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State Estimation for Micro Air Vehicles  195
                           6 Application of the EKF to UAV State Estimation

                           In this section we will use the continuous-discrete extended Kalman filter
                           to improve estimates of roll and pitch (Section 6.1) and position and course
                           (Section 6.2).


                           6.1 Roll and Pitch Estimation
                           From Eq. 3, the equations of motion for φ and θ are given by

                                            ˙
                                            φ = p + q sin φ tan θ + r cos φ tan θ + ξ φ
                                            ˙
                                            θ = q cos φ − r sin φ + ξ θ ,
                           where we have added the noise terms ξ φ ∼N(0,Q φ )and ξ θ ∼N(0,Q θ )to
                           model the sensor noise on p, q,and r. We will use the accelerometers as the
                           output equations. From Eq. (7), the output of the accelerometers is given by

                                                 ⎛    ˙ u+gw−rv       ⎞
                                                         g    +sin θ
                                                 ⎜  ˙ v+ru−pw         ⎟
                                          y accel =  ⎜     − cos θ sin φ ⎟  + η accel .    (27)
                                                       g
                                                 ⎝                    ⎠
                                                    ˙ w+pv−qu  − cos θ cos φ
                                                       g
                           However, since we do not have a method for directly measuring ˙u,˙v,˙w, u,
                           v,and w, we will assume that ˙u =˙v =˙w ≈ 0 and we will use Eq. (1) and
                           assume that α ≈ θ and β ≈ 0 to obtain
                                                   ⎛ ⎞       ⎛     ⎞
                                                     u         cos θ
                                                   ⎝ v ⎠  ≈ V a  ⎝ 0 ⎠  .
                                                     w         sin θ
                           Substituting into Eq. (27) gives

                                                      qV a sin θ
                                              ⎛                          ⎞
                                                         g   +sin θ
                                              ⎜ rV a cos θ−pV a sin θ    ⎟
                                       y accel =  ⎜           − cos θ sin φ ⎟  + η accel .
                                                       g
                                              ⎝                          ⎠
                                                   −qV a cos θ
                                                       g   − cos θ cos φ
                                                                      T
                                                          T
                                                                                      T
                                          T
                           Letting x =(φ, θ) , u =(p, q, r, V a ) , ξ =(ξ φ ,ξ θ ) ,and η =(η φ ,η θ ) ,weget
                           the nonlinear state equation
                                                      ˙ x = f(x, u)+ ξ
                                                      y = h(x, u)+ η,
                           where
                                                   !                          "
                                                    p + q sin φ tan θ + r cos φ tan θ
                                          f(x, u)=
                                                          q cos φ − r sin φ
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