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Tightly-coupled IMU/GPS re-entry navigation system

Conference Paper · August 2002

DOI: 10.2514/6.2002-5005

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AIAA-2002-5005

Tightly-coupled IMU/GPS Re-entry Navigation System

E. Mooij
Dutch Space B.V., Leiden, The Netherlands
Q.P. Chu
Faculty of Aerospace Engineering, Delft University of
Technology, The Netherlands

AIAA Guidance, Navigation, and Control Conference

August 5-8, 2002, Monterey, California
For permission to copy or republish, contact the American Institute of Aeronautics and Astronautics
1801 Alexander Bell Drive, Suite 500, Reston, VA 20191-4344
 Tightly-coupled IMU/GPS Re-entry Navigation System
E.Mooij1 and Q.P. Chu2
1
Dutch Space B.V., Leiden, The Netherlands
2
Faculty of Aerospace Engineering, Delft University of Technology, The Netherlands
Abstract 
This paper concerns a tightly coupled IMU/GPS integrated
navigation system for re-entry vehicles. Unprocessed
measurement data from GPS (pseudorange, pseudorange
rate and carrier-phase difference) and IMU (specific force
and angular rate) are used to estimate the position, velocity
and attitude of the vehicle. Unlike the aircraft navigation
problems, sensor calibration for re-entry vehicles is special.
During the blackout phase which covers large part of the re-
entry flight, the GPS receiver will have no signal available
for the navigation system. Therefore, IMU sensor calibra-
tion with GPS data will be performed during the exo-
atmospheric and de-orbiting phase. Some manoeuvres
during these phases are considered to increase the
observability of the navigation filter. Sensor bias, scale
factor and misalignment will be included in the models. A
performance analysis is presented by simulating the
integrated system for the complete re-entry trajectory
including the blackout phase. Finally, both results from the
tightly coupled integrated system and the tightly/loosely
coupled integrated system are compared. From theoretical
analyses and numerical simulations it is concluded that the
tightly coupled navigation system has a good performance
and outperforms the loosely coupled navigation filter.
1. Introduction
The IMU/GPS integrated navigation system has been
applied to land and marine vehicles, as well as to aircraft-
and spacecraft-navigation problems. For re-entry vehicle
navigation, conventional techniques which are suitable for
IMU/GPS integration for general applications may not be
used in this specific case. This paper concerns an
IMU/GPS integrated navigation system for re-entry
vehicles. During the blackout phase which covers a large
part of the re-entry flight, the GPS receiver will have no
signal available for the navigation system. The IMU will
therefore be the only working navigation sensor, since air-
data sensors can only be applied at low Mach numbers.
Therefore, IMU sensor calibration with GPS data should be
performed during the exo-atmospheric and de-orbiting
phases. Some manoeuvres during these phases are
considered to increase the observability of the navigation
filter. Sensor bias, scale factor and misalignment will be
included in the models.
This paper discusses an IMU/GPS integrated navigation
system for re-entry vehicles with the so-called tightly
coupled approach. Unprocessed measurement data from
both GPS (such as, pseudo-ranges, Doppler shifts, and
Copyright  2002 by E. Mooij and Q.P. Chu. Published by the
American Institute of Aeronautics and Astronautics, Inc., with
permission.
AIAA-02-5005
carrier-phase differences) and IMU (specific forces and
rotational rates) are applied to estimate the position,
velocity and attitude of the re-entry vehicle, and can be
seen as a continuation of earlier work (Mooij and Chu,
2001). There, the navigation system was based on tangent-
plane equations an local Euler angles, and used post-
processed GPS measurements as input to the Kalman
filter. The work concentrated on the on-board calibration of
inertial sensors for the most critical flight trajectory of the
vehicle. The results showed that not all modelled uncertain
parameters of the IMU could be estimated with this
integrated system, although for most critical uncertain
parameters it was possible to estimate them at a
satisfactory level. Some of the results also showed large
estimation errors. At the time it was concluded that the
source of these errors could be a combination of nominal
state propagation, filter convergence rate, and the large
rate of change of the input signals during certain
manoeuvres. The latter problem may be solved by applying
local iterations to account for the severe non-linearities or
by locally increasing the filter-gain matrix by applying
adaptive filters. Some of these aspects will be studied in the
current paper.
It is noted that the loosely coupled integration results that
were presented earlier are not fully realistic, because only
white-noise errors were assumed in the processed GPS
measurements. In reality these data will be corrupted with
coloured measurement noise, because pre-Kalman filters
have already been used to process the GPS data. The
actual results from the loosely coupled system should
therefore be much worse than the results that were
presented in Mooij and Chu (2001). However, the tightly
coupled system will not have these problems since raw-
measurement data are used, which means that the
measurement noise is much more white than for the loosely
coupled system.
This paper is organised as follows. Section 2 discusses the
re-entry vehicle and the equations of motion for the
derivation of the navigation models. Navigation sensor
(GPS and IMU) characteristics and sensor models are
given in Section 3, where also the IMU calibration
parameters are specified. These error parameters should
be estimated by using filtering techniques. The state and
observation equations for filtering are discussed in Section
4. In Section 5, the improvements made to the integrated
system will be discussed step by step. Observability
analysis and manoeuvre design is an important issue for
complete calibration of the IMU sensors. This, as well as
the results of the filter process, will conclude Section 5. The
performance analysis of the re-entry flight is presented in
Section 6. Finally, conclusions and recommendations are
given in Section 7.
1
2. Simulation model reference frame will be used.

