A posteriori estimation of stochastic model for multi-sensor integrated inertial kinematic positioning and navigation on basis of variance component estimation

Abstract

Improving a priori stochastic models of the process and measurement noise vectors in Kalman Filer (KF) has always been a challenge. As one preferable technique to address this challenge, the variance component estimation (VCE) applied on the Kalman Filter’s process and measurement noise covariance matrix (Q & R) has been proved in plenty of applications. Unsurprisingly, VCE was expected to re-establish the stochastic model about the random errors in the IMU’s measurements in a multisensor integrated positioning and navigation system applying Kalman Filter. However, in the conventional error states-based GPS aided inertial navigation system (GPS/INS), the stochastic model tuning is difficult for the IMU’s measurements due to the amalgamation of the observables from inertial sensor and other aiding sensors. This paper proposes a generic method for the stochastic model tuning about the random errors in IMU measurements together with other sensors. The core of this novel approach is based on an innovative multisensor integration strategy which deploys upon the vehicle’s generic kinematic model and takes the IMU’s output as raw measurements in Kalman Filter (IMU/GNSS Kalman Filter). As a result, the statistical orthogonality between random error vectors of any two sensors enables the separate but parallel statistics collection of each individual random error source. Given these independent statistics corresponding to each error source, the VCE technique iteratively tunes all stochastic model of the process and measurement noise vectors. The success of the VCE algorithm is shown through a real dataset involving GPS and inertial sensors.