Progressively presented in each chapter. The book cul- approaches a examples and case studies in Chap. 7, in which several aented in Chen srncsented and analyzed using the quantitative methods pre- this chapter thy 2nd 4 for the analysis of navigation-system performance In ple navigation concept of navigation is first defined, followed by some sim- associated wi examples that will help the reader understand various issues ‘iated with navigation-system design and analysis. 4.1. Navigation Definition In the systems and autonomous vehicle literature, navigation usually has one of two meanings: 1. To accurately determine position and velocity relative to a known reference 2. 7 plan and execute the maneuvers necessary to move between desired lo- cations. The first capability is necessary to achieve the second accurately. This book focuses on the methods to implement the first capability in relation to the larger problems of guidance and route and trajectory planning as is necessary for autonomous and semiautonomous vehicles. Herein, the term navigation is used to refer to only the first capability. A typical systems approach to the larger guidance, navigation, and control (GNC) problem is illustrated in Fig. 1.1. The objective of the GNC problem is to make the vehicle, weapon, or robot (referred to below as the plant) reliably High-level commands Planning Position, or Velocity Maneuver Attitude Navigation Guidance Desired Trajectory Sensor Control Outputs Actuators Hho Excitation Plant Figure 1.1 Block diagram of a _| typical GNC system. Sensors4 Chapter One nslational motion. The plant alone js achieve a useful set of tasks requiring tra aS ee an actuated connection of mechanical components. To move irpo! ly, the hardware must be augmented with sensors and a contro sy a ntrol system inputs are the measured (or estimated) and the es Sau key system variables, When properly designed, the cont aon ed values actuation signals necessary to force the system variable: ‘formance translational (33,47, 98, 128]. Ifthe system is to be capable of high-performa Nee Sue Bla motion, then it must be capable of accurately determining se of a navigation landmark-relative) or world coordinates. This is the P ty, attitude), plannin, system, Based on the navigation tate (eg, position, velocity BURNET Ming and guidance systems with knowledge of the desired ob/et TE! Ot Tt BUM determine and output a trajectory in the appropriate input to the control system. 1.2. Simplified Navigation Examples n-system examples are presented. The In this section three simplified navigation-sy d examples are simplified with the assumptions that the world is two dimen- sional, flat, and nonaccelerating. Navigation-system eavaons ae cre un- der more realistic conditions are derived in Chap. 6. The objectives of the ex- amples are i i i ts that are summa- * to exemplify and motivate the necessity of various concep! rized in Section 1.3 and discussed in greater detail in the rest of the book * to compare various approaches to the solution of the navigation problem ™ to exemplify and motivate various aspects of each approach and the design philosophy for the remainder of this book In each of the examples considered in the remainder of this section, only two coordinate frames (see Figs. 1.2 and 1.4) are involved—body frame and navi- gation frame. The body-frame coordinate system, denoted as (u, v, w), is rigidly attached to the vehicle at the center of gravity with the wu axis pointing forward, the w axis pointing down, and the v axis completing a right-hand coordinate system. The navigation-frame coordinate system, denoted as (n, e, d), has axes pointing north, east, and down. For these simplified examples (in this introduc- tory chapter), the navigation frame is considered to be nonaccelerating. Also, by the two-dimensional assumption, altitude, pitch, and roll are also assumed to be zero. The navigation- and the body-frame coordinate systems can be aligned by rotation of the navigation frame by an angle y about its w axis’ th m eng exam “and ¢' denote the estimated and the measured values of 1 le ¢, respectively. This notation is used throughout the book. Notation and constants are defined in App. A. Throughout this text all angles are expressed Positively as defined by the right-hand rule‘The Science of Navigation 5 Figure 1.2 Ideal two-dimensional dead-reckoning 1.2.1 Dead reckoning Dead-reckoning! navigation has been used for centuries in marine applications and is the method many early aviators used to complete early record-setting long-distance flights. The minimum sensing requirements are a direction indi- cator (usually a compass) and a speed indicator. The navigator multiplies av- erage speed along a given heading by the time of travel to determine distance of travel. This distance is plotted from an initial location along the measured (possibly corrected for expected magnetic variation) heading to determine the expected new location. Tn a modern approach to dead reckoning, body-frame velocity and heading are measured electronically. Instantaneous navigation-frame velocities are computed at a high rate based on the measured heading and the body-frame Velocity. The navigation-frame velocities are then integrated to determine the havigation-frame positions. The differential equations describing the ideal mechanization of this approach are adt)) _ [ costy(t)) —sin(yr(t)) | ule) aa) e(t) | ~ L sin(y(t) cos(wit)) v(t) where ys the angle from the navigation north axis to body u axis measured .d the navigation-frame down axis (i.e., positively in the right-hand sense aroun tne true heading), (n, e) are the north and the east position