A Universal GPS/INS Kalman Filter Design

Gene Howell and Wang Tang

Abstract: The synergism of integrating an inertial navigation system (INS) and the Global Positioning System (GPS) is well-known. In an integrated GPS/INS system, the GPS provides position and velocity information to the INS to enhance its navigation accuracy and the INS aids the GPS with velocity information to increase its anti- jamming capability by narrowing the tracking loop bandwidth. A standard GPS and INS integration approach is to process the residuals by a Kalman filter to estimate and compensate various errors in both systems. The traditional INS/GPS Kahnan filter design process involves four steps: (1) real-world error modeling, (2) error budget analysis, (3) suboptimal filter state selection, and (4) filter tuning. The tuning of the suboptimal Kahnan filter is not a trivial task because it usually requires numerous trial-and-error iterations. The objective of this paper is to discuss a universal INS/GPS Kalman filter design approach, called Multiple Model Estimation Algorithm (MMEA), which can bypass the tedious filter tuning process, thus reducing the development cost. In the MMEA approach, a bank of filters is implemented, each of which represents a specific set of conditions. The residuals as well as the corresponding covariances of each filter will be analyzed to identify the most probable filter using the Bayes’ rule. An illustrative example of these filters is that one filter models the benign cruise phase of the mission and the other models a more dynamic phase such as during dog fight. Simulation results will be presented to show the feasibility of this approach. Computational burden will also be evaluated.
Published in: Proceedings of the 7th International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GPS 1994)
September 20 - 23, 1994
Salt Palace Convention Center
Salt Lake City, UT
Pages: 443 - 451
Cite this article: Howell, Gene, Tang, Wang, "A Universal GPS/INS Kalman Filter Design," Proceedings of the 7th International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GPS 1994), Salt Lake City, UT, September 1994, pp. 443-451.
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