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accelerometers and gyros are resolved. term [ A] refers to the skew-symmetric matrix form
Earth frame (e-frame): located at the earth center. of the vector A .
True frame (n-frame): true local level frame at the The error model for INS is augmented by some
true position. sensor error states such as accelerometer biases and
psi-angle ( y ): the angle between c-frame and gyroscope drifts. Actually, there are several random
p-frame. errors associated with each inertial sensor. Noise
phi-angle ( F ): the angle between n-frame and contributions in typical optical gyroscope systems
p-frame. include white noise, correlated random noise, bias
theta-angle ( q ): the angle between n-frame and instability and angle random walk. A state vector with
c-frame. 18 states is employed: nine so-called inertial error states
(position, velocity and psi-angle), three accelerometer
Cmo : DCM from m-frame to o-frame, where DCM is bias states, three gyro bias states, and three GPS
the direction cosine matrix. estimated position bias states.The position and velocity
wklj : angular rate between k-frame and l-frame errors are expressed in the local-level frame ENU
resolved in j-frame. (East-North-Up) frame.
The psi-angle position, velocity and attitude errors 3. Particle Swarm Optimization and Radial
are given as follows: Basis Function (RBF) network
Position Error: 3.1 Particle Swarm Optimization (PSO)
dR& = - en
n
dR n + dV c (1) Particle swarm optimization (PSO) is a population
Velocity Error: based stochastic searching technique developed by
Kennedy and Eberhart (1995). It is a relatively recent
heuristic search method whose mechanics are inspired
-g 0 0 by swarming or collaborative behavior of biological
re populations. Among various evolutionary optimizer
& p
dV = C b df + 0
b -g
0 dR - ( cec + 2 iec ) dV c (2)
re
2g techniques, Genetic Algorithms (GA) and PSO have
0 0 re + h
attracted considerable attention. The PSO is a robust
Psi-angle: stochastic evolutionary computation technique based on
the movement and intelligence of swarms looking for
& = -( c + c ) + C pdb
(3)
ec ie b ib the most fertile feeding location. Unlike the drawback
where d bib
refers to the gyro errors in the body-frame of expensive computational cost of GA, PSO has better
expressed in continuous-time. convergence speed.
The dynamic process model in state space form is A swarm consists of a set of particles moving
& F11 F12 0 0 0 0 dR 0
around the search space, each representing a potential
dR
& F F F23 Cbp 0
0 dV 0
solution (fitness). Each particle has a position vector (xi),
d V
21 22
& 0
a velocity vector (vi), the position at which the best
0 F33 0 Cbp 0 0 (4)
= + fitness (Pbesti) encountered by the particle, and the
& a 0 0 0 - t1 I 0 0 a u a
& 0
g
index of the best particle (Gbest) in the swarm. The
g 0 0 0 - t I 0 g u g
1
g position of each particle is updated every generation.
b 0 0 0 0 0 0 b ub This is done by adding the velocity to the position
In Equation (4), the0sare 3 3 matrices of zeros, vector.
and the Cs stand for the direction cosine matrices. vi = vi + C1 rand () ( Pbesti - xi ) + C2 rand () (Gbest - xi ) (5)
1 0 0 The positions are based on their movement over a
and F11 = [ - en ] ; F12 = 0 1 0 ; discrete time interval ( Dt ) as follows, with Dt usually
n
0 0 1 set to 1.
xi = xi + vi D t (6)
The parameters C1 and C2 are set to positive
-g 0 0
re n n
constant values, which are normally taken as 2 whereas
0 ; F22 = [-( en + 2 ie )] ;
-g
F21 = 0 re rand() represent uniformly distributed random values,
0 0
2g
uniformly distributed in [0, 1] and w is called as inertia
re + h
weight, the inertia weight is employed to control the
impact of the previous history of velocities on the
F23 = [f b ] ; F33 = [-( en
n
+ ien )]
current one. Fig. 1 shows the flowchart for the PSO
where f is the specific force vector; g is gravity; algorithm.
re is the radius of the earth; h is the vehicle height
above the reference ellipsoid; nec refers to 3.2 The Radial Basis Function network
transport-rate; ien refers to earth-rate vector. The A radial basis function network (RBFN) shuns the
biological paradigm in favor of a topology which is
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simpler and more amenable to analysis and training. In In this work, the PSO is employed to obtain suitable
an RBFN, only a single layer of nodes with radically RBF parameters. RBF is employed to filter out the high
symmetric basis activation functions is needed to frequency noise for deriving the noise covariance
achieve a smooth approximation to an arbitrary real matrices of the process noise and measurement noise in
nonlinear function. Fig. 2 shows a schematic of a typical the navigation KF. Fig. 3 shows the PSO-RBFN
RBF network. The overall response of the RBF functional block diagram.
