Application of the Kalman Filter to Aided Inertial Systems
ANALYTIC SCIENCES CORP READING MA
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The purpose of this tutorial report is to allow the reader with a limited background in optimum estimation techniques andor inertial system theory to achieve a level of competence which will permit his participation in the design and evaluation of aided inertial guidance systems. To this end, the Kalman filter is described in some detail, with full use made of intuitive concepts. Next, the theory of inertial navigation is presented. Based on an understanding of inertial systems and the Kalman filter, the reader is then shown how the two are combined to provide accurate, aided inertial systems. Problems arising in the application of the Kalman filter to practical situations are discussed and common methods for solving them are illustrated. Examples in inertial navigation, gyrocompassing, and alignment transfer are provided in support of the theoretical development.