Workshop On GNSS Data Application To Low Latitude Ionospheric Research

2458-14
Workshop on GNSS Data Application to Low Latitude Ionospheric Research
6 - 17 May 2013
Inertial Navigation Systems
VAN GRAAS Frank

Ohio University
School of Electrical Engineering and Computer Science
345 Stocker Center
Athens OH 45701-2979
U.S.A.
Inertial Navigation Systems
Applications of GNSS
Workshop on GNSS Data Application to Low Latitude Ionospheric

Research
Trieste – Italy, 06-17 May 2013
Prof. Frank van Graas

Ohio University
Inertial Navigation Systems p.1

Course Overview
• Introduction to inertial navigation
• Accelerometer operation and error sources
• Gyroscope operation and error sources
• Coordinate frames
• Inertial navigation mechanization
• Dynamics
• Initialization
• Strapdown terminology
• Movement over ellipsoid
• Attitude, velocity, and position updating
• Future trends

Two Inertial Measurement Systems
Both systems use inertial sensors and know

about the orientation of the device, but only
the system on the left can be used to navigate
using inertial measurements only.
An inertial navigation system has two

components:
• Aviation Ring Laser Gyro Standalone Navigation Grade
Inertial Reference Unit 1) Sensor package
• 1 nautical mile per hour performance 2) Navigation computer
• Outputs:
– 50Hz body rates and accelerations, pitch, roll Autonomous navigation system
– 25Hz heading
– 20Hz velocities

What Makes Inertial Navigation Work?
• In order to move, we first need to accelerate
• If we keep track of our acceleration over time,
then we can determine how much we move
» Use accelerometers to measure acceleration
• If we could also keep track of the direction in which
we accelerate, then we can determine how
much we move in a particular direction
» Use gyroscopes to measure changes in direction over time
• If we knew where we started and in which direction we were
pointing, then we can determine our position, velocity and
orientation as time goes on
» Use initial conditions

Inertial Application Areas
• Navigation Grade
» Spacecraft, sub-marine, military aircraft,
commercial aircraft, ship
• Tactical Grade
» Attitude and heading reference system
(artificial horizon), short-term tactical
guidance, land vehicles, aircraft autopilot,
guidance stabilization, GPS integration
• Short-term (Commercial Grade)
» Small unmanned aerial systems (UAS), camera stabilization,, airbag
g
sensors, car electronic
stability control, video games, smart phones,
athletic shoes, motion sensors (e.g. shipping
crates, electronics), medical

What About the Ionosphere?
• Primary application:
» Mitigate the effects of the ionosphere by aiding the
receiver tracking loop with inertial measurements
» First need to understand the ionosphere …
• Secondary applications:
» Earthquakes and nuclear detonations cause disturbances in
the ionosphere
• Earthquake detection networks are starting to use
inertial measurements to obtain the high-frequency
content of the quake along with GNSS measurements
for the lower frequencies
» Tsunami prediction networks are starting to use
accelerometers along with GNSS receivers

Short-Term, Tactical, Navigation Grade
Navigation
Inertial Grade Short-Term Tactical
Grade
Flight Control
Example Missiles Aircraft
Applications Consumer Navigation System
AHRS
Electronics
0.1 – 10 deg/hr 0.001 – 0.1 deg/hr
> 10 deg/hr
Gyroscopes Fiber Optic, Fiber Optic,
Silicon MEMS
Silicon MEMS Ring Laser
100 Pg – 1 mg 10 – 100 Pg
> 1 mg
Accelerometers Quartz Resonant, Quartz Resonant,
Silicon MEMS
Silicon MEMS Silicon MEMS
AHRS = Attitude and Heading Reference System (Artificial Horizon)
MEMS = Micro-Electro-Mechanical Systems
All numbers are root-mean-square (rms) values
Note: Navigation grade INS is integrated with airdata computer for vertical channel stabilization

Accelerometer
• Consider a proof-mass glued to a scale that can measure both
positive (push) and negative (pull) weights
Proof mass
Scale
• Most accelerometers (like the one above) measure “specific

force,” or force per unit mass (in m/s2), which consists of:
» Acceleration specific force = acceleration = a (m/s2)
» Gravitation specific force ≈ 9.8 (m/s2)
• If the scale is at rest on the floor, then the
output of the accelerometer will be +g ≈ 9.8 (m/s2)
• If the accelerometer is in “free fall,” then there is no gravity
force on the scale, such that the output = 0 (m/s2)

