72 IRE TRANSACTIONS ON AEROSPACE AND NAVIGATIONAL ELECTRONICS julne

Optimization of a Generalized Velocity-

Inertial System*
W. A. PORTERt, MEMBER, IRE, AND L. F. KAZDAt, MEMBER, IRE

Summary-In this paper the variational calculus techniques of
the Wiener-Kolmogoroff optimum filter theory are employed to de-
velop the statistically optimum form of a generalized hybrid velocity-
inertial system. A velocity-inertial system is considered which is
general in both form and application. The form of the system encom-
passes pure inertial, pure Doppler, and a large family of Doppler-
inertial hybrid systems including the present-day second- and third-
order Doppler inertial navigation and stabilization systems. The
system may be used for a wide range of applications including any
linear combination of acceleration, velocity, or vertical-reference
sensing.
The general system form is developed by employing an unspeci-
fied filter to mix the inertially derived signal with the signal from the
auxiliary velocity sensor. As a result of utilizing this general system
form, a single general error equation is found which represents the
system error for each of the above system forms and applications.
Using a linear analysis and the minimum mean-square error criteria,
an optimum system form is found for the complete range of possible
system applications.
nmeasurements. In this article, these three quanititiks
and their errors will be called the system's prinicipal out-
puts or principal errors, respectively. Since many appli-
cations require simultanieous outputs from the systemii,
the pertinenit error of initerest is usually some weighted
combination of these principal errors.
SYSTEM ERROR EQUATIONS
For purposes of clarity, the followiing notationis will
be adopted throughout the remainder of this paper.
Ac, V, and 6. will be used to designate the system calcu-
lated or measured vehicle acceleration, velocity, anid
vertical reference direction, respectively. If A, V anid 6
designate the true instantaineous values of these quaii-
tities, then the prinicipal system error would appropri-
ately be EA =A,-A, Ev= Vc- V and E0 6-0 where ,

INTRODUCTION EA, EV and Ee designate the system error in accelera-

tionl, velocity and vertical reference, respectively.
N recent years, the hybridization of the pure inertial To illustrate the coniventionial approach, consider
system with an auxiliary velocity sensor has re- Fig. 1, which is the block diagramn of a single chalnnel of
ceived considerable attention." Such systems pro- a pure inertial system which has been coupled to anl
vide the means by which airborne alignment and sys- auxiliary velocity senisor by means of electron-ic mixinlg
tem damping can be accomplished without introducinig amiplifiers designated by gains a, 0 and -y. Included on
forced errors due to vehicle motion. For the most part, this figure are three sensor error sources -a(t), EG(t) anid
velocity inertial (V-I) s7 stenms have been- designed by 1ED(t), which represenit the nioise and random errors
an intuitive trial and error process in which a systemii founid in aln accelerometer, a gyro, anid a velocity senisor,
mixing configuration is chosen in advance and the sys- respectively. The particular configuration show ni inl
tem errors are minimized by judicious selection of two Fig. 1 is that of the popular "third-order" system. In.
or three amplifier gain settings. This approach is seri- this case, the systemn velocity error
ously hampered byimathematical complexity if other
than the simplest of system conifigurations is consid- Ev(s) Vc(s) - F(s)
ered.3 -gSEG(S) + (yS2 + a92QS + d 2) ED (S) + S2(a (S)
Velocity i nertial systems are used in applications S3 + yS2 + (1 + a) .2S + 32(
(1)
which require either a kniowledge of the vertical ref-
erence, vehicle accelerationi, or vehicle velocity. Hence, cain be founid by applying liinear block diagramii tech-
attention is usually fixed oni the errors in these three niques.

