Particle Filter for INS In-Motion Alignment

This paper presents a nonlinear dynamical model for the in-motion alignment of the inertial navigation system (INS) in the case that the observation variable is the velocity information. It allows the initial misalignment uncertainty. Therefore, this model is also suitable for the transfer alignment based on the velocity matching algorithm. Then the Gaussian particle filter (GPF) is analyzed and utilized for the nonlinear filtering. Under the turn maneuver, this paper analyzes and compares the misalignment estimation error and convergence rate of GPF with the unscented Kalman filter (UKF) when the initial misalignment is uncertain. The results of the simulation show that GPF is robust for the initial misalignment, but UKF is influenced badly. When the misalignment is large, the convergence rate of UKF is very slow, but GPF is not. Therefore, GPF is suitable for INS in-motion alignment

[1]  Eun-Hwan Shin,et al.  An unscented Kalman filter for in-motion alignment of low-cost IMUs , 2004, PLANS 2004. Position Location and Navigation Symposium (IEEE Cat. No.04CH37556).

[2]  Joon Lyou,et al.  Transfer alignment error compensator design using H∞filter , 2002 .

[3]  Rui Zhao,et al.  Nonlinear filtering algorithm with its application in INS alignment , 2000, Proceedings of the Tenth IEEE Workshop on Statistical Signal and Array Processing (Cat. No.00TH8496).

[4]  Nando de Freitas,et al.  The Unscented Particle Filter , 2000, NIPS.

[5]  Myeong-Jong Yu,et al.  Nonlinear robust observer design for strapdown INS in-flight alignment , 2004 .

[6]  S. Julier,et al.  A General Method for Approximating Nonlinear Transformations of Probability Distributions , 1996 .

[7]  B. M. Scherzinger.  Inertial navigator error models for large heading uncertainty , 1996, Proceedings of Position, Location and Navigation Symposium - PLANS '96.

[8]  Hugh F. Durrant-Whyte,et al.  A new method for the nonlinear transformation of means and covariances in filters and estimators , 2000, IEEE Trans. Autom. Control..

[9]  Jeffrey K. Uhlmann,et al.  New extension of the Kalman filter to nonlinear systems , 1997, Defense, Security, and Sensing.

[10]  Petros G. Voulgaris,et al.  On optimal ℓ∞ to ℓ∞ filtering , 1995, Autom..

[11]  O.A. Stepanov,et al.  Nonlinear filtering methods application in INS alignment , 1997, IEEE Transactions on Aerospace and Electronic Systems.

[12]  T. M. Pham.  Kalman filter mechanization for INS airstart , 1992 .

[13]  Hugh F. Durrant-Whyte,et al.  Development of a nonlinear psi-angle model for large misalignment errors and its application in INS alignment and calibration , 1999, Proceedings 1999 IEEE International Conference on Robotics and Automation (Cat. No.99CH36288C).

[14]  Petar M. Djuric,et al.  Gaussian particle filtering , 2003, IEEE Trans. Signal Process..