Short-term Accuracy Research Articles

Web-based resources on GPS/INS integration

The global positioning system (GPS) and inertial navigation systems (INSs) have complementary operational characteristics; GPS has long-term stability with a homogeneous accuracy, while the short-term stability of the INS is excellent with high navigation accuracy but the standalone positioning accuracy of INSs deteriorate very rapidly with time. Integrating GPS with INS combines the advantages of each system while mitigating the disadvantages. The result is a robust navigation and positioning with a high data rate of complete navigation solutions (e.g., position, velocity, and attitude) with superior shortterm and long-term accuracy, improved availability, smoother trajectories, and greater integrity. The integrated GPS/INS system has become an indispensable tool for providing precise and continuous position, velocity and attitude information for many positioning and navigation applications, from surveying and mapping to vehicle navigation, guidance and control. There is an extensive variety of websites that are directly or indirectly related to the technologies and applications of GPS/INS integration. This column presents a selection of the publicly available web-based resources on research-based activities for GPS/INS integration. The selection encompasses those international universities and companies that provide electronic versions of their publications.

A fuzzy Kalman filter optimized using a multi-objective genetic algorithm for enhanced autonomous underwater vehicle navigation

In an autonomous underwater vehicle integrated navigation system, short-term temporal accuracy is provided by an inertial navigation subsystem (INS) and long-term accuracy by a global positioning system (GPS). The Kalman filter has been a popular method for integrating the data produced by the two systems to provide optimal estimates of autonomous underwater vehicle position and attitude. In this paper, a sequential use of a linear Kalman filter and extended Kalman filter is proposed. The former is used to fuse the data from a variety of INS sensors whose output is used as an input to the latter where integration with GPS data takes place. The use of a fuzzy-rule-based adaptation scheme to cope with the divergence problem caused by the insufficiently known a priori filter statistics is also explored. The choice of fuzzy membership functions for an adaptation scheme is first carried out using a heuristic approach. Multiobjective genetic algorithm techniques are then used to optimize the parameters of the membership functions with respect to a certain performance criteria in order to improve the overall accuracy of the integrated navigation system. Simulation results are presented that show that the proposed algorithms can provide a significant improvement in the overall navigation performance of an autonomous underwater vehicle navigation system.

Effective Cycle Slip Detection and Identification for High Precision GPS/INS Integrated Systems

To ensure high accuracy results from an integrated GPS/INS system, the carrier phase observables have to be used to update the filter's states. As a prerequisite the integer ambiguities must be resolved before using carrier phase measurements. However, a cycle slip that remains undetected (and uncorrected) will significantly degrade the filter's performance. In this paper, an algorithm that can effectively detect and identify any type of cycle slip is presented. The algorithm uses additional information provided by the INS, and applies a statistical technique known as the cumulative-sum (CUSUM) test. In this approach, cycle slip decision values can be computed from the INS-predicted position (due to the fact that its short-term accuracy is very high), and the CUSUM test used to detect cycle slips (as it is very sensitive to abrupt changes of mean values). Test results are presented to demonstrate the effectiveness of the proposed algorithm.

Managerial evaluation of sales forecasting effectiveness: A MIMIC modeling approach

A Multiple Indicators and MultIple Causes (MIMIC) model is developed in which managerial evaluations of forecasting effectiveness are modeled as a function of different forecast performance criteria, namely, accuracy, bias, timeliness and cost. The model is estimated using data from a survey of export sales forecasting practices and several hypotheses linking the aforementioned criteria on effectiveness are tested. The findings indicate that evaluations of forecasting effectiveness are equally influenced by short-term accuracy and absence of overestimating bias, while timely delivery of the forecast to management is somewhat less important. Long-term accuracy, underestimation and timing of production of the forecast are not found to impact on effectiveness. Implications of the results for forecasting practice are considered and future research directions identified.

DECONVOLUTION OF SITE-SPECIFIC YIELD MEASUREMENTS TO ADDRESS PEANUT COMBINE DYNAMICS

During the development of a peanut yield monitoring system, experiments were conducted on a two-rowpeanut combine to determine the duration of time lag between pickup and yield measurement, and to characterize theconvolution of peanut flow within the combine. The research indicates that the two-row peanut combine used in theexperiment subjects harvested product to significant convolution. A simple time lag correction will not recover the sitespecific (short term accuracy) of yield measurements. The distance and time period required to achieve a yield estimateerror less than 20% (95% confidence) is greater than 19.7 m (17 s) for simple time lag correction while it is 5.8 m (5 s)for deconvoluted data. The net result is that smaller regions of yield variability may be recognized with greater confidenceusing the deconvolution method than with the simple time delay method.