Reference vehicle and mission The dynamic equations for translational motion are given by:

The reference vehicle that is used in this study is the 2

u = a R, x e + g x + ωcb x R + 2ωcb v (2.1)
HORUS-2B (MBB, 1988 and Mooij, 1998), an unpowered,
winged re-entry vehicle (vehicle length 25 m, wing span 13 m v = a R,y e + g y + ω 2cb y R − 2ω cb u

(2.2)
and a re-entry mass of 26,029 kg) that was originally
w = aR, ze + gz


nd
designed as a fully reusable 2 stage to the Ariane-5 (2.3)
launcher (Fig. 2.1).
In the above definition, aR, x e , aR, y e and aR,z e are the
estimated specific-force components (non-gravitational
acceleration, as measured by the IMU) expressed in the
ECEF frame (index R, for rotating geocentric frame), gx, gy
and gz are the Cartesian components of the gravitational
acceleration and ωcb is the rotational rate of the Earth.
150

height (km)
100

50

0
0 1000 2000 3000 4000 5000 6000 7000 8000
velocity (m/s)

Fig. 2.1 - The HORUS-2B reference vehicle (MBB, 1988). attitude angle (deg) 100

50
For the current study, HORUS will be equipped with 4 GPS
antennas, such that the GPS carrier-phase measurements 0
angle of attack
can be used to determine the vehicle’s attitude. The -50
bank angle
location of the antennas is the following:
-100
•
0 200 400 600 800 1000 1200 1400
The master antenna, index m, is located in the time (sec)
geometric plane of symmetry, at 16 m from the nose1
Fig. 2.2 – Altitude-velocity profile (top) and nominal control
and on top of the vehicle. From Fig. 2.1, it can be seen
history (bottom, angle of attack solid line and bank angle
that the body-frame location will be rm = (-3,0,-2.7)T m.
dashed).
• The first slave antenna, index s1, is located 7 m before
the master antenna, i.e., rs1 = (4,0,-2.7)T m.
The corresponding kinematic position equations are:
• The second and third slave antenna, indices s2 and s3,
are located on both sides of the master antenna, at y =
xR = u


(2.4)
± 1 m, i.e., rs2 = (-3,1,-2.5)T m and rs3 = (-3,-1,-2.5)T m.
yR = v


(2.5)
The nominal re-entry mission of HORUS starts at the zR = w


(2.6)
atmospheric entry interface at an altitude of h = 122 km and
a relative velocity of V = 7435.5 m/s. The vehicle is assumed
to be heading towards a runway in Kourou. Some 80 km The kinematic attitude equations used in this study will be
from the landing site guidance switches to the Terminal based on quaternions. Let the quaternion vector be defined
Area Energy Management logic. In Fig. 2.2, the altitude- as:
velocity profile for the atmospheric phase is plotted, as well
as the steering profile of angle of attack and bank angle. QI,B = (Q1 , Q2 , Q3 , Q4 )T
Equations of motion where the index I,B means that the quaternions define the
attitude of the body frame with respect to the inertial
During the course of this study it appeared that the 

geocentric frame. The time derivative of QI,B , QI,B , is

implementation of the so-called tangent-plane equations that
were used before (Mooij and Chu, 2001) gave numerical expressed as
problems. The output matrix appeared to be badly scaled,  - Q4 - Q3 Q2
which resulted in a poor filter performance. Therefore, the   pe 
 
Cartesian position r = (xR,yR,zR)T and velocity VR = (u,v,w)T, 1  Q3 - Q4 - Q1  


defined with respect to the Earth-centred Earth-fixed (ECEF) QI,B = q (2.7)

2 - Q2  e
Q1 - Q4  
  r
 Q  e
1 The vehicle’s body frame has its origin in the global c.o.m. (so at
 1 Q2 Q3
13 m from the nose), with the XB-axis positive pointing forward, the
ZBaxis positive pointing down, and the YB-axis completing the right-
handed system. The XB-ZB plane constitutes the geometric
symmetry plane.
AIAA-02-5005 2
with pe, qe and re being the estimated roll, pitch and yaw rate. achieved. Then, the phase of the code replica is a
The corresponding transformation matrix from body to inertial measurement of the received code phase at the receiver
frame is given by: clock time. In the carrier-tracking loop the relative phase
between the reconstructed carrier signal and a reference
 2 2 2 2 2 (Q1Q2 - Q3 Q4 ) 2 (Q1Q3 + Q2 Q4 ) signal generated by the receiver is measured. Both the
 Q1 + Q4 - Q2 - Q3  code and the carrier-phase measurements can be treated
 
as observations of the satellite time at the corresponding
CB,I =  2 (Q1Q2 + Q3 Q4 ) 2 2 2 2
Q2 + Q4 - Q1 - Q3 2 (Q2 Q3 - Q1Q4 )
  time of phase transmission. Differences between the two
  phases are:
2+ 2- 2- 2
 2 (Q1Q3 - Q2 Q4 ) 2 (Q2 Q3 + Q1Q4 ) Q3 Q4 Q1 Q2 
(2.8) • The code phase can be measured without ambiguity,
while the carrier phase is ambiguous;
The estimated quaternions can easily be transformed to local • Carrier phase will be advanced in ionosphere: the
Euler angles φ (roll), θ (pitch) and ψ (yaw) by the following ionospheric refraction correction term has a negative
relations. Let the transformation matrix from the body to the sign due to phase velocity;
navigation frame (or local tangent plane) be given by: • Code phase will be delayed in the ionosphere: the
ionospheric delay has a positive sign due to group
 c θc ψ sφ sθcψ - sψ c φ c ψ c φsθ + sψ sφ  velocity;
  • The noise level of the measurements is different. For
CN,B = c θ s ψ s ψ s θ s φ + c ψ c φ s ψ c φ s θ - c ψ s φ
example the noise of P-code measurements is about 2
 
 - s θ sφc θ c φ c θ nanoseconds (0.6 m) while the noise of the carrier
(2.9) phase is about 0.01 nanoseconds (3 mm).
This matrix can also be written as
For re-entry vehicle navigation GPS carrier phase measure-
CN,B = CN,I CI,B (2.10) ments will be applicable only for attitude determination, since
the accuracy of code phase measurements is sufficient for
T
position determination.
with C I,B = C B,I,
Several basic GPS observables for re-entry vehicle position,
 -c ~
τ s δ -s ~
τ s δ c δ velocity and attitude determination can now be identified
  (Mulder et al., 1999):
CN,I =  - s~ τ c~τ 0 , (2.11)
 ~ ~  • pseudoranges from code phase measurements;
-c τ c δ -s τ c δ - s δ • Doppler shift from the carrier frequency; and
• carrier phase or carrier phase difference from different
~
τ = τ + ωcb t being the celestial longitude, and τ and δ the GPS receiver antennas.
geocentric longitude and latitude, respectively.
The observation equations of pseudorange can be written as
Looking at each of the matrix elements, the following follows:
expressions for φ, θ and ψ are found:
ρ i = c( t r − t si ) = (r sv,i − r ) T (r sv,i − r ) + cb r + v ρi
 CN,B (2,3) 
φ = arctan  (2.12a) (3.1)
 CN,B (3,3) 
 