*
Received by the PGANE, April 27, 1961. This work was con-
ducted in part under Project MICHIGAN, Dept. of the Army Con-
tract DA-36-039 SC-78801, administered by the U. S. Armv Signal
Corps and through funds made available by a NEC fellowship
program.
t Dept. of Elec. Engrg., The University of Michigan, Ann Arbor,
Mich.
I F. B. Berger, "The nature of Doppler velocity measurement,"
IRE TRANS. ON AERONAUTICAL AND NAVIGATIONAL ELECTRONICS,
vol. ANE-4, pp. 103-112; September, 1957.
2I. A. Greenwood, "The Theory of Combined Doppler-Inertial
High-Precision Navigation Systems," General Precision Lab., Inc.,
Pleasantville, N. Y., Internal Tech. Rept. No. 150; May 10, 1951
(confidential).
I H. Strell, "Mathematical Theory of Inertial and Doppler-
Inertial Leveling," General Precision Lab., Inc., Pleasantville, N. Y., Fig. 1 Third-order V-I system.
Internal Tech. Memo No. 4619; November 14, 1957.
1961 Porter and Kazda: Optimization of a Generalized Velocity-Inertial System 73

The velocity error can be minimized by partial dif- function for the system will be defined in terms of the
ferentiation of (1) three times with respect to a, ,B and y, filter Q(s). Composite error sources will be constructed
equating these three partial derivatives to zero and then from combinations of the original system error sources
solving for optimum a, j3 and -y values. Since Ea, ED and EG Ea(S), EG(S) and ED(S), and polynomials in s of these func-
are random in nature, these mathematical operations tions are found. The generalized application error will
are performed on the equation that is the statistical then be defined in terms of the composite error sources
equivalent of (1).3 Unfortunately, the resultant equa- and the closed-loop transfer function.
tions thus obtained are not linear in a, / and y so that
exact solution requires a computer analysis. Further- THE GENERAL EQUATION
more, the error equation form is dependent upon an
a priori choice of the mixing configuration. Before displaying the general representative error
In contrast to this approach, the research described equation, it is convenient to introduce a synthetic filter
in this paper is based upon the block diagram of Fig. 2. I(s) defined by
This compact system representation, in which Q(s) is s2 I (s)
the transfer function of the mixing filter, was first sug- Q(S) =- ( ((5)
Q2 1- I(S)
gested by Johnson,4 who showed that complete families
(including the second- and third-order V-I systems) of Manipulation of (5) and solving for I(s) yields the
V-I systems can be generated by assuming simple lead- following equation forms
lag filter forms for Q(s).
Attention is now focused on analyzing the system I (s) =
QIQ(S)
52±Q2Q(s) (6)
shown in Fig. 2. By nodal summation of signals on this s2 + Q2Q(S)
figure, it can be shown that these system errors have the 52
forms 1 - I(s) = (7)
S2 + Q2Q(S)
REo(s) = [s2 + Q2Q(s)]-1{RSEG(S) + s[1 - Q(S)]ED(S)
In terms of this new filter notation, the representa-
+ Q(S)Ea(S)} (2) tive error equation is very simple in form
Er (s) = [S2 + Q2Q(S) ]-1 -gQ(s)EG(s)
Er(s) = [I(s) - 1]Ear(S) + I(S)Cbr(S) (8)
+ s2[1 - Q(S)]ED(S) + SQ(S)Ea(S)} (3)
which is a generalized error equation for the system of
EA(S) - [S2 + Q2Q(S)]-1{-gsEG(s) Fig. 2.
- Q 2s[1 - Q(S)]ED(S) + S2Ea(S)}* (4) In (8), the subscript r is used to identify the system
application. That is, if r=0, r= V, or r=A, the repre-
The right-hand sides (2)-(4) are quite similar. All sentative error equation E,.(s) becomes either E@(s),
three denominators are identical, while the numerators EV(s) or EA(S), respectively. The representative error
are combinations of the error sources and filter transfer sources Ear and Eb, are independent of I(s) and are com-
functions. Although individual treatment of these sys- binations of the three original error sources. The form
tem error equations is possible, much time and effort of (8) also helps to show the desirability of introducing
would be saved if one could find a single representative the synthetic filter I(s). The form of (8) is exceedingly
error equation to encompass all three error equations. simple; moreover, the closed-loop poles of the complete
This paper shows that such an equation truely does V-I system are simply the poles of I(s).
exist, and will be developed in the work that follows. In The representative error sources Ear and Eb, may be
carrying out the development, a closed-loop transfer linked to the physical error sources through an appro-
priate set of transformations. These transformations are
given in Table I.
TABLE I
r E-ar (s) Ebr (S)

