Integrity Monitoring of Integrated Satellite/Inertial Navigation Systems Using the Likelihood Ratio

Jan Palmqvist

Abstract: Global Navigation Satellite Systems (GNSS) have the ability to fulfill the navigation accuracy require- ments of most applications. The systems do how- ever lack continuity and integrity to meet the re- quirements of high precision navigation applications. The use of a combination of Inertial Navigation Sys- tems (INS) and GNSS information do however show promising results in fulfilling these requirements. Methods for monitoring the integrity of integrated INS-GNSS systems are investigated. Integration of INS and GNSS is usually accom- plished using a Kalman filter for recursive estima- tion of the parameters of interest. The residual used for integrity monitoring is the Kalman filter innova- tion. The innovation signatures of different types of faults are analyzed. Since two of the most likely types of faults in an integrated solution are INS sensor bias shifts and satellite range bias drifts or jumps, these additive types of changes are studied in more detail. Taking the approach of hypothesis testing of the two hypotheses un-failed and failed system, fault detection methods based on the likeli- hood ratio are considered and the Generalized Like- lihood Ratio (GLR) test is proposed to be used. This method uses the innovations of the Kalman filter to compute the maximum likelihood estimates of the time and magnitude of an assumed change. Using these estimates, it evaluates the log-likelihood ratio of a change versus no change. The GLR test uses a linearly in time increasing number of mat- ched filters. Different ways of decreasing this com- putational burden are discussed, showing that fast detection can be achieved even with a small and constant number of matched filters. A further advantage of the GLR test is that in addition to detecting the occurrence of a fault, it also estimates its magnitude, direction and time of occurrence, making it possible to identify the source of the fault, exclude faulty satellites and correct the Kalman filter estimate without re-processing the af- fected data.
Published in: Proceedings of the 9th International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GPS 1996)
September 17 - 20, 1996
Kansas City, MO
Pages: 1687 - 1696
Cite this article: Palmqvist, Jan, "Integrity Monitoring of Integrated Satellite/Inertial Navigation Systems Using the Likelihood Ratio," Proceedings of the 9th International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GPS 1996), Kansas City, MO, September 1996, pp. 1687-1696.
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