(
θ = − arc sin CN,B (3,1) ) (2.12b) where t si indicates the ith satellite clock time, tr is the

 CN,B (1,2) 
ψ = arctan  (2.12c)
 CN,B (1,1) 
 
3. Navigation sensor characteristics and sensor
models
In this paper, the so-called tightly coupled integration
technique is applied to the integrated GPS/IMU navigation
system, which means that unprocessed or raw measure-
ments from GPS and inertial sensors are used. One of the
advantages of this type of integration is that sensor errors
can be modelled more thoroughly and sensor calibration
can be carried out with more transparent approaches.
GPS observable models and characteristics
GPS receivers reconstruct either the code, the carrier or
both signals of an incoming satellite signal. The code-
receiver clock time rsv,i = (xsv,i,ysv,i,zsv,i)T is the position of the
ith GPS satellite, r = (xR,yR,zR)T is the user position in ECEF
co-ordinates, c denotes the speed of light (c = 299,792,458
m/s), br is the receiver clock bias and v ρi represents the
white measurement noise. From pseudorange measure-
ments to four satellites the user position xR, yR, zR and
receiver clock bias br can be determined.
It is well known that, if an observer has a non-zero velocity
component in the line-of-sight direction with respect to a radio
source (which is, in this case, also moving) transmitting a
signal of a certain frequency, the observer will receive a signal
with a frequency not equal to the transmitted frequency. The
difference between received and transmitted frequencies is
called the Doppler shift of the signal. Many navigation
systems are based on this effect. The relationship between
the Doppler shift (∆f) and the range rate ρ is:
ρf s

tracking loop correlates the incoming code with a code ∆f = f s − f r = (3.2)

replica generated by the receiver till maximum correlation is c

AIAA-02-5005 3
where fs is the transmitted GPS signal frequency (fs = 1575.42
MHz = L1), and fr is the received frequency.
The observation model of the Doppler shift can now be written
as follows:
(rsv,i − r ) T (r sv,i − r )



ρi = + cdr + v ρi


(r sv,i − r ) T (rsv,i − r )
where dr is the receiver clock drift and v fi is the white
measurement noise of the ith satellite.
In the case of carrier-phase measurements (difference in
carrier phase between a master antenna and one or more
slave antennas), the observation equation (in cycles) has the
following form:
Φ m( tr ) = Φ CR( tr ) - Φ 0( tr ) - ( r)
fs ρ - ρb +N+ v

c (3.4)
where Φ CR ( tr ) is the received carrier phase, Φ 0 ( tr ) is the
reference phase, both at receiver time tr, N is the integer
ambiguity which needs to be resolved first and finally v is the
measurement noise.
In real applications, the derivation of the above observable is
extended to single and double difference schemes to
eliminate observation bias and integer ambiguity (Chu and
Van Woerkom, 1997). As the accuracy of carrier-phase
measurements is much higher than the accuracy of code-
phase measurements, this observable is widely applied to
precise positioning, navigation, satellite geodesy, and attitude
determination, the latter of which will be used in the current
study. It is assumed that the integer ambiguity can be solved
correctly and is therefore not included in the current model.
GPS carrier signal
To GPS spacecraft
Line of sight vector Range difference ∆ρ
Range ambiguity
Antenna 1 Antenna 2
b
Fig. 3.1 Carrier phase difference measurement using two
GPS receiver antennas.
The measurement concept of carrier-phase difference can be
seen in Fig. 3.1. The range difference is just the projection of
the baseline vector b (directed from the master to the slave),
onto the user-to-GPS satellite line-of-sight unit vector ei, i.e.:
∆ρ si = b T e i
The line-of-sight unit vector ei in Eq. (3.5) can be calculated
from user and ith GPS satellite position, and may be
expressed in the ECEF frame. Therefore, a transformation
from this reference frame to the spacecraft body-fixed
reference frame is necessary. The line-of-sight vector from
the user position to a GPS satellite is given by:
rLOS,i = rsv,i − r (3.6)
(3.3)
To normalise this vector, it has to be divided by its norm,
which is in this case equal to the pseudorange. So
rLOS,i
e i,R = (3.7)
(rsv,i − r ) T (rsv,i − r )
The GPS spacecraft position can be obtained from orbital
parameters broadcasted by the GPS spacecraft itself, while
the position of the user (re-entry vehicle) is estimated from the
measurements of pseudoranges and Doppler shifts (i.e., from
the solution of the GPS position determination).
In practice, the double differencing technique is applied to
carrier-phase observations for integer-ambiguity identification
purposes; therefore, the line biases from multi antennas are
eliminated. Assuming that the integer ambiguity difference
and the electrical line bias have been correctly estimated, the
phase difference measurement equation (for satellite i and
slave antenna j) can be written as:
fs
∆Φ ij = − b ij T C B,IC I,R e i,R + ∆N + β + v (3.8)
c B
where v is the measurement noise and the transformation
matrix CB,I contains the vehicle attitude information, see also
Eq. (2.8).
Unlike the position determination, attitude determination using
carrier phase measurements needs in principle only two GPS
spacecraft, as the rotation about the line of sight to the GPS
spacecraft cannot be determined and the line-of-sight vector
is known from some other source. The line-of-sight vector is
calculated from the difference between GPS spacecraft
positions and receiver position, therefore, at least four GPS
spacecraft are necessary to determine the attitude angles of
the user spacecraft in the case that the line-of-sight unit vector
needs to be determined as well.
GPS simulator
To obtain raw GPS measurements, a simulator has been
developed that provides position and velocity information
on the available GPS satellites at a certain desired location,
thereby using the ICD-GPS-200 algorithm, see, for
instance, Farrell and Barth (1999). The simulator will also
provide the combination of 4 satellites that yields the best
Geometric Dilution of Precision (GDOP), since for user-
position (xR, yR and zR) and -velocity (u, v and w)
determination at least 4 satellites are required, as the
receiver clock bias and drift need to be determined as well.
Since the geometry of visible satellites is an important
factor in achieving high-quality results especially for point
positioning and kinematic surveying, the simulator is also
(3.5) equipped with the capability to simulate all satellites
available during a certain day as well as their GDOP. This
will help the simulation engineer to choose the time to
conduct the test during a certain test day.
AIAA-02-5005 4
 unknown parameters. However, since the observability of
The algorithm can briefly be described in a number of those parameters also depends on system inputs, some
steps: specific manoeuvres for the re-entry vehicle have to be
designed. Such manoeuvres are quite limited, unlike those
1. Determine receiver time, based on date and time for aircraft. All of the manoeuvres have to be performed
information (so-called computer clock tagging); before the actual re-entry starts, since the so-called
2. Using the GPS satellites algorithm (ICD-GPS-200), blackout phase of the GPS receiver during the re-entry will
and taking the (weekly updated2) ephemeris data from occur and it may otherwise jeopardise the mission.
US NAWCWD as input, the position and velocity of all
GPS satellites is computed and expressed in the ECEF 4. Integrated navigation system
reference frame;
3. Given the user location and a mask angle, only those Substitution of Eqs (3.10) and (3.11) into Eqs (2.1) to (2.7),
satellites, which line of sight results in an angle larger and taking into account the body components of specific
than the mask angle, are tagged ‘visible’; forces measured by accelerometers strapped down to the
4. Compute the Geometric Dilution of Precision GDOP; re-entry vehicle, the navigation equations are formed. The
5. Determine the 4 satellites that gives the best GDOP; estimated specific force components input to Eqs. (2.1)-
6. For the actual position, velocity and attitude of the re- (2.3) are given by:
entry vehicle, compute the pseudorange, pseudorange
rate and carrier-phase difference using Eqs. (3.1), (3.3) −1
 a R,x  1 − s x m xy m xz   a x   b x  
and (3.8).  e     m    
 a R,y  = CR,B  m yx 1 − sy m yz   a ym  −  b y  
 e
 m  a   b  
The validation of the simulator has been done by
 a R,ze   zx m zy 1 − s z   zm   z  
comparing the results with US NAWCWPNS GPS/INS
Section using their Interactive GPS Satellite Prediction (4.1)
Utility available on the internet . The comparison has shown where CR,B = CR,I CI,B,
a close match results including the GDOP prediction.
 cos(ω cb t ) sin( ω cb t ) 0
IMU sensor characteristics and models  
CR,I =  − sin( ω cb t ) cos(ω cb t ) 0 (4.2)
 
