Vol.18 No.

1 CADDM June 2008

GPS Navigation Using Adaptive Kalman Filter for Maneuvering Vehicle

MOATASEM Momtaz, QASIM Zeeshan, DONG Yun-feng

(School of Astronautics, Beijing University of Aeronautics and Astronautics, Beijing 100083, China)

Abstract: Several filter techniques were available for the GPS position estimation problem
of maneuvering vehicle ranging from using different process noises to Interactive Multiple Model
(IMM). The limitation of using standard Kalman filters is listed. The performance of proposed
adaptive filter is compared with that of the standard ones, two types of dynamic modeling of the
maneuvering vehicle are used. The simulation is based on the almanac data of the GPS satellites
to compute its feasibility during the simulation time and position on shape 8 track with
continuous vehicle maneuvering. The goal is to obtain computationally efficient filter with
reasonable accuracy for vehicle in maneuvering situation. The filter proposed is an alternative to
the filter proposed in Ref. [1] with low computational burden.

Keywords: GPS; maneuvering fling; Kalman filter; adaptive Kalman filter

CLC Number: P 228 Document Code: A

Article ID: 1003-4951(2008)01-0083-05

where xi, yi, and zi is the three dimensional position

1 Introduction
GPS has become an essential sensor of
position calculation for a broad mass of users
starting from low dynamic vehicles to high dynamic
ones. For high dynamic vehicles the GPS is usually
augmented with inertial systems, especially in high
and moderate maneuver vehicle. The signals
produced by the GPS are usually processed either
by a Least Squares Method or an Extended Kalman
Filter (EKF) which is used to improve the estimate
of the kinematic states. In general once the positions
of at least four satellites are known and pseudorange
measurements are produced, the position can be
determined. Each individual pseudorange
measurement can be expressed as shown below[2]
= ( xi x) 2 + ( yi y ) 2 + ( zi z ) 2 + s
of the ith satellite, is the pseudorange
measurementand s is the receiver clock error.
However, the model ignores the errors caused by
the ionosphere, troposphere, and satellite clock
offset.
Obtaining the users position and clock bias
requires solving the second order nonlinear
equations shown below
1 = ( x1 x) 2 + ( y1 y ) 2 + ( z1 z ) 2 + s
2 = ( x2 x) 2 + ( y2 y ) 2 + ( z2 z ) 2 + s
3 = ( x3 x) 2 + ( y3 y ) 2 + ( z3 z ) 2 + s (2)
i = ( xi x) 2 + ( yi y ) 2 + ( zi z ) 2 + s
These equations can be solved by using
(1)
iterative numerical techniques or the Extended

___________________________
Received date: April 162008
Biography: MOATASEM Momtaz (1973-), male, born in Mansoura city, Egypt, Ph.D candidates, main research field is nonlinear estimation.
mbmontaz@ homail.com
 84 MOATASEM Moamtaz, QASIM Zeeshan, DONGYun-feng CADDM

Kalman Filter[3]. mean predicated and updated values, is the

dynamic model transition matrix, P and Q are the
2 Least Squares Solution
state error covariance and process noise. The
A popular way to solve for the users position Kalman Filter Update equations are
and clock bias is to use an iterative least = squares K k Pk H kT ( H k Pk H kT + R k ) 1
approach. The least squares method involves first
xk+ =+
xk K k ( zk zk ) (4)
choosing a nominal estimation of the users position
and clock bias. The pseudorange formulas are then
Pk+ = ( I K k H k ) Pk ( I K k H k )T + K k R k K k T
linearized about the nominal values. Solving the where K represents the Kalman gain, R is the
resulting linear system of equations produces observation noise covariance, z is the measurements,

corrections in the users position and clock bias. z is the estimated measurements and H is the
These corrections are added to the initial estimates. Jacobian equation of the nonlinear measurements.
The corrected estimates are then used to Two different types of dynamic models are
linearize the pseudorange equations in the same examined in this work for moderate speed
manner as the initial estimates. Corrections are maneuvering vehicle. The number of states in both
again solved for to produce a further refined models are the six estimates of three dimensional
estimate of the users position and clock bias. This position and velocity. Each model has its own
iterative process continues until the estimated dynamic model parameters[6].
values approach constant limits. Usually, the Filter No.1 has a state transition matrix defined
magnitude of the correction terms is computed and as
if they are below a threshold, the process is
1 0 0 t 0 0
terminated. The LS method has a shortcoming of 0 1 0 0 t 0
not considering the dynamics of the moving
0 0 1 0 0 t
vehicles which could be used to improve the 1 =
(5)
0 0 0 1 0 0
accuracy of position calculation[4].
0 0 0 0 1 0