components, (u, v) are the components of vehicle velocity in the body frame, and _[eosty) —sin(y) ae = [Sa cost) ] om is the matrix that transforms a vector represented in body coordinates to a vec- tor represented in navigation coordinates. This case is illustrated in Fig. 1.2 Note that even in this idealized set of equations the future position accuracy 1s limited by the accuracy of the initial position estimates. d computation are not perfectly accurate, the Realizing that the sensors an system designer is usually interested in determining the expected (typical and Originally called “ded-reekoning” as an abbreviation for deduced reckoning.Figure 1.3 Actual dead-reckoning case. ious system e worst-case) navigation-system accuracy and the effects of various sy: axure set ifferential it the navigation. i equations describing i For such an analysis, a set of differenti 7 a. ‘a set of equations requires as- tem error is useful. The definition o sumptions regarding the sensors to be used and the nature of the errors to be anvene. ding contains a time- magnetic compass is used, then the measured heading varying bias due to local magnetic fields (earth or current, induced) and the presence of nearby magnetically permeable objects. Therefore ie measured magnetic heading is modeled as ¥. = v + 6y/ (see Fig. 1.3). For es example, it is assumed that 5=0, and lateral velocity is not measured. For analysis purposes, this is modeled as i= v + 5v, where 5v = —v. Last, the forward velocity is modeled as w = (1 + ds)u + 5u, which assumes a scale-factor error of $s and a bias of 6u. The actual mechanized system is modeled as Alt) ] _ [cos(G)) —sin(W(e)) ] [ ae) (3) et) | Lsin(h(e)) — cos(y(e)) J | H(t) ” If any of the instrumentation errors are nonzero, the solution of the ideal and the actual system equations do not coincide once the vehicle is in motion. Since the navigation equations are usually complex enough that closed-form solutions do not exist, alternative analysis techniques are required. One valid approach is to perform a linear analysis of the actual system about the ideal system. To perform such an analysis, the assumed form of the actual mechanization equations [i.e., Eq. (1.3)] is subtracted from the ideal equations and linearized with respect to the error variables. This is possible for analysis purposes, even though the actual measurement errors are unknown. More is said on this topic later. For the present example, substituting the measurement models into the ac- tual system mechanization equations results in Al ae +50) —sin(y(t) + Swit) ] (1 5 a =| °% + dbs)u(t) + dult [f SIN) + SY) cos( wit) + Sy(t)) | [ v(t) + Su(t | awThe Science of Navigation 7 Asrtyine Taylor's thearem to the function on the right-hand side of Eq. (1.4) and dropping all error terms greater than first order yields [aa] = cos(Wit)) —sin(yit))] [ uit) at) sin(vit) cos(yie)) || ve) 8) syn) a ape utcos(y(t)) cos(y()) —sin(W(t))] | ste) ultyeos(yit)) ult)sin(yit)) sin(yit)) cos(y(e)) } | suit) built) Differencing Eqs. (1.1) and (1.6) results in the linear differential equations for the error variables n = n — ji and de =e —é én] _[0 O]fan se}~[o 0} se bw ay ucos(yi(t)) cos(y(t)) 9 | bs ucosy) usin(y(t)) sin(y(t)) cos(y(t)) || du bu (7) Linear error differential equations such as Eq. (1.7) are very useful for analysis. For example, because of the single integration in the error differential equa- tions, a constant value for any of the sensing errors under consideration results ina linear growth in position error. For the heading bias and speed scale-factor errors, the rate of linear error growth is a function of the speed. In addition, as previously stated, initial position errors (5n, e) result in constant position off- sets for all future times. Systematic techniques for error analysis are required for the more complicated navigation systems that result from three-dimensional applications on the round, rotating earth. ‘Note a couple of characteristics of this example. First, errors in position can- not be detected or corrected without additional sensors. In the terminology of systems theory, the position errors are not observable with the given set of sen- sors. Observability is a critical issue that is defined in Sec. 3.3.6. Second, error analysis, as exemplified above, is only as accurate as the assumed form of the system model allows. In particular, any errors that are not modeled cannot be analyzed, even though the unmodeled errors may still exist in the implemented system. Third, the size and the nature of the sensor errors in this example are not easy to characterize, are time variable, and can be affected by events outside the sensor itself, For example, the magnetic heading bias can change because of location, tilt, or externally generated fields. Such factors complicate the error analysis and call into question the robustness of the navigation system. Fourth, the inevitable growth of errors within the navigation system motivates the need for on-line calibration (i.e., error-estimation) methods.8 Chapter One Figure sal bei Figure 14 Ideal two-dimensional inertial naviga 1.2.2. Inertial navigation I js laws of motion. In par Inertial navigation is based on application of Newton's i ten ‘dp to maintain ite ticular, Newton's first Iaw states that a body in motion Mtr ts notion, it motion unless acted on by a force. If a force sensing device senses. Since i ich the maintains its motion until acted on by a force, whic e . the measuring device (1c., an accelerometer) is designed with & known mass, i tion as! Newton's second law can be applied to determine the acceleration a=F/m If ay i rmations are applied, then a single integration