Accelerometer Technologies
• Several sensing technologies are in common use:
» Force-feedback pendulum
» Vibrating beam (or dual vibrating beam)
» Micro-machined with electrostatic control of proof mass
• In general, the force is measured indirectly by measuring how
much signal is required to keep the proof mass from moving
Pendulum pivot
Electromagnetic coil
Permanent magnet
Force Measured specific force
Proof mass Feedback
Capacitive displacement sensor
Sensitive axis
Differential
amplifier

Delta Velocity instead of Acceleration
• Most accelerometers output 'V instead of acceleration
t2
'Vt2 ,t1 ³ a(t )dt

t1
(m/s)
• In words: 'V is the change in velocity over the time interval 't measured
from t1 to t2
» For most applications: 't = 0.01 (s) is sufficient
» High-dynamic applications use 't as small as 0.00025 (s)
• If an accelerometer measures gravity, then a ≈ 9.8 (m/s2), such that for 't
= 0.01 (s), 'V = 0.098 (m/s)
• Convenient format as it simplifies subsequent processing; some sensors

already directly measure change; reduces data rate and dynamic range
compared to implementation of the single integration outside the sensor

Example Inertial Measurement Unit
Accelerometers
Miniature MEMS Quartz IMU Range ±10 g
Systron Donner MMQTM 50 Bias turn-on to turn-on stability ≤ 2.5 mg, 1V
Bias in-run stability ≤ 3 mg, 1V
Velocity random walk 0.5 mg/√Hz
Scale factor error ≤ 0.5%
Alignment ≤ 5 mrad
Bandwidth 50 Hz
6.5 cm
Gyroscopes
Range 200°/sec
Bias turn-on to turn-on stability ≤ 100°/hr, 1V
Bias instability ≤ 4-15°/hr
Angle random walk 0.3°/√hr
Scale factor error ≤ 0.5%
5 cm Alignment ≤ 5 mrad
From: www.systron.com Bandwidth (-90° phase shift) 50 Hz

Hardware Integration Research Platform

Inertial Navigation in the Vertical Direction
• Accelerometer sensitive axis in the Z direction z
(perpendicular to local level defined by gravity)
• Scenario:
» t = 0: Start at height = 0 (h = 0)
» t = 1 s to 2 s: accelerate upwards, reach h=0
highest point, stay for 2 seconds and return
to h = 0

MEMS Accelerometer: Vertical Acceleration
• Assume
» Accelerometer does not have any errors except for noise
» Gravity does not vary as a function of height
• Use first second of data to estimate gravity and subtract it
from the measured 'V ("zero-velocity update")

Vertical Velocity and Displacement
• To obtain velocity and displacement from 'V measurements:
'Vt2 ,t1 (t2 t1 )

vt2 vt1 'Vt2 ,t1 2
'Vt2 ,t1 (t 2 t1 ) v2
'v t 2 ,t1
rt2 rt1 vt1 (t2 t1 ) v1
2
t1 t2
• Note that acceleration is time-varying, not constant

» In general, cannot directly use: r ( t ) r0 v0 t 1 at 2
2
(because it assumes constant acceleration)
» However, can use this by integrating in small steps and
assuming that acceleration is constant during each step

Measured Vertical Velocity and Displacement
Very good h=0

short-term
performance
for
tracking
loop aiding
Drift = -0.6 m

What Happened in the X and Y Directions?
Drift = 4.5 m
Drift = -5 m

Leveling Error
Z’: g cos(D) | g
Z’ Z
X’: g sin(D) | Dg
X’
D If D = 2 degrees, then
X
X’ acceleration: 0.34 m/s2
After 5 s: 'X=4.28 m
g

Other Complications
• Accelerometers have many errors in addition to noise
• Gravity is not constant (anomalies), doesn't always point to the center of
the Earth (deflections), and varies as a function of height.
Gravity anomaly map
1 mGal = 10-5 m/s2
From:
http://mrdata.usgs.gov/
geophysics/gravity.html
For the WGS 84 Earth Gravitational Model: http://earth-info.nga.mil/GandG/wgs84/gravitymod/ and

http://www.ngs.noaa.gov/GEOID/GEOID96/ngdc-indx.html

Gyroscope
• Gyroscopes are used to measure orientation or
changes in orientation and are often based on the
principle of conservation of angular momentum.
Spinning wheel
Angle measurements (resolvers)
Gimbals Note: Earth's rotation

rate ≈ 15° per hour
(7.292115×10-5 rad/sec)

