Optimized Filter Design for Non-Differential GPS/IMU Integrated Navigation

The endeavours in improving the performance of a conventional non-differential GPS/MEMS IMU tightly-coupled navigation system through filter design, involving nonlinear filtering methods, inertial sensors' stochastic error modelling and the carrier phase implementation, are described and introduced in this thesis. The main work is summarised as follows. Firstly, the performance evaluation of a recently developed nonlinear filtering method, the Cubature Kalman filter (CKF), is analysed based on the Taylor expansion. The theoretical analysis indicates that the nonlinear filtering method CKF shows its benefits only when implemented in a nonlinear system. Accordingly, a nonlinear attitude expression with direction cosine matrix (DCM) is introduced to tightly-coupled navigation system in order to describe the misalignment between the true and the estimated navigation frames. The simulation and experiment results show that the CKF performs better than the extended Kalman filter (EKF) in the unobservable, large misalignment and GPS outage cases when attitude errors accumulate quickly, rendering the psi-angle expression invalid and subsequently showing certain nonlinearity. Secondly, the use of shaping filter theory to model the inertial sensors' stochastic errors in a navigation Kalman filter is also introduced. The coefficients of the inertial sensors' noises are determined from the Allan variance plot. The shaping filter transfer function is deduced from the power spectral density (PSD) of the noises for both stationary and non-stationary processes. All the coloured noises are modelled together in the navigation Kalman filter according to equivalence theory. The coasting performance shows that the shaping filter based modelling method has a similar and even smaller maximum position drift than the conventional 1st-order Markovian process modelling method during GPS outages, thus indicating its effectiveness. Thirdly, according to the methods of dealing with carrier phase ambiguities, tightly-coupled navigation systems with time differenced carrier phase (TDCP) and total carrier phase (TCP) as Kalman filter measurements are deduced. The simulation and experiment results show that the TDCP can improve the velocity estimation accuracy and smooth trajectories, but position accuracy can only achieve the single point positioning (SPP) level if the TDCP is augmented with the pseudo-range, while the TCP based method's position accuracy can reach the sub-meter level. In order to further improve the position accuracy of the TDCP based method, a particle filter (PF) with modified TDCP observation is implemented in the TDCP/IMU tightly-coupled navigation system. The modified TDCP is defined as the carrier phase difference between the reference and observation epochs. The absolute position accuracy is determined by the reference position accuracy. If the reference position is taken from DGPS, the absolute position accuracy can reach the sub-meter level. For TCP/IMU tightly-coupled navigation systems, because the implementation of TCP in the navigation Kalman filter introduces additional states to the state vector, a hybrid CKF+EKF filtering method with the CKF estimating nonlinear states and the EKF estimating linear states, is proposed to maintain the CKF's benefits while reducing the computational load. The navigation results indicate the effectiveness of the method. After applying the improvements, the performance of a non-differential GPS/MEMS IMU tightly-coupled navigation system can be greatly improved

Testing for Common Breaks in a Multiple Equations System

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that breaks in different parameters occur at common locations and are separated by some positive fraction of the sample size unless they occur across different equations. Under the alternative hypothesis, the break dates across parameters are not the same and also need not be separated by a positive fraction of the sample size whether within or across equations. The test considered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Of independent interest, we provide results about the rate of convergence of the estimates when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as some positive fraction of the sample size, allowing break dates not separated by a positive fraction of the sample size across equations. Simulations show that the test has good finite sample properties. We also provide an application to issues related to level shifts and persistence for various measures of inflation to illustrate its usefulness.Comment: 44 pages, 2 tables and 1 figur

Testing for common breaks in a multiple equations system

The issue addressed in this paper is that of testing for common breaks across or within equations. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that some subsets of the parameters (either regression coe cients or elements of the covariance matrix of the errors) share one or more common break dates, with the break dates in the system asymptotically distinct so that each regime is separated by some positive fraction of the sample size. Under the alternative hypothesis, the break dates are not the same and also need not be separated by a positive fraction of the sample size. The test considered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Also of independent interest, we provide results about the consistency and rate of convergence when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as the number of parameters in the model. Simulation results show that the test has good nite sample properties. We also provide an application to various measures of in ation to illustrate its usefulness

Testing for common breaks in a multiple equations system

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that breaks in different parameters occur at common locations and are separated by some positive fraction of the sample size unless they occur across different equations. Under the alternative hypothesis, the break dates across parameters are not the same and also need not be separated by a positive fraction of the sample size whether within or across equations. The test considered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Of independent interest, we provide results about the rate of convergence of the estimates when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as some positive fraction of the sample size, allowing break dates not separated by a positive fraction of the sample size across equations. Simulations show that the test has good finite sample properties. We also provide an application to issues related to level shifts and persistence for various measures of inflation to illustrate its usefulness.Accepted manuscrip