yields 1a eer rane rele and a second integration provides navigation-frame position. Various issues of the approach sre illustrated in the following simpli- ne eee 24) measurements are made in the vehicle frame of reference, but the position and the velocity are desired in the navigation frame. In this example, three sensors are used. Two accelerometers are rigidly attached to the vehicle and aligned with the body-frame u and v axes. These accelerome- ters measure inertial acceleration resolved in the longitudinal and the lateral directions. A single gyro, also rigidly mounted to the vehicle, measures the rota- tion rate of the vehicle about the down axis relative to the navigation (inertial) frame. This system is illustrated in Fig. 1.4. The differential equations describing the ideal mechanization of the naviga- tion state are ha Um Un é Ue Ve wm |= | cos(y)a,—sin(y)a, | =| a, (1.8) de sin(y)a, + cos(y Ja, a v oO Or where [a,.a,] are the measured accelerations in the body frame, w, is th Wy e ——— "The use ofaccelerom ote i . as described in Sec. 61. *8"8¥itational field requires compensation for the effects of gravit of gravity,The Science of Navigation 9 measured yaw rate in the body frame, and [e =f eosy) sin) ] fay a]=[siny) cosy) |{a, ‘O:9) is th i [ acceleration vector transformed to the navigation frame. In this approach instead of volar, Teduited since acceleration and angular rate are measured benefit of mest and angle. Although this requires increased computation, the determined by thane these inertial quantities is that the sensor performance is or vehicle aad, the Sensor itself and is not affected by changes in external fields advance and sen ters: The sensor performance can be accurately predicted in the only aud applies universally (ie., regardless of vehicle location). Essentially a ly way to affect the INS sensor accuracy is to use the instrument beyond lynamic range or to destroy it. fe ie gbenihed dynamiera y it. Therefore INSs are extremely robust ‘When bias errors are modeled in each of the sensors, the actual mechanization system is modeled as a in é ie te | =| cosh ay — sina, (1.10) i sin(y))a, + cosy ity, v o, Linearization of Eq. (1.10) about the trajectory of Eq. (1.8) results in the follow- ing set of equations: oa 0010 0)fan 0 0 0 be 0001 0 |} se 0 0 0) fsa, bin |=] 0 0 0 0 -a |] dy | +] cosy) -siny) 0} | sa, Sie 0000 a || sy, siny) cosy) 0 | | du, by 0000 0 }Lsy 0 0 1 (il Analysis of Eq. (1.11) shows that a bias error in either accelerometer results in linear and parabolic growth of the velocity and the position error, respectively ‘Also, the error resulting from gyro bias is observable from position or velocity (ie., affects the positions and velocity) only when the acceleration is nonzero. In contrast to the characteristics of the errors in the dead-reckoning system, the INS instrument errors are stable (slowly time-varying) quantities unaffected10 Chapter One by externa higues to nica ges: Therefore the aystem designer ean use analtie te, the results are pee, performance with a high degree of confi ence thay environment 1M Spite of the navigation-system locat Perating ose er*Ability of the heading and the gyro bias errors from position oF yg, abn ames that appropriate sensors are available. If such sensors wer, available and deemed desirable to use, the question of how to optimally use these additional measurements to aid the INS would be of interest. Since the INS is already capable of providing position and velocity estimates, such aiding measurements would not necessarily make the navigation system more robust, pnce external influences would again be able to affect the navigation accuracy Instead, such measurements are used, after reasonableness checks, to initialize the INS state, calibrate the INS alignment or biases, or estimate the INS posi. tion and velocity (i.e., navigation-state) errors. Such techniques are referred ty as INS aiding. son techni In addition to serving the above-stated purposes, state-estimation techniques Provide tools for quantifying navigation-system accuracy before constructing the system. Such performance analysis is possible with or without external aiding and allows the system engineer to determine quantitative answers to design questions such as (1) What grade of inertial sensors are required for a given application? (2) How much would the navigation performance change with an additional or alternative form of external aiding? and (3) How should the aiding information be used to adjust the current INS state? State-estimation and the systematic performance-analysis techniques are presented in Chap. 4, Last, an alternative to the stated approach is to mount the accelerometers and gyro on a platform that is actuated within the vehicle. If the actuator is controlled to maintain a null output from the gyro, then this platform, once in operation, would maintain its initial alignment. If this initial alignment coin- cided with the navigation frame, then double integration of the accelerometer outputs without any calculated transformations would provide the navigation- frame velocity and position. Essentially this would replace one computational integration with a mechanical integration and eliminate the need to trans- form the measured accelerations between body and navigation frames, The gyro mounted on the mechanized platform may either be less expensive or pro- vide higher accuracy (usually the latter) compared with the strap-down gyro, since it is required to sense a much smaller dynamic range. The former ap. Proach is an example of a strap-down INS. The latter approach is an example of a stabilized- or mechanized-platform approach. The tradeoff between the two approaches depends on many factors including (1) cost of sensors, actuation, and and puting: (2) size and power of the overall navigation package, and (3) gaded and unaided accuracy requirements. 