The Inertial Measurement Unit IMU consists of three (strap-  0 0 1
down) accelerometers and three rate gyros. Those inertial
sensors may have common error characteristics as follows:
and CI,B being the transpose of Eq. (2.8).
• Bias (drift)
• Scale factor Similarly, the estimated angular rates input to Eq. (2.7) are
• Misalignment given by:
−1
 p e  1 − s p m pq m pr   p m   b p 
The mathematical model for the accelerometers is defined        
formed as follows:  q e  =  m qp 1− sq m qr   q m  −  b q  (4.3)
r   m m rq 1 − s r   r   b 
 e   rp  m   r 
a xm = s xa x + b x + mxya y + mxza z
a ym = s ya y + b y + myxa x + myza z (3.10) In vector form, the above equations can be written as:
a xm = sza z + b z + mzy a y + mzxa x
x( t ) = f [x ( t ), u( t ), t ] + G[ x( t ), t ]w( t ) (4.4a)

where sx, sy and sz are the scale factors, bx, by and bz are the The measurement equations, (3.1), (3.3) and (3.8) can also
biases, and m xy, m xz, m yx, m yz, m zx and m zy are be written in vector form.
misalignments. The mathematical model for the rate gyros
is defined in a similar way: z( t ) = h[ x( t ), u( t ), t ] + v (4.4b)

pm = spp + bp + mpqq + mpr r
qm = sqq + bq + mqpp + mqr r
rm = sr r + br + mrpp + mrqq
where the parameters have the same meaning as
explained for the model of the accelerometers.
On-board calibration of those parameters is one of the
tasks for this integrated navigation system. With GPS
pseudorange, pseudorange-rate and carrier-phase differ-
ence measurements, the integrated navigation system
should be able to accurately estimate not only position,
velocity and attitude state variables, but also the above
In state equation (4.4a), the state vector consists of the
(3.11) following state variables:
• vehicle position components (xR, yR and zR);
• vehicle velocity components (u, v and w);
• vehicle attitude quaternions (Q1, Q2, Q3 and Q4);
• unknown IMU calibration parameters (bx, by, bz, sx, sy,
sz, m xy, m xz, m yx, m yz, m zx and m zy, and bp, bq, br, sp, sq,
sr, mpq, mpr, mqp, mqr, m rp and m rq);
• receiver clock bias and clock drift (cbr and cdr).
Furthermore, the input vector u consists of the following
measured variables:

2 Download from http://sirius.chinalake.navy.mil/almanacs.html

AIAA-02-5005 5
• Specific-force measurements from accelerometers • Implement ECEF position and velocity equations and
( a xm , a ym and a zm ); use unprocessed GPS measurements
• Compare results of EKF and IEKF
• Rotational-rate measurements from rate gyros (pm, qm
and rm ).
Subsequently, the above topics will be addressed.
In the measurement equation (4.4b) the observation vector
IMU measurement frequency
consists of the following measurement variables:
• GPS pseudorange measurements (ρ1, ρ2, ρ3 and ρ4); Originally, the IMU measurement frequency was set at 25
• GPS Doppler shift (or, equivalently, pseudorange rate) Hz. However, it can be disputed whether this will not
measurements ( ρ1 , ρ 2 , ρ 3 and ρ 4 );

introduce unnecessary errors in the nominal state

• GPS carrier difference measurements from two
satellites between the master and three slave antennas
(∆Φ11, ∆Φ12, ∆Φ13, ∆Φ21, ∆Φ22 and ∆Φ23).
v and w are uncorrelated white-noise vectors. As compared
to the measurement equations in Mooij and Chu (2001), the
tightly coupled integrated GPS/IMU has a highly non-linear
propagation. Therefore, the frequency will be increased to
200 Hz, and the results of the nominal state propagation
will be compared with the results from the actual re-entry
simulation, which is considered to be the truth model. Note
that the state propagation is done using the so-called
tangent-plane equations (Mooij and Chu, 2001).

north-velocity error [m/s]

observation model. 0.6

0.4
The state estimator applied to the integrated navigation
0.2
system is the so-called Extended Kaman Filter (EKF),
which performs a first-order approximation of non-linear 0
filters (see also Mulder et al., 1999). When the non-linearity -0.2
of the integrated navigation system is high - as is the case 0 200 400 600 800 1000 1200 1400
time [sec]
with re-entry flights - the EKF may diverge. In that case,
east-velocity error [m/s]
0
improvements in performance of the EKF can be realised
by introducing local iterations. Since these algorithms are
recursive, they are suitable for on-board navigation. In the -0.5
current paper, we will also apply the Iterated Extended
Kalman Filter (IEKF), which is particularly suitable in case
-1
of non-linearities in the measurement equation. 0 200 400 600 800 1000 1200 1400
time [sec]
down-velocity error [m/s]

