(Progress in Astronautics and Aeronautics 174) A. Chatfield - Fundamentals of High Accuracy Inertial Navigation-American Institute of Aeronautics and Astronautics (1997)

Purchased from American Institute of Aeronautics and Astronautics
Fundamentals of High Accuracy

Inertial Navigation
Averil B. Chatfield
Volume 174
PROGRESS IN
ASTRONAUTICS AND AERONAUTICS
Paul Zarchan, Editor-in-Chief

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Progress in Astronautics and Aeronautics

Editor-in-Chief
Paul Zarchan
Charles Stark Draper Laboratory, Inc.
Editorial Board
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U.S. Air Force Academy Texas A &M University
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To
Trudie, Betty, and Janice

Table of Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiii
Chapter 1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
I. Forces Producing Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
A. Gravitation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
B. Inertia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
II. Inertial Equivalence of Earth-Centered Frame . . . . . . . . . . . . . . . . . . . . . 3
III. Fundamental Equation of Inertial Navigation . . . . . . . . . . . . . . . . . . . . . 4
IV. Description of an Inertial Navigation System . . . . . . . . . . . . . . . . . . . . . 5
V. Inertial Measurements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
VI. Four Phases of Inertial Navigation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
VII. Role of Geodesy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
VIII. Reference Earth Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Part I Inertial Navigation
Chapter 2. Notation, Coordinate Systems, and Units . . . . . . . . . . . . . 15

I. Notation Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
II. Coordinate System Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
A. Software Implemented . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
B. Hardware Implemented . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
III. Coordinate Transformation Characteristics . . . . . . . . . . . . . . . . . . . . . . 23
A. Orthogonal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
B. Nonorthogonal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
IV. Commonly Used Coordinate Rotations . . . . . . . . . . . . . . . . . . . . . . . . 30
A. Earth-Centered Inertial to Earth-Centered Earth-Fixed . . . . . . . . . . . 30
B. Earth-Centered Inertial to Local Geodetic Vertical . . . . . . . . . . . . . . 31
C. Earth-Centered Inertial to Local Geocentric V e r t i c a l . . . . . . . . . . . . . 31
D. Earth-Centered Earth-Fixed to Local Geodetic Vertical . . . . . . . . . . . 31
E. Earth-Centered Earth-Fixed to Local Astronomic Vertical . . . . . . . . . 31
F. Star Line-of-Sight to Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
G. Star to Earth-Centered I n e r t i a l . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
V U n i t s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
Chapter 3. Equations of Motion in a Central Force Gravity F i e l d . . . . 33

I. Motion in Inertial Coordinates with Zero-Specific Force . . . . . . . . . . . . . 33
A. Zero-Specific Force . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
B. Schuler Frequency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
II. State-Space Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
A. Laplace Transform Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
B. Frequency Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
VII
III. Motion in Inertial Computation Coordinates . . . . . . . . . . . . . . . . . . . . . 40

A. Transfer Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
B. Propagation of Initial State . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
C. Frequency Response Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 41
IV. Motion in Earth-Fixed Computation Coordinates . . . . . . . . . . . . . . . . . . 43
A. Significance of Terms in Equation of Motion . . . . . . . . . . . . . . . . . 44
B. Transfer Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
C. Propagation of Initial State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
D. Frequency Response Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 49
V. Effect of Velocity Damping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
A. Propagation of Initial State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
B. Frequency Response Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Chapter 4. Inertial I n s t r u m e n t a t i o n . . . . . . . . . . . . . . . . . . . . . . . . . 59
I. Gyroscope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
A. Rotating Wheel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
B. Optical . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
C. Recently Developed Instruments . . . . . . . . . . . . . . . . . . . . . . . . . 67
II. A c c e l e r o m e t e r . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
A. Pendulous Integrating Gyro . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
B. Proof Mass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
C. Vibrating String . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
D. Fiber Optic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
III. Gradiometer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
A. Gravity Gradient Tensor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
B. Output Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
C. Output Equation Processing . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
IV. Gimbal Configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
A. Mechanical Frame . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
B. Floating Sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
V. Strapdown Configuration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
Chapter 5. Calibration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
I. Physical Reference Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
A. Specific Force . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
B. Angular Rate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
II. Calibration Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
A. Inertial Measurement Unit Configuration . . . . . . . . . . . . . . . . . . . . 82
B. Platform Rotation Schedule . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
III. Accelerometer Calibration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
A. Observation Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
B. Application of the Observation Equation . . . . . . . . . . . . . . . . . . . . 90
IV. Gyro Calibration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
A. Observation Equation—Magnitude Form . . . . . . . . . . . . . . . . . . . . 93
B. Observation Equation—Vector Form . . . . . . . . . . . . . . . . . . . . . . 99
Chapter 6. Initial Alignment and Attitude Computation . . . . . . . . . 109

I. Initial Alignment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
A. Analytical Coarse Alignment . . . . . . . . . . . . . . . . . . . . . . . . . . 110
B. Aligning an IMU Stable Platform to LGV Coordinates . . . . . . . . . . 115
viii
C. Aligning a Strapdown System to LGV Coordinates . . . . . . . . . . . . 117

II. Attitude . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
A. Platform to Earth-Centered Inertial . . . . . . . . . . . . . . . . . . . . . . 120
B. Platform to Local Astronomic Vertical . . . . . . . . . . . . . . . . . . . . 123
C. Body-to-Earth-Centered-Inertial Using Quaternions . . . . . . . . . . . . 123
Chaper 7. Geodetic Variables and Constants . . . . . . . . . . . . . . . . . 129

I. Method of Deriving Values for the Geodetic Variables and Constants . . . . 129
A. Apparent Gravity Magnitude . . . . . . . . . . . . . . . . . . . . . . . . . . 129
B. Astronomic Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
C. Geocentric Gravitational Constant . . . . . . . . . . . . . . . . . . . . . . . 134
D. Semimajor Axis, Flattening, and SHCs . . . . . . . . . . . . . . . . . . . . 134
E. Earth Rotation Rate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
F. Pole Location . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
G. Geodetic Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
H. Geoid Height . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
I. Height Above Mean Sea Level . . . . . . . . . . . . . . . . . . . . . . . . . 136
II. World Geodetic System 1984 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
A. Spherical Harmonic Coefficients . . . . . . . . . . . . . . . . . . . . . . . . 137
B. Equipotential Surfaces Associated with SHCs . . . . . . . . . . . . . . . . 139
C. Physical Meaning of the Low Degree and Order SHCs . . . . . . . . . . 140
D. Regional Datum T r a n s f o r m a t i o n s . . . . . . . . . . . . . . . . . . . . . . . . 142
III. Gravity Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
A. Spherical Harmonic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
B. Point Mass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
C. Two-Dimensional Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . 148
D. Two-Dimensional Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
E. Other TVPes of Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
IV. Useful Incremental Terms of Geodesy . . . . . . . . . . . . . . . . . . . . . . . 149
A. Deflections of the Vertical . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
B. Azimuth Differences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
V. Extending Gravity Surveys with Intertial Measurements . . . . . . . . . . . . 149
Chapter 8. Equations of Motion with General Gravity Model . . . . . 153