1A high dynamic envi ronment i . ; factor is predictable and under the enna oe genta! Sensor performance, but this environmental ider the control of the designer.The Science of Navigation 11 Note vanote that, in either the strap-down oF the mechanized approach, the initial 1e8 of tWO positions, two velociti A ? 0 1s, two velocities, and one angle are required. In the atrap down approach, the initial value of the heading is a discrete machine variable. In the mechanized approach, this initial value is the initial angle of the sensor platform relative to the body axes. 1.2.3 Positioning Meamarements from various positioning systems (reviewed in detail in Sec. 1.5) yield equations that for a two-dimensional example have the form ee A(lni), c(t); [n',e"’}). (1.12) where p is some form of distance measurement, [n(t), e(t)] are the unknown coordinates of a receiver-equipped user, [n'"’,c'')] are the known coordinates of one of the positioning-system transmitters, i is the transmitter identifier, and his a nonlinear function of the user and the transmitter coordinates. Given at least two simultaneous measurements p(t) from suitably situated transmit- ters, the set of equations defined by Eq. (1.12) can be solved to determine user position. If user velocity is also of interest, the measurement can be processed by state- estimation techniques. Alternatively, additional processing in some positioning systems can yield Doppler velocity estimates. In this example, a six-dimensional system state could include the two-dimensional position, velocity, and accelera- tion vectors. If the acceleration were constant over an interval of time in which several (at least three) position measurements defined by Eq. (1.12) were made, then it is theoretically possible to estimate the vehicle state. Difficulties with such an approach include the following: 1. Sensor noise limits the ability to estimate (especially at high frequencies) those states that are related through derivatives to the measurement. 2. The rate at which new information enters the estimation problem is limited by the positioning system sampling rate. 3. State-estimation accuracy is directly related to the motion (i.e., acceleration) of the platform. 4. Navigation reliability is dependent on the reception of the external position- ing-system signals Akey advantage to positioning systems is that the accuracy of position esti- mation, when it is available, is bounded and straightforward to quantify based on the properties of the noise on p and the location of the user relative to the transmitters. Note that positioning systems have inherently different characteristics from. those of inertial or dead-reckoning techniques. Positioning systems, which ifte by differentiation-based »,, id calculate the ete. the maximum Position bias conte iow frequency BEnAVeT TT. addition, most Positioning gy, igh-frequency Dat rates (i.e. > 100 Hz) typically easurements at 1 ig oad-reckoning) techniques, whicj, ers tation state, have the opposit, the navi ine the meveously in the complementary. described in Sec. 16. 12 Chapter One navigation stal used alone cesses, have £00 bounded), but poor hi tems do not prov™ lc meas quired for control applications Peer se i i yrocesses: ase integral” MThese facts are used ad teristics. These : Chaar approach to aided-INS system design, System Overview ; 13 eri syste vot of examples, the previous sections ave raised several issues n the context of examer ye analysis of navigation systems. 10 this Section related to the design ant havigation-system design are discussed, the pre. various topies important 9 Mit ed under the appropriate navigation-system i ee are acne he abn chapters of this text is provided. 1.3.1 Coordinate frames The navigation process erence is defined as @ sp' is defined relative to a known reference. Usually this ref- cific coordinate system. Sensor measurements are also resolved relative to a particular coordinate system. When the sensor and the navigation frames of reference do not coincide, itis necessary to transform point and vector quantities between coordinate systems. Several frames of reference are specified in Sec. 2.1. Coordinate system transformations are discussed in Secs. 2.1 2.5. Last, special consideration is required when reference frames are rotating with respect to one another. Rotating frames of reference are discussed in See. 2.5. 1.3.2 Sensors Many types of sensors can be considered for use in navigation applications. The compass allows determination of direction relative to local magnetic north. Dis- tance measurement equipment (DME) [e.g., radar, long range radio navigation (LORAN), GPS] allows measurement of the distance relative to known points. Each of the above-listed sensors requires detection of electric ar magnetic fields from outside the vehicle, which may for various reasons be only intermittently available. Therefore the reliability of a navigation system relying solely on such sensors must be carefully considered. In addition, determination of the full navi- gation state (e.g., position, velocity, attitude!, and possibly acceleration) based tAngles re ir . Chap.” Presenting the relative orientation of the navigation and vehicle reference frames: °‘The Science of Navigation 13 on position-related measurements would require some form of differentiation that would be accurate in only benign dynamic environments. Inclinometers allow measurement of roll and pitch relative