0.3
5. Improvement of the tightly/loosely coupled
0.2
system
0.1
Apart from using post-processed GPS measurements, the 0
EKF in Mooij and Chu (2001) appeared to have a problem
-0.1
with tracking large variations in attitude. To illustrate this, 0 200 400 600 800 1000 1200 1400
the estimated roll-angle error during the final descent has time [sec]
been plotted in Fig. 5.1. Large errors (up to 0.5°) for an
otherwise converged estimate showed whenever a bank Fig 5.2 - Relative velocity errors due to 25 Hz nominal-state
reversal was executed. To improve the results as well as to propagation.
use unprocessed GPS measurements, a number of
elements of the navigation system will be changed and/or When the frequency is set at 200 Hz, the resulting nominal
improved. state is very close to the truth model, and can be
considered to be identical for practical purposes. However,
1
the differences become larger when the frequency is
roll-angle error(deg)

0.5 decreased. To show the impact, in Figs. 5.2 and 5.3 the
0 difference between propagating at 200 Hz (truth model) and
25 Hz has been plotted for the complete re-entry trajectory.
-0.5
It is obvious, that by setting the IMU measurement
-1
1050 1100 1150 1200 1250 1300
frequency at 200 Hz, the error source due to the nominal
time (sec) state propagation will be removed. It is noted that the
accuracy improvement for the roll, pitch and yaw angle is in
Fig. 5.1 – Roll-angle error during final descent
the order of 0.01° for each of the three angles. This means
that the (low) IMU measurement frequency is hardly
Starting with the original model as described by Mooij and
contributing to the relatively large attitude-angle error.
Chu (2001), the following will be done:
Quaternion implementation
• Study the influence of increasing the IMU-measure-
ment frequency on the nominal position, velocity and
To improve the computational efficiency, the kinematic
attitude-angle propagation;
attitude equations are based on quaternions rather than
• Change the kinematic attitude equations from local local Euler angles. Since the GPS carrier-phase difference
Euler angles to quaternions, and check accuracy and measurement is a line-of-sight detector, it offers the
computational speed possibility to measure quaternions so no implementation
problems will be introduced. Moreover, for the current
AIAA-02-5005 6
tightly-coupled navigation system the use of quaternions When the amplitude is 30° (t = 20 s), the attitude is
will make the rotational kinematic equations Eq. (2.7) linear, stabilised for 10 s, after which φ = θ = ψ = -3 °/s is

since the rotational-rate components are system inputs.

This results in a simpler model, which is expected to be commanded (t = 30 s) until the amplitude is -30° (t = 50 s).
numerically more stable when unprocessed GPS measure- Again, after a stabilising interval of 10 s, the attitude is
commanded back to zero with φ = θ = ψ = 3 °/s. Hence,

ments are going to be used.

-3 the total duration is 60 s. At t = 70 s, the beginning of the
x 10
yaw turn is commanded with ψ = -3 °/s, so after 60 s the


1.5
latitude error [deg]

turn is completed. Finally, after another 10 s (t = 150 s), the

1
deorbit burn starts. With a thrust level of 8000 N, a specific
0.5 impulse of 300 s and a total ∆V requirement of 120 m/s, the
manoeuvre lasts 398.5 s. Note that the acceleration level is
2
0 0.31 m/s , and only in x-direction.
0 200 400 600 800 1000 1200 1400
-3
x 10 time [sec]
0
accelerometer value gyroscope value
longitude error [deg]

-1 error error
-4 -6
-2 bx 3⋅10 bp 5⋅10
-4 -6
-3
by -3.5⋅10 bq -5⋅10
bz -4 br -6
3⋅10 5⋅10
-4 -4
0 200 400 600 800 1000 1200 1400 sx 2⋅10 sp 2⋅10-4
20
time [sec] sy -1.7⋅10-4 sq -1.7⋅10-4
sz 2.3⋅10-4 sr 2.3⋅10-4
altitude error [m]

10 m xy 10-6 mpq 10-6

m xz -10-6 mpr -10-6
0
m yx -10-6 mqp -10-6
-10
m yz 2⋅10-6 mqr 2⋅10-6
0 200 400 600 800 1000 1200 1400 m zx 10-6 m rp 10-6
time [sec]
m zy 2⋅10-6 m rq 2⋅10-6
Fig 5.3 - Relative position errors due to 25 Hz nominal-state
propagation . Table 5.1 – Input instrument errors.

Two observations were made during the course of the
study. In the first place, a gain in computational speed was
obtained and in the second place, after converting the
quaternions to local Euler angles, the corresponding values
appeared to be identical. The former observation will be
important at a later stage, once a real-time implementation
of the navigation system is considered, whereas the second
As input to the filter, the mentioned manoeuvres are
simulated using the instrument errors listed in Table 5.1. In
addition, the accelerometer measurements have white-
noise errors with a 1σ value of 10-5 m/s2, whereas the
gyroscope measurements have white-noise errors with 1σ
= 10-6 rad/s. The GPS data are considered to have white-
noise errors with 1σ values of σρ = 25 m, σ ρ = 0.1 m/s and 

observation confirms a proper implementation of the σ∆Φ = 0.1 cycle (≈ 19 cm). The applied errors in initial con-
kinematic model. ditions are 30 m, -30 m and 35 m for the position, -0.1 m/s,
-0.1 m/s and 0.1 m/s for the velocity, and 0.05, -0.05, -0.05
ECEF model and unprocessed GPS measurements and 0.05 for the quaternions. Initial instrument-error
estimates were negated with respect to their respective
After implementing the measurement equation based on input values.
unprocessed GPS measurements, it appeared that the
30
output matrix H was badly scaled, due to the mixing of
spherical and Cartesian position and velocity components. sv #4
Therefore, it was decided to change the model to a fully sv #4