I. State-Space Form in Earth-Centered Inertial Coordinates . . . . . . . . . . . 153
II. State-Space Form in Earth-Centered Earth-Fixed Coordinates . . . . . . . . 156
III. State-Space Form in Earth-Centered Earth-Fixed Coordinates with
Point-Mass Gravity Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
IV. State-Space Form in Local Geodetic Vertical Coordinates . . . . . . . . . . . 158
A. Standard Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
B. Pseudo-Velocity Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
V. Platform Control Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
A. Earth-Centered Inertial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
B. Earth-Centered Earth-Fixed . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
C. Local Geodetic Vertical—Torqued Azimuth . . . . . . . . . . . . . . . . . 163
D. Local Geodetic Vertical—Free Azimuth . . . . . . . . . . . . . . . . . . . 164
E. Local Geodetic Vertical—Platform Carousel . . . . . . . . . . . . . . . . 164
F. Local Geodetic Vertical—Platform Tumble . . . . . . . . . . . . . . . . . 164
VI. Integration of the Equations of Motion . . . . . . . . . . . . . . . . . . . . . . . 165
IX
VII. Summary of Equations for Computing the Transition Matrix . . . . . . . . . 166

A. Earth-Centered Inertial Coordinates—Stabilized Platform . . . . . . . . 166
B. Earth-Centered Earth-Fixed Coordinates—Stabilized Platform . . . . . 168
C. Local Geodetic Vertical Coordinates—Standard
Form—Stabilized Platform . . . . . . . . . . . . . . . . . . . . . . . . . . 169
D. Local Geodetic Vertical Coordinates—Pseudo-Velocity
Form—Stabilized Platform . . . . . . . . . . . . . . . . . . . . . . . . . . 171
E. Earth-Centered Inertial Coordinates—Strapdown . . . . . . . . . . . . . 172
F. Earth-Centered Earth-Fixed Coordinates—Strapdown . . . . . . . . . . 174
G. Local Geodetic Vertical Coordinates—Standard Form—Strapdown.. 175
H. Local Geodetic Vertical Coordinates—Pseudo-Velocity
Form—Strapdown . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
Part II Inertial Navigation with Aids
Chapter 9. Inertial Navigation with External Measurements . . . . . . 181

I. Basis for Using External Measurements . . . . . . . . . . . . . . . . . . . . . . 181
A. Equations of Relative Motion . . . . . . . . . . . . . . . . . . . . . . . . . . 182
B. Application of the Equations of Relative Motion . . . . . . . . . . . . . . 184
II. Kalman Filter State Updates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
A. Overview of Navigation Computations—Extended Kalman Filter . . . 189
B. Gain Evaluation and Covariance Update . . . . . . . . . . . . . . . . . . . 191
C. Covariance Propagation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
D. Summary of Navigation Equations—Extended Kalman Filter . . . . . . 194
E. Summary of Navigation Equations—Linearized Kalman Filter . . . . . 194
F. Examples of External Measurement Predictions . . . . . . . . . . . . . . 196
G. Examples of Partial Derivative Evaluations . . . . . . . . . . . . . . . . . 201
H. Example of a Suboptimal Filter . . . . . . . . . . . . . . . . . . . . . . . . . 205
I. Aliasing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
Chapter 10. Error Equations for the Kalman Filter . . . . . . . . . . . . 211

I. Attitude Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1 1
A . Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1 1
B. Angular Equivalent of the Position Error . . . . . . . . . . . . . . . . . . . 212
C. Actual Coordinate Rotations in Terms of Errors . . . . . . . . . . . . . . 214
D. Attitude Error Vector Differential Equations . . . . . . . . . . . . . . . . . 214
II. System Dynamic and Error Distribution Matrices in Earth-Centered
Inertial Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
A. Acceleration—Earth-Centered Inertial Coordinates . . . . . . . . . . . . 215
B. Velocity—Earth-Centered Inertial Coordinates . . . . . . . . . . . . . . . 218
C. State-Space Form of Error Equations—Earth-Centered
Inertial Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
III. System Dynamic and Error Distribution Matrices in Earth-Centered
Earth-Fixed Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
A. Acceleration—Earth-Centered Earth-Fixed Coordinates . . . . . . . . . 219
B. Velocity—Earth-Centered Earth-Fixed Coordinates . . . . . . . . . . . . 220
Earth-Fixed Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
IV. System Dynamic and Error Distribution Matrices in Local

Geodetic Vertical Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
A. Semiposition Error Definition . . . . . . . . . . . . . . . . . . . . . . . . . . 221
B. Semivelocity Error Definition . . . . . . . . . . . . . . . . . . . . . . . . . . 221
C. Acceleration—Local Geodetic Vertical Coordinates . . . . . . . . . . . . 222
D. Velocity—Local Geodetic Vertical Coordinates . . . . . . . . . . . . . . . 224
E. State-Space Form of Error Equations—Local Geodetic
Vertical Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
Chapter 11. State Variable Error Models . . . . . . . . . . . . . . . . . . . . 227

I. Inertial and External Measurement Equipment Error Shaping Functions . . 227
A. Random Constant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
B. Random Walk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
C. Random Ramp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
D. Markov . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
II. Omission Gravity Model Error Shaping Functions . . . . . . . . . . . . . . . . 229
A. Gravity Database Format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
B. Gravity Model Error Equations of Motion . . . . . . . . . . . . . . . . . . 230
C. Autocorrelation Function Approximation Method . . . . . . . . . . . . . 232
D. Influence of Vehicle Velocity on the Power Spectral Density . . . . . . 235
E. Autoregressive Moving Average Method . . . . . . . . . . . . . . . . . . . 237
Part III Accuracy Analysis
Chapter 12. Accuracy Criteria and Analysis Techniques . . . . . . . . . 253