to the local ver- lical. However, inclinometers are unable to distinguish between tilt relative to the local gravitational field and acceleration of the sensor. Therefore incli- nometer measurements (if used) have their primary benefit during only static system initialization. Inertial instruments (e.g., accelerometers and gyros) do not rely on detec- tion of fields created external to the vehicle. They are self-contained and rely on only physical laws of motion that are simple, exact, complete, and univer- sal. Therefore navigation systems based on inertial instruments are inherently more robust to interference than systems based on the previously listed sen- sors. Position, velocity, and attitude can be determined from inertial sensors up to constants of integration through a transformation and integration pro- cess. Such integration processes result in unbounded growth in the position and the velocity errors due to sensor biases. The INS mechanization equations used to implement the transformation and the integration processes and error equations that are used for performance analysis are derived in Chap. 6. Chap. 3 shows how the ability to estimate the navigation-system error states can be analyzed through the concept of observability. Augmentation of an inertial system with additional sensors can change the observability properties to allow on-line estimation of the INS state errors and calibration of sensors. Such an approach is called inertial aiding. Aided INSs are capable of producing accurate, high-rate navigation-state estimates in a reliable fashion. Therefore the focus of this text is on aided INSs. The main aiding mechanism discussed in this text is the GPS system, described in Chaps. 5 and 7. The methodology presented is of course applicable to alternative aiding systems and aided dead-reckoning systems. The analysis techniques discussed in Chap. 4 are also useful in performing the cost and benefit analysis necessary to determine whether it is beneficial to add a particular sensor. Each sensor added to a system requires that additional sensor bias and calibration factors be properly accounted for in the system error model. Therefore the cost of the sensor is not only its financial burden, but the additional risk to system reliability and the additional computation required to account correctly for sensor error characteristics in the error analysis and the on-line calibration algorithms. ‘A detailed discussion of inertial sensor technology is beyond the scope of this text, Such discussion can be found in Refs. 94 and 138. .3 Mechanization equations The mechanization equations are the differential equations that relate the instrument measurements in one frame to the navigation state in its desired frame of reference. Different mechanization equations (derived in Chap. 6) result for different choices of instrument and navigation frames of references.14 Chapter One _ c nents of the navigat, three vector compo af bn Normally there are at sean velocity, and attitude. Additional error stay, mechanization equations: Pow vgation states to allow for estimation of insiny may be augmented ot lignment errors. State augmentation i discussed th, ration ani tat retially in See. 3-41, with examples throughout t s + we ie cai navigation state can arise from four mn sources! * : ‘iables may not equal the ph; Sics Instrumentation Errors: The sensed variables may g., bias, scale fact quantities because of imperfections in nonlinearity, random noise). Computational Errors: The navigation equations are typically implemen. ted by a digital computer. Quantization, overflow, and numeric (e., integra, tion) errors can occur. Alignment Errors: The sensors and their platform cannot be aligned per. fectly with their assumed directions. In addition, instrumentation and com, putational errors result in errors in the computed transformations between reference frames. If uncompensated, a portion of the computed motion along a given axis is manifested along a different axis in the actual system, Environment Errors: The environment cannot be modeled exactly and affects compensation of the Measurements. An example is the inability to exactly predict the magnitude and the direction of the effective gravity vector,‘The Science of Navigation 15 A weakness of thi truth model. As an ext each 8 that the analysis is only as accurate as the is identically the eneag i" CxAmple, consider the ease in which the truth model equations shows that sta ne deal model. Linearizing and forming the error re are no errors other than those due to initialization This is obviously not tru: I Alternatively, e, but rather is an artifact of an inaccurate truth model, thet fheeuthennial anos model can never be absolutely accurate. Specification of which error effectors the application of engineering judgement to determine Offs must be made pramececoary to model and which may be neglected. "Trade- form of modai one ae oe, at this step, since an inappropriately neglected performance s step could seriously affect the ultimate navigation As i . menaion alluded to, itis desirable for the navigation system to be self : e sense that the system can estimate and correct calibration, alignment, and navigati : ing sensors. Vigation-state errors. This is the primary motivation for aid- 4.4 Types of Inertial Systems As described above, two distinct implementation approaches for inertial sys- tems are possible: mechanized-platform systems and strap-down systems In mechanized-platform systems, the inertial sensors are mounted on an ac- tuated platform. The gimbal angles are commanded to maintain the platform. frame alignment with a specified navigation