network F (x) of Fig. 2 using Gaussian function j j (x)
Initial population of particles with random
can be formulated as
J J
(7) position xi and velocities vi
F (x) = w j
j =1
j j (x) +b= w j
j =0
j j (x)
where x is the input pattern; m j represents the If |fitness (xi)| < |fitness (Pbest)| then Pbest = xi
center of the RBFN, which have the same If |fitness (xi)| < |fitness (Gbest)| then Gbest = xi
dimensionality as the input vector ; denotes the
Euclidean norm; j() is the Gaussian (basis) function of vi = vi+2*rand()*(Pbest-x i)+2*rand()*(Gbest-x i)
the j-th neuron; s is a positive constant representing
the width of the RBF; w j is the weight of the RBFN;
and b is the bias; p is the number of inputs; J is the xi = x i+vi
number of neurons in the hidden layer (also the number
of centers for the RBF). Fig. 1. Flowchart for the PSO algorithm
1 j1 ( x1 ) L j J (x1 ) b d1
1 j ( x ) M w d (9a)
1 2 1 = 2 0(x) = 1 0
M M O M M M b
1 j1 (x N ) L j J (x N ) N ( J +1) wJ ( J +1)1 d N N 1 x1 w1 F(x)
1
w2
where N is the number of training pattern. The x2 2
above equation can be written in the simplified form
W = d
(9b)
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Expressing the measurement model for certain time v NN but only taken at the previous epoch. Equation (6)
interval: is used as the criterion of convergence for the neural
z = x+v (11) network.
where z is the measurement vector,
z = [ z k z k +1 L z k + n ] ; x is the state vector, 4.2 Feasibility check for the proposed fitness
x = [ xk x k +1 L x k + n ]T ; and v is the measurement function
Validation on Equations (16), (18) and (19) will be
noise vector, v = [v k v k +1 L v k + n ]T . It should be noted
performed. A set of 3600 sample points corrupted by the
that the vector here is formed by a group of n samples Gaussian white sequence were generated using the
at n time epochs for certain state variable. Furthermore, following function:
the measurement noise vector taken at the previous x = 200 sin(t ) exp(-t / 10) + randn
epoch and is denoted as v f = [v k +1 v k + 2 L v k +1+ n ]T . where t = 0 : p / 900 : 4p and randn stands for the
Taking the difference between current epoch and unity Gaussian white sequence. Table 1 provides
previous epoch, we have summary of the statistics for various sequences of
Dv = v - v f = [vk - vk +1 vk +1 - vk + 2 L vk + n - vk + n +1 ]T concern. Equations (18) and (19) both hold and var[Dv ]
Taking the variance for Dz leads to is approximately equal to 2 var[v] .
var[Dz ] = var[Dx + Dv ]
For Dx and Dv being mutually independent, we Table 1. Statistics for various sequences of concern.
have
var[Dz ] = var[Dx] + var[Dv ] (12) var[Dz] 2.0398
where Dv stands for the difference of measurement var[Dx] 0.1052
noise vector v for two successively epochs. Taking the var[Dv ] 1.9346
variance of Dv leads to
2 var[ v] 1.9644
var[Dv] = var[ v - v f ]
var[Dz ] - var[Dx] - 2 var[ v ] -0.0299
= var[ v ] + var[ v f ] - 2 E[ v v f ] + 2 E[ v ] E[ v f ] (13)
E[ v v f ] 0.0150
Since v f and v in fact belongs to the same sequence
(but taken at two successively epochs), we have
var[ v] @ var[ v f ] 0 4.3 Roles of the PSO-RBFN mechanism
and it is seen that The design strategy of the PSO-RBFN mechanism is
var[Dv] = 2 var[ v ] - 2 E[ v v f ] + 2 E[ v] E[ v f ] (14) presented.
For v f and v being mutually independent with the (1) Use of RBFN as a low pass filter. RBFN is
same probability density function (PDF), we have employed to filter out high frequency noises. Since the
E[ v v f ] = E[ v ] E[ v f ] (15) pseudo-inverse matrix approach is employed, there are
two parameters (J and ) to be determined in the RBFN.
and the relation can be obtained:
With various combinations of J and , it can be seen that
var[Dv ] = 2 var[ v] (16)
when the value of E[( v NN ) ( v NN ) f ] is approaching
If the objective value of RBFN for training is z and
zero, so will the RMS values be, which indicates that
the outputs is x NN , the difference between the two is
the noise has been ideally mitigated.