3 EKF Solution 0 0 0 0 0 1
The Extended Kalman Filter (EKF) is an This filter can estimate position and velocity
alternate method to solve for the users position and for the vehicle with the acceleration being modeled
clock bias. The recursive nature of the EKF as zero-mean white noise in the process noise Q.
naturally lends itself to this task. The EKF
0 0 0 0 0 0
formulation is divided into two parts: predication 0 0 0 0 0 0
and update[5]. It incorporates knowledge of the
0 0 0 0 0 0 (6)
previous measurements into the current estimate of Q1 =
0 0 0 acc t
2 2
0 0
the user states. In contrast, the least squares solution 0 0 0 0 acc
2
t 2 0
is a point solution. The EKF method also allows the
0 0 0 0 0 acc
2
t 2
users platform dynamics to be modeled. The
Kalman Filter predication equations are Filter No.2 has a state transition matrix for
xk = k 1 xk+1 each single axis related velocity and acceleration
(3) components in the form of
=Pk k 1 Pk+ T k 1 + Qk 1
In these equations, superscripts (-) and (+)
 June 2008 GPS Navigation Using Adaptive Kalman Filter for Maneuvering Vehicle 85

guaranteed to be positive definite, and the

1 t 0
approximation defined below is used instead of [4]
= 0 21 22
0 0 33 Qk Cxk (11)

21 = 1 + exp(t / vel ) (7)

5 Simulation Scenario
[exp(t / vel ) exp(t / acc )]
22 = vel acc
vel acc The track used in the simulation is FIG8, with
track length 10km and Crossover height of 100m
33 = 1 + exp(t / acc )
for half an hour. The average velocity for the
The corresponding single axis process vehicle is 200m/sec. and the Crossover point is
noise covariance is defined by
0 0 0 Latitude = 39.9289
Longitude = 116.3883
Q = 0 0 0 (8)
Altitude = 100
0 0 2jerk t 2
The GPS almanac data[8] is used to simulate
the GPS satellites and its feasibility with respect to
4 Adaptive Kalman Filter
the time of simulation and position of the moving
Several adaptive filters have been proposed for vehicle on the track. The pseudorange
the GPS problem. In Ref. [7] several process noises measurements are generated for the available
are used for the problem. The Interactive Multiple satellites in each epoch. The computation is done in
Model (IMM) was proposed in Ref. [1] for the local level coordinate system [North East
maneuvering target with enhanced performance Down]T.
obtained on the cost of increasing the computational
6 Simulation Results
burden. The filter proposed in this work uses
process noise adaptive technique. Table 1 shows the RMS in three dimensional
The principle of the adaptive process is to position, which indicates better performance of the
make the filter innovations consistent with their adaptive filter than the standard filters used with
theoretical covariances[4]. An adaptive estimate of GPS.
the process noise matrix using maximum likelihood Table 1 RMS in three dimensional position
criterion is given by
RMS position estimated errors (m)
Qk Cxk + Pk+ Pk+1T
= Filter Type
North East Down
(9)
+
xk = x x
k k
Filter No.1 487.4541 283.7261 25.3897
Filter No.2 286.0298 144.7632 35.163
In the last equation xk is defined as the state
Adaptive Filter 17.9966 11.7895 29.2404
correction sequence. The estimate of the state
Fig. 1 shows the in plane track for the filters,
correction is obtained by averaging the last N
the adaptive filter is also showing better
corrections to give
performance of tracking the maneuvers of the
1 k
Cxk
N

j =k N +1
x j xTj (10) moving vehicle than the standard filters.
Figs. 2 to 7 show the position errors and the
velocity errors for the three filters used in the
Eq. (10) for estimating the process noise is not
simulation. The standard filters show an oscillation
 86 MOATASEM Moamtaz, QASIM Zeeshan, DONGYun-feng CADDM

error due to the nature of the track, and justify the 1000

limitation of those types in maneuvering vehicle.

North
0

Although the adaptive filter does not suffer from -1000

0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2

fore mentioned limitations in position estimation, 500

East
but still need some tuning in the velocity estimation -500

-1000
or applying other techniques like decoupling of the 50
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2

states.

Down
0

-50
2000 Filter#1 0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
Time [hr]
TRUE
1500

1000 Fig. 2 Filter No.1 simulation: position error

500

0
500

-500

North
0
-1000
-500
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
-1500
200
-2000 0

East
-2500 -2000 -1500 -1000 -500 0 500 1000 1500 2000 2500 -200

-400
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2

(a) Filter no.1 Down 10

0
2000
Filter#2 -10
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
1500 TRUE Time [hr]

1000
Fig. 3 Filter No.1 simulation: velocity error
500

0
500

-500
North

-1000 -500
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
500
-1500
East

0
-2000
-2500 -2000 -1500 -1000 -500 0 500 1000 1500 2000 2500
-500
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
50
(b) Filter no.2
Down

2000 -50
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
Adap. Filter Time [hr]
1500 TRUE

1000

Fig. 4 Filter No.2 simulation: position error

500

0
500

-500
North

-1000 -500
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
200
-1500
East

0
-2000
-2500 -2000 -1500 -1000 -500 0 500 1000 1500 2000 2500 -200
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
10

(c) Adaptive filter

Down

Fig. 1 Plan view of estimated locations and true -10

0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
Time [hr]
locations

Fig. 5 Filter No.2 simulation: velocity error

 June 2008 GPS Navigation Using Adaptive Kalman Filter for Maneuvering Vehicle 87

50
an enhanced performance in reducing the RMS of
0 the position estimation for a vehicle in maneuvering
North

-50

-100
conditions. The enhancement in the estimation of
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
50 the position comes on a reasonable computational
0
burden compared to other adaptive techniques.
East

-50

-100
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2 References
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Down

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