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Innovative Systems Design and Engineering                                                         www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3




      INS/GPS Based State Estimation of Micro Air Vehicles
      Parametric Study Using Extended Kalman Filter (EKF)
                            Schemes
                                         Sadia Riaz (Corresponding author)
                        Department of Mechanical Engineering, NUST College of E&ME,
                                 National University of Sciences and Technology.
                                       PO box 46000, Rawalpindi, Pakistan
                            Tel: 0092-334-5444650 E-mail: saadia-riaz@hotmail.com


Abstract
Micro Air Vehicles (MAVs) are classified as the small scale aircrafts which can be remote controlled,
semi-autonomous and autonomous. They are highly sensitive to the wind gust and therefore the control of
Micro Air Vehicle is a very challenging area. To control an aircraft, the first step is the precise navigation of
the MAV and state estimation is the pre requisite. In this paper the states (roll, pitch, yaw, position and wind
direction) are estimated with the help of Discrete Time Extended Kalman Filter operating on Inertial
Measurement Unit (IMU) which consists of MEMS Gyro, MEMS Accelerometer, MEMS Magnetometer
and GPS. These sensors are based on MEMS (Micro Electro Mechanical System) technique which is very
helpful for size and weight reduction. Three techniques of Discrete Time Extended Kalman Filter are used
named as Single state Discrete Time Extended Kalman, Cascaded Two Stage Discrete Time Extended
Kalman Filter and Cascaded Three Stage Discrete Time Extended Kalman Filter. The simulations obtained
from these filters are compared and analyzed. Trajectory and sensors data is recorded from Flight Simulator
software, and then compared with the simulations obtained from Extended Kalman Filter with the help of
MATLAB Software.
Keywords: Micro Electro Mechanical System (MEMS), Micro Air Vehicle (MAV), Measurement
Covariance Matrix, Process Covariance Matrix
Nomenclature

     PN                 Inertial North Position of MAV
     PE                 Inertial East Position of MAV
     WN                 Wind from North
     WE                 Wind from East
     Va ir              Total Airspeed
     p                  Angular Rate about x-axis
     q                  Angular Rate about y-axis
     r                  Angular Rate about z-axis
                       Roll Angle
                       Pitch Angle
                       Yaw Angle
Innovative Systems Design and Engineering                                                       www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3




                       As superscript shows the rate of change
         mo x           Northern Magnetic Field Component
         mo y           Eastern Magnetic Field Component
         mo z           Vertical Magnetic Field Component
         Q              Process Covariance Noise Matrix
         R              Process Covariance Noise Matrix


    1.   Introduction


Real world application is the inherent driver for the majority of research in robotics [1]. It is often the
current limitations in technology or design constraints that lead the way to new advances and often work
around to the development of these robots. In developing these airborne entities, primary concerns are the
size, weight, sensors, communication and the computational power [2]. The term Micro Air Vehicles
(MAVs) [3, 4, 5] is used for a new type of remote controlled, semi-autonomous or autonomous aircraft that
is significantly smaller than conventional air crafts [6,7]. By defense Advanced Research Project Agency
(DARPA), Micro Air Vehicles are small (usually defined to be less than 15 cm in length and 100gms of
weight) autonomous aircrafts which have a great potential in fact-finding missions in confined spaces or
inside buildings, including both civilian search and rescue missions and military surveillance and
reconnaissance missions. The vehicle must fly 30 to 60 m/sec, fast enough to overcome head winds and
have an endurance of 20 to 60 minutes to provide adequate range and mission time. Technological
feasibility follows from advances in several micro technologies, including the rapid evolution of Micro
Electro Mechanical System (MEMS) technology [8, 9]. These systems combine microelectronics
components with comparable sized mechanical elements of varying complexity to achieve useful and often
unique functionality (e.g. integrated systems of sensors, actuators and processors). To apply Micro Electro
Mechanical Systems (MEMS) on inertial sensors [10, 11] for the GNC of MAVs is an extremely
challenging area. Inertial Navigation System (INS) includes MEMS gyro, Accelerometer, Magnetometer
and barometer. MEMS inertial sensors are of utmost importance in GNC system. This system, like all other
real systems, will be considered non-linear and it will be first linearized for the application of the Extended
Kalman Filter (EKF) [12, 13, 14, 15].