I. Central Limit Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
II. Standard E r r o r . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
A. Uncorrelated Standard Errors for Circular-Error-Probable
Calculation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
B. Uncorrelated Standard Errors for Spherical-Error-Probable
Calculation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
III. Gaussian Distribution Function for Navigation Position Errors . . . . . . . . 257
IV. Circular Error Probable and Spherical Error Probable . . . . . . . . . . . . . . 257
A. CEP for Equal Standard Errors and Zero Means . . . . . . . . . . . . . . 257
B. SEP for Equal Standard Errors and Zero Means . . . . . . . . . . . . . . 259
C. CEP and SEP for Unequal Standard Errors and Nonzero Means . . . . 260
D. Verification of the CEP and SEP Formulas . . . . . . . . . . . . . . . . . . 264
V. Accuracy Analysis Techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
A. Types of Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
B. Error Analysis Using Sensitivity Coefficients . . . . . . . . . . . . . . . . 271
Chapter 13. Error Equations for Calibration, Alignment,

and Initialization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
I. Inertial Instrument Calibration . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
A. Apparent Gravity Magnitude . . . . . . . . . . . . . . . . . . . . . . . . . . 274
B. Reference Rotation Rate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
C. Pole Location . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
II. Analytical Alignment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
A. Astronomic Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
XI
B. Geodetic Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284

C. Specific Force and Pole Position . . . . . . . . . . . . . . . . . . . . . . . . 285
III. Initialization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
A. Initial Velocity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
B. Initial Position . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
C. Conversion to Earth-Centered Inertial and Local Geodetic
Vertical Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
IV. Kalman Filter Covariance Initialization . . . . . . . . . . . . . . . . . . . . . . . 288
Chapter 14. Evaluation of Gravity Model Error Effects . . . . . . . . . 291

I. Spherical Harmonic Gravity Model Errors . . . . . . . . . . . . . . . . . . . . . 292
II. Point-Mass Model Generation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
III. Sources of Error for Point-Mass Model . . . . . . . . . . . . . . . . . . . . . . . 294
A. Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
B. Reduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
C. Omission . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
Appendix A. Matrix Inverse Formulas . . . . . . . . . . . . . . . . . . . . . . 305
Appendix B. Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . 307
Appendix C. Quaternions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311
Appendix D. Associated Legendre Functions . . . . . . . . . . . . . . . . . . 313
Appendix E. Associated Legendre Function Derivatives . . . . . . . . . . 315
Appendix F. Procedure for Generating Gravity Disturbance

R e a l i z a t i o n s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
Appendix G. Procedure for Generating Specific Force Profile . . . . . . 321
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
xli
Preface
Inertial navigation involves a blend of inertial instrumentation, mathematics, con-
trol system design, and geodesy. The technology is used in many military, civilian,
engineering, and scientific activities. Examples include the navigation and attitude
control of aircraft, submarines, ballistic and cruise missiles, and spacecraft. Since
the 1940s, when the development of inertial navigation systems for aircraft be-
gan in earnest, there has been a steady improvement in the reduction in size and
the increase in accuracy of the two primary inertial sensors: the gyroscope and the
accelerometer. During this same time period, there have been tremendous improve-
ments in digital computer technology. The inertial measurement unit in the Snark
cruise missile developed in the 1950s weighed several hundred pounds; today in-
ertial measurement units are being manufactured that weigh only a few pounds.
Computations in the Snark missile were handled by a simple digital differen-
tial analyzer. Today inertial navigation systems employ high-capacity, high-speed,
general-purpose digital computers capable of thousands of operations per second.
The focus of the book is on the physical and mathematical principles forming
the basis for inertial navigation. Although specific inertial system designs are not
treated, the material in the book is applicable to the inertial navigation of all types
of vehicles whether on land, in or on the ocean, in the atmosphere, or in space in
the vicinity of the Earth. The reader is assumed to be familiar with the algebra
and calculus of matrices, analytical mechanics, elementary control system theory,
elementary statistics, and Kalman filtering.
The book is written primarily for the third or fourth year engineering student ma-
joring in inertial technology. It is also intended for the engineer or scientist trained
in mathematics, control theory, analytical mechanics, geodesy, or physics, who
has a need for understanding the basic principles of inertial navigation technology.
Previous books on inertial navigation have dealt almost exclusively with the
inertial instrumentation and mathematical aspects. The essential parts played by
control system theory and geodesy have largely been ignored. Elementary control
system theory provides a means for obtaining the impulse response function of a
navigation system operating in a central force field, which is essential for under-
standing the propagation of errors through the system. By itself inertial navigation
can only provide the change in state from one time to the next with ever-increasing
errors. Geodesy provides the absolute initial conditions so that the absolute state
can be calculated. It also provides the physical data used for inertial instrument
calibration and for deriving the navigation gravity model used in navigation com-
putations. For the first time, this book comprehensively treats these aspects of the
blend of inertial navigation technology and geodesy.
The accuracy of inertial instrumentation decreases with time and with environ-
mental changes. Measurements independent of the inertial equipment are often
incorporated into the navigation computations to improve accuracy. To accommo-
date this situation the term inertial navigation has been broadened to include the
use of external equipment to periodically measure position, velocity, or orientation
to update the navigation state vector. The physical basis for using external mea-
surements for this purpose is derived from basic principles, and the several types of
external measurements that can be employed are described. Of particular interest
are the descriptions of the basis for using GPS position and velocity information
to improve the accuracy. If external measurements are used, the process is referred
to as aided inertial navigation.
XIII
xiv A. CHATFIELD
As in previous texts on inertial navigation, the subject of error propagation

is dealt with at length and the propagation of inertial instrument errors is given
extensive treatment. For the first time, this book deals with the effects on accuracy
of errors in the external measurements and geodetic data. Also for the first time, the
book treats the subject of accuracy criteria and evaluation. Equations are derived
and verified for accurately computing the Circular Error Probable (CEP) and the
Spherical Error Probable (SEP) that account for biases as well as random errors.
The book is divided into three parts: inertial navigation, inertial navigation
with aids, and accuracy analysis. The first two parts are designed to impart to the
reader an understanding of the fundamentals of high-accuracy inertial navigation
without requiring an understanding of the statistical analysis techniques involved in
determining the effects of errors on accuracy. The first two parts provide the reader
with enough information to understand how inertial navigation systems function
and to some extent how they are designed. The third part defines the criteria for
determining the accuracy and then leads the reader through the complex process
of determining the accuracy. Accuracy information is required to establish and
verify the system design specifications, to predict operational performance, and to
determine the actual performance achieved. A more complete description of the
material in Parts I, II, and III is provided at the beginning of each part.
Averil B. Chatfield
September 1997
Chapter 1
Introduction
T HE invention of the sextant and mechanical chronometer had a profound

effect on navigation before the 20th century. These two instruments made
possible navigation over the featureless seas and oceans. The development of
inertial navigation sensors has had a similar striking influence on present-day
navigation. Inertial instruments have improved navigation over the featureless
oceans and have made possible navigation under the oceans, in the atmosphere,
and in space. Beginning in the late 1940s, systems were developed for aircraft,
ship, submarine, and space vehicle navigation. During the following decades,
steady improvements were made in the accuracy and reliability of inertial sensors
and navigation computers. Today inertial navigation systems are used in all types
of commercial and military aircraft, commercial and military ships, military tanks,
submarines, missiles of all sizes, and space vehicle boosters.
The development of the fundamentals of inertial navigation systems begins with
an examination of the forces producing motion in an inertial frame. Because these
forces must be defined in an inertial frame, we next define the inertial coordinate
frame and then derive the fundamental equation of inertial navigation in this frame.
With this background, a formal description of inertial navigation is given, and the
measurements made by inertial sensors are described. The chapter is concluded
with a description of a model of the earth suitable for use as a reference for inertial
navigation computations.
I. Forces Producing Motion

