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Generalized Method of Wavelet Moments for Inertial Navigation Filter Design

Stebler, Yannick
Skaloud, Jan
Published in IEEE aerospace and electronic systems magazine. 2014, vol. 50, no. 2, p. 2269-2283
Abstract The integration of observations issued from a satellite-based system (GNSS) with an Inertial Navigation System (INS) is usually performed through a Bayesian filter such as the Extended Kalman Filter (EKF). The task of designing the navigation EKF is strongly related to the inertial sensor error modeling problem. Accelerometers and gyroscopes may be corrupted by random errors of complex spectral structure. Consequently, identifying correct error-state parameters in the INS/GNSS EKF becomes difficult when several stochastic processes are superposed. In such situations, classical approaches like the Allan variance or PSD analysis fail due to the difficulty of separating the error-processes in the spectral domain. For this purpose, we propose applying a recently developed estimator based on the Generalized Method of Wavelet Moments (GMWM) which was proven to be consistent and asymptotically normally distributed. The GMWM estimator matches theoretical and sample based wavelet variances, and can be computed using the method of indirect inference. This article mainly focuses on the implementation aspects related to the GMWM, and its integration within a general navigation filter calibration procedure. Regarding this, we apply the GMWM on error signals issued from MEMS-based inertial sensors by building and estimating composite stochastic processes for which classical methods cannot be used. In a first stage, we validate the resulting models using (Allan) variance and PSD analyses and then, in a second stage, study the impact of the resulting navigation filter design in terms of final positioning accuracy.We demonstrate that the GMWM-based calibration framework enables to estimate complex stochastic models in a few seconds only, and that these models are relevant in terms of the resulting navigation accuracy.
Keywords Inertial navigationKalman filterAllan varianceError modelingStochastic processesEstimation methodsMEMS
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STEBLER, Yannick et al. Generalized Method of Wavelet Moments for Inertial Navigation Filter Design. In: IEEE aerospace and electronic systems magazine, 2014, vol. 50, n° 2, p. 2269-2283. doi: 10.1109/TAES.2014.120751 https://archive-ouverte.unige.ch/unige:24193

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Deposited on : 2012-11-26

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