    2.   Mathematical Modeling of INS/GPS based State Estimation


Mathematical Modeling of INS/GPS based state estimation is very important for the navigation purpose.
Mathematical Modeling of these three filters has been extensively discussed [16] and the implementation of
the Extended Kalman filter on the three schemes is explained in detail. The major mathematical
relationships used are following.
The update of the states is related to the inputs as shown following [17]:
Innovative Systems Design and Engineering                                                       www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3




                                   p  q sin  tan   r cos  tan  
                                                                     
                             
                                           q cos   r sin          
                                             sin      cos          
                                           q        r
                                            cos       cos          
                           PN              Vair cos  WN            
                                                                     
                           PE               Vair sin  WE            
                             
                          W                         0                 
                           N                                         
                          W E                                         
                                                    0                 


Sensor Measurements [17] are related to inputs as shown following:


                                            Vair q sin                            
                                                          sin                    
                                                    g
                                                                                   
                                  Vair r cos   r sin                          
                                                              cos  cos 
                                              g                                    
                                         Vair q cos                              
                                                        cos  sin               
              h x , u                       g                                   
                                                      PN                           
                                                                                   
                                                      PE                           
                               2
                                                                       
                            Vair  2Vair W N cos  WE sin   W N  WE2
                                                                          2
                                                                                    
                                                                                    
                                                                                   
                                                 V sin  W N                    
                                          tan 1  air
                                                  V cos  W      
                                                 air            E 
                                                                                    
                                                                                   

    3.   Cascaded Extended Kalman Filter State Estimation Schemes



In the Single Seven Stage Discrete Time Extended Kalman Filter [18], the state equations which relate body
frame rotations to changes in roll, pitch and heading are nonlinear. Letting the states be roll angle and pitch
angle, ϕ and θ, and letting angular rates p, q and r and Airspeed Vair be inputs.
Innovative Systems Design and Engineering                                                       www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3



                                                                                                          
                                                                                                          
                                                                                                          
                                                                                                          PN
                                                                                                          PE
                                                                                                          WN
                                                                                                          WE

                    Figure 01: Single Seven State Extended Kalman Filter Scheme [19],




Now consider Two Stage Cascaded Extended Kalman Filter Scheme [16].             As the heading update equation
uses the same inputs as the Pitch and Roll equations, it is not unnatural to lump them together in the same
estimation block. The exclusiveness of the heading state lies in the output equations. There is not a sensor
output equation which will relate heading to accelerometer readings, which is why it was convenient to split
heading estimation into it’s own stage as mentioned earlier. One of the merits of heading and attitude at the
same time is that magnetometer information may be beneficial in the estimation of pitch and roll, since no
maneuver will upset the earth’s magnetic field, as they may the accelerometer readings. And, depending on
the attitude and heading of the MAV, projecting pitch and roll onto the magnetic field vector may refine the
pitch and roll estimates.




                 Figure 02: Two stage Cascaded Discrete time Extended Kalman Filter [16].


In three stage Cascaded Extended Kalman Filters [16] work independently, each imparting the information
that it estimates to the stage below. This three stage filter assumes the least coupling.
Innovative Systems Design and Engineering                                                                           www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3




                                                                 
                                                                 
                                                                                                                                PN
                                                                                                          
                                                                                                                                PE
                                                                                                                               WN
                                                                                                                               WE



                Figure 03: Three stage Cascaded Discrete time Extended Kalman filter [16].



    4.   Result and analysis


The output of the on-board sensors is mathematically modeled and filtered with the help of Single Seven
State Discrete Time Extended Kalman Filtering. The inputs to the filter were angular rates in three
directions and velocity of air. The state variables were roll, pitch, yaw, position and wind direction. The
measurement variables were acceleration in all 3 directions and components of GPS. Coding was
performed to analyze the filter's response to variable inputs and also to compare the three types of filters.
Angular rates in three directions (p, q and r) were varied individually in the trajectory and graphs plotted of
state variables and measured variables for different types of filters.


                                                        Variation of Angular Rate in X-Direction (p) with Time
                                                     0.25
                                                                                               VARIATION IN P
                                                      0.2
                   Angular Rate in X-Direction (p)




                                                     0.15


                                                      0.1


                                                     0.05


                                                        0


                                                     -0.05


                                                      -0.1
                                                             0    100       200          300        400       500
                                                                                  Time
Innovative Systems Design and Engineering                                                                             www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3


                                  Figure 04: Variation of angular rate in x-direction with respect to time



The Above Graph shows the variation of angular rate in x-direction (p) with time. The angular rate in
x-direction (p) first decreases with time and then it keeps on increasing with time. In the end of flight
maneuver the angular rate in x direction (p) with time decreases.