If motion is at a constant speed in a fixed direction in an inertial space containing
no attracting matter, we know from Newton's first law of motion that there is no
need to consider forces. The position and velocity of the vehicle is predictable for
all time. It is when changes in motion occur that the concept of forces comes into
play. Two types of forces determine the motion of a vehicle: gravity and inertia.
In the description of these forces, no distinction is made between gravitational
mass and inertial mass. Gravitational mass has been described1 as being like a
charge the object feels in proportion to its gravitational mass; whereas inertial
mass describes the resistance of a vehicle to changing the state of motion. Because
the equivalence of the two types of masses has been established to approximately
one part in 1012, there is no need to distinguish between the two types of masses
for navigation in the vicinity of the Earth (Ref. 2).
A. Gravitation
In accordance with Newton's universal law of gravitation, the force due to the
gravitational attraction of a mass, such as the Earth, is proportional to the product
1
2 A. CHATFIELD
of the masses of the Earth and the vehicle and inversely proportional to the square
of the distance between them. Thus, for a vehicle of mass m, far away from the
Earth of mass M, the gravitational force fg is given by
GMrn
( }
Jg — p?>
where G is the universal gravitational constant (sometimes called Newton's grav-

itational constant3) and P is the position vector of the vehicle center of mass with
respect to the center of mass of the Earth. Here, and elsewhere, the symbol of a
vector quantity not printed in bold type denotes the magnitude of the vector. The
direction of the force on the vehicle is from the vehicle toward the Earth, hence
the minus sign. Directions away from the Earth are considered to be positive in
this book. Changes in the mass of the Earth are minute; therefore, it is customary
to consider the product GM to be constant.
We can avoid having to consider the vehicle mass by writing the gravitational
force equation in terms of the force per unit vehicle mass. This is accomplished
by dividing both sides by the vehicle mass. If g is the gravitational acceleration
vector per unit vehicle mass, then
where
g =^ (1.3)
m
The units of the gravity vector are meters per second squared (m/s2), which is
acceleration. Also, because gravitation is the only force present so far,
(1-4)
Two dots above a symbol signify a second derivative with respect to time. The
term P is the kinematic acceleration.
The preceding expression for the mass attraction gravitational acceleration vec-
tor is relatively simple. For vehicles many Earth radii away in space, the simple
expression adequately describes the mass attraction gravitational acceleration due
to the Earth that is experienced by the vehicle. However, a vehicle on or near the
Earth experiences a far more complex gravitational force field. The description of
this complex gravity field is dealt with in Chapter 7.
B. Inertia
According to Newton's second law of motion, a change in motion occurs as
a result of a force being applied to overcome vehicle inertia. For inertial forces,
the applied force is proportional to the resulting acceleration and the constant of
proportionality is the vehicle mass. Thus, Newton's second law is written as
f,=mS (1.5)
Here// is the inertial force required to produce the acceleration S. Dividing both
sides by the vehicle mass, we obtain
S = ^- (1.6)
m
INTRODUCTION
which is why 5 is referred to as the specific force. The units of the specific
force vector are m/s2. There are a number of inertial forces. The most commonly
encountered are thrust, lift, and drag.
II. Inertial Equivalence of Earth-Centered Frame

The navigation speeds encountered on or in the vicinity of the Earth are low
relative to the velocity of light. Therefore, Newtonian physics can be applied in
which a coordinate frame is inertial if it is not accelerating, far removed from a
gravitational mass, and fixed in orientation relative to the average background of
all the matter in the universe.4 For all practical navigation in the vicinity of the
Earth, inertial orientation can be fixed with respect to the distant stars because star
direction changes are too slow to be a consideration for navigation times measured
in terms of hours or days, or even a few years.
According to the principle of equivalence, any freely falling, nonrotating frame
is a fully equivalent local inertial frame.5'6 In this book motion is restricted to
the Earth (a freely falling body relative to the sun) and its vicinity; therefore, the
origin of our inertial frame is located at the center of mass of the Earth.
In Fig. 1.1 an absolute inertial frame is denoted by the axes */, y / , z/, and a
nonrotating Earth-centered frame by axes xe, ye, ze. The vector distances from the
origin of the inertial frame to the origin of the Earth-centered frame and to the
vehicle are designated by the vectors P!M and Plm, respectively.
In accordance with Newton's laws of motion for two isolated masses we have
two attractions.
Attraction of the Earth to the vehicle:
MPU= t (1.7)
Attraction of the vehicle to the Earth:
mp =_ (1.8)
Fig. 1.1 Geometry of absolute inertial space.

4 A. CHATFIELD
Dividing the first equation by M, the second equation by w, and subtracting the
first equation from the second yields the kinematic acceleration of the vehicle in
the local inertial frame. Thus
P3
because
P'=P!m-PlMM (1.10)
and therefore
Since m is extremely small compared to M for any realistic vehicle, we can write
Pl^~Pl (1.12)
This is the same as derived in the previous section directly with the exception of
the approximately equal sign. The approximately equal sign is dropped from now
on because the vehicle masses are minute compared to the mass of the Earth.
III. Fundamental Equation of Inertial Navigation

If the preceding derivation is repeated with specific force due to thrust, lift,
drag, and other forces included, Eq. (1.8) changes to
(1.13)
r-1
and Eq. (1.12) becomes
.. ; I T IvJ
p3 * ' " (1.14)
or
P* =gl+Sl (1.15)
Equation (1.15) is the fundamental equation of inertial navigation in inertial
coordinates. It has additional terms in noninertial coordinate systems. The equation
states that the kinematic acceleration is equal to the sum of the gravitational
acceleration and the specific force. Although derived using a central force field,
Eq. (1.15) applies to the actual gravity field as well because the derivation can be
repeated using a far more complex gravity model with the same result. Equation
(1.15) also can be used to define specific force as the kinematic acceleration minus
the gravitational acceleration. A definition and description of inertial navigation
can now be provided.
INTRODUCTION 5
IV. Description of an Inertial Navigation System