Using time-encoded terrain maps for cooperation planning

This paper describes a novel adaptation and use of terrain mapping and optimal path-planning to fuse large and diverse time varying data sets into a common structure used for path extraction. The method described uses a system of map distortion and manipulation to encode anticipated future states of the environment into a single map. By doing so, it effectively encodes time into the map, allowing paths to be planned incorporating short-term accuracy and an approximate long-term path which accounts for anticipated movement of obstacles in the environment. The path is refined with recalculation as progress is made along the path. An application of the technique in cooperation planning for multiple physical agents is presented in the context of the RoboCup robot football competition.

Trading activity indicators and market timing

The short-term market timing accuracy of two commonly used technical indicators, the advance/decline ratio and the short-term trading index, are investigated. The results show that statistically, the indicators are useful in forecasting the stock market one day forward. However, closer examination reveals that the statistical association between the indicators and the stock market returns results from information arrival during non-trading hours. This information is completely impounded into the market returns by the opening of trading, thus making it impossible to form effective trading rules

Improved Prepayment Modeling for OAS Analysis

SAM CHOI is a consultant in the fixed income research department at BARR4 in Berkeley, California. n early 1992, prepayments on mortgage-backed securities (MBS) began their climb to historic levels and caught many investors by surprise. Many long-term prepayment models, which are built using many years of historical data, severely underestimated prepayments of MBS during this past period. The simple explanation for this inaccuracy is that there is no historical precedent for the recent prepayment wave. The new generation of prepayment models must now be built to allow for constantly changing and unprecedented market conditions, and at the same time work within the framework of tradtional option-adjusted spread (OAS) analysis. One way to approach this problem is to develop a model with two components: a short-term component that incorporates only recent data; and a long-term component that incorporates all available historical data, and maintains the traditional, robust behavioral model properties that are necessary for OAS analysis. From an investor’s perspective, short-term accuracy in prepayment predictions is extremely important. Many of the bonds IOs, POs, Jump Zs, TAG, and so on are extremely sensitive to prepayments. Average lives, durations, and fitted prices fluctuate dramatically with even moderately different prepayment assumptions for these tranches. As a good example, let’s look at an FNMA PAC-PO (series 1993-19 Class K) with a PSA band of 140-225 under the different prepayment scenarios in Exhibit 1. Clearly, accurate prepayment projections are imperative for accurate valuation and risk characterization of mortgage-backed bonds.

Use of GPS-Determined Attitude in Combination with Conventional Attitude Sensors

Use of multi antenna GPS equipment for determination of a vessel's attitude holds some promise for the development of accurate and inexpensive attitude systems. An application for such systems might be to provide very accurate roll information for multibeam echo sounders.The present state-of-the-art GPS attitude systems cannot meet the required accuracy and update rate for such applications. GEOTEAM A/S has therefore developed a PC-based system which combines GPS-based attitude with roll and pitch information from a Vertical Reference Unit (VRU) and heading from a gyro compass.In such a combined system, the long-term high accuracy of a GPS-based attitude system is combined with the short-term accuracy and fast update rate of conventional VRUS and gyro compasses in order to achieve a resulting performance that is better than any of the systems. In effect, the GPS attitude is used to calibrate the VRU and the gyro compass in real time.During the past year extensive tests have been performed with a system using a Trimble VECTOR II GPS attitude system with a 1 metre baseline between the antennas, both on a van (with an inertial navigation system as reference) and on a vessel. During November and December 1993 further tests were made with an Ashtech 3DF attitude system with longer baselines (7·5 m). These tests were made on a vessel where the combined GPS/VRU attitude was fed into a multibeam echo sounder. These tests were performed in cooperation with Simrad Subsea A/S, the multibeam echo sounder EM 1000 manufacturer.

Alternative Approaches to Integrated Airborne OMEGA/Inertial Navigation

Integrated omega/inertial navigation systems appear attractive in airborne applications since the excellent short-term accuracy of an inertial navigator is well-complemented by the intermittent availability of bounded, moderately accurate OMEGA position fixes. There are a number of different approaches which can be taken to accomplish the desired system integration; three such approaches are considered. The first involves a straightforward output reset, the second is essentially a Kalman-based variant of rate-aiding and the third involves conventional optimal integration. These schemes are evaluated using models for various navigation system errors to yield predictions of system position and velocity error behavior. Additionally, the schemes are compared on the basis of operational factors such as ease of implementation and computer utilization.