                                                        Variation of Angular Rate in Y-Direction (q) with time
                                                    0.25

                                                                                               VARIATION IN Q
                                                     0.2
                  Angular Rate in Y-Direction (q)




                                                    0.15


                                                     0.1


                                                    0.05


                                                       0


                                                    -0.05


                                                     -0.1
                                                            0     100       200          300        400         500
                                                                                  time

                        Figure 05: Variation of angular rate in y-direction with respect to time


The Above Graph shows the variation of angular rate in y-direction (q) with time. The angular rate in
y-direction (q) first decreases with time and then it keeps on increasing with time. In the end of flight
maneuver the angular rate in y direction (q) with time decreases.
Innovative Systems Design and Engineering                                                                                                                           www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3



                                                      Variation of Angular Rate in Z-Direction (r) with time
                                                  0.25

                                                                                                                                              VARIATION IN R
                                                    0.2
                Angular Rate in Z-Direction (r)
                                                  0.15


                                                    0.1


                                                  0.05


                                                     0


                                                  -0.05


                                                   -0.1
                                                          0                                    100                200                300          400         500
                                                                                                                          time

                                                  Figure 06: Variation of angular rate in z-direction with respect to time
The Above Graph shows the variation of angular rate in z-direction (r) with time. The angular rate in
z-direction (r) first decreases with time and then it keeps on increasing with time. In the end of flight
maneuver the angular rate in z-direction (r) with time decreases.


                                                                                                    Variation in Velocity with respect to time
                                                                                      30

                                                                                      28

                                                                                      26
                                                              Variation in Velocity




                                                                                      24

                                                                                      22

                                                                                      20

                                                                                      18

                                                                                      16

                                                                                      14
                                                                                                            VARIATION IN VELOCITY
                                                                                      12

                                                                                      10
                                                                                           0   50     100      150      200   250     300   350   400   450   500
                                                                                                                              time

                                                                                      Figure 07: Variation of velocity with respect to time


The Above Graph shows the variation of velocity (Vair) with time. The velocity (Vair) first decreases with
time and then it keep on increasing with time. In the end of flight maneuver the velocity (Vair) with time
decreases.
Innovative Systems Design and Engineering                                                                                   www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3




                                                                        X-acceleration with Time
                                               0.6
                                                                                             True
                                                                                             Estimated single stage
                                               0.4
                                                                                             Estimated 2 stage
                                                                                             Estimated 3 stage
                                               0.2
                              X-acceleration




                                                   0


                                               -0.2


                                               -0.4


                                               -0.6


                                               -0.8
                                                       0           100        200          300           400        500
                                                                                    Time

                                                           Figure 08: x-Accelerometer Output Versus Time
The above graph shows the variation of accelerometer output with respect to the time. The blue trajectory
shows the actual recorded trajectory. The variation in this trajectory shows the combination of process noise
and measurement noise. This is because the accelerometer output does not only depend upon the inputs (p,
q, r and Vair) but it also depends on the different state variables.

                                                                     Y-acceleration with Time
                                               3
                                                                                                 True
                                                                                                 Estimated single stage
                                           2.5
                                                                                                 Estimated 2 stage
                                                                                                 Estimated 3 stage
                                               2
                    Y-acceleration




                                           1.5


                                               1


                                           0.5


                                               0


                                       -0.5
                                           0                      100         200          300            400         500
                                                                                    Time

                                                           Figure 09: y-Accelerometer Output Versus time
Innovative Systems Design and Engineering                                                                             www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3


The above graph shows the variation of accelerometer output in y-direction with respect to time. It
decreases first with time and then it increases for some time. Then again it goes down with time and after
that it increases again. The accelerometer output depends on the body dynamics and the gravitational
acceleration as well.


                                                              Z-Acceleration with Time
                                          1.5




                                            1
                         Z-Acceleration




                                          0.5




                                            0



                                                                                       True
                                          -0.5
                                                                                       Estimated single stage
                                                                                       Estimated 2 stage
                                                                                       Estimated 3 stage
                                           -1
                                                 0          100         200          300        400         500
                                                                              Time
                                                     Figure 10: z-Accelerometer Output Versus time
The above graph shows the variation of accelerometer output in z- direction with respect to the time and the
comparison of the single seven state discrete time extended Kalman filter, two stage cascaded extended
Kalman filter and three stage extended Kalman filter is carried out.


                                                                   GPS n with Time
                           1800
                                                         True
                           1700                          Estimated single stage
                                                         Estimated 2 stage
                           1600                          Estimated 3 stage

                           1500
                 GPS n




                           1400


                           1300


                           1200


                           1100


                           1000
                                            0              100         200           300         400            500
                                                                              Time
                                                         Figure 11: GPS northing Versus Time
Innovative Systems Design and Engineering                                                    www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3




The above graph shows the variation of GPS reading in north direction with respect to time. GPSn shows
that the MAV is going towards north direction but at some points it moves in south direction but overall it
follows a northward movement.