Inertial navigation can be defined as the computation of current velocity and
position from the initial velocity and position and the time history of the kinematic
acceleration. Velocity is equal to the initial velocity plus the integral over time of the
kinematic acceleration and position is equal to the initial position plus the integral
over time of the velocity. The navigation computer performs the integrations in
a suitable computational coordinate frame. Specific force is measured by inertial
sensors, and a mathematical model of the gravity field is used to compute the
gravitational acceleration.
An accelerometer-gyro instrument cluster provides the specific force measure-
ment. This instrument cluster is referred to as the platform. If the accelerometer-
gyro cluster is mounted to the frame of the vehicle, it is known as a strapdown
system, sometimes called an analytical platform. If it is mounted on the structure of
the inner gimbal of a multigimbal structure or to the structure of an inner floating
ball, the navigation system is referred to as a stabilized platform system. Gimbals
are structures designed to rotate about one axis. Three gimbals provide nearly
complete isolation from vehicle rotational motion; four can provide isolation from
all possible vehicle rotational motion. If instead of being mounted on the inner
gimbal, the accelerometer-gyro cluster is mounted on an inner floating ball, then
complete isolation of the instrument cluster from vehicle motions is also achieved.
Three accelerometers and three single-degree-of-freedom gyros are included in
an inertial instrument cluster because arbitrary motion in a three-dimensional space
requires six degrees of freedom: three translation and three rotation. If two-degree-
of-freedom gyros are used, only two gyros are required. The accelerometer-gyro
cluster, gimbles, and frame assembly is commonly referred to as the inertial mea-
surement unit (IMU). The IMU of a strapdown system includes the accelerometer-
gyro cluster and housing assembly.
From the previous description of inertial navigation, it is clear that the basic
inertial instruments are accelerometers and gyros. What these instruments actually
sense is examined in the next section.
V. Inertial Measurements
An accelerometer senses the differential acceleration of the internal mass with
respect to the case; whereas, gravitational attraction acts simultaneously on the
internal mass and the case. Consider a satellite in a fixed orientation in orbit
around the Earth containing an accelerometer bolted to the frame with its sensitive
axis along the longitudinal axis. Also, picture a gyro bolted to the frame on the
longitudinal axis with its sensitive axis horizontal and perpendicular to the satellite
longitudinal axis. To complete the picture, assume a small rocket motor is bolted
to the structure at one end, and let the satellite be above the atmosphere and in the
shadow of the Earth in a fixed orientation with respect to the stars. Under these
assumed conditions, the outputs of an ideal error-free accelerometer and an ideal
error-free gyro are zero. The satellite is accelerating (freely "falling" around the
Earth) due to the gravity field of the Earth, but there are no inertia forces present
for the accelerometer to sense. In the described configuration, the accelerometer
provides no information on the satellite motion that is completely determined by
gravity and the initial velocity and position at the time the orbit was established.
Because the orientation is fixed, there is no rotational motion to be sensed by
the gyro.
6 A. CHATFIELD
Now let us assume that the rocket motor is tilted slightly with respect to the
longitudinal axis and is fired for a brief period. The ideal accelerometer senses
the thrust acceleration with respect to inertial space along the longitudinal axis
and provides an output equal to the instantaneous value. Because the rocket motor
was tilted, the satellite rotates and the ideal gyro provides an output equal to the
rotation rate with respect to inertial space about the sensitive axis.
As a second example, consider a reentry vehicle with control surfaces for
maneuvering within the atmosphere. What does a similarly mounted accelerometer
and gyro assembly measure during reentry? The accelerometer senses the drag
deceleration relative to an inertial frame, and the gyro senses the rotation rate of
the reentry vehicle with respect to inertial space due to operation of the control
surfaces.
By these hypothetical examples, we see that an accelerometer measures inertia
accelerations with respect to inertial space and a gyro rigidly attached to the
accelerometer measures the rotation rate of the accelerometer in an inertial frame.
The integral of this rate provides information on the change in orientation of the
accelerometer sensitive axes in inertial space. Thus, gyros provide a means of
establishing a physical coordinate frame, and accelerometers provide a means of
determining the motion in that frame due to inertia forces such as thrust, lift, drag,
and even small forces such as solar radiation pressure.
VI. Four Phases of Inertial Navigation

Accelerometers and gyros are not free of error. Before navigation can begin,
the relationship between the sensed specific force and rate of rotation of the
instrument cluster and the actual specific force and rotation rate is provided by
accelerometer and gyro calibrations, respectively. At various orientations of the
instrument cluster, the outputs of the accelerometers and gyros are compared to
reference values and the differences used to generate corrections to the measured
specific force and angular rate during navigation. The reference acceleration is
the magnitude of the local apparent gravity vector at the calibration site, and the
reference angular rate is a stable reference gyro torquing rate and the Earth rotation
rate or just the Earth rotation rate. The apparent gravity vector is the vector sum
of the gravity due to the mass attraction of the Earth and the centrifugal force
due to earth rotation. The commanded gyro rates during accelerometer calibration
are compared to the sensed rates and the difference used to derive calibration
coefficients that correct the gyro outputs during navigation. Accelerometer and
gyro calibrations are performed at a location where the apparent gravity vector
magnitude and geodetic position have been determined with great precision.
Calibration provides the coefficients for correctly interpreting the output of the
accelerometers and gyros, but we have yet to establish the direction of the input
axis of each of the accelerometers at the start of navigation. This is accomplished
by an alignment procedure. During alignment, the accelerometer-gyro cluster of
a stabilized platform system is aligned to the local apparent gravity vector (astro-
nomic vertical—direction of a plumb bob) and astronomic north, which is close
to the direction of the spin axis of the Earth. Knowing that the instrument cluster
is aligned to astronomic coordinates and knowing the astronomic and geodetic
coordinates of the alignment location, the navigation computer can determine the
coordinate rotation that transforms the accelerometer output into navigation com-
puter coordinates. Astronomic coordinates are defined by the direction of the local
INTRODUCTION 7
plumb bob vertical and geodetic coordinates by the direction of the normal to a
mathematical model of the Earth called the reference ellipsoid. For navigation on
or in the vicinity of the Earth, the navigation coordinates are usually defined with
respect to the center of mass of the Earth.
The final activity before navigation is the initialization of the computer in-
tegrations. The computer has to be supplied with initial values of the position
and velocity (if different from zero) at the start in the coordinate frame used in
the computer. Initial position is obtained from a previous geodetic survey or, for
example, from the Global Positioning System (GPS). When nonzero, the initial
velocity with respect to the Earth is supplied by some measuring device external
to the inertial equipment.
If an inertial instrument called a gradiometer is included in the instrument
cluster, the gravitational acceleration theoretically can be determined from the
gradiometer outputs together with a mathematical model of the long wavelength
component of the gravity field.7 A gradiometer senses the gravity field by sensing
the gravity gradient—the change in gravitational acceleration per unit distance.
Because of instrument sensitivity limitations, the gradiometer only senses the high
frequency (short wave length) component of the gravity field.
Thus, we can see that inertial navigation is conveniently divided into four phases:
calibration, alignment, state initialization, and current state evaluation. Chapter 4
describes the various types of inertial instruments currently used in high accuracy
inertial navigation systems. Calibration is dealt with in Chapter 5. Alignment is
covered in Chapter 6 and current state evaluation in Chapters 8 and 9. All four
phases utilize geodetic variables, which are discussed in Chapter 7.
VII. Role of Geodesy

