New Approach to Kalman Time Propogation for GPS/lNS Integrated Systems

Leonid Schimelevich and Rahel Naor

Abstract:	According to the current approach to Kalman time propagation based on truncated Taylor expansion of matrix exponent one must choose a propagation interval such that the dynamic matrix will be approximately constant within it. For vehicles submitted to drastic dynamic behavior this method implies the use of extremely short propagation interval. Consequently heavy recursive computations of the covariance matrix has to be done at high frequency. In this paper a new approach to Kalman time propagation for GPS/INS integrated systems is proposed. This new method allows a considerable saving of computational load while keeping the required accuracy of the propagation. The proposed propagation algorithm consist of two phases: a) auxiliary computations carried out at the high frequency during the interval between GPS - measurements reception: b) recursive computations of the covariance matrix carried out only at the time of GPS - measurements reception (before Kalman updates). The required accuracy is kept due to the fact that the propagation is based on the approximate solution of INS - error differentia1 equations up to the given order of small parameter. which is inherent in INS - error dynamic matrix.
Published in:	Proceedings of the 8th International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GPS 1995) September 12 - 15, 1995 Palm Springs, CA
Pages:	1869 - 1873
Cite this article:	Schimelevich, Leonid, Naor, Rahel, "New Approach to Kalman Time Propogation for GPS/lNS Integrated Systems," Proceedings of the 8th International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GPS 1995), Palm Springs, CA, September 1995, pp. 1869-1873.
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