                                             GPS e with Time
                         1100
                                                                 True
                         1000
                                                                 Estimated single stage
                         900                                     Estimated 2 stage
                                                                 Estimated 3 stage
                         800

                         700
                 GPS e




                         600

                         500

                         400

                         300

                         200

                         100
                                0    100         200          300          400         500
                                                       Time

                                    Figure 12: GPS Easting Versus Time


The above graph shows the variation of GPS reading in east direction with respect to time. GPSe shows
that the MAV is going towards west direction but at some points it moves in east direction but overall it
follows a westward movement.
Innovative Systems Design and Engineering                                                                www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3



                                                         GPS Velocity with Time
                                         3
                                                                              True
                                                                              Estimated single stage
                                       2.5
                                                                              Estimated 2 stage
                                                                              Estimated 3 stage
                        GPS Velocity     2


                                       1.5


                                         1


                                       0.5


                                         0


                                       -0.5
                                           0       100         200          300        400         500
                                                                     Time

                                                 Figure 13: GPS Velocity Versus Time


The above graph shows the variation of GPS velocity with respect to the time. GPS velocity actually
represents the velocity of MAV. There is an unsymmetrical sinusoidal curve followed by the MAV’s
velocity with respect to time which shows that the velocity of MAV increases and decreases repeatedly.


                                                      GPS Heading with Time
                                        2


                                       1.5


                                        1
                  GPS Heading




                                       0.5


                                        0


                                  -0.5


                                        -1                                    True
                                                                              Estimated single stage
                                  -1.5
                                                                              Estimated 2 stage
                                                                              Estimated 3 stage
                                        -2
                                             0     100         200          300        400         500
                                                                     Time

                                                 Figure 14: GPS heading Versus Time


The above graph shows the variation of GPS heading with respect to time. GPS heading actually represents
the heading of the MAV. GPS heading is dependent on the yaw angle, Vair, wind in north and east direction
Innovative Systems Design and Engineering                                                     www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3


(Wn and We). So basically it is dependent on four parameters and the variation cannot be justified with the
variation of a single parameter. But the actual variation of aircraft heading is shown with time and it
increases and decreases again and again.

    5.   Conclusion


In all the simulations, the Single Seven State is most accurate, stable and showing least drift as compare to
the remaining two filters. Even though the single seven state discrete time extended Kalman filter is
computationally heavier than the other two cascaded filter schemes but the result produced by this filter are
much more accurate and stable.

    6.   Acknowledgements


The authors are indebted to the College of Electrical and Mechanical Engineering (CEME), National
University of Sciences and Technology (NUST), Higher Education Commission (HEC) and Pakistan
Science Foundation (PSF) for having made this research possible.

References


http://robotics.eecs.berkeley.edu/~ronf/MFI.


http://www.ornithopter.net/history_e.html.
James M. McMichael (Program Manager Defense Advanced Research Projects Agency) and Col. Michael
S. Francis, USAF (Ret.) (Defense Airborne Reconnaissance Office), “Micro air vehicles - Toward a new
dimension in flight” dated 8/7/97


“Ground control station development for autonomous UAV ”by Ye Hong, Jiancheng Fang, and Ye Tao. Key
Laboratory of Fundamental Science for National Defense, Novel Inertial Instrument & Navigation System
Technology, Beijing, 100191, China


http://www.ornithopter.org/flapflight/birdsfly/birdsfly.html.


Schmidt, G.T., Strapdown Inertial Systems - Theory and Applications,"AGARD Lecture Series, No. 95,
1978.


Grewal, M.S., Weill, L.R., and Andrews, A.P., Global Positioning Systems, Inertial Navigation, and
Integration, John Wiley and Sons, New York, 2001.


“Integration of MEMS inertial sensor-based GNC of a UAV” by Z. J. Huang and J. C. Fang
(huangzhongjun@buaa.edu.cn, fangjiancheng@buaa.edu.cn)     from School of Instrumentation &
Optoelectronics Engineering Beihang University, Beijing 100083, China. International Journal of
Innovative Systems Design and Engineering                                                     www.iiste.org
ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online)
Vol 2, No 3


Information Technology. Vol. 11 No. 10 2005 (pg 123-132)


Randle, S.J., Horton, M.A.,  Low Cost Navigation Using Micro – Machined Technology," IEEE Intelligent
Transportation Systems Conference, 1997.


Schmidt, G.T., Strapdown Inertial Systems - Theory and Applications,"AGARD Lecture Series, No. 95,
1978.


Grejner-Brzezinska, D.A., and Wang, J., Gravity Modelling for High-Accuracy GPS/INS Integration,"
Navigation, Vol. 45, No. 3, 1998, pp. 209-220.


