BROWN AND HWANG (CH.

9-10)
AIDED INS KALMAN FILTER EXAMPLES
A) ESTIMATION OF SCALAR GAUSS-MARKOV PROCESS

B) EXTERNAL POSITION MEASUREMENT, DME, AIDING INS

C) SCHULER DAMPING OF NORTH CHANNEL WITH VELOCITY MEASUREMENTS

BY DOPPLER RADAR

MARCH 11, 2011, IITB

AE 457 M, AE 641: Navigation and Guidance

March 11, 2011
Prob. 9.4 estimation error along x and y (1σ) with range measurements by DMEs on x-axis. Airplane flying
north. white process noise = 20 m (1σ). Measurement noise: Gauss-Markov process + white noise; G-M
process = 30 m (1σ), driven by a white sequence: 4.22 m (1σ); range measurement white noise: 15 m (1σ).
See theory in Sec. 2.3.2.1, Grewal, et al, p. 34-38

 x0 =  y0 = 44.7 m,  process = 20 m,  meas = 15 m + G-M

110
x
100
y

90

80
 x,  y (m)

70

60

50

40

30

20
0 20 40 60 80 100 120 140 160 180 200
time
Ex. 10.2 Simulation of INS / DME (Distance Measuring Equipment)

3
10
RMS Errors x-axis (East) (meters)

INS-only
INS/DME
2
DME-only
10

1
10

0
10
0 20 40 60 80 100 120 140 160 180 200
Time (s)

3
RMS Errors y-axis (North) (meters)

10
INS-only
INS/DME
2
DME-only
10

1
10

0
10
0 20 40 60 80 100 120 140 160 180 200
Time (s)
Ex. 10.2 Reduction in INS Azimuth Estimation Error due to North and East
acceleration from 95 s to 105 s; initial azimuth error RMS = 1 deg

1.2

1.1

1
azimuth estimation error SD (deg)

0.9

0.8

0.7

0.6

0.5
0 20 40 60 80 100 120 140 160 180 200
Time (s)
Brown & Hwang, Sec. 10.3, Fig. 10.7: (1/4)
Schuler Damping of Lateral Channel with Doppler Radar:
Accelerometer PSD: (50e-6 * g)^2 /Hz; Doppler radar: (0.32 m/s)^2/Hz

0.7

0.6

0.5
East tilt error (arc-sec)

0.4

0.3

0.2

0.1

0
0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000
Time(s)
Brown & Hwang, Sec. 10.3, Fig. 10.7: (2/4)
Schuler Damping of Lateral Channel with Doppler Radar:
Accelerometer PSD: (50e-6 * g)^2 /Hz; Doppler radar: (0.32 m/s)^2/Hz

20

18

16

14
position error (m)

12

10

0
0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000
Time(s)
Brown & Hwang, Sec. 10.3, Fig. 10.7: (3/4)
Schuler Damping of Lateral Channel with Doppler Radar:
Accelerometer PSD: (50e-6 * g)^2 /Hz; Doppler radar: (0.32 m/s)^2/Hz

0.025

0.02
north vel error (m/sec)

0.015

0.01

0.005

0
0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000
Time(s)
Brown & Hwang, Sec. 10.3, Fig. 10.7: (4/4)
Schuler Damping of Lateral Channel with Doppler Radar:
Accelerometer PSD: (50e-6 * g)^2 /Hz; Doppler radar: (0.32 m/s)^2/Hz

0.6
position gain

0.4

0.2

-0.2
0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000
Time(s)
-3
x 10
2

1.5
vel. gain

0.5

0
0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000
Time(s)
-8
x 10
10

5
tilt gain

-5
0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000
Time(s)
Courtesy:
Brown and Hwang,
Introduction to Random Signals
and Applied Kalman Filtering, III Ed.,
John Wiley, 1997
Brown & Hwang, Prob. 10.1: Baro-Inertial Vertical Channel Stabilization:
deltaT = 1 s; accelerometer white noise PSD = 0.13889 (m/s^2)/(rad/s);
Baro errors: exp. corr. variance sig^2 = (100 m)^2; tau_altim = 300 s;
q_baro=sig^2 * (2*beta*dt)=8.16^2 m^2; meas. white noise variance = R = (10 m)^2

Ex. 10.1 Baro Error Gauss-Markov SD: 100 m, Accel. PSD 0.14 (m/s 2)/(r/s)
RMS INS vert. pos. error, baro error (m)

120

100

80
RMS INS vert. pos. error
60 baro error

40

20

0
0 100 200 300 400 500 600 700 800 900 1000
time (s)

3.5
RMS INS vert. vel. error (m/s)

2.5

1.5

0.5

0
0 100 200 300 400 500 600 700 800 900 1000
time (s)