Numerical Stability Improvement Technique for Indirect Feedback Kalman Filter in Delayed-Measurement Systems |
Seongho Nam, Changky Sung, Taewon Kim |
The 3rd Research and Development Institute, Agency for Defense Development |
시간지연을 고려한 간접 되먹임 구조 칼만필터의 수치안정성 향상 기법 |
남성호, 성창기, 김태원 |
국방과학연구소 제3기술연구본부 |
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Abstract |
Most of weapon systems use aided navigation system which integrates inertial navigation and aiding sensors to compensate the INS errors increasing with the passage of time. Various aid sensors can be applied such as Global Navigation Satellite System (GNSS), radar, barometer, etc., but there might exist time delay caused by signal processing or transferring aid information. This time delay leads out-of-sequence measurements (OOSM) systems. Previously, optimal and suboptimal measurment update method for OOSM systems, where the time delay length are known, are proposed. However, previous algorithm does not guarantee the positive definite property of covariance matrix. In order to improve numerical stability for aided navigation using delayed-measurement, this paper proposes a new measurement covariance update algorithm be similar to Joseph-form in Kalman filter. Futhermore, we propose how to implement it in indirect feedback Kalman filter structure, which is commonly used in aided navigation systems, for time-delayed measurement systems. Simulation and vehicle test results show effectiveness of a proposed algorithm. |
Key Words:
Aided Navigation, Kalman Filter, Delayed Measurement, Out-of-Sequence-Measurement(OOSM), Indirect Feedback |
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