Wolf, R., Eissfeller, B., Hein, G.W.,  A Kalman Filter for the Integration of a Low Cost INS and an attitude
GPS," Institute of Geodesy and Navigation, Munich, Germany.


Gaylor, D., Lightsey, E.G.,  GPS/INS Kalman Filter desing for Spacecraft operating in the proximity of te
International Space Station," University of Texas - Austin, Austin.
“Optimal state estimation Kalman,
                                       H
                                        and nonlinear approaches” by Dan Simon, Cleveland State
University. A John Wiley &Sons, INC., Publication.


Elbert Hendricks, Ole Jannerup, Paul Haase Sorensen, “Linear Systems Control” Deterministic and
Stochastic Method, ISBN: 978-3-540-78485-2, Library of Congress Control Number: 208927517, 2008
Springer-Verlag Berlin Heidelberg.


‘Mathematical Modeling of INS/GPS Based Navigation System Using Discrete Time Extended Kalman
Filter Schemes for Flapping Micro Air Vehicle’ by Sadia Riaz in International Journal of Micro Air Vehicle,
March 2011


“State estimation for micro air vehicles” by Randal W. Beard, Department of Electrical and Computer
Engineering, Brigham Young University, Provo, Utah. Studies in Computational Intelligence (SCI) 70,
173–199 (2007). Springer-Verlag Berlin Heidelberg 2007


Moore, J.B., Qi, H., Direct Kalman Filtering Approach for GPS/INS Integration", IEEE Transactions on
Aerospace and Electronic Systems , Vol 38, No.2, April 2002.


‘Single Seven State Discrete Time Extended Kalman Filter for Micro Air Vehicle’ by Dr. Afzaal M. Malik1
and Sadia Riaz2, World Congress of Engineering (WCE), International Conference of Mechanical
Engineering (ICME-2010).