0 - EG(S) + R'ED(S) 1 {Ea,(S) - SED(S)

V -ED (S) 2 {gEG(S) + sa

-
E(S) - S2ED(S) }
022
Fig. 2 Generalized V\-I system.

A - sea gEG(S) Q2ED(S) }

SED (s)
F. Johnson, "The synthesis of velocity inertial navigation
{
I sys- S

tems," Proc. Natl. Electronics Conf., pp. 784-793; 1959.

74 IRE TRANSACTIONS ON AEROSPACE AND NAVIGATIONAL ELECTRONICS June
Example indepenident of I(s) anid a priori determined by applica-
To illustrate how Table I may be used to finid a tioIn conlsiderationls.
specific equation, consider Be(s) to be the system error Since the three principal errors are members of the
of interest. In this case r =, Ear(S) EaO(s) a nd Ebr(S) samne family, E(s) will also be a member of this family.
=EbO(s), or from row 1 of Table I it is seen that To be specific, the proper representative error sources
in this case would be
ear(S) =- (EG(S) + ED(S)} Ear(s) = K1(s)EaO(S) + K2(S)EaV(S) + K3(S) EaA(S) (12)
Ebr(s) = Kl(s)EbO(s) + K2(S)EbV(s) + K3 (S)EbA(S). (13)
and
Hence, it is seen that (8) has not only a generality of
Ebr(S) = 1
-
fE(S) -
SED(S) } . system fornm but also a generality of system applica-
S
tionls which include all linlear conmbinations of the three
By direct substitution into (8), it can be seen that priincipal applications.
BE(s) [I(s) - i] {(- -)[GG(S) + - ED()]} ERROR MJINIMIZATION
Eq. (8) relates the instanitanieous system errors to the
(9)
inistantaneous values of the error sources. The error
+ I(s) {( -) [E(S) - SED(5)]}
sources, however, are random in nature resulting fromii
numerous minlute thermal, molecular and electronic
Now, using (6) and (7), this expression reduces to effects. A knowledge of these sources will ordinarily be
Be(s) = [S2 + Q2Q(S)]- limited to the specification of their power spectral
density functions (hereafter designated "power spec-
5
1SEG(S) + R1 QR(S)(S) +-[1 - Q(s)]ED(S)} (10) trum"). Hence, it is appropriate to relate the power
spectrum of the systemii error to the error source power
which is identical to (2). In a similar manner, the other spectra. To do this, let the symbols qir(C) baar(W) and
transformations can be verified. 'I'bb(WI) stand for the power spectra of EB(t), ear(t) and
Ebr(t), respectively. Similarily, the symbols 4)abr(co) anld
LINEAR COMBINATIONS OF ERRORS 47'bar(W) will designate the respective cross power spectra
of Eae,(t) and Ebr,(t).
In a single general formii and depending only upon the Using the above notation and (8), the appropriate
transform set used to define Ear and Ebr, the representa- power spectra relationship can be shown to be5
tive system error (8) represents the calculation of either
vehicle vertical reference direction, velocity or accel- ¢re(C)) =[I(jw) - 1][I(-jw) - 1]'faar(.W)
eration. By choosing the filter function I(s) to minimize + [I(-jW) -
1]I(-jW)F)abr(W)
the representative system error equation in its general
form, I(s) can be given- as a function of the generalized
+ [J(j@) - 1]I(-jW>Ibar(W£)
error sources ear(s) and Ebr (S'). Upon substitution of one of + I(jW)I(-jW)JDbbr(W). (14)
the three transformation sets into the general optimum In the following discussion, the substitution s= jo
form of I(s), the appropriate optimum I(s) which mini-
mizes the desired system calculation error will result. (or t= slj) is frequenitly made. It represents a rotation
Because the three transformation sets are independ- of coordinates through a 90° angle, so that a statement
enit of I(s), the results of applying variational tech- concerniing left- anid right-half plane poles in terms of
the s variable could be rephrased in terms of lower- anid
niques to I(s) will be undisturbed by the proposed sub-
stitution. Therefore, only one muinimization calculation upper-half plane poles in the X variable. In this dis-
is necessary because its results cover all possible system
cussioI, statemeints concerining pole positions will
refer only to the s variable representation and hence,
applications. the function or equation under discussion is assumed to
In many cases the miiotion senising system is used in a
be a function- of s alone.
miiultiple application; for exanmple, both velocity and Applyinig the relationship
vertical referenice informl-ation may be required. For
these situations, let us hypothesize that the error which 1 rx
represents a measure of the system's over-all performn- Mr =f-; ,rr(w)dt
2-7r -x
anlce is given by
B(s) Ks(s)Eo(s) + K2(s) EBj (s) + K3(s) EA(s) (11)
=
The material in this sectioni draws heavily upon material de-
veloped in [1]-[3]. An understaniding of this background material is
wxhere Ki(s), K2(s) anid K3(s) are weighting functions, beinig imiiplicity assumlied by the authors.
19#61 Porter and Kazda: Optimization of a Generalized Velocity-Inertial System 75