ECEF based Cartesian model (see Section 2), yielding a 25

numerically stable H. To test the proper implementation of sv #3
the model, as well as to check the observability of the
satellite number (-)

system, the same manoeuvres as discussed in the previous 20

paper (Mooij and Chu, 2001) will be simulated. sv #2

The considered manoeuvres are the angular doublets, the 15

yaw reversal to align for the deorbit burn and the de-orbit
burn itself. Doublets are executed in roll, pitch and yaw,
although the yaw manoeuvre is also covered in the
10
reversal. For the sake of simulation, the doublets are sv #1
executed simultaneously, whereas all three types are
executed sequentially with only little spacing. Of course, in
an actual mission the manoeuvre timing may be different. 5
0 50 100 150 200 250 300 350 400 450 500
time (sec)
The timing and execution logic is as follows. After 10 s from
Fig. 5.4 – Best combination of 4 visible satellites during
t = 0 s, the doublets are initiated with φ = θ = ψ = 3 °/s.

exo-atmospheric phase.
AIAA-02-5005 7
For the duration of the simulation (500 s), the 4 GPS estimation error is rather large, for xR even between 25 m
satellites that were used to generate the measurements and 35 m. However, the error covariance almost discretely
have been depicted in Fig. 5.43. It is clear from this figure, changes at t ≈ 30 s, as well as the estimation error. From
that during the course of the simulation, the combination of that moment, the error remains very small.
satellites changes. In Fig. 5.5, an example of the (ideal)
50
pseudorange measurements has been plotted, whereas in

X ECEF (m)
Fig. 5.6 an example of the carrier-phase differences can be
found. It is noted that the integer ambiguity is assumed to 0
be solved, which explains that the plotted values are not
scaled between 0 and 1 (cycles). In both figures, the
change in satellite constellation is represented by discrete -50
0 50 100 150 200 250 300 350 400 450 500
jumps in the measurements. 50
time (sec)
7 7
x 10 sv #1 x 10 sv #2

Y ECEF (m)
2.55 2.3

2.5 2.25 0
pseudorange (m)

pseudorange (m)

2.45 2.2

2.4 2.15
-50
0 50 100 150 200 250 300 350 400 450 500
2.35 2.1
time (sec)
50
2.3 2.05
0 100 200 300 400 500 0 100 200 300 400 500

Z ECEF (m)
time (sec) time (sec)
7 7
x 10 sv #3 x 10 sv #4
2.5 2.4 0

2.4
pseudorange (m)

pseudorange (m)

2.3
2.3 -50
0 50 100 150 200 250 300 350 400 450 500
2.2 time (sec)
2.2
2.1

2 2.1
Fig. 5.7 - Estimated ECEF position errors, including error
0 100 200 300
time (sec)
400 500 0 100 200 300
time (sec)
400 500 standard-deviation bounds, for the exo-atmospheric phase.
0.2
Fig. 5.5 - Ideal pseudoranges during exo-atmospheric
V x ECEF (m/s)

0.1
phase.
sv #1 0
20
-0.1
DPHI m-s (cycles)

0 -0.2
0 50 100 150 200 250 300 350 400 450 500
1

time (sec)
0.2
-20
Vy ECEF (m/s)

0.1
-40 0
0 50 100 150 200 250 300 350 400 450 500
time (sec) -0.1
5
DPHI m-s (cycles)

-0.2
0 50 100 150 200 250 300 350 400 450 500
time (sec)
0.2
0
2

Vz ECEF (m/s)

0.1

0
-5
0 50 100 150 200 250 300 350 400 450 500 -0.1
time (sec)
10 -0.2
0 50 100 150 200 250 300 350 400 450 500
DPHI m-s (cycles)

5 time (sec)

0
3

Fig. 5.8 - Estimated ECEF velocity errors, including error

-5
-10
0 50 100 150
Fig. 5.6 – Ideal carrier phase differences from satellite #1
(integer ambiguity is solved).
After tuning the EKF, it is found that the position, velocity
and quaternions can be estimated fairly well. In Fig. 5.7, the
estimated ECEF position is plotted as a function of time.
For xR and zR it is clear that during the first 30 s, the
3For the sake of reproducibility of the results, during the course
of this study the date and time have been frozen to 13-02-2002
and 10:55:27.277, respectively.
standard-deviation bounds, for the exo-atmospheric phase.
200 250 300 350 400 450 500
time (sec) This sudden jump in error and error covariance can easily
be explained, when Fig. 5.4 is studied. At t ≈ 30 s, the
constellation of visible satellites changes. This change
introduces new information in the system, which aids
convergence of the filter. Also at t ≈ 150 s and t ≈ 330 s, the
constellation changes. The effect can be particularly well
observed in Fig. 5.8, where the estimated ECEF velocity is
plotted versus time. It is evident that the filter estimate of
the x-velocity component slightly diverges (the filter is
saturated) in between t ≈ 150 s and t ≈ 330 s. After the last
constellation change, the filter rapidly converges again.
AIAA-02-5005 8
A similar effect is observed in the clock bias and clock drift,
see also Fig. 5.9. The constellation changes are clear, but
also the fact that the filter can very well estimate these
parameters. The estimated quaternions are all very stable,
with almost constant estimation errors of ∆Q1 = 4⋅10-4, ∆Q2
= -3⋅10 , ∆Q3 = 7⋅10 and ∆Q4 = 2⋅10 . Although it seems
-5 -4 -4
that for this reason the quaternions are not interesting
enough to discuss in more detail, the opposite is true. The
very fact that they are stable implies that, once converted to
Euler angles, also these parameters will be stable. This
means that the source of the attitude-angle error that was
discussed at the beginning of this section, has been
removed by basing the model on the ECEF equations of
motion. Apparently, not only the output matrix H was badly
scaled, but also the system matrix F suffered (at least a bit)
from the combination of position angles, altitude and
Cartesian velocity components.
20
10
clock bias (m)
the results seem to be acceptable, in fact only the accelero-
meter bias and gyroscope drift can be estimated accurately.
The scale factors sy and sz cannot be estimated at all, since
the corresponding accelerations are zero, which also holds
for most of the accelerometer misalignments. The same
was observed in Mooij and Chu (2001), where it was
decided to keep only bx, by, bz, sx, bp, bq, br, sp, sq, and sr in
the filter model. Although no deterioration of the results has
been observed, also an improvement was not found.
Therefore, the same reduced model will be used in the
subsequent analysis of the actual re-entry. It is thus
assumed that for the unobservable parameters the
calibrated values from ground tests can be used.
EKF versus IEKF
The last step in trying to reduce the estimation errors is to
use an iterated rather than the regular EKF. Let us define
the error norm as the norm of the vector of state-vector
differences in two successive iterations. The IEKF is run for
-8

an error-norm tolerance of 10 and a maximum number of

0 iterations of 15. The results are, however, similar to the
ones obtained with the EKF. Some of the instrument-error
-10 estimates are even better with the standard EKF. A slight
improvement is observed in velocity and position estimates.
-20
0 50 100 150 200 250 300 350 400 450 500 As an example, in Fig. 5.11 the velocity and position in Y-
time (sec) direction have been plotted, obtained with both EKF and
0.3 IEKF. At some point, either of the two filters will outperform
0.2 the other, but the global convergence for the IEKF is better,
clock drift (m/s)