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13 sadia riaz _13

  • 1. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 INS/GPS Based State Estimation of Micro Air Vehicles Parametric Study Using Extended Kalman Filter (EKF) Schemes Sadia Riaz (Corresponding author) Department of Mechanical Engineering, NUST College of E&ME, National University of Sciences and Technology. PO box 46000, Rawalpindi, Pakistan Tel: 0092-334-5444650 E-mail: saadia-riaz@hotmail.com Abstract Micro Air Vehicles (MAVs) are classified as the small scale aircrafts which can be remote controlled, semi-autonomous and autonomous. They are highly sensitive to the wind gust and therefore the control of Micro Air Vehicle is a very challenging area. To control an aircraft, the first step is the precise navigation of the MAV and state estimation is the pre requisite. In this paper the states (roll, pitch, yaw, position and wind direction) are estimated with the help of Discrete Time Extended Kalman Filter operating on Inertial Measurement Unit (IMU) which consists of MEMS Gyro, MEMS Accelerometer, MEMS Magnetometer and GPS. These sensors are based on MEMS (Micro Electro Mechanical System) technique which is very helpful for size and weight reduction. Three techniques of Discrete Time Extended Kalman Filter are used named as Single state Discrete Time Extended Kalman, Cascaded Two Stage Discrete Time Extended Kalman Filter and Cascaded Three Stage Discrete Time Extended Kalman Filter. The simulations obtained from these filters are compared and analyzed. Trajectory and sensors data is recorded from Flight Simulator software, and then compared with the simulations obtained from Extended Kalman Filter with the help of MATLAB Software. Keywords: Micro Electro Mechanical System (MEMS), Micro Air Vehicle (MAV), Measurement Covariance Matrix, Process Covariance Matrix Nomenclature PN Inertial North Position of MAV PE Inertial East Position of MAV WN Wind from North WE Wind from East Va ir Total Airspeed p Angular Rate about x-axis q Angular Rate about y-axis r Angular Rate about z-axis  Roll Angle  Pitch Angle  Yaw Angle
  • 2. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3  As superscript shows the rate of change mo x Northern Magnetic Field Component mo y Eastern Magnetic Field Component mo z Vertical Magnetic Field Component Q Process Covariance Noise Matrix R Process Covariance Noise Matrix 1. Introduction Real world application is the inherent driver for the majority of research in robotics [1]. It is often the current limitations in technology or design constraints that lead the way to new advances and often work around to the development of these robots. In developing these airborne entities, primary concerns are the size, weight, sensors, communication and the computational power [2]. The term Micro Air Vehicles (MAVs) [3, 4, 5] is used for a new type of remote controlled, semi-autonomous or autonomous aircraft that is significantly smaller than conventional air crafts [6,7]. By defense Advanced Research Project Agency (DARPA), Micro Air Vehicles are small (usually defined to be less than 15 cm in length and 100gms of weight) autonomous aircrafts which have a great potential in fact-finding missions in confined spaces or inside buildings, including both civilian search and rescue missions and military surveillance and reconnaissance missions. The vehicle must fly 30 to 60 m/sec, fast enough to overcome head winds and have an endurance of 20 to 60 minutes to provide adequate range and mission time. Technological feasibility follows from advances in several micro technologies, including the rapid evolution of Micro Electro Mechanical System (MEMS) technology [8, 9]. These systems combine microelectronics components with comparable sized mechanical elements of varying complexity to achieve useful and often unique functionality (e.g. integrated systems of sensors, actuators and processors). To apply Micro Electro Mechanical Systems (MEMS) on inertial sensors [10, 11] for the GNC of MAVs is an extremely challenging area. Inertial Navigation System (INS) includes MEMS gyro, Accelerometer, Magnetometer and barometer. MEMS inertial sensors are of utmost importance in GNC system. This system, like all other real systems, will be considered non-linear and it will be first linearized for the application of the Extended Kalman Filter (EKF) [12, 13, 14, 15]. 2. Mathematical Modeling of INS/GPS based State Estimation Mathematical Modeling of INS/GPS based state estimation is very important for the navigation purpose. Mathematical Modeling of these three filters has been extensively discussed [16] and the implementation of the Extended Kalman filter on the three schemes is explained in detail. The major mathematical relationships used are following. The update of the states is related to the inputs as shown following [17]:
  • 3. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3     p  q sin  tan   r cos  tan            q cos   r sin       sin  cos     q r     cos  cos    PN    Vair cos  WN        PE   Vair sin  WE   W   0   N   W E       0  Sensor Measurements [17] are related to inputs as shown following:  Vair q sin     sin   g    Vair r cos   r sin     cos  cos   g    Vair q cos      cos  sin   h x , u    g   PN     PE  2   Vair  2Vair W N cos  WE sin   W N  WE2 2       V sin  W N   tan 1  air  V cos  W     air E     3. Cascaded Extended Kalman Filter State Estimation Schemes In the Single Seven Stage Discrete Time Extended Kalman Filter [18], the state equations which relate body frame rotations to changes in roll, pitch and heading are nonlinear. Letting the states be roll angle and pitch angle, ϕ and θ, and letting angular rates p, q and r and Airspeed Vair be inputs.