Research on Signal Processing of MEMS Gyro Array

A new random drift model and the measured angular rate model of MEMS gyro are presented. Based on such models, signal processing techniques are used to decrease gyro drift. Kalman filtering equations have been built for static measurement and dynamic measurement of the gyro array, which combines N individual gyros into a single rate estimate. By selecting the favorable cross correlation coefficient between individual gyros in the noise correlation matrix, the gyro array performance can be significantly improved over that of any individual component device. A new gyro array dynamic measurement procession is also presented. Data fusion of the difference between individual gyro dynamic measurements can identify every gyro real-time drift out and get its noisy test. Based on the laws of the gyro curve motion, the tested dynamic signal is filtered to improve the gyro accuracy. All these processings have been implemented by digital signal processor. Simulation results show that the static drift can decrease from 22.1°/h to 0.184°/h and the dynamic drift can decrease from 22.1°/h to 8.98°/h

FLIGHT RISK MANAGEMENT AND CREW RESERVE OPTIMIZATION

There are two key concerns in the development process of aviation. One is safety, and the other is cost. An airline running with high safety and low cost must be the most competitive one in the market. This work investigates two research efforts respectively relevant to these two concerns. When building support of a real time Flight Risk Assessment and Mitigation System (FRAMS), a sequential multi-stage approach is developed. The whole risk management process is considered in order to improve the safety of each flight by integrating AHP and FTA technique to describe the framework of all levels of risks through risk score. Unlike traditional fault tree analysis, severity level, time level and synergy effect are taken into account when calculating the risk score for each flight. A risk tree is designed for risk data with flat shape structure and a time sensitive optimization model is developed to support decision making of how to mitigate risk with as little cost as possible. A case study is solved in reasonable time to approve that the model is practical for the real time system. On the other hand, an intense competitive environment makes cost controlling more and more important for airlines. An integrated approach is developed for improving the efficiency of reserve crew scheduling which can contribute to decrease cost. Unlike the other technique, this approach integrates the demand forecasting, reserve pattern generation and optimization. A reserve forecasting tool is developed based on a large data base. The expected value of each type of dropped trip is the output of this tool based on the predicted dropping rate and the total scheduled trips. The rounding step in current applied methods is avoided to keep as much information as possible. The forecasting stage is extended to the optimization stage through the input of these expected values. A novel optimization model with column generation algorithm is developed to generate patterns to cover these expected level reserve demands with minimization to the total cost. The many-to-many covering mode makes the model avoid the influence of forecasting errors caused by high uncertainty as much as possible

Collaborative Estimation in Distributed Sensor Networks

Networks of smart ultra-portable devices are already indispensable in our lives, augmenting our senses and connecting our lives through real time processing and communication of sensory (e.g., audio, video, location) inputs. Though usually hidden from the user\u27s sight, the engineering of these devices involves fierce tradeoffs between energy availability (battery sizes impact portability) and signal processing / communication capability (which impacts the smartness of the devices). The goal of this dissertation is to provide a fundamental understanding and characterization of these tradeoffs in the context of a sensor network, where the goal is to estimate a common signal by coordinating a multitude of battery-powered sensor nodes. Most of the research so far has been based on two key assumptions -- distributed processing and temporal independence -- that lend analytical tractability to the problem but otherwise are often found lacking in practice. This dissertation introduces novel techniques to relax these assumptions -- leading to vastly efficient energy usage in typical networks (up to 20% savings) and new insights on the quality of inference. For example, the phenomenon of sensor drift is ubiquitous in applications such as air-quality monitoring, oceanography and bridge monitoring, where calibration is often difficult and costly. This dissertation provides an analytical framework linking the state of calibration to the overall uncertainty of the inferred parameters. In distributed estimation, sensor nodes locally process their observed data and send the resulting messages to a sink, which combines the received messages to produce a final estimate of the unknown parameter. In this dissertation, this problem is generalized and called collaborative estimation , where some sensors can potentially have access to the observations from neighboring sensors and use that information to enhance the quality of their messages sent to the sink, while using the same (or lower) energy resources. This is motivated by the fact that inter-sensor communication may be possible if sensors are geographically close. As demonstrated in this dissertation, collaborative estimation is particularly effective in energy-skewed and information-skewed networks, where some nodes may have larger batteries than others and similarly some nodes may be more informative (less noisy) compared to others. Since the node with the largest battery is not necessarily also the most informative, the proposed inter-sensor collaboration provides a natural framework to route the relevant information from low-energy-high-quality nodes to high-energy-low-quality nodes in a manner that enhances the overall power-distortion tradeoff. This dissertation also analyzes how time-correlated measurement noise affects the uncertainties of inferred parameters. Imperfections such as baseline drift in sensors result in a time-correlated additive component in the measurement noise. Though some models of drift have been reported in the literature earlier, none of the studies have considered the effect of drifting sensors on an estimation application. In this dissertation, approximate measures of estimation accuracy (Cramer-Rao bounds) are derived as a function of physical properties of sensors -- namely the drift strength, correlation (Markov) factor and the time-elapsed since last calibration. For stationary drift (Markov factor less than one), it is demonstrated that the first order effect of drift is asymptotically equivalent to scaling the measurement noise by an appropriate factor. When the drift is non-stationary (Markov factor equal to one), it is established that the constant part of a signal can only be estimated inconsistently (with non-zero asymptotic variance). The results help quantify the notions that measurements taken sooner after calibration result in more accurate inference