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Introduction Complementary lter The End
Combined Complementary Filter For Inertial
Navigation System
M.K. Filiashkin
M.V.Novik
October 10, 2012
1/11
Introduction Complementary lter The End Introduction Kalman Filter Disadvantages
Introduction
Unmanned Aerial Vehicles (UAVs) have been under development since the beginning of ight
because they can eliminate the risk to a pilot's life and they are generally inexpensive to
procure. Most UAVs are controlled remotely from a ground control station but automation
systems are being progressively integrated for autonomous operation. GPS (Global Positioning
System) and other sophisticated navigation systems make it possible for UAVs to take over
high-risk aerial missions that required manned aircraft.
Some UAV Applications
1 Border interdiction . Patrol of the borders by aerial platforms.
2 Search and rescue. Looking for survivors from shipwrecks, aircraft accidents etc.
3 Wild re suppression. UAVs equipped with infrared sensors can detect re in forests
and notify the re brigade on time.
4 Law enforcement. VTOL UAVs can take the role of police helicopters in a more cost
eective way.
5 Industrial applications. Such applications can be crops spraying, nuclear factory
surveillance, surveillance of pipelines etc.
2/11
Introduction Complementary lter The End Introduction Kalman Filter Disadvantages
Kalman Filter Disadvantages
Noise Whiteness
It is known from the theory, that the Kalman lter is optimal in case that a) the model
perfectly matches the real system, b) the entering noise is white and c) the covariances of the
noise are exactly known. In practice it is dicult to estimate process covariance noise and
whiteness of noise should be investigated.
Linearization
In case of nonlinear systems Extended Kalman Filter is adopted where by means of Taylor
series expansion, nonlinear systems is linearized and approximated around each current state
estimate. When large deviations between the estimated state trajectory and the nominal
trajectory exist, the nonlinear model is weakly approximated bye Taylor series expansion
around the conditional mean.
Covariance Calculations
The problem of Kalman lter divergence caused by covariance calculations, which has been
with system developers since the 1960s, is still with the aerospace community. Basically, the
covariance matrix Pk(+) becomes too small resulting in a small K and thus eliminates the
weighting on new measurements.
3/11
Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati
Complementary lter
SDINS
GPS
F(p)
XGP S = X + ξGP S
XSDINS = X + ξSDINS
F(p)(ξSDINS − ξGP S)
X = X + ξ
Figure: Complementary lter
F(p) =



1
T1p + 1
if tup ≤ T1;
T2p + 1
(T2p + 1)(T2p + 1)(T2p + 1)
if T1  tup ≤ T2;
T3p + 1
(T3p + 1)(T3p + 1)(T3p + 1)
if T2  tup.
(1)
4/11
Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati
Simple INS
Equations of Motion
˙ϕ =
VN
RE + h
; ˙h = VU ; ˙ϑ = ω −
VN
RE + h
;
˙VN = aN −
VN
RE + h
VU ; ˙VU = aU +
VN
RE + h
VN − g;
aN = ay cos ϑ − az sin ϑ; aU = ay sin ϑ + az cos ϑ;
(2)
ϕ,h- latitude and height;
VN , VU - North and Up velocity;
aN , aU - North and Up acceleration;
ay, az - acceleration in body frame (accelerometers output);
ϑ - pitch angle;
ω- angular velocity in body frame (gyro output);
RE - Earth radius;
Error Equation
δ ˙ϑ = −
1
RE + h
δVN +
VN
(RE + h)2
δh + ε (3)
δh- INS height error; δVN - INS North velocity error; δϑ- attitude error; ε- gyro bias.
5/11
Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati
Matlab Implementation
Figure: Simulink blocks
6/11
Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati
Sensors Parameters
Simulation Parameters
Parameter Value
Gyro bias 100◦/hr
Angular random walk 1.2◦/
√
hr
Accelerometer bias 10−2g
Velocity random walk 0.18m/s/
√
hr
GNSS position precision 7m(1σ)
GNSS velocity precision 0.05m/s(1σ)
7/11
Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati
Estimation error of positon and velocity
Figure: Estimation error of positon and velocity
8/11
Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati
INS error of positon and velocity
Figure: INS error of positon and velocity
9/11
Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati
INS attitude error in case of 10% error in initial condition
Figure: Prediction of INS attitude error in case of 10% error in initial condition
for gyro bias
10/11
Introduction Complementary lter The End
sudo rm -rf /
Cheers!
@isinf
https://github.com/phen0m/compf
11/11