Some Gyroscope Technologies
• Mechanical (see previous slide) – measures actual angles relative to some
orientation
• Micro Electro-Mechanical System (MEMS) Gyroscopes use the Coriolis
effect: F 2m(Z u v) on a vibrating proof mass
» Single beam oscillator, balanced or tuning fork oscillators, shell or
wine glass or cylindrical oscillators
F
v
Z Oscillation axis
• Ring Laser Gyroscopes (RLG) and Fiber Optic Gyroscopes (FOG) use the
Sagnac effect to measure angular rate
» RLG: laser beam around a closed path with mirrors
» FOG: lasers through optical fiber

Fiber Optic Gyroscope
Fiber Optic Coil
• Path for the CW beam is
longer due to the rotation
CW Beam
• Path for the CCW beam is
shorter due to the rotation
Laser Z
Measure the interference
CCW Beam pattern between the CW
and CCW beam to
determine 'T
• Benefits include reliability and high bandwidth (small mass

enables strapdown without vibration isolation)

MEMS Gyroscope Example
• Stationary, followed by a clock-wise (CW) rotation of 90°
» t = 0: Start at angle = 0°
90°
» t = 1.5 s to 3.5 s: rotate CW up to 90°
• Use stationary portion to estimate the gyro bias
• Integrate (accumulate) 'T to determine the change in angle

Measured Angle (around Z Axis)

Gimballed and Strapdown
• Early days: gimballed
» Platform with accelerometers is held level and north-
pointing such that position is calculated "directly" by
integrating the 'V's
• Today: mostly strapdown

» Sensors are "rigidly" mounted to the vehicle/device and
leveling and north-pointing is implemented in software.

Strapdown INS Terminology
Ref: Proposed IEEE Inertial Systems Terminology Standard and Other Inertial Sensor Standards, Randall K. Curey, Michael E.
Ash, Leroy O. Thielman, and Cleon H. Barker, IEEE PLANS 2004 (IEEE Std 1559).

IMU Accelerometer Parameters of Interest
• Input dynamic range (g)
• Bias stability during operation (mg)
• Bias error at turn-on at room temperature (mg)
• Bias error variation over temperature (mg)
• Noise (mg, 1-V in a x-Hz bandwidth)
• Velocity random walk (m/s/√hr)
• Bias vibration sensitivity (mg/g2)
• Scale factor error (% of full scale)
• Scale factor linearity (%)
• Frequency response (-3-dB bandwidth in Hz)
• Cross-axis sensitivity (%)

IMU Gyroscope Parameters of Interest
• Input dynamic range (deg/s)
• Bias stability during operation (deg/s)
• Bias error at turn-on at room temperature (deg/s)
• Bias error variation over temperature (deg/s)
• Noise (deg/s, 1-V in a x-Hz bandwidth)
• Angular random walk (deg/s/√hr)
• Bias vibration sensitivity (deg/s/g2)
• g-sensitivity (deg/s/g)
• Scale factor error (% of full scale)
• Scale factor linearity (%)
• Frequency response (-3-dB bandwidth in Hz)
• Cross-axis sensitivity (%)

Gyroscope Drift & Angle Random Walk
• Gyroscope drift is expressed in terms of degrees per hour and
represents the long-term (average) angular drift of the gyro
• Gyroscope noise is the short-term variation in the output of the
gyro
»Can be measured in deg/sec
» Can be expressed as a Power Spectral Density (PSD) with
units of deg/sec/√Hz or (deg/sec)2/Hz to express the output
noise as a function of bandwidth
»To track angular changes, output is integrated over time to
find the angle as a function of time. Angular changes exhibit
Angle Random Walk (ARW) in units of deg/√hr
• If ARW = 1 deg/√s, then
»After 1 s, V of the angular change will be 1 deg
»After 100 s, V of the angular change will be 10 deg
»After 1000 s, V of the angular change will be 31.6 deg

Random Walk Process
• “Take successive steps in random directions”
• In continuous time, this process can be generated by feeding
an integrator with white noise.
t
³ w(u)du
w(t) x(t)
o
t
x(t ) ³ w(u)du
^ `0
0
t
E^x(t )` E ³ w(u )du
E ^³ w(u )du ³ w(v)dv`

0
E ^x (t )`
t t t t
³ ³ E^w(u )w(v)`dudv
2
0 0 0 0
E ^x (t )`
t t t
³ ³ G (u v)dudv ³ dv t
2
0 0 0
• Mean is zero, but variance increases linearly with time.

