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3      Data Fusion via Kalman


                                         Filter: GPS and INS




                                         Jingrong Cheng, Yu Lu, Elmer R. Thomas, and
                                         Jay A. Farrell



                              CONTENTS

                              3.1  Introduction ............................................................ 100
                                   3.1.1  Data Fusion — GPS and INS................................. 101
                              3.2  Kalman Filter .......................................................... 102
                                   3.2.1  Stochastic Process Models.................................... 102
                                         3.2.1.1  Computation of   and Q ......................... 104
                                                                     k
                                   3.2.2  Basic KF ....................................................... 105
                                         3.2.2.1  Implementation issues.............................. 107
                                   3.2.3  Extended KF................................................... 109
                              3.3  GPS Navigation System ............................................... 113
                                   3.3.1  GPS Measurements ........................................... 113
                                   3.3.2  Single-Point GPS Navigation Solution....................... 115
                                   3.3.3  KF for Stand-Alone GPS Solutions .......................... 119
                                         3.3.3.1  Clock model ........................................ 120
                                         3.3.3.2  Stationary user (P model) .......................... 121
                                         3.3.3.3  Low dynamic user (PV Model) .................... 122
                                         3.3.3.4  High dynamic user (PVA model) .................. 122
                                         3.3.3.5  GPS KF examples .................................. 123
                                         3.3.3.6  Summary............................................ 127
                              3.4  Inertial Navigation System ............................................ 128
                                   3.4.1  Strapdown System Mechanizations .......................... 129
                                   3.4.2  Error Model of INS System................................... 131
                                   3.4.3  EKF Latency Compensation .................................. 131
                              3.5  Integration of GPS and INS ........................................... 132
                                   3.5.1  INS with GPS Resetting ...................................... 133
                                   3.5.2  GPS Aided INS................................................ 133
                                         3.5.2.1  Loosely coupled system............................ 134
                                         3.5.2.2  Tightly coupled system............................. 135
                              3.6  Chapter Summary...................................................... 142


                                                                                          99




                              © 2006 by Taylor & Francis Group, LLC



                                 FRANKL: “dk6033_c003” — 2006/3/31 — 16:42 — page 99 — #1
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