Factorization of the Discrete Noise Covariance Matrix for Plans

The PLANS (Primary Land Arctic Navigation System), developed at DREO, optimally integrates a directional gyro/gyrocompass, an odometer, a 3-axis strapdown magnetometer, a GPS receiver, a Transit receiver, a baroaltimeter and a digital terrain elevation map, for the purpose of navigating a land vehic...

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Bibliographic Details
Main Author: McMillan, J. C.
Other Authors: DEFENCE RESEARCH ESTABLISHMENT OTTAWA (ONTARIO)
Format: Text
Language:English
Published: 1991
Subjects:
Navigation and Guidance
*NOISE
*COVARIANCE
*MATRICES(MATHEMATICS)
ADVERSE CONDITIONS
GROUND VEHICLES
GYRO COMPASSES
ELEVATION
DECOMPOSITION
DIGITAL MAPS
GYROSCOPES
ARCTIC REGIONS
TERRAIN
KALMAN FILTERING
DIRECTIONAL
CANADA
*DISCRETE NOISE COVARIANCE FACTOR
*LAND ARCTIC NAVIGATION SYSTEM
PLANS PROJECT
Arctic
Canada
Online Access:http://www.dtic.mil/docs/citations/ADA239113
http://oai.dtic.mil/oai/oai?&verb=getRecord&metadataPrefix=html&identifier=ADA239113
Description
Summary:The PLANS (Primary Land Arctic Navigation System), developed at DREO, optimally integrates a directional gyro/gyrocompass, an odometer, a 3-axis strapdown magnetometer, a GPS receiver, a Transit receiver, a baroaltimeter and a digital terrain elevation map, for the purpose of navigating a land vehicle in the Canadian Arctic under potentially adverse conditions. This report derives the exact form of the discrete driving noise covariance matric which is needed to propagate the covariance matrix Ok in the Kalman filter used by PLANS. It is shown that the exact Ok does not have a Cholesky UDU T decomposition. However, a good approximation is shown to have the necessary decomposition for use in the Biermann-Agee-Turner formulation of the Kalman filter. This approximate decomposition is then found. A general result on the preservation of block diagonal form under UDUT decomposition is also proven. Text in English; abstract in French and English.

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