With just the output of the accelerometers and gyros, inertial navigation would
be impossible because the motion due to gravity has not been included. Also, what
about the initial velocity, position, and orientation? Without that information, in-
ertial navigation can provide only the change in velocity, position, and orientation.
The additional information required for inertial navigation is provided by geodesy,
which is primarily concerned with determining the figure and the external gravity
field of the Earth; as well as determining the variables defining the mean Earth
ellipsoid.8 Geodesy also provides the geodetic measurements required for cali-
brating the inertial instruments. How the various sources of geodetic and inertial
data are combined becomes clear in subsequent chapters.
In the next section we define the reference Earth model derived from geodetic
measurements. It provides the basic framework for navigation computations.
VIII. Reference Earth Model

To navigate successfully, there must be a way of describing position with
respect to the Earth. A lumpy oblate spheroid is the most accurate description of
the Earth. However, this description is not very useful for navigation. A smooth
model of the Earth amenable to a relatively simple mathematical description is
needed. It turns out that an oblate spheroid with an elliptical cross section can be
defined that closely approximates mean sea level. This biaxial ellipsoid is called
the reference ellipsoid. We will describe the reference ellipsoid and two additional
constants that, together, define the reference Earth model. The constants defining
the reference ellipsoid are determined by weighted least-squares procedures using
A. CHATFIELD
» Ve h i c 1 e
S u r fa c e
Ge o i d
Ellipsoid
Fig. 1.2 Geometry of the reference Earth model.
extensive geodetic and satellite observations. The types of data used are described
in Chapter 7.
Figure 1.2 depicts a cross section of the mean sea level surface of the Earth
called the geoid, the terrain surface of the Earth, and the approximating reference
ellipsoid. In the figure, the axes x, y, and z are an orthogonal coordinate system to
be defined shortly—the y axis is directed into the page. The figure shows a slice
through the Earth coincident with the x-z plane. The variable RN is the distance
from the negative z axis to the surface of the reference ellipsoid, N is the height
of the geoid above the reference ellipsoid (geoid height), h is the height of the
vehicle above the geoid, 0 is the geodetic latitude, and a and b are the reference
ellipsoid semimajor and semiminor axes, respectively. The geodetic vertical lies
along /?/y and is everywhere perpendicular to the reference ellipsoid surface.
Two constants are needed to define the size and shape of the reference ellipsoid.
The most commonly considered constants are the semimajor axis and one of the
following: the semiminor axis, flattening/defined as
a-b
f — (1.16)
the eccentricity e given by
e= (1.17)
or the C2,o normalized spherical 'harmonic coefficient. The normalized spherical

harmonic coefficients are defined in Chapter 7. The C2,o coefficient is used in the
reference Earth model to be described shortly.
INTRODUCTION 9
As indicated in the figure, the distance between the ellipsoid and the geoid,
measured along the normal to the ellipsoid, is the geoid height. One way of
establishing the two constants for the best fitting reference ellipsoid is to determine
the values that minimize the integral of the square of N over the Earth. Values of
N over the Earth have been derived from extensive gravity and satellite altimeter
measurements.
The center of the reference ellipsoid is the center of mass of the Earth. The
reference meridian plane is parallel to the zero meridian adopted by the Bureau
International de 1'Heure (BIH) on the basis of astronomic longitudes of the BIH
observation stations. The minor axis passes through the Conventional Terrestrial
Pole9 (CTP). (The CTP is defined as the mean position of the instantaneous pole
during the period 1900 to 1905. Thus, the reference ellipsoid semiminor axis
maintains a fixed orientation in inertial space.) [The CTP was formerly called the
Conventional International Origin10 (CIO).] The CTP is defined by the BIH on
the basis of astronomic latitudes adopted for the BIH observation stations. The
reasons for this location and orientation are given in Chapter 7.
Two additional constants are needed to complete the definition of the reference
Earth model: GM and the angular rate of rotation of the Earth coie.n Observations
of interplanetary space vehicles provide data for accurate determinations of GM.
Very accurate values of a>ie have long ago been known from the astronomic
observations of astronomers. More details on these and other geodetic variables
and constants are provided in Chapter 7.
From time to time, all of the available geodetic and satellite data are processed
to determine the constants of the best fitting reference Earth model. The latest
result is the reference Earth model known as the World Geodetic System of 1984
(WGS 84). A list of the defining constants is provided in Table 1.1. The units
indicated are m for meters, rad for radians, and s for seconds. The equatorial value
of gravity for the WGS 84 ellipsoid is 9.7803267715 m/s2. The value for GM in
the table includes the mass of the atmosphere. Without the atmosphere, the value
is 3.9860015 x 1014 m3/s2. The eccentricity for the WGS 84 reference ellipsoid
is used in the navigation equations of motion in Chapter 8. The WGS 84 value is
0.08181919.
Now that the reference ellipsoid has been defined, the manner in which position
is expressed in the WGS 84 Earth model can be selected. Let the z axis of a
Cartesian coordinate system coincide with the reference ellipsoid b axis, which
is coincident with the CTP. The two remaining axes are placed in the equatorial
plane normal to the z axis and normal to each other with the x axis in the BIH
zero meridian plane and the positive y axis directed 90° east of the positive x axis
(see Section II.A.I in Chapter 2). In this coordinate frame, the position vector Pe
Table 1.1 WGS 84 Earth model constant values
Constant Value12
a 6,378,137.0m
C2.o -4.8416685 x 10~4
a>ie 7.292115 x 1(T5 rad/s
GM 3.986005 x 1014 m3/s2
10 A. CHATFIELD
is given by
(RN + //)cosA.cos0 \
y = (/^ + //) sin A cos 0 j (1.18)
where the superscript e denotes the Earth-centered Earth-fixed ;c, y, and z coordinate
system and A is the longitude measured eastward from the BIH zero meridian. The
variable RN is known as the prime vertical radius of curvature (sometimes called
the great normal) defined by the expression
RN = ———2" 2 l (1.19)
(1 -e sin 0)5
and the geodetic height H is obtained from the equation
H = h +N (1.20)
Another variable, used frequently, is the radius of the ellipse referred to as the
meridian radius RM - It is defined by
(1 -e1 sin2 0)5