0.1 in particular for the velocity, where the error converges to

0 almost zero.
-0.1
0.1
-0.2 IEKF
V y ECEF (m/s)

0.05
0 50 100 150 200 250 300 350 400 450 500
time (sec) 0
Fig. 5.9 - Estimated clock-bias and drift errors, including
-0.05
error standard-deviation bounds,for the exo-atmospheric EKF
phase. -0.1
0 50 100 150 200 250 300 350 400 450 500
time (sec)
0.01
10
0.005 EKF
z-bias (m/s2)

5
Y ECEF (m)

0
0
-0.005
-5
-0.01 IEKF
0 50 100 150 200 250 300 350 400 450 500
-10
time (sec) 0 50 100 150 200 250 300 350 400 450 500
0.01 time (sec)

0.005
Fig. 5.11 - Estimated Y velocity and position error, including
error standard-deviation bounds,for the exo-atmospheric
x-scale (-)

0 phase, obtained with EKF and IEKF.

-0.005
-0.01
0 50 100 150 200
time (sec)
Fig. 5.10 - Estimated z-bias and x-scale factor errors,
including error standard-deviation bounds,as a function of
time for the exo-atmospheric phase.
In Fig. 5.10, some of the estimated instrument errors have
been plotted, i.e., the difference between estimated and
input value. It is obvious from the plots that the manoeuvres
have a significant impact on the observability of the states,
e.g., the scale factor for the x-accelerometer, sx. Although
6. Re-entry trajectory simulation results
250 300 350 400 450 500
The actual re-entry trajectory (Fig. 2.2, obtained from Mooij,
1998) is divided into three parts. The first part deals with
the flight phase starting at 122 km altitude until the blackout
phase starts. This point has been set at an altitude of 88 km
(t = 190.5 s). The second part concerns the blackout phase
between 88 km and 42 km (t = 1066.7 s). The third and final
part begins right after leaving the blackout phase and
continues down to an altitude of about 25 km (t = 1280.5 s),
which marks the end of the hypersonic descent. The
constellation of 4 visible GPS satellites is shown in Fig. 6.1.

AIAA-02-5005 9
 required for this type of re-entry (heat-flux minimisation).
In the first flight phase the gravitational acceleration is Final errors for the other parameters are τerr = -2⋅10-5°, δerr =
-10 °, vN,err = -0.01 m/s, vE,err = -0.025 m/s, vD,err = 0.02 m/s,
-5
largely dominating. The aerodynamic forces and moments
start increasing only close to the beginning of the blackout φerr = -1.5⋅10-3° and ψerr = -10-3°.
phase, which means that this phase will not give much
10
extra information as compared with the exo-atmospheric

altitude error (m)

phase. Adding sz to the filter model - the high entry angle of 0
attack makes the lift force will be the larger component, -10
which would excite this parameter – shows convergence,
albeit at the moment the blackout phase starts, no accurate -20

estimate is obtained. Again, this confirms the results of -30

Mooij and Chu (2001). Therefore, we restrict to the reduced 0 20 40 60 80 100 120 140 160 180 200
time (sec)
model, as discussed before. The remaining "calibrated"

velocity-norm error (m/s)

0.2
scale factors and misalignments are zero initialised, which
0.15
means a 100% uncertainty since they are excluded from
the estimation process. The IMU measurement frequency is 0.1
200 Hz, whereas the GPS ‘update’ frequency is 10 Hz. The
0.05
carrier-phase noise is reduced to 0.026 cycle (≈ 5 mm), to
have a more realistic value for this parameter. 0
0 20 40 60 80 100 120 140 160 180 200
sv #4 time (sec)
30 0.2

pitch-angle error (deg)

0.1

25 0
sv #4
sv #3
-0.1
20
satellite number (-)