to (14) where ur is the variance of Er(t), we arrive at may be expanded into a sum of the parts of a right-
half and a left-half plane, giving
1 rt
Mr = I [I(jW) -
1][I(-jco) - 1] (ba r (6)
a
27r . -x -- I)aar (W) + cIbar(WO) [f 4aar(C) + 4bbar,( ))]

+ [I(-jW) - 11I(jCO)Fabr(W) t'r ( HjW) L I'r( -ja )-r.) h.)

+ [I(-jCO) 1]I(Ujo>Ibur(w)
-
+ I(jCO)I(-jCO) rbbbr(W) } dw.
Variational principles can now be applied to (15) in
(15)
and
4[ baar(Co) + Ibar(C0))]
Ir(jCO) i 1.h. p.
(19)

order to find which particular I(s) with poles in the left- 0Jaar(W) + J?abr(W) [faar(CO) + (fabr(G)]
half plane which will minimize Pr.
theoretically assumed to be the optimum filter
I(s) is
4/r (jCO) L )(jCO)
r Ir.h.p.

Ior(s), which contains only left-half plane poles. If a +r )aar(W) + (babr(W)]

small but arbitrary filter an(s) were added to Ior(s), L r(j() -iI.h.p. (20)
where a is a parameter of smallness and -q(s) has the
same left-half plane properties as Io,(s), then the where the brackets subscripted with r.h.p. indicate
variance ILr would be a function of a and would be at its which part of the enclosed quantity contains all the
minimum when a=O, since any deviation from the right-half and none of the left-half plane poles, while
Ior(s) optimum form must cause a rise in This state- ii,.
the bracketed material with the subscript l.h.p. con-
ment leads directly to the condition /&a|a=a 0=0, if u,
tains all the left-half and none of the right-half plane
Io,(s) is to be the desired optimum. poles.
After performing the above substitution and dif- By application of contour integration techniques, it
ferentiation, the following equation will result: can be shown that if (19) and (20) are incorporated into
00 (18), the two terms
{tr(-jW) [Ior(jW) [rfaar(W) + (Fabr(W) + 0fDbar(W) + (bbr(W)]
[4Faar (w) + 4 bar, (CD)
71( jwPr(Ujw)
- (4?aar(Co) + 4?fbar(C))] + ?7(jW) [Ior(-jW)Q(4?aar(CO) + Dabr(C) L )/r( jiCo) - r .h .p