coordinate system. This is achieved by attempting to maintain the gyro outputs at the rotational rates computed for the navigation frame. If this is achieved, then the platform does not experience any rotation relative to the navigation frame, in spite of vehicle motion. In this approach, accelerometers aligned with the platform measure the specific force along the navigation coordinate system axes. Scaling and integration of this measured acceleration yield the desired navigation-frame position and velocity vectors. Vehicle attitude is determined by measurement of the relative angles between the vehicle and the platform axes. ‘Strap-down systems attach the inertial sensors directly to the vehicle frame. In this approach, the sensors experience the full dynamic motion of the vehicle. Therefore higher bandwidth (possibly noisier) rate gyros with a higher dynamic range are required. Because of the increased dynamic range, gyro scale-factor error and nonlinearity become increasingly important. In addition, the rela- tionship among vehicle, navigation, and inertial coordinate frames must be maintained computationally. This increases the on-board computational loa relative to that of a mechanized system. In the early days of navigation, the feasibility of ‘strap-down systems was debated because of the required gyro dy: namic response specifications and the computational requirements, especié lly in applications in which inertial-only (unaided) position accuracy was required for long durations ‘Actuated systems ha’ ertial sensors to a more e the in- ‘ically larger ve smaller computational burdens and ex benign inertial environment, but are tChapter One pecause of the requirement of INSs requiring high accuracy ‘Traditionally ee onths) were built around accurately somone te cates Fave resulted in a shift toward strap. receiving renewed interest in ap- gation outputs, while also ents. ‘and more expensive than straP- the actuated platform. for long periods of time calibrated sensors and act technologies over the past several tions. down systems in such applicat ve In addition, aided strap-down syste rate ave plications requiring high-accuracy and Tish Te aire being inexpensive, small in size, or havi 1.5 Positioning Systems ; based positioning systems are briefly In this section several land- and space- ; bei din Table 1.1 Instead of trying to cover all these servo epatems in detail, the text P the Navstar GPS in sufficient positioning systems in detail, the text presents depth that, after reading Chap. 5 and App. E, the reader should be thoroughly comfortable with its use. The objective in this section is to briefly introduce and compare different systems and to motivate the focus on GPS. ‘Table 1.1 summarizes several operating characteristics of commonly used radio-navigation positioning systems. The table presents civilian accuracies at the 95% (R95; see App. C) level based on data extracted from Refs. 101 and 127. Higher accuracies are possible in some of the systems either by use of a military-grade receiver or by operation in a differential mode (see Sec. 5.8). These and additional positioning systems are described in detail in Refs. 101 and 127. TABLE 1.1 Positioning System Characteristics Center frequency Implementation Accuracy* Range 100 kHz Ground based 460m 2900 km toes kHz Ground based 3.7-7.4km 88%-98% global 118 MHz Ground based —1.4°, 185-m range 370 km at 6.1-km altitude 10-90 kHe Ground based 20-50 m. 110-130 kHz 2A km 1,5 GHz Ground based 5-10 150,400 MHz Space based 500 = nl 1675.42,1227.6 MHz Space based 100 oe 1602.56-1615.5 MHz Space based 100 : Ga Global 1246.44-1256.5 MHz ‘Position accuracy. Except for VOR/DME, whi ich lists range and azimt wath accuracy.‘The Science of Navigation 17 First, consider the colu Implementation. The design of ground-based rates ite ase teat eon accuracy and range. Low-frequency signals have longer range, since they are reflected by the ionosphere, and can therefore be received over the horizon However, lower-frequency (longer-wavelength, 4=c/f) signals result in less position-determination accuracy. Since the signals from space-based systems must penetrate the ionosphere to reach earth-bound users, space-based systems all have high center frequencies. In fact, the prime motivation for space-based radio-navigation systems is to achieve the high accuracies possible from high- frequency systems without sacrificing range. A single space-based transmitter can broadcast to slightly less than half the globe. A constellation of space-based transmitters can provide multisatellite coverage for the entire globe. Accuracy, update rate, reliability, and hardware availability are four factors on which the space-based systems can be compared. The Transit system is the United States’ oldest family of radio-navigation satellites and is in the process of being phased out. One of its major drawbacks was its low sampling rate (~1 sample per hour). Global navigation satellite system (Glonass) and GPS are comparable in various aspects of system design. Both systems offer compara- ble accuracies and update rates (1.0 sample per second is typical). This text is focusing on GPS rather than Glonass for the following reasons: (1) GPS is currently much more widely used, (2) GPS receivers are widely available from numerous manufacturers at lower cost, (3) in past experience the GPS system with the backing of the USS. government has been very reliable, and (4) GPS is currently being used or considered in various large-scale air and land nav- igation applications [101]. Although the receiver output and the pseudorange processing would change for a navigation system for which Glonass is