Gyro Random Walk
Gaussian noise
Angular noise in deg/s

5
-5
0 200 400 600 800 1000
Integrated Gaussian noise
50
Angle in degrees
0
V of angular
change after
-50 1000 s
0 200 400 600 800 1000
Time in seconds

Gyroscope and Accelerometer Time-Varying Biases
• Gyroscope and accelerometer biases are often modeled using
a first-order Gauss-Markov process: a stationary Gaussian
process with an exponential autocorrelation function.
t
³ w(u)du
w(t) x(t)
+ o
-
• Continuous time: x Ex w time constant = 1/E

• Discrete time: xk 1 e E't xk wk Var(x) = V2/(2E)
where: wk is an uncorrelated zero-mean Gaussian sequence

1st Order Gauss-Markov Example
N = 7200*10; % 20 hours
beta = 1/7200; % time constant is 2 hours
dt = 1; % time interval is 1 second
w = randn(N,1); % generate unity Gaussian
t= zeros(N,1); % pre-allocate memory for speed
x = zeros(N,1); % pre-allocate memory for speed
x(1,1) = 0; % initial condition
t(1,1) = 0; % initial condition
for i = 2 : 1 : N
t(i,1) = i;
x(i,1) = exp(-beta*dt) * x(i-1,1) + w(i,1);
end
Var(x) = V2/(2E)=3600
Std(x) = 60
1st Order Gauss-Markov processes are often used in engineering problems

Mean and variance statistics are “stable”, but as can be seen from
the above example, the process is not always “well-behaved.”

INS Functional Components
Calibration of
inertial sensors;
realized post-
processing or
through bench test
Generic INS
Generic IMU
hardware
computational process
'V~A (t )
Pre-processing
IMU Conversion (pre-integration
and instrument Coordinate
~
'TA (t ) compensation) transformation
'TˆA (t)
Attitude TˆP/A (t ) 'VˆN (t )

computation
(DCM)
RˆN (t)
Compensation of
gravity and non- Integration VˆN (t)
inertial components

Conversion of Measured Data to State Estimates
• Gyro increments are converted into angular orientation
changes.
• Accelerometer outputs are combined with gravity effect and
transformed into velocity changes in navigation axes.
• Result is combined with known kinematical adjustments and
propagated into position increments.
• Current position estimate at each measurement time is used to
predict observations.
• Residuals (innovations) are formed by comparing predictions
versus measurements.
• Residuals (innovations) are weighted to produce updated
states.
• Position, velocity, and misorientation state updates are
assimilated into current estimates, resetting their a posteriori
estimates to zero.
Aircraft Euler Angles
ª1 0 0 º ªcos T 0 sin Tº
>I@x «0 cos I sin I » >T@ « 0 1 0 » I
« » y « » Roll
«¬0 sin I cos I»¼ «¬ sin T 0 cos T »¼ T
ª cos \ sin \ 0º I Roll Pitch
« sin \ cos \ 0» ° \
>\ @z « » ®T Pitch
«¬ 0 1»¼ °\
0 ¯ Heading
TA/P Cnb >I@x >T@y >\@z
Heading
Transformation from Platform to Aircraft TA / P Cnb

(Platform = Navigation Frame)

Small Angles
ªcos \ cos T sin \ cos I cos \ sin T sin I sin \ sin I cos \ sin T cos I º
TP / A « sin \ cos T cos \ cos I sin \ sin T sin I cos \ sin I sin \ sin T cos I»
« »
«¬ sin T cos T sin I cos T cos I »¼
• For small angles:

sin \ | \, sinT | T, sinI | I, cos\ | 1, cosT | 1, cosI | 1
ª 1 \ Tº ª 0 \ Tº
TP / A «\ 1 I»»I «« \ 0 I»»
«
«¬ T I 1 »¼ «¬ T I 0 »¼
ª 1 \ Tº ª 0 \ Tº
TA / P TP' / A «« \ 1 I »» I «« \ 0 I »»
«¬ T I 1 »¼ «¬ T I 0 »¼