+ 4fbar(W) + c)bbr(QO)) - (4?aar(CO) + 'tabr(W))]| dW = 0. (16)

and
It be showni that if the sum 4taar(W) +0Iabr(WO) 4)aa rG@) + )a.br,(C<)]
can
(7jW)V/r(j@) (21)
+0bbar(A) +41bbr(C0) is a rational function it is factorable, L 1'(jw) I.h.p .
and hence may be represenited in the form
do not contribute to the integral value. The resulting
4?aar(G) + 4)abr(CO) + fbibar(W) + (Tbbr(W) = 4'r(jW)4'r(-jco) (17) form of (18) becomes
where 4,r(s) is chosen to contain poles and zeros only in
the left-half plane. Thus ltr( -s) has poles and zeros [- J W) 4'r(-jC o,) {Ior(jW>Pr(J W)

only in the right-half plane. The poles of I(s) and

77(s) have already been restricted to the left-half plane aar(CO) + (b.ar(W)
while the poles of I(-s) and q7(-s) were restricted to + (Kjw)iIr(jw )
_ r(j-ico) I.h.p.
the right-half planie.
-

By returning to (16) anid utilizing the notation of

(17), we get {Ior( -j4w)4kr( jCo)

4taar(W) + (Drbr(W)] - [ -~aar(W)+r(-~)] }]

dc = 0. (22)
00{ 7( mi At'r(U W) [fo ( W)'r( Ic ) 4r(-jW) 4,r(JC ) -r.h.p.

+ 'q(j4t'r(Jw) Now since for(s) is truly the optimum I(s), this

4'aar(C0) + 4'abr(W)]) integral, subject only to the previous pole-position

* [IorC-j1w)1r( jco) - dw 0. (18) restrictions, should vanish for a completely arbitrary
4r(jw) - 7(s). For this to be true the internal bracketed quantity
The terms must vanish, hence:

4?aar(W) + 4?bar(O) baar(CO) + 4babr(W)

4'r( -jc)
and
{Pr(j'o@)
Ior(S) = 1
4" (s)
[ 4)aar(Slj)4r(-+]Da,j
s)
.**_
-l.h.p.
S

(23)
76 IRE TRANSACTIONS ON AEROSPACE AND NAVIGATIONAL ELECTRONICS June

In theory at least, once the quantities 4,aar(Sj), Table III results from this type of computation anld
4?abr(S j), 4bar(S/i) and 4.bbr(slj) are determined, Ir(S) is contains, in symbolic form, all the necessary informiia-
completely specified. The representative error source tion for evaluating an bor(s). For example, to evaluate
power spectra can be related to the gyro, accelerometer, Iso(s) which is the optimumi I(s) filter for minilizing
and Doppler error source power spectra through Table system displacemnenit error, the entry in the first row
I. In this table the representative error sources are and second colunmin is factored into {le(s) and 4Ao(-s).
seen to be linear combiniations of the sensor error As prescribed by (23), these two quantities are used in
sources. For this situationi, the representative power conijunction with the entry in the first colunmn of the
spectra are easily computable and are showln in first row of Table III, resulting in Ioo(s).
Table II. For instanice, assumiie =(co) 0, 4D(w) =D2 anid

