Unscented Kalman filter for SINS alignment

In order to solve the strapdown inertial navigation system (INS) alignment problem under the marine mooring condition, the rapid strapdown INS fine alignment method is proposed. This method uses the gravity in the inertial frame to deal with the lineal and angular disturbances. Also the forward and backward processes for strapdown INS calculation and filter estimation are designed. Making use of the forward and backward processes to repeatedly process the saved inertial measurement unit (IMU) data sequence could quickly obtain the initial strapdown attitude matrix. Simulation and trial test validate the performance of the proposed rapid fine strapdown INS alignment.

This study concerns the strapdown inertial navigation system (SINS) initial alignment under marine mooring condition with large initial error. The ten‐dimensional state initial alignment error functions of the SINS with inclusion of non‐linear characteristics have been derived. It is pointed out for the first time that the non‐linear functions are applied to only a subset of the elements of the state vector, that is, the velocities error and the misalignment angles. Then a computationally efficient refinement of the unscented transformation (UT) called marginalised UT (MUT) is investigated in these special non‐linear systems with a linear substructure. A performance comparison between the extended Kalman filter (EKF), the UT‐based Kalman filter (UKF) and the MUT‐based Kalman filter (MUKF) demonstrates that both the UKF and the MUKF can outperform the EKF and the MUKF and can achieve, if not better, at least a comparable performance to the UKF, at a significantly lower expense.

High dynamic aircraft is a very attractive new generation vehicles, in which provides near space aviation with large flight envelope both speed and altitude, for example the hypersonic vehicles. The complex flight environments for high dynamic vehicles require high accuracy and stability navigation scheme. Since the conventional Strapdown Inertial Navigation System (SINS) and Global Position System (GPS) federal integrated scheme based on EKF (Extended Kalman Filter) is invalidation in GPS single blackout situation because of high speed flight, a new high precision and stability integrated navigation approach is presented in this paper, in which the SINS, GPS and Celestial Navigation System (CNS) is combined as a federal information fusion configuration based on nonlinear Unscented Kalman Filter (UKF) algorithm. Firstly, the new integrated system state error is modeled. According to this error model, the SINS system is used as the navigation solution mathematic platform. The SINS combine with GPS constitute one error estimation filter subsystem based on UKF to obtain local optimal estimation, and the SINS combine with CNS constitute another error estimation subsystem. A non-reset federated configuration filter based on partial information is proposed to fuse two local optimal estimations to get global optimal error estimation, and the global optimal estimation is used to correct the SINS navigation solution. The χ 2 fault detection method is used to detect the subsystem fault, and the fault subsystem is isolation through fault interval to protect system away from the divergence. The integrated system takes advantages of SINS, GPS and CNS to an immense improvement for high accuracy and reliably high dynamic navigation application. Simulation result shows that federated fusion of using GPS and CNS to revise SINS solution is reasonable and availably with good estimation performance, which are satisfied with the demands of high dynamic flight navigation. The UKF is superior than EKF based integrated scheme, in which has smaller estimation error and quickly convergence rate.

The extended Kalman filter (EKF) has been used widely in Global Position System (GPS) and Strapdown Inertial Navigation Systems (SINS) integrated navigation systems,which simply linearizes all nonlinear models.However, careful treatment of the nonlinearity of the system models is particularly critical when the integrated systems use low cost micro-electro-mechanical (MEMS) inertial sensors. Hence application of the EKF in MEMS inertial sensor-based integrated navigation systems will likely lead to inaccurate results. To overcome the shortcomings of the EKF, the unscented Kalman filter (UKF) has been proposed.The UKF does not require the linearization of the system models. Alternatively it uses a set of deterministically selected "sigma-points",which completely capture the true mean and covariance of the original random vector. Then these sigma-points are propagated through the nonlinear models.This captures the mean and covariance to second order accuracy for arbitrary nonlinear functions. In this paper the EKF and UKF are applied in GPS/SINS integrated systems respectively. Simulation result demonstrates that the performance of the UKF is better than the EKF in MEMS inertial sensor-based SINS/GPS integrated systems.