^ -
The largest omitted spherical harmonic coefficient in the exact definition of the
reference ellipsoid mass attraction gravity is approximately equal to €2,0 x 10~3.
For subsequent use, a close approximation to the reference ellipsoid mass attraction
gravity #2 o» *s included in north, west, and up local geocentric vertical coordinates:
>,o( — ) sin0 c cos0 c

GM
0 (1.22)
2
Geocentric vertical coordinates and the geocentric latitude 0C are defined in Section
II.A.4 of Chapter 2. Note that there is no component of reference ellipsoid mass
attraction gravity in the east-west direction. The reference ellipsoid is symmetrical
about the Earth-centered Earth-fixed z coordinate.
A formula has been developed by the Defense Mapping Agency for calculating
the magnitude of gravity on the surface of the WGS 84 reference ellipsoid. This
value of gravity, referred to as normal gravity yn, can be calculated with the
following formula:
Yn =9.7803267715(1+0.001931851353 sin2 0)
x (1 - 0.0066943800229 sin 2 0)-^ m/s2 (1.23)
References
Goldman, T, Hughes, R. J., and Nieto, M. M, "Gravity and Antimatter," Scientific
American, Vol. 258, No. 3, 1988, pp. 48-56.
INTRODUCTION 11
2
Longair, M. S., Theoretical Concepts in Physics, Cambridge Univ. Press, Cambridge,
England, UK, 1984, p. 281.
3
Vanicek, P., and Krakiwsky, E., Geodesy: The Concepts, 2nd ed., Elsevier, Amsterdam,
1986, p. 71.
4
Fowles, G. R., Analytical Mechanics, 4th ed., Saunders College Publishing, Philadel-
phia, 1986, p. 37.
5
Bate, R. R., Mueller, D. D., and White, J. E., Fundamentals ofAstrodynamics, Dover,
New York, 1971, p. 11.
6
Longair, M. S., Theoretical Concepts in Physics, Cambridge Univ. Press, Cambridge,
England, UK, 1984, p. 281.
7
Gleason, D. M., "Passive Airborne Navigation and Terrain Avoidance Using Gravity
Gradiometry," Journal of Guidance, Control, and Dynamics, Vol. 18, No. 6, 1995, p. 1450.
8
Torge, W., Geodesy, An Introduction, Walter de Gruyter and Co., Berlin, 1980, p. 2.
9
Leick, A., GPS Satellite Surveying, Wiley, New York, 1990, p. 10.
10
1986, p. 66.
H
Torge, W., Geodesy, An Introduction, Walter de Gruyter and Co., Berlin, 1980, p. 61.
12
Leick, A., GPS Satellite Surveying, Wiley, New York, 1990, p. 49, 62, 311.

Part I Inertial Navigation
T HE formal description of inertial navigation and the subsequent amplification

in the Introduction presents the concepts that are described in Part I and
largely dictate the organization. Part I begins with a chapter on the notation,
coordinate systems, and units used throughout the book. To illustrate the basic
concepts, Chapter 3 examines the navigation equations of motion in the simplest
way possible—in a central force field. The resulting vector differential equation is
integrated analytically and analyzed. This leads to the definition of a very important
frequency known as the Schuler frequency. Next to be considered is the subject
of inertial instrumentation. The various types and designs of inertial instruments
being used for high accuracy inertial navigation are described in Chapter 4. The
basic equations employed in the instrument designs are included also. Because
inertial instruments must be calibrated before the output is usable, the instrument
chapter is followed by a chapter on accelerometer and gyro calibration. The
calibration procedures are described in Chapter 5 and examples of the output
are derived analytically to show how the geodetic reference data are used in the
calibration calculations. A mission involving inertial navigation begins with the
initial alignment of the instrument cluster input axes. Also, during navigation, the
attitude of the instrument cluster input axes is frequently updated. Initial alignment
and attitude computations are treated in Chapter 6. Because geodetic data plays
a vital role in all four phases of inertial navigation, Chapter 7 is included to
describe the parameters used and, to some extent, the way in which the parameter
values are measured or derived. The final chapter in Part I includes derivations
and discussions of the equations of motion in the actual gravity field. This chapter
sets the stage for Part II, which shows how measurements external to the inertial
instrument cluster are used to improve accuracy.

Chapter 2
Notation, Coordinate Systems, and Units
A NAVIGATION system uses accelerometer and gyro measurements refer-

enced to inertial space, but velocity, position, and orientation are needed in
a system referenced to the Earth. Consequently, mathematical symbols, coordi-
nate systems, coordinate transformations, and units are basic elements of inertial
navigation. The description of the mathematical symbols is best accomplished by
describing the notation conventions and by listing the principal symbols and their
corresponding meaning. We will then be ready to define the coordinate systems
and coordinate transformations. Units are defined in the last section of this chapter.
I. Notation Conventions
In this section, we describe the notation conventions adopted for the variables
used in mathematical expressions. Symbol conventions have been adopted for
scalar, vector, and matrix variables. Also, specific symbols have been adopted
for physical quantities such as specific force, gravitational acceleration, velocity,
position, angles, angular rates, coordinate axes, and coordinate transformation
variables, to name a few. The large number involved makes an organized approach
desirable.
Scalar quantities are designated by upper and lower case characters. Vectors are
represented by boldface lower or upper case letters. A null vector is designated
by a boldface zero. Vector magnitudes are indicated by the vector symbol in
regular type. Multicolumn matrices are designated by upper case letters. A matrix
transpose is signified by the superscript T. The letter / denotes a unit matrix of
appropriate dimensions. The Greek alphabet is included in the term "character."
In some equations, it is necessary to indicate that a variable is an actual value,
a computed or estimated value, or a mean value. The distinction between these
variables is accomplished with three diacritical marks: under bar, over or under
tilde, and over bar, respectively. In most sections, it is not necessary to make a
distinction between actual and computed values. To simplify the appearance of
the equations, the under bar is used only in sections where that distinction must
be made.
Also, there is a need to indicate derivatives with respect to time in a simple way.
Following common engineering usage, a single dot is used for a first derivative
with respect to time and a double dot for the second derivative with respect to
time.
Finally, unit vectors need to be distinguished from vectors of arbitrary length.
The /, 7, and k letters, with hat symbol on top, serve this purpose well for
unit vectors along coordinate axes. Also, the hat symbol is used for unit vectors
15
16 A. CHATFIELD
Table 2.1 Notation based on diacritical marks
Variable Symbol Example