Gimbal Lock
ªcos \ cos T sin \ cos I cos \ sin T sin I sin \ sin I cos \ sin T cos I º
TP / A « sin \ cos T cos \ cos I sin \ sin T sin I cos \ sin I sin \ sin T cos I»
« »
«¬ sin T cos T sin I cos T cos I »¼
ª 0 sin(I \) cos(I \) º
S « 0 cos(I \) sin(I \)»
When T , then TP / A
2 « »
«¬ 1 0 0 »¼
• Now only the difference between the roll and heading angle determines
the transformation from Aircraft to Platform.
• The roll and heading angles are not unique.
• Same occurs when the pitch angle = -90°, then the sum of the roll and
heading angles determines the transformation.
• For aircraft, both roll and heading undergo a discontinuity when the pitch
angle passes through ±90° Æ gimbal lock.

Four-Parameter Set (Quaternions)
• A quaternion is described by (nonsingular, unambiguous):
ª § T ·º
« 1 ¨ 2 ¸»
E sin q 1
« © ¹»
ª q1 º «E sin §¨ T ·¸» TA / P E E
«q » « 2 © 2 ¹»
« 2»
q
« q3 » «
§ T ·» E12 E22 E32 1
« » « E 3 sin ¨ ¸ »
¬ q4 ¼ « © 2 ¹» § T11 T22 T33 1 ·
« §T· » T arccos ¨ ¸
« cos ¨ ¸ »
©2¹ ¼
© 2 ¹
¬
• Example: ªq42 q12 q22 q32 2q1q2 q4 q3 2q1q3 q4 q2 º
« »
TA / P « 2q1q2 q4 q3 q42 q12 q22 q32 2q2 q3 q4 q1 »
« 2q1q3 q4 q2 2q2 q3 q4 q1 q42 q12 q22 q32 »¼
¬
E1 1, E2 E3 0, then q1 sin(T / 2), q2 q3 0 ª1 0 0 º
2q1q4 2 sin(T / 2) cos(T / 2) sin(T) TA / P «0 cos(T) sin(T) »
« »
q42 q12 cos 2 (T / 2) sin 2 (T / 2) cos(T) «¬0 sin(T) cos(T)»¼

Inertial Navigation on a Flat Non-Rotating Earth
Zz
y
x
\
ZZ YI
YA
FX , I FX , A cos(\) FY , A sin(\ )
FY , I FX , A sin(\) FY , A cos(\)
v X , I FX , I x X , I vX ,I XI
\
vY , I FY , I xY , I vY , I XA
Rotation around an Axis in Inertial Space
ω
Zu Zu R ω angular velocity in rad/s

v ωu R
R
a ωu v
a ω u ω u R

Inertial Space & Earth-Centered-Earth-Fixed
As derived in: Goldstein, H., Classical Mechanics, 2nd Ed., 1980, pp. 174-176.

Apply to radius and inertial space velocity vectors

Force in Inertial Space (measured by accelerometer)
FI ma I
with : a I a E 2(Ze u v E ) Ze u (Ze u r )
or : FI ma I ma E 2m(Ze u v E ) mZe u (Ze u r )
Fspecific ma E 2m(Ze u v E ) mZe u (Ze u r )
Coriolis force Centrifugal force

2
Note : 1 cm/s (points outwards)
2Ze v 1.5 u10 4 v
after 5 min
if v 300 m/s
Ze2 r | 3.4 cm/s 2
displacement : Sum of earth’s gravitational
2Ze v 4.5 cm/s 2
1 field and centrifugal force =
(0.01)(300) 2 450 m
2 gravity field
Based on: Goldstein, H., Classical Mechanics, 2nd Ed., 1980, pp. 177-179.