the noise vector: (2) Optimization of RBFN parameters through PSO
v NN = z - x NN (17) optimization searching process. The PSO is employed to
where the subscript NN denotes the RBFN output. The search for the optimal RBFN parameters for filtering out
RBFN output is the smoothed version of the noise high frequency noises. When E[(v NN ) ( v NN ) f ]
corrupted signals. approaches zero, the RBFN output approaches the
Combining Equations (12), (16) and (17) leads to optimal values Therefore, the trained RBFN is
var[Dz ] = var[ Dx NN ] + 2 var[z - x NN ] employed as the PSO fitness function, and the PSO will
Therefore, the fitness function for the condition of be used to search the J and parameters in the RBFN,
network convergence is chosen to be as presented in Fig. 3. The other parameters for the PSO
var[Dz ] - var[Dx NN ] - 2 var[z - x NN ] = 0 (18) is: w j = 1 , c1 = c2 = 2 . The required number of iterations
For v f and v being mutually independent and being (epochs) is dependent on the number of particles. To
verify the effectiveness of the PSO-RBFN, an
zero mean, Equation (15) becomes experiment was conducted. The function
E[(v NN ) ( v NN ) f ] = 0 (19) y = 100 sin( x) exp(- x / 5) + randn was employed. Here, 20
where (v NN ) f basically represents the same vector as iterations, 5 particles were employed. The results are
shown in Fig. 4. Fig. 4(a) shows the PSO-RBFN output
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as compared to the actual trajectory and noise corrupted GPS/INS navigation filter design is presented. The
trajectory and Fig. 4(b) gives the errors for the loosely-coupled GPS/INS architecture is investigated.
PSO-RBFN outputs. Table 2 provides various Fig. 5 provides the strategy for the GPS/INS
combinations of J and , the fitness, and RMS error for architecture aided by the PSO-RBFN mechanism.
various iteration epochs. The GPS navigation solution based on the
(3) Derivation of noise variances from the RBFN least-squares (LS) is solved first. The measurement is
outputs. By defining the windowed version of noise the residual between GPS LS and INS derived data,
which is used as the basis of KF parameter adaptation
v*NN = z* - x*NN , the measurement noise standard
for the PSO-RBFN mechanism. The PSO-RBFN is
deviation derived from the RBFN outputs is based on employed for deriving parameters s w- NN and s v- NN
the relation s v - NN = var( v*NN ) , where the superscript through the relations:
* stands for the windowed version (windows size is to s w - NN = var(D(Dx*NN )) ; s v - NN = var( v*NN )
be determined) of a signal. The process noise standard As mentioned before, the subscript NN stands for the
deviation derived from the RBFN outputs can be outputs from PSO-RBFN and the superscript * stands
performed based on the relation s w- NN = var(D(Dx*NN )) . for the windowed version of the signals.
Corrected
xINS + Output
INS
_
Estimation of noise variances
Estimated
INS Errors
+
_ z
GPS navigation solution Kalman filter
xGPS
PSO-RBFN
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flight, during the time interval 22-32 min. The summarized as follows.
characteristics of the trajectory can be approximately (1) PSO-RBFN parameters
divided into three zones, in which low dynamic motion The parameters employed in RBFN are not chosen
is involved during 698-1314 second; medium dynamic by the designer but come from the PSO searching
maneuvering is involved during 1314-1914 second; high process when convergence is reached. There are not
dynamic maneuvering is involved during 0-698 second. many parameters in PSO need to be adjusted. The
The initial position of the aircraft was located at the parameters used in the PSO are as follows:
position North 39o degrees and West 82o degrees at an - Number of samples for the measurements: 300;
altitude of 1000 meters. - Maximum J value: 30;
- Number of particles in each swam: 5;
- Number of iterations (generations) for each
searching process (epochs): 30;
- Window size for s w- NN derivation: 30;
- Window size for s v- NN derivation: 30.
(2) Kalman filter parameters
The parameters in the Kalman filter recursive loop
include k , H k , Q k and R k . Matrices k and Q k are
obtained through the setting:
W= ; G=
0 0 0 0 I 0 0 0 0 0 sa 0 0
0 0 0 0 I 0 0 0 0 0 sg 0
-200
0 5 10 15 20 25 30
0 0 0 0 0 0 0 0 0 0 0 0
200
where s a = 0.3 * 9.81e - 9 * I ; s g = 1e - 8 * I . Through
north vel in m/s
0 0 0 0 p18,18
-50 where
0 5 10 15 20 25 30
3 p1,1 = p2, 2 = p16,16 = p17,17 = p18,18 = rp ;
pitch angle in deg
2
p 4 , 4 = p 5 ,5 = 4 ;
1
p 7 ,7 = p8,8 = p 9,9 = 1e - 8 ;
0
0 5 10 15 20 25 30
p10,10 = p11,11 = p12,12 = (9.81e - 4) 2 ;
400
yaw angle in deg
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both the modes without and with differential correction. compensated. The PSO-RBFN has been applied to the
Position Error loosely-coupled GPS/INS navigation filter design.The
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GPS results using the proposed approach have demonstrated
significant positioning performance improvement in
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North error (m)
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8. References
Standard KF 1. Brown R G and Hwang P Y C 1997 Introduction to
GPS
10 random signals and applied Kalman filtering, John
East error (m)