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INS / GPS data fusion using Kalman filter - need help for tuning

Started by mayonnaise May 23, 2006
Hi there,
I'm working on a low cost integrated INS/GPS navigation system (for
automotive applications).I use only 1 2D accelerometer and a GPS
receiver.
This is my system model (2D movement):
x(k) = Ax(k) + Bu(k) + w
z(k) = Hx(k) + v

Where: 
x(k)=[sx sy vx vy] (sx = position along x axis, sy = position along y
axis, vx = velocity along x axis, vy = velocity along y axis).

u(k)=[ax ay] (ax = acceleration along x axis, ay = acceleration along y
axis), this is the output of the gyros. 

z(k)= GPS measurements (position along x and y).

A=[1 0 T 0; 0 1 0 T; 0 0 1 0; 0 0 0 1];
B=[T^2/2 0; 0 T^2/2; T 0; 0 T];
H=[1 0 0 0; 0 1 0 0];

T= sampling time;

I've some problems in filter tuning, do you have some suggestions on how
can I evaluate Q and R matrix?

Thanks and sorry for my english ^_^


mayonnaise wrote:
> Hi there, > I'm working on a low cost integrated INS/GPS navigation system (for > automotive applications).I use only 1 2D accelerometer and a GPS > receiver. > This is my system model (2D movement): > x(k) = Ax(k) + Bu(k) + w > z(k) = Hx(k) + v > > Where: > x(k)=[sx sy vx vy] (sx = position along x axis, sy = position along y > axis, vx = velocity along x axis, vy = velocity along y axis). > > u(k)=[ax ay] (ax = acceleration along x axis, ay = acceleration along y > axis), this is the output of the gyros. > > z(k)= GPS measurements (position along x and y). > > A=[1 0 T 0; 0 1 0 T; 0 0 1 0; 0 0 0 1]; > B=[T^2/2 0; 0 T^2/2; T 0; 0 T]; > H=[1 0 0 0; 0 1 0 0]; > > T= sampling time; > > I've some problems in filter tuning, do you have some suggestions on how > can I evaluate Q and R matrix? > > Thanks and sorry for my english ^_^ > >
You might also wish to ask on sci.geo.satellite-nav This would be the place for the math. sci.geo.satellite-nav has some developers who read the group. It has a strong end user emphasis now, but it's original intent was to serve developers. I know little of either field, but am fascinated by both. BTW, your English is fine. I know many high school and college instructors that wish their native English speaking students were as fluent. For perspective, ~50 years ago while vacationing in northern Ontario, Canada [a predominately French speaking area], our host asked me to borrow something from a neighbor. I tried out my French. I was asked to speak English as it was much more recognizable than my French ;\