Movement over Ellipsoid
Radius of curvature in a meridian
a E (1 eE2 )
RM
> 2 2
1 eE sin (Lat)
3/ 2
@
Radius of curvature in planes parallel to the equator
aE
RP
1 eE2 sin 2 (Lat)
aE 6378137 m; eE2 (2 f) f; f 1
298.257223563

Basis of Schuler Effect
Estimated
True Position
Position
u uR̂
R
Computed
gravity vector ĝ
g has a backward
ĝ directional component
horizontal position error :

g
r r
R Position error
g
frequency
R
period | 84 minutes
Acceleration error

INS Functional Components
Calibration of
inertial sensors;
realized post-
processing or
through bench test
Generic INS
Generic IMU
hardware
computational process
'V~A (t )
Pre-processing
IMU Conversion (pre-integration
and instrument Coordinate
~
'TA (t ) compensation) transformation
'TˆA (t)
Attitude TˆP/A (t ) 'VˆN (t )

computation
(DCM)
RˆN (t)
Compensation of
gravity and non- Integration VˆN (t)
inertial components

Initialization
• Position is initialized with
» Estimated longitude
» Estimated geodetic latitude
» Estimated altitude above ellipsoid (baro-altimeter)
» Zero wander angle
• Pitch and roll angles are calculated from the accelerometers
(gravity defines the apparent vertical)
• Heading is obtained from gyrocompassing
» Need high-quality gyroscopes
» If not available Æ integration with other sensors
• Form corresponding matrix TP/E from Earth to nav-reference
(local level, wander-azimuth) coordinates

Short Term INS Position Error
Position Error in Cruise – Short Term (<< 84 min)
Position Error at time t =

Initial Position Error +
Velocity Error u t +
Leveling Error u g u ½ t2 +
Accelerometer Bias u ½ t2 +
Drift Rate u g u 1/6 t3

Future Trends
• Cost of inertial sensors continues to drop, while performance
continues to increase
» Non-tactical grade
» Automotive, consumer applications
• Low-cost navigation grade IMUs are not on the horizon
• Performance improvements feasible through advanced
calibration techniques
• Continued developments in the area of integration with GNSS
and other navigation sensors
» Ultra-tight integration with carrier phase
• Long signal integration and tracking loop design
» Integration with software-defined radios and batch
processing (open-loop tracking)

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2458-14

Workshop on GNSS Data Application to Low Latitude Ionospheric Research

Inertial Navigation Systems

VAN GRAAS Frank

Workshop on GNSS Data Application to Low Latitude Ionospheric

Trieste – Italy, 06-17 May 2013

Prof. Frank van Graas

Inertial Navigation Systems p.1

Inertial Navigation Systems p.2

Both systems use inertial sensors and know

An inertial navigation system has two

Inertial Navigation Systems p.3

Inertial Navigation Systems p.4

Inertial Navigation Systems p.5

Inertial Navigation Systems p.6

Inertial Navigation Systems p.7

• Most accelerometers (like the one above) measure “specific

Inertial Navigation Systems p.8

Inertial Navigation Systems p.9

'Vt2 ,t1 ³ a(t )dt

• Convenient format as it simplifies subsequent processing; some sensors

Inertial Navigation Systems p.10

Inertial Navigation Systems p.11

Inertial Navigation Systems p.12

Inertial Navigation Systems p.13

Inertial Navigation Systems p.14

'Vt2 ,t1 (t2  t1 )

• Note that acceleration is time-varying, not constant

Inertial Navigation Systems p.15

Very good h=0

Inertial Navigation Systems p.16

Inertial Navigation Systems p.17

Inertial Navigation Systems p.18

Gravity anomaly map

1 mGal = 10-5 m/s2

For the WGS 84 Earth Gravitational Model: http://earth-info.nga.mil/GandG/wgs84/gravitymod/ and

Inertial Navigation Systems p.19

Angle measurements (resolvers)

Gimbals Note: Earth's rotation

Inertial Navigation Systems p.20

Inertial Navigation Systems p.21

• Benefits include reliability and high bandwidth (small mass

Inertial Navigation Systems p.22

Inertial Navigation Systems p.23

Inertial Navigation Systems p.24

• Today: mostly strapdown

Inertial Navigation Systems p.25

Inertial Navigation Systems p.26

Inertial Navigation Systems p.27

Inertial Navigation Systems p.28

Inertial Navigation Systems p.29

E ^³ w(u )du ³ w(v)dv`

• Mean is zero, but variance increases linearly with time.

Inertial Navigation Systems p.30

Angular noise in deg/s

Inertial Navigation Systems p.31

• Continuous time: x Ex  w time constant = 1/E

where: wk is an uncorrelated zero-mean Gaussian sequence

'Vt2 ,t1 (t2 t1 )

• Continuous time: x Ex w time constant = 1/E