An Instrument for Measuring Deformations in Large Structures

An instrument that has been developed for measuring the deformations in shape that result from the movement of a radio telescope reflector is described. A radar technique is used to measure distances from near the focal point of the reflector to selected points on the reflector surface. The short term accuracy of the instrument is ±0.003 in) and when used on the 140-ft telescope in Green Bank, W.Va., good agreement was found between calculated and measured deformations.

On the Importance of Precision for Short-Range Forecasting and Climate Simulation

Abstract This paper presents results of experiments designed to test the importance of arithmetic precision in short-term forecasts and long-term climate simulations with the NCAR global circulation model. It is expected that the next-generation computers will have a sizable speed gain when using lower-precision arithmetic. To determine how precision affects the model results, we compare several short- and long-term experiments using 48-bit mantissa arithmetic (normal for the CDC 6600 and 7600 computers) with corresponding experiments using 24- and 21-bit mantissa arithmetic. The errors due to the lower precision are much smaller than typical observational errors. In addition, it appears that in the short-term experiments the rapid error growth of the model dominates the round-off error accumulation resulting from the lower-precision arithmetic. Therefore, the lower precision used by the next-generation computers should not have a detrimental effect on short-term forecast accuracy. The long-term climate s...

Rho-Rho Loran-C for Offshore Surveys

Using atomic clocks, the United States Coast Guard has recently pioneered a precise distance measuring version of Loran-C, for positioning by two ranges when within about 1,700 km of the transmitters. In May 1971 the authors took advantage of the calibrated Decca Lambda survey chain, being used by the CSS Baffin on the Grand Banks of Newfoundland, to evaluate the accuracy and reliability of this ‘rho-rho’ Loran-C. This paper outlines briefly the principles of Loran-C and the associated problems of geodesy and radio wave propagation. The procedures for operating rho-rho Loran-C are described and the results of short term (hours) and long-term (weeks) accuracy tests are given. Rho-rho Loran-C is an ‘extrapolative’ navigation system that requires periodic checks at a reference point to adjust accumulated error. It was found that, by taking reasonable precautions, range measuring accuracy of about 200 meters can be maintained over five days or so.

Synchronizing and multiplexing in a digital communications network

A concept of a totally digital communications network is described in which all signals are converted into digital form and remain so as they are multiplexed, switched, and transmitted. To permit time-division techniques for such network processing, and thus realize significant economic advantages, the digital signals must be either generated in synchronism or brought into synchronism. While the switching portion of this network is not yet in service, some of the transmission network already exists and the evolution toward a digital transmission hierarchy is well underway. The hierarchy consists of 1) terminals which convert analog Signals into digital form suitable for transmission, 2) transmission facilities which are available at various capacities, and 3) multiplexers which can derive several lower capacity digital facilities from a single high-capacity system. Such a network, when complete, can also disseminate time and frequency for other uses with the same accuracy as required by the network. The network requires that the relative phase difference between any two signals must be bounded, which means exact matching of the long-term average frequency throughout the network. Signal-processing time and variations in propagation velocity in various media-cable, radio, waveguide-control the short-term accuracy. This network can thus provide time-and-frequency information proportional to the observation time. Available techniques that can achieve such accuracy for the network are discussed.

The Accuracy of Short-Term Business Forecasting: An Analysis of a Firm's Sales Budgeting

THE ability of firms to predict the movement of their future sales and other short-term variables is of interest to economists both for macroand micro-economic planning reasons. If firms, in the aggregate, fail to provide fairly accurate predictions of the level, or at least the direction, of change, in these variables, then anticipations surveys, providing series for predicting the behaviour of the economy either directly or by suggesting causal relationships,1 are likely to be misleading. At the micro level, if individual firms are unable to predict satisfactorily their own sales, and other variables, then doubt is cast on theoretical formulations of firm and market behaviour which tend to ignore, or play down, uncertainty. A number of sales and employment surveys have been completed in the United States2 and elsewhere3 so that a body of evidence has accumulated on the short-term predictive accuracy of such aggregated data and some tentative analyses have been made. However, little attention has been devoted to measuring the accuracy of individual company forecasts. Two questions are important: how accurately do firms anticipate