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Combined Complementary Filter For Inertial Navigation System

  • 1. Introduction Complementary lter The End Combined Complementary Filter For Inertial Navigation System M.K. Filiashkin M.V.Novik October 10, 2012 1/11
  • 2. Introduction Complementary lter The End Introduction Kalman Filter Disadvantages Introduction Unmanned Aerial Vehicles (UAVs) have been under development since the beginning of ight because they can eliminate the risk to a pilot's life and they are generally inexpensive to procure. Most UAVs are controlled remotely from a ground control station but automation systems are being progressively integrated for autonomous operation. GPS (Global Positioning System) and other sophisticated navigation systems make it possible for UAVs to take over high-risk aerial missions that required manned aircraft. Some UAV Applications 1 Border interdiction . Patrol of the borders by aerial platforms. 2 Search and rescue. Looking for survivors from shipwrecks, aircraft accidents etc. 3 Wild re suppression. UAVs equipped with infrared sensors can detect re in forests and notify the re brigade on time. 4 Law enforcement. VTOL UAVs can take the role of police helicopters in a more cost eective way. 5 Industrial applications. Such applications can be crops spraying, nuclear factory surveillance, surveillance of pipelines etc. 2/11
  • 3. Introduction Complementary lter The End Introduction Kalman Filter Disadvantages Kalman Filter Disadvantages Noise Whiteness It is known from the theory, that the Kalman lter is optimal in case that a) the model perfectly matches the real system, b) the entering noise is white and c) the covariances of the noise are exactly known. In practice it is dicult to estimate process covariance noise and whiteness of noise should be investigated. Linearization In case of nonlinear systems Extended Kalman Filter is adopted where by means of Taylor series expansion, nonlinear systems is linearized and approximated around each current state estimate. When large deviations between the estimated state trajectory and the nominal trajectory exist, the nonlinear model is weakly approximated bye Taylor series expansion around the conditional mean. Covariance Calculations The problem of Kalman lter divergence caused by covariance calculations, which has been with system developers since the 1960s, is still with the aerospace community. Basically, the covariance matrix Pk(+) becomes too small resulting in a small K and thus eliminates the weighting on new measurements. 3/11
  • 4. Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati Complementary lter SDINS GPS F(p) XGP S = X + ξGP S XSDINS = X + ξSDINS F(p)(ξSDINS − ξGP S) X = X + ξ Figure: Complementary lter F(p) =    1 T1p + 1 if tup ≤ T1; T2p + 1 (T2p + 1)(T2p + 1)(T2p + 1) if T1 tup ≤ T2; T3p + 1 (T3p + 1)(T3p + 1)(T3p + 1) if T2 tup. (1) 4/11
  • 5. Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati Simple INS Equations of Motion ˙ϕ = VN RE + h ; ˙h = VU ; ˙ϑ = ω − VN RE + h ; ˙VN = aN − VN RE + h VU ; ˙VU = aU + VN RE + h VN − g; aN = ay cos ϑ − az sin ϑ; aU = ay sin ϑ + az cos ϑ; (2) ϕ,h- latitude and height; VN , VU - North and Up velocity; aN , aU - North and Up acceleration; ay, az - acceleration in body frame (accelerometers output); ϑ - pitch angle; ω- angular velocity in body frame (gyro output); RE - Earth radius; Error Equation δ ˙ϑ = − 1 RE + h δVN + VN (RE + h)2 δh + ε (3) δh- INS height error; δVN - INS North velocity error; δϑ- attitude error; ε- gyro bias. 5/11
  • 6. Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati Matlab Implementation Figure: Simulink blocks 6/11
  • 7. Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati Sensors Parameters Simulation Parameters Parameter Value Gyro bias 100◦/hr Angular random walk 1.2◦/ √ hr Accelerometer bias 10−2g Velocity random walk 0.18m/s/ √ hr GNSS position precision 7m(1σ) GNSS velocity precision 0.05m/s(1σ) 7/11
  • 8. Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati Estimation error of positon and velocity Figure: Estimation error of positon and velocity 8/11
  • 9. Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati INS error of positon and velocity Figure: INS error of positon and velocity 9/11
  • 10. Introduction Complementary lter The End Matlab Implementation Sensors Parameters Estimati INS attitude error in case of 10% error in initial condition Figure: Prediction of INS attitude error in case of 10% error in initial condition for gyro bias 10/11
  • 11. Introduction Complementary lter The End sudo rm -rf / Cheers! @isinf https://github.com/phen0m/compf 11/11