  • 4. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3    PN PE WN WE Figure 01: Single Seven State Extended Kalman Filter Scheme [19], Now consider Two Stage Cascaded Extended Kalman Filter Scheme [16]. As the heading update equation uses the same inputs as the Pitch and Roll equations, it is not unnatural to lump them together in the same estimation block. The exclusiveness of the heading state lies in the output equations. There is not a sensor output equation which will relate heading to accelerometer readings, which is why it was convenient to split heading estimation into it’s own stage as mentioned earlier. One of the merits of heading and attitude at the same time is that magnetometer information may be beneficial in the estimation of pitch and roll, since no maneuver will upset the earth’s magnetic field, as they may the accelerometer readings. And, depending on the attitude and heading of the MAV, projecting pitch and roll onto the magnetic field vector may refine the pitch and roll estimates. Figure 02: Two stage Cascaded Discrete time Extended Kalman Filter [16]. In three stage Cascaded Extended Kalman Filters [16] work independently, each imparting the information that it estimates to the stage below. This three stage filter assumes the least coupling.
  • 5. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3   PN  PE WN WE Figure 03: Three stage Cascaded Discrete time Extended Kalman filter [16]. 4. Result and analysis The output of the on-board sensors is mathematically modeled and filtered with the help of Single Seven State Discrete Time Extended Kalman Filtering. The inputs to the filter were angular rates in three directions and velocity of air. The state variables were roll, pitch, yaw, position and wind direction. The measurement variables were acceleration in all 3 directions and components of GPS. Coding was performed to analyze the filter's response to variable inputs and also to compare the three types of filters. Angular rates in three directions (p, q and r) were varied individually in the trajectory and graphs plotted of state variables and measured variables for different types of filters. Variation of Angular Rate in X-Direction (p) with Time 0.25 VARIATION IN P 0.2 Angular Rate in X-Direction (p) 0.15 0.1 0.05 0 -0.05 -0.1 0 100 200 300 400 500 Time
  • 6. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 Figure 04: Variation of angular rate in x-direction with respect to time The Above Graph shows the variation of angular rate in x-direction (p) with time. The angular rate in x-direction (p) first decreases with time and then it keeps on increasing with time. In the end of flight maneuver the angular rate in x direction (p) with time decreases. Variation of Angular Rate in Y-Direction (q) with time 0.25 VARIATION IN Q 0.2 Angular Rate in Y-Direction (q) 0.15 0.1 0.05 0 -0.05 -0.1 0 100 200 300 400 500 time Figure 05: Variation of angular rate in y-direction with respect to time The Above Graph shows the variation of angular rate in y-direction (q) with time. The angular rate in y-direction (q) first decreases with time and then it keeps on increasing with time. In the end of flight maneuver the angular rate in y direction (q) with time decreases.
  • 7. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 Variation of Angular Rate in Z-Direction (r) with time 0.25 VARIATION IN R 0.2 Angular Rate in Z-Direction (r) 0.15 0.1 0.05 0 -0.05 -0.1 0 100 200 300 400 500 time Figure 06: Variation of angular rate in z-direction with respect to time The Above Graph shows the variation of angular rate in z-direction (r) with time. The angular rate in z-direction (r) first decreases with time and then it keeps on increasing with time. In the end of flight maneuver the angular rate in z-direction (r) with time decreases. Variation in Velocity with respect to time 30 28 26 Variation in Velocity 24 22 20 18 16 14 VARIATION IN VELOCITY 12 10 0 50 100 150 200 250 300 350 400 450 500 time Figure 07: Variation of velocity with respect to time The Above Graph shows the variation of velocity (Vair) with time. The velocity (Vair) first decreases with time and then it keep on increasing with time. In the end of flight maneuver the velocity (Vair) with time decreases.
  • 8. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 X-acceleration with Time 0.6 True Estimated single stage 0.4 Estimated 2 stage Estimated 3 stage 0.2 X-acceleration 0 -0.2 -0.4 -0.6 -0.8 0 100 200 300 400 500 Time Figure 08: x-Accelerometer Output Versus Time The above graph shows the variation of accelerometer output with respect to the time. The blue trajectory shows the actual recorded trajectory. The variation in this trajectory shows the combination of process noise and measurement noise. This is because the accelerometer output does not only depend upon the inputs (p, q, r and Vair) but it also depends on the different state variables. Y-acceleration with Time 3 True Estimated single stage 2.5 Estimated 2 stage Estimated 3 stage 2 Y-acceleration 1.5 1 0.5 0 -0.5 0 100 200 300 400 500 Time Figure 09: y-Accelerometer Output Versus time
  • 9. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 The above graph shows the variation of accelerometer output in y-direction with respect to time. It decreases first with time and then it increases for some time. Then again it goes down with time and after that it increases again. The accelerometer output depends on the body dynamics and the gravitational acceleration as well. Z-Acceleration with Time 1.5 1 Z-Acceleration 0.5 0 True -0.5 Estimated single stage Estimated 2 stage Estimated 3 stage -1 0 100 200 300 400 500 Time Figure 10: z-Accelerometer Output Versus time The above graph shows the variation of accelerometer output in z- direction with respect to the time and the comparison of the single seven state discrete time extended Kalman filter, two stage cascaded extended Kalman filter and three stage extended Kalman filter is carried out. GPS n with Time 1800 True 1700 Estimated single stage Estimated 2 stage 1600 Estimated 3 stage 1500 GPS n 1400 1300 1200 1100 1000 0 100 200 300 400 500 Time Figure 11: GPS northing Versus Time
