A Performance Comparison of Tightly Coupled GPS/INS Navigation Systems Based on Extended and Sigma Point Kalman Filters

J. Wendel, J. Metzger, R. Moenikes, A. Maier and G. F. Trommer

Abstract:	In this paper, the fusion of GPS pseudorange and deltarange measurements with inertial sensor data is adressed. For many years, extended Kalman filters (EKF) have been applied for this task with great success. However, from a theoretical point of view, the EKF is a sub-optimal choice: The system dynamics model, which is given by the inertial navigation strapdown equations, as well as the pseudorange and deltarange measurement models are nonlinear. The EKF approximates the propagation of Gaussian random vectors through these nonlinear equations by a linear transformation. This allows to capture the variance-covariance matrix of the propagated Gaussian random vectors with first order accuracy only. The family of sigma-point Kalman filters (SPKF) offers an approximation of variance-covariance matrix which is accurate to at least second order. Therefore, the performance of EKF-based and SPKFbased tightly coupled GPS/INS systems is compared in numerical simulations. Different inertial sensor grades from MEMS to FOG and a variety of scenarios are investigated, including situations with less than four satellites in view. Additionally, the simulation results were confirmed by the post-processing of raw GPS and inertial sensor data that was recorded during a test drive. It was found that except for specific situations without practical relevance, EKF and SPKF offer an identical performance. This is due to the fact that for tightly coupled - as well as loosely coupled - GPS/INS integration the higher-order transformation terms are negligible, which is shown analytically.
Published in:	Proceedings of the 18th International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GNSS 2005) September 13 - 16, 2005 Long Beach Convention Center Long Beach, CA
Pages:	456 - 466
Cite this article:	Updated citation: Published in NAVIGATION: Journal of the Institute of Navigation
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