Initial alignment is always a key topic and difficult to achieve in an inertial navigation system (INS). In this paper a novel self-initial alignment algorithm is proposed using gravitational apparent motion vectors at three different moments and vector-operation. Simulation and analysis showed that this method easily suffers from the random noise contained in accelerometer measurements which are used to construct apparent motion directly. Aiming to resolve this problem, an online sensor data denoising method based on a Kalman filter is proposed and a novel reconstruction method for apparent motion is designed to avoid the collinearity among vectors participating in the alignment solution. Simulation, turntable tests and vehicle tests indicate that the proposed alignment algorithm can fulfill initial alignment of strapdown INS (SINS) under both static and swinging conditions. The accuracy can either reach or approach the theoretical values determined by sensor precision under static or swinging conditions.

Initial alignment is of vital importance to inertial navigation systems (INS). The two main methods of self-alignment, the traditional gyro-compassing alignment method and the Kalman filter method, are discussed. We apply and compare the two methods via simulation and test in use of a strapdown inertial navigation system (SINS) based fiber optic gyroscope (FOG), respectively. The simulation and test show that Kalman filter method is better in convergent time and accuracy of attitude and azimuth, however, gyro-compassing alignment method is better in robustness. This provides a useful reference for designing alignment algorithm for FOG SINS.

In this paper we use four nonlinear blending filters in order to integrate global positioning system and strapdown inertial navigation system (GPS/SDINS). As we will see in this paper, the Unscented Kalman filter (UKF) in comparison with extended Kalman filter (EKF), central difference Kalman filter (CDKF) and particle filters (PFs) has the best performance both in estimation accuracy and computation time. It will also give us more reliable solution when encountering satellite signal blockage as a probable problem in land navigation. The results have clearly demonstrated that the UKF would improve the guidance from the point of accuracy and computation time to the mentioned problems.

Alignment accuracy and alignment time are two important indexes of the initial alignment procedure of a strapdown inertial navigation system (SINS). However, large misalignment angles will bring nonlinear problems of SINS error models and prolong the convergence time of the initial alignment procedure. In this paper, an innovative control scheme is proposed for the initial alignment of SINS on stationary base, which is implemented by active disturbance rejection control (ADRC). Compared with the conventional compass method, the proposed method has a lower requirement on high accuracy of the coarse alignment. Therefore, the total alignment time is decreased, meanwhile the interferences caused by the system errors are decreased and the stability of the closed-loop system is enhanced. Simulations and experiments show that the alignment procedure has been greatly hastened and the accuracy has been improved.

SINS/ANS integration for augmented performance navigation solution using unscented Kalman filtering

This paper presents detailed derivations and further explanations of the state transformation extended Kalman filter (ST-EKF) from the common frame error definition perspective. Both the system error and measurement models of strapdown inertial navigation system (SINS)/Odometer (OD) tightly-coupled navigation are derived based on the ST-EKF. Both theoretical analysis and test results indicate the effectiveness of the proposed velocity error definition on mitigating the covariance-inconsistency problem that is caused by the specific force calculation error in the EKF state transition matrix. The excellent covariance-consistency of the ST-EKF makes it not necessary to remove gyro and accelerometer bias errors from the initial alignment Kalman filter states. This phenomenon can ensure the subsequent integrated navigation performance. Single-position ground SINS alignment experiments by using a navigation grade inertial measurement unit (IMU) showed that the estimated yaw angle from the conventional 15-state EKF slowly diverged over time. Furthermore, this phenomenon became more distinct when the initial yaw angle error was larger. In contrast, the estimated yaw angle from the proposed 15-state ST-EKF was significantly more stable and less degraded by large initial yaw angle errors. Long- distance land-vehicle SINS/OD integrated navigation tests also exhibited the ST-EKF's higher positioning and heading accuracy than the EKF.