used, the system theory and INS aiding concepts are still directly applicable. The major benefits of a combined GPS/Glonass implementation would be in the areas of availability and integrity monitoring. Availability refers to the percentage of time that a user at a given location (or region) can be guaran- teed a stated level of position-estimation accuracy. Availability would increase since a two-system approach increases the number of available satellites. In addition, most error sources (other than atmospheric) would be uncorrelated. Integrity monitoring refers to the ability of the receiver to detect the loss of system integrity. A two-system approach would improve system integrity, since two systems with completely independent space and control segments are ex- tremely unlikely to fail at the same time in the same manner. If the observables of both systems were observed, it would be possible to determine when one sy: tem was misbehaving. It might be possible to determine which system was at fault also by use of the INS information. 16 Complementary Filters As stated above, GPS and INS have complementary characteristics. GPS pseu- dorange measurements are available at relatively low sample rates and provide18 — Chapter One ded estimation error. The probable size of the 'd to determine. The output rain the INS i shoice of computational equipment. High-frequency eer the inortial instrument outputs is attenuated by the low-pass integra, tive) nature of the INS; however, low-frequency noise and especially sensor bias and scale factor errors are amplified. The unaided-INS position and velocity er. rors are unbounded. The complementary nature of INSs and position-based navigation systems can be used advantageously in navigation-system design. When two measurements of a signal are available in which the random noise on each measurement has a known distinct frequency content, there is a fil- tering technique called the complementary filter that allows an optimal filter to be designed to minimize the effect of the noise on the signal estimate [23], Such is the case in the GPS-aided-INS application, as the previous paragraph describes. The complementary filter and examples of its application are pre- sented in Chaps. 4 and 7. Figure 1.5 shows an example of a GPS-aided-INS implemented as a com- plementary filter. The noisy inertial measurement unit (IMU) outputs are pro- cessed by the INS. Since the INS is an integrative process, the output of the navigation system can be accurately modeled as the actual state plus a predomi nantly low-frequency error. The INS output is processed to provide an estimate of the GPS measurement. The difference between the estimated GPS output and the measured GPS output is a signal that contains two error components. The frequency content of each noise component can be accurately modeled and is distinct. The objective of the state-estimation design is to attenuate the GPS measurement error and provide an accurate estimate of the INS state error denoted by 5x. Therefore the state estimator has a predominantly low-pass characteristic. Subtracting the error estimate from the INS output (in a well- designed system) produces an accurate estimate of the navigation state. The complementary-filter approach is not necessarily the most intuitive approach, and there are alternative aided approaches. A comparative example is included in Sec. 7.2. This example provides additional motivation for the complementary- filter approach that is used throughout this text. position estimates with a boun position error is straightforwar Inertial INS . Measurement —»} Mechanization -—*+8« Unit - _| i _ | Aiding System | Output Prediction Aging / Error State | System pty — Estimation wR Figure 1.5 Complementary filter.‘The Science of Navigation 19 In the complementary-filter approach, the INS is the primary navigation system that calculates the navigation state at the high rate at which it is used for control, guidance, and planning functions. Aiding scnsors are used when their measurements are available and satisfy conditions designed to verify proper sensor operation, When the aiding sensor outputs are not available or are judged inaccurate, the INS continues its normal (unaided) operation (ie., transformation and integration of the IMU outputs). Therefore the navigation- system outputs are always available at a high rate, regardless of the availability of aiding signals. The navigation-system accuracy will depend on the availabi- lity of aiding signals, but can be accurately predicted both during system design and on line. To summarize, the motivations for a GPS-aided-INS approach are ‘The INS maintains the availability of the navigation solution during aiding system outages that are due to interference, jamming, ete. The INS provides the navigation solution in real time (i.e., without latency) at rates higher than could be achievable from the aiding sensors. The INS achieves a higher system bandwidth than would be poss system based solely on the aiding signal. ‘The INS provides the full navigation state without differentiation. of INS and GPS information reduces the effect of GPS errors. w sible in a » Optimal mixing: GPS aiding allows on-line calibration of IMU errors. GPS aiding allows on-line alignment of the IMU platform (analytically or mechanically). 