Vector actual value under bar X
Vector estimated value over tilde X
Scalar or matrix estimated value over tilde X
Mean value over bar X
Derivative with respect to t over dot X
Second derivative with respect to t over dot dot X
Unit vector over hat /, r
of other variables, normalized variables, and variables derived from normalized

variables.
Examples of the symbol distinctions based on diacritical marks are provided in
Table 2.1.
Most variables used in inertial navigation vary with time, signified by the symbol
t. The nominal inertial navigation state vector (velocity and position) varies with
time and is symbolized by X(t) or just X. A more exact designation would be
X[S(t), g(P(t))] to signify that the state vector is a function of specific force S(t),
a function of time, and gravity g(P(t)), a function of position P(t), which is in turn
a function of time. The less exact notation is used because it makes the equations
much more readable. The subscript 0 is used to denote the value of a variable at
time zero. For example, XQ = X(Q). In Chapter 14 the zero subscript is also used
to denote the value of variables at zero altitude.
The most common general symbols used throughout the book are defined in
Table 2.2. The meaning of some of the symbols may not be clear until later
chapters have been studied. Symbols used in defining coordinate systems and
Table 2.2 Most common symbols
Navigation variable Symbol

Kinematic acceleration vector P
Apparent gravity vector ga
Mass attraction gravity vector g
Angular rate vector w
Position vector P
Specific force vector 5
Velocity vector V
Navigation state vector X
Angular momentum vector A
Mass of the Earth M
Universal gravitational constant G
Coordinate transformation T
Coordinate rotation R
Gravity gradient tensor F
Time t
Laplace transform variable s
Frequency, angular rate co
NOTATION, COORDINATE SYSTEMS, AND UNITS 17
Table 2.3 Mathematical operators
Operator Symbol
Total derivative d
Partial derivative d
Error A
Perturbation 8
coordinate axes are defined in Section II of this chapter and those used in coordinate
transformations are given in Section III of this chapter.
There are also several mathematical operators used throughout the book that
are frequently used in the physical sciences. These are listed in Table 2.3.
Superscripts are used to designate the coordinate system in which an equa-
tion is expressed. A symbol such as Pl denotes the vector P expressed in the
/ coordinate system. When associated with the uppercase letter R, or T, both
subscripts and superscripts are used to signify coordinate systems. The symbol
TQ means the transformation from coordinate system a to coordinate system p.
If the transformation is a rotation, the symbol R is used in place of T. The sym-
bols used as a superscript or subscript for each coordinate system are listed in
Table 2.4.
The meaning of the total and partial derivatives is clear, but a sign convention
has to be adopted for an error and a perturbation. An error is defined as the com-
puted value minus the actual value, and a perturbation is defined as the actual
value minus the nominal value: A = computed value — actual value and 8 —
actual value — nominal value. The computed value is the output of the computer
(sometimes referred to as the estimated value), the actual value is the unknown
true value that actually exists, and the nominal value is the adopted value derived
from available a priori information. The symbol 8 is also used with the letter t
to denote an increment of time. The 8 or A symbol is used for all incremental
variables.
A double tilde symbol is used in place of the equal sign for equations that are
only true to first order.
Table 2.4 Coordinate system symbols
Coordinate system Symbol

Accelerometer input axes a
Vehicle body axes b
Local geocentric vertical c
Earth-centered Earth-fixed e
Gyro input axes 8
Earth-centered inertial i
Stabilized platform axes P
Star line-of-sight s
Local astronomic vertical u
Local geodetic vertical V
18 A. CHATFIELD
II. Coordinate System Definitions

Each coordinate frame is implemented in either software or hardware. Those
implemented in software are orthogonal because they are easier to work with
and the navigation system software designer is free to define the coordinates in
any way desired. Coordinate systems implemented in hardware are nonorthogonal
because of imperfections in the instrument. One exception is an IMU in which
the accelerometer input axes are "squeezed" together so as to increase the com-
ponent of specific force sensed by each accelerometer. In this case the hardware
implementation is deliberately nonorthogonal with additional nonorthogonality
due to instrument imperfections. Each coordinate frame is defined by specifying
the location of the origin and the direction of three axes.
A. Software Implemented
The coordinate systems defined in this section are implemented in the navi-
gation computer. All are not necessarily used in every navigation system. The
coordinate systems used depend upon the design of the inertial navigation sys-
tem. For example, if a star tracker is not part of the navigation system design,
star line-of-sight coordinates are not used. Unless stated otherwise, the origin of
each coordinate system is the center of mass of the Earth. Three coordinate sys-
tems have names beginning with the word local. The word local is used because
the outward-directed axis passes through the vehicle (through the IMU center of
mass).
1. Earth-Centered Inertial
The orientation of the inertial coordinate axes is arbitrary. For inertial nav-
igation purposes, the most convenient orientation coincides with the x, y, and
z conventional terrestrial reference system (CTRS) (defined in Section VIII of
Chapter 1) at the start of navigation. Let the symbols xe,ye, and ze denote the
three Earth-centered inertial (ECI) axes. At any time, after navigation begins, the
ECI coordinates remain in a fixed orientation in inertial space while the origin
moves with the Earth. The z axis continues to be coincident with the CTP, but
the xe axis is no longer parallel to the zero meridian plane because of the rotation
of the Earth. In equations, the coordinate system is designated by a subscript or
superscript L
2. Earth-Centered Earth-Fixed
The Earth-Centered Earth-Fixed (ECEF) coordinate system coincides with the
CTRS. The origin is at the center of mass of the Earth. The coordinates remain
fixed relative to the rotating Earth; therefore, the definition of each axis direction
remains fixed throughout the navigation period. The ECEF frame rotates relative
to the ECI frame at the rotation rate of the Earth a)ie. The coordinate axes are
designated by the letters x,y, and z. Each axis direction is defined as follows1:
x axis—in the mean astronomic equatorial plane orthogonal to the z axis and in
the BIH zero meridian plane; y axis—in the mean astronomic equatorial plane,
90° east of the x axis; and z axis—coincides with the CTP (rotation axis of the
WGS 84 ellipsoid).
Fig. 2.1 Geometry of LGV coordinates.
A subscript or superscript e is used in equations to designate the ECEF coordi-

nate system. As defined, the ECEF coordinate frame corresponds to the coordinate
system used in the U.S. Defense Mapping Agency WGS 84 illustrated in