sv #2
sv #4
15
sv #3
10
sv #1
5
0 the calibration phase and the previous first part of the entry.
0 200 400
Fig. 6.1 – Best combination of 4 visible satellites during re-
entry (including blackout phase and final descent).
Since it concerns a new estimation process, the initial
errors have been taken quite large, thereby discarding the
information for the related states from the exo-atmospheric
phase4. The filter converges rapidly resulting in accurate
navigation information. Converged errors are in the order of
a few meters for the position components, 0.02 m/s or less
for the velocity and less than 10-4 for the quaternions. The
clock-drift and -bias errors are 0.04 m/s and 2 m,
respectively.
The estimated Cartesian position and velocity, as well as
the quaternions, are transformed to spherical position h, τ,
δ, local tangent-plane velocity vN, vE and vD, and local Euler
angles φ, θ and ψ, and compared with the actual values,
resulting from the non-linear simulation. In Fig. 6.2, a
subset of the results is plotted, i.e., the altitude error, the
error in relative velocity (which is the modulus of the ECEF
velocity components) as well as the pitch-angle error. It can
be concluded that the filter has an excellent performance,
which is, in fact, better than the filter performance in Mooij
and Chu (2001). An accurate pitch-angle estimate provides
a good basis for accurate angle-of-attack control that is
4 It remains to be studied, how all successive phases can be
linked (including leaving the blackout phase), such that one
smooth estimation process is obtained.
-0.2
0 20 40 60 80 100 120 140 160 180 200
time (sec)
Fig. 6.2 – Error in estimated altitude (top), relative velocity
(middle) and (local) pitch angle (bottom) as a function of
time since re-entry.
The black-out phase is characterised by the lack of aiding
GPS measurements, which means that the navigation
system should rely on the estimated instrument errors from
600 800 1000 1200 1400
time (sec)
In the following, a dead-reckoning simulation will be done
for the blackout phase with the best estimate of the instru-
ment errors obtained from the previous phases as well as
ground calibration. This means that the scale factors and
misalignments will all have a 30% uncertainty as compared
with their input values (Table 5.1), whereas the errors in bx,
bp, and br are put at 25%. The remaining bias and drift
values are assumed to be known. Initial conditions are set
equal to the final values of the (first) re-entry phase.
In Fig. 6.3, the altitude, relative-velocity and roll-angle error
have been plotted. Despite the relatively large IMU sample
frequency, the error in, for instance, the relative velocity is
rather large. It remains to be studied what the impact on the
performance of the guidance system will be. At the moment
that a bank reversal is initiated (t ≈ 730 s), the error in
attitude angles changes almost discretely, indicating that
the IMU sample frequency is still too low for these fast
dynamics, although the error is small. In turn, the attitude
error results in a transformation and hence a small
acceleration error, such that there is also an almost discrete
change in the pattern of velocity error. Obviously, the
decreasing rate in altitude error is a direct consequence of
this. The remaining (maximum) errors are τerr = -7.5⋅10-3°
and δerr = 4⋅10-3°, which are gradually increasing with time,
as is vE,err (final error of -4.4 m/s), vN,err = 1.6 m/s, but with a
rather constant error after the reversal, and vD,err = 1.25 m/s
at the moment of the reversal, but which decreases again
to zero afterwards. Finally, θerr = 0.05° and ψerr = 0.025°.
AIAA-02-5005 10
 7. Conclusions
200
altitude error (m)
0 This paper discusses a tightly coupled IMU/GPS integrated
navigation system for re-entry vehicles. Despite the limited
-200 manoeuvre possibilities, the on-board calibration of inertial
sensors has been addressed. Not all modelled uncertain
-400 parameters of the IMU can be estimated, although the
100 200 300 400 500 600 700 800 900 1000 1100
time (sec) accelerometer bias and gyroscope drift can be estimated at
velocity-norm error (m/s)

6
a satisfactory level. Position, velocity and attitude can be
4 accurately estimated, with a filter performance that is much
better than the loosely coupled approach presented in a
2 previous paper. An implementation based on ECEF
position and velocity, as well as quaternions rather than
0
100 200 300 400 500 600 700 800 900 1000 1100 Euler angles, gives a numerically stable filter which is
0
time (sec) relatively fast. Application of local iterations does not give
too much of an improvement in accuracy.
roll-angle error (deg)

-0.02
Simulating the hypersonic entry and descent yields
-0.04 accurate position, velocity and attitude estimates in all
phases of the re-entry, including the blackout phase. Also
-0.06
100 200 300 400 500 600 700 800 900 1000 1100 during the (excessive) bank reversals, the attitude-angle
time (sec) error remains small and does not induce significant
acceleration errors.
Fig. 6.3 – Error during blackout phase in estimated altitude
(top), relative velocity (middle) and (local) roll angle
The tightly coupled GPS/IMU integrated system offers
(bottom) as a function of time since re-entry.
flexibility to improve the performance of the navigation
200 system by remodelling errors of the GPS receiver, while in
the loosely coupled system the position, velocity and
altitude (m)

0 attitude are already estimated by the receiver. The latter

approach, however, is less realistic, because only white-
-200
noise errors in the GPS measurements are assumed. In
-400
reality, the processed GPS data will be corrupted with
1050 1100 1150 1200 1250 1300 coloured measurement noise, because pre-Kalman filters
time (sec)
velocity-norm error (m/s)

6 have already been applied to process the GPS data. Tightly

coupled system offers the highest accuracy as compared to
4
loosely coupled or uncoupled systems.
2
In this paper, the real-time implementation of the integrated
0 navigation system has not yet been addressed. In addition,
1050 1100 1150 1200 1250 1300
time (sec)
more attention should be paid to the manoeuvre design, to
0.05 allow for a more accurate calibration of the inertial sensor.
roll-angle error (deg)

0 Finally, future work should focus on the combination with

-0.05
the guidance and control system of the re-entry vehicle, to
allow for a realistic performance analysis.
-0.1

-0.15
1050 1100 1150 1200 1250 1300
References
time (sec)

Fig. 6.4 – Error during final descent in estimated altitude 1. Chu, Q.P. and P.Th.L.M. van Woerkom, “GPS for low cost
(top), relative velocity (middle) and (local) roll angle attitude determination: a review of concepts, in-flight
(bottom) as a function of time since re-entry. experiences and current development.” Journal of Acta
Astronautica, Volum 41 Number 4-10 pp 421-433, 1997.
2. Farrell, J.A. and Barth, M., The Global Positioning System
Initializing the Kalman filter with the above state-variable
& Inertial Navigation, McGraw-Hill, New York, 1999.
errors (xR,err = 940 m, yR,err = 115 m, zR,err = -423 m, uerr = 3. MBB Space Communication and Propulsion Systems
3.6 m/s, verr = 2.65 m/s and werr = -1.65 m/s; the quaternion Division, "Study on re-entry guidance and control - Final
errors are all very small) and taking large initial values for report", ESA reference: ESA CR (P) 2652, Munich, 1988.
the error covariance matrix, the estimation process for the 4. Mooij, E., "Aerospace-plane flight dynamics: analysis of
final descent is started. As for the first phase, the filter guidance and control concepts", PhD thesis, Delft Univer-
converges rapidly, again showing a good performance. Fig. sity of Technology, Faculty of Aero-space Engineering,
6.4 shows a subset of errors. As can be seen, the altitude 1998.
and velocity error rapidly converge to small values, which 5. Mooij E., and Chu, Q.P., "IMU/GPS Integrated Navigation
also holds for the errors that are not shown here. After System for a Winged Re-entry Vehicle", AIAA paper 2001-
comparing the roll-angle error with the one shown in Fig. 1469. From: AIAA Guidance, Navigation, and Control
5.1, it is clear that there are no large errors during the bank Conference, August 6-9, 2001, Montreal, Canada.
reversals anymore. The filter behaviour is very stable, 6. Mulder, J.A., Chu, Q.P., Sridha, J.K., Breeman, J.H. and
which is promising for an actual on-board implementation of Laban, M., “Non-linear aircraft flight path reconstruction
the presented navigation system. review and new advances”, Progress in Aerospace
Sciences, Elsevier, 35, pp. 673-726, 1999.

AIAA-02-5005 11

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