8. GPS aiding allows estimation and c None correction of errors in the INS state. and alignment not only allow improved INS performance Jower INS error growth during On-line calibration a lis available, but result ins] while the aiding signal aiding signal outages.Chapter Coordinate Frames and Transformations Navigation systems require the transformation of measured and computed quantities between various frames of reference. The high-level block diagram of a typical INS is shown in Fig. 2.1. This INS uses variables related to five diffe- rent coordinate systems. The accelerometers measure the platform acceleration relative to an inertial frame of reference, resolved in the accelerometer frame of reference (i.e., along the accelerometer-sensitive axis). The accelerometer measurements are transformed into the platform frame by use of (usually) fixed-calibration matrices. The gyros measure the platform angular rate rel- ative to the inertial frame of reference, as resolved in the gyro frame (i.e, along the gyro-sensitive axis). The gyro measurements are alo transformed into the platform frame by use of (usually) fixed-calibration matrices. The platform-frame gyro measurements are processed to maintain the platform- to-navigation-frame transformation. Finally, the platform-to-navigation-frame rotation matrix is used to transform the accelerometer measurements into the navigation-frame, where they are processed to determine navigation-frame velocity and position. This matrix is determined on line based on gyro measurements. In this chap- ter these required frames of reference and coordinate systems are defined and the algorithms necessary for maintaining the transformations between refe- rence frames are presented. 2.1 Coordinate Frame Definitions This section defines various frames of reference that are commonly used in navigation-system applications. Appendix A contains summary tables of the various coordinate frame, notation, variable, and constant definitions used throughout this chapter and the remainder of the book. Fafey @ Se, [Compensation & Integration [Compensation Je —+} & Integration Figure 2.1. High-level block diagram of an INS. Inertial frame | , | An inertial frame is a reference frame in which Newton 's lawa of motion aol inerti erating, but may be in un: linear An inertial frame is therefore not accel orm linea ie inerti te system is arbitrary, and the coordi. motion. The origin of the inertial coordina: trary, 7 i dicular directions. All inertial 's may point in any three mutually perpendi sensors produce measurements relative to an inertial frame, but resolved along the instrument-sensitive axis. For discussion purposes it is sometimes convenient to define an inertial frame that at a given initial time is coincident with the earth’s center of mass. At the same initial time, the inertial x and z axes point toward the vernal equinox and along the earth's spin axis, respectively. The y axis is defined to complete the right-handed coordinate system. The axes define an orthogonal coordinate 1+ 365.25 cycles 27 rad/cycle 5 & tam 2 ‘o~* s . (365.2524 )h a 7.292115 x 1 rad/s (2.1) because of the daily earth rotation and yearly revolution about the sun [41]. The earth’s geoidt is usually approximated as an ellipsoid of revolution about its minor axis, A consistent set of earth’s shape (i.e. » ellipsoid) and gravitation model parameters must be used in any given application. Therefore the value for aye in Approx. (2.1) should only be considered as an approximated value. Earth’s shape and gravity models are discussed in Secs, 22 and 6.6.1, Because of the earth’s rotation, the ECEF frame of reference ig not an inertial reference frame. Two common coordinate systems for the ECEF frame of reference are discussed in Sec, 2.2. Se "The earth’s geoid is a hypothetical surface that coincides with the earth's mean sea level,Coordinate Frames and Transtormations 23 2.1.3 Geographic frame ‘The geographic frame is defined locally, relative to the earth’s geoid. The ge- ographic z axis points toward the interior of the ellipsoid along the ellipsoid normal. The x axis points toward true north (j.e., along the projection of the earth angular rate vector wi. onto the plane orthogonal to the z axis). The y axis points east to complete the orthogonal, right-handed rectangular coordi- nate system. 2.1.4 Geocentric frame Closely related to the geographic frame of reference is the geocentric frame, The main distinction is that the geocentric z axis points from the system location toward the earth’s center. The x axis points toward true north in the plane orthogonal to the z axis. The y axis points east to complete the orthogonal, right-handed rectangular coordinate system. 2.1.5 Local geodetic or tangent plane ‘The local geodetic frame is the north, east, down rectangular coordinate system we often refer to in our everyday life (see Fig. 2.2. It is determined by the fitting of a tangent plane to the geodetic reference ellipse at a point of interest. The tangent plane is attached to a fixed point on the surface of the earth at some convenient point for local measurements. This point is the origin of the local frame. The x axis points to true north. The y axis points east. The z axis completes the right-handed coordinate system pointing toward the interior of the earth perpendicular to the reference ellipsoid. For a stationary system, the geographic and the tangent-plane frames co- incide. When a system is in motion, the tangent-plane origin is fixed, while the geographic-frame origin is the projection of the platform origin onto the earth's geoid. The tangent-frame system is often used for local navigation (e.g., navigation relative to a runway). 2.1.6 Body or vehicle frame In navigation applications, the objective is to determine the position of a vehicle based on measurements from various sensors attached to a sensor platform on x = north (tuo) z= normal (down) Figure 22 Local geodetic o tangent-plane reference coordi- Z ate system - Prime Meridian