  • 10. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 The above graph shows the variation of GPS reading in north direction with respect to time. GPSn shows that the MAV is going towards north direction but at some points it moves in south direction but overall it follows a northward movement. GPS e with Time 1100 True 1000 Estimated single stage 900 Estimated 2 stage Estimated 3 stage 800 700 GPS e 600 500 400 300 200 100 0 100 200 300 400 500 Time Figure 12: GPS Easting Versus Time The above graph shows the variation of GPS reading in east direction with respect to time. GPSe shows that the MAV is going towards west direction but at some points it moves in east direction but overall it follows a westward movement.
  • 11. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 GPS Velocity with Time 3 True Estimated single stage 2.5 Estimated 2 stage Estimated 3 stage GPS Velocity 2 1.5 1 0.5 0 -0.5 0 100 200 300 400 500 Time Figure 13: GPS Velocity Versus Time The above graph shows the variation of GPS velocity with respect to the time. GPS velocity actually represents the velocity of MAV. There is an unsymmetrical sinusoidal curve followed by the MAV’s velocity with respect to time which shows that the velocity of MAV increases and decreases repeatedly. GPS Heading with Time 2 1.5 1 GPS Heading 0.5 0 -0.5 -1 True Estimated single stage -1.5 Estimated 2 stage Estimated 3 stage -2 0 100 200 300 400 500 Time Figure 14: GPS heading Versus Time The above graph shows the variation of GPS heading with respect to time. GPS heading actually represents the heading of the MAV. GPS heading is dependent on the yaw angle, Vair, wind in north and east direction
  • 12. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 (Wn and We). So basically it is dependent on four parameters and the variation cannot be justified with the variation of a single parameter. But the actual variation of aircraft heading is shown with time and it increases and decreases again and again. 5. Conclusion In all the simulations, the Single Seven State is most accurate, stable and showing least drift as compare to the remaining two filters. Even though the single seven state discrete time extended Kalman filter is computationally heavier than the other two cascaded filter schemes but the result produced by this filter are much more accurate and stable. 6. Acknowledgements The authors are indebted to the College of Electrical and Mechanical Engineering (CEME), National University of Sciences and Technology (NUST), Higher Education Commission (HEC) and Pakistan Science Foundation (PSF) for having made this research possible. References http://robotics.eecs.berkeley.edu/~ronf/MFI. http://www.ornithopter.net/history_e.html. James M. McMichael (Program Manager Defense Advanced Research Projects Agency) and Col. Michael S. Francis, USAF (Ret.) (Defense Airborne Reconnaissance Office), “Micro air vehicles - Toward a new dimension in flight” dated 8/7/97 “Ground control station development for autonomous UAV ”by Ye Hong, Jiancheng Fang, and Ye Tao. Key Laboratory of Fundamental Science for National Defense, Novel Inertial Instrument & Navigation System Technology, Beijing, 100191, China http://www.ornithopter.org/flapflight/birdsfly/birdsfly.html. Schmidt, G.T., Strapdown Inertial Systems - Theory and Applications,"AGARD Lecture Series, No. 95, 1978. Grewal, M.S., Weill, L.R., and Andrews, A.P., Global Positioning Systems, Inertial Navigation, and Integration, John Wiley and Sons, New York, 2001. “Integration of MEMS inertial sensor-based GNC of a UAV” by Z. J. Huang and J. C. Fang (huangzhongjun@buaa.edu.cn, fangjiancheng@buaa.edu.cn) from School of Instrumentation & Optoelectronics Engineering Beihang University, Beijing 100083, China. International Journal of
  • 13. Innovative Systems Design and Engineering www.iiste.org ISSN 2222-1727 (Paper) ISSN 2222-2871 (Online) Vol 2, No 3 Information Technology. Vol. 11 No. 10 2005 (pg 123-132) Randle, S.J., Horton, M.A., Low Cost Navigation Using Micro – Machined Technology," IEEE Intelligent Transportation Systems Conference, 1997. Schmidt, G.T., Strapdown Inertial Systems - Theory and Applications,"AGARD Lecture Series, No. 95, 1978. Grejner-Brzezinska, D.A., and Wang, J., Gravity Modelling for High-Accuracy GPS/INS Integration," Navigation, Vol. 45, No. 3, 1998, pp. 209-220. Wolf, R., Eissfeller, B., Hein, G.W., A Kalman Filter for the Integration of a Low Cost INS and an attitude GPS," Institute of Geodesy and Navigation, Munich, Germany. Gaylor, D., Lightsey, E.G., GPS/INS Kalman Filter desing for Spacecraft operating in the proximity of te International Space Station," University of Texas - Austin, Austin. “Optimal state estimation Kalman, H  and nonlinear approaches” by Dan Simon, Cleveland State University. A John Wiley &Sons, INC., Publication. Elbert Hendricks, Ole Jannerup, Paul Haase Sorensen, “Linear Systems Control” Deterministic and Stochastic Method, ISBN: 978-3-540-78485-2, Library of Congress Control Number: 208927517, 2008 Springer-Verlag Berlin Heidelberg. ‘Mathematical Modeling of INS/GPS Based Navigation System Using Discrete Time Extended Kalman Filter Schemes for Flapping Micro Air Vehicle’ by Sadia Riaz in International Journal of Micro Air Vehicle, March 2011 “State estimation for micro air vehicles” by Randal W. Beard, Department of Electrical and Computer Engineering, Brigham Young University, Provo, Utah. Studies in Computational Intelligence (SCI) 70, 173–199 (2007). Springer-Verlag Berlin Heidelberg 2007 Moore, J.B., Qi, H., Direct Kalman Filtering Approach for GPS/INS Integration", IEEE Transactions on Aerospace and Electronic Systems , Vol 38, No.2, April 2002. ‘Single Seven State Discrete Time Extended Kalman Filter for Micro Air Vehicle’ by Dr. Afzaal M. Malik1 and Sadia Riaz2, World Congress of Engineering (WCE), International Conference of Mechanical Engineering (ICME-2010).