Extended Kalman filter (EKF) is a widely used estimator for integrated navigation systems, and it works well in general situations. However, in adverse conditions such as partially observable environments and highly dynamic maneuvers, the performance of the traditional EKF-based strap-down inertial navigation system (SINS)/GPS integrated navigation system is easily to be affected by the dynamic changes of the specific force, thus leading to the problem of error covariance inconsistency. Though the inconsistency problem can be overcome to some extent if the system matrix, the states and the error covariance matrix are propagated as fast as possible in the SINS calculation rate, the problem cannot be fully solved. State transformation extended Kalman filter (ST-EKF) mechanization, with a new converted velocity error model for the SINS, is proposed, which can also be used to solve the inconsistency problem. In the ST-EKF, the specific force vector in the system error model is replaced by the nearly constant gravity vector for local navigation. Since the propagation and the updating of the ST-EKF can be executed simultaneously in the updating interval, the computation cost is greatly reduced compared with the traditional EKF. Experiments for the GPS/SINS tightly coupled navigation, including linear vibration Monte Carlo test and an unmanned aerial vehicle flight test, are implemented to evaluate the performance of the proposed ST-EKF. The results show that the proposed ST-EKF has superior performance to the traditional EKF, especially in partially observable situations.

PurposeAutonomous orbit determination using geomagnetic measurements is an important backup technique for safe spacecraft navigation with a mere magnetometer. The geomagnetic model is used for the state estimation of orbit elements, but this model is highly nonlinear. Therefore, many efforts have been paid to developing nonlinear filters based on extended Kalman filter (EKF) and unscented Kalman filter (UKF). This paper aims to analyze whether to use UKF or EKF in solving the geomagnetic orbit determination problem and try to give a general conclusion.Design/methodology/approachThis paper revisits the problem and from both the theoretical and engineering results, the authors show that the EKF and UKF show identical estimation performances in the presence of nonlinearity in the geomagnetic model.FindingsWhile EKF consumes less computational time, the UKF is computationally inefficient but owns better accuracy for most nonlinear models. It is also noted that some other navigation techniques are also very similar with the geomagnetic orbit determination.Practical implicationsThe intrinsic reason of such equivalence is because of the orthogonality of the spherical harmonics which has not been discovered in previous studies. Thus, the applicability of the presented findings are not limited only to the major problem in this paper but can be extended to all those schemes with spherical harmonic models.Originality/valueThe results of this paper provide a fact that there is no need to choose UKF as a preferred candidate in orbit determination. As UKF achieves almost the same accuracy as that of EKF, its loss in computational efficiency will be a significant obstacle in real-time implementation.

For land-based navigation, Euler angles are often used in INS/GPS integrated navigation systems. However, the trigonometric operations required in the updates and forming of the rotation matrices for transforming the INS measurements from the body frame to the navigation frame turns the system model to be highly nonlinear. Besides, using low-cost MEMS-based IMUs, the gyroscope bias errors must be correctly estimated and compensated, which makes the nonlinearity problem a critical one. In this contribution, three Kalman filtering methods (i.e., Extended Kalman filter with simplified system model, Extended Kalman filter with linearized system model and Unscented Kalman filter with nonlinear system model) are utilized in INS/GPS tightly-coupled integration. Simulations and field experiments are conducted. Numerical results are compared in terms of both estimation accuracy and processing time.

On the error state selection for stationary SINS alignment and calibration Kalman filters – part I: Estimation algorithms

The unscented Kalman filter (UKF) has become a popular alternative to the extended Kalman filter (EKF) during the last decade. UKF propagates the so called sigma points by function evaluations using the unscented transformation (UT), and this is at first glance very different from the standard EKF algorithm which is based on a linearized model. The claimed advantages with UKF are that it propagates the first two moments of the posterior distribution and that it does not require gradients of the system model. We point out several less known links between EKF and UKF in terms of two conceptually different implementations of the Kalman filter: the standard one based on the discrete Riccati equation, and one based on a formula on conditional expectations that does not involve an explicit Riccati equation. First, it is shown that the sigma point function evaluations can be used in the classical EKF rather than an explicitly linearized model. Second, a less cited version of the EKF based on a second-order Taylor expansion is shown to be quite closely related to UKF. The different algorithms and results are illustrated with examples inspired by core observation models in target tracking and sensor network applications.