EVAL'U ATION OF I0r(s) ,G

(? G (CO)
In evaluating (23), V/7(s), VI/(-s) anid 1I?aar(s1j) CG2 + C2
+4Tbar(Slj) are the needed quantities. In order to de- In this case Table II, row 1, coluimnIi 2, shows that the
termine 4t'(s) and ,tr(-S), (17) must be factorized inlto quantity which must be factored is given by
the product of two terms one term being 4'r(s), which
contains all the left-half plane poles and zeros of (17),
4O(S)4'o(-s)
anid the other term being 4',r(-s), which contains all
the right-half plane poles and zeros. This factorization
= - _2 [
C>2 - 2 ±+ g
(S2 +
2)2JrD2]- (24)
is not possible unless a specific known form is assumed The other term of initerest is
for the power spectra of (17). In unfactored form the
product is, however, the sum of all the terms in the cf?aaO(S/j) + (IbaO(S j)
appropriate row of Table II: conisequently, the product
of 4{v(s) and 4'v( - s) is the sunm of all the terms in the
second row of Table II, to give one example. S2, [ CO G2 - S2
s
--
gR
(S2 + Q2) D2]. (25)

TABLE I I

|,aar(S/j) abr(S/j) 'bh.r (S/y) 41 bb(S j)

I, = 0 -2 1DG(Slj) + R2 'D(s/i) - R 'DD(Slj)

gRD(i
-bRa(5/I) 1
o2
4I(Slj)
m 52DD(S/j) }

s12 ¢D/ r (/) <f(/+S D/ 1

r = V 4DD(S J) - 4D (S /j)
0)2 4D(S/I) 0Q
{g24)G \Slj) 247"(Slj) ± S4(IDD jSl)}

r - A 4.a(S/j) - 4G(SlI) - -4 (D(S/j) - Q241D(S j) 24D (S /) - S'17D(S/j)

52 4

TABLE III

4'far(SIj) + bbar(S j) Xbr (S) 'r ( -S)

I 1
r=0 -)4'~G (S
s2
(j)+_[2 + 92|4DSjj
() + ~~gR S(sDj
1
2
[G(s/j) -
¢(x(s/j) + -
1
(S2 + Q2) 2DD(sij) -

1
1 -
r = V (S2 + 22) 4D (S/j ) [R 2o(G jS/) 177(S /j) + -(S2 + Q2)24D (s i)j
Q22

g2 1_ (S2 + 02)24D(Slj)
S24?y(Slj) Q2)4D(S/j)J S2 4G(Slj) ck(s/j)
r= A [-g24 (s/j) + - 92(S2 + 2
+ s2
1961 Porter and Kazda: Optimization of a Generalized Velocity-Inertial System 77

DISCUSSION determined by weighting equation before the spectrum

It has been shown that it is possible to represent in forms are computed. In fact, it can be shown that the
general form the error of vehicle vertical reference three principal error cases can be derived from this
direction, velocity or acceleration as determined in the more general form by equating any two of the weight-
V-I system by a single equation. It can be viewed as ing functions to zero and the third to un-ity.
representing the pertinent error for a family of appli- By substituting the optimum for(s) back into the
cations in which each menmber is in turn a weighted general error equation itself and integrating this equa-
combiniation of these three errors. Since present knowl- tion, an explicit relationship between sensor errors and
edge of the error sources dictates a statistical approach minimum system error can be found. Such a relation-
to the error-reduction problem, the power-spectra ship allows preselection of sensors for particular system
representation was introduced. The variational princi- accuracy requirements.
ples typical of Wiener-Kolmogoroff statistical filter
studies were then utilized to develop in general notation REFERENCES
the best physically realizable statistical filter for mini- [1] J. H. Lanning and R. H. Batten, "Random Processes in Auto-
mizing the mean-square system error. matic Control," McGraw-Hill Book Co., Inc., New York, N. Y.;
The information necessary for direct system optimi- [2] H. 1956.
S. Tsien, "Engineering Cybernetics," McGraw-Hill Book Co.,
zation for either of the three principal system applica- Inc., New York, N. Y.; 1954.
WT. A. Porter, "A Statistically Optimum Velocity Inertial System,"
tions is presented in tabular form. For the more general [3] Inst. of Science and Tech., The University of Michigan, Ann
weighted combination case, Ear(s) and Ebr(S) must be Arbor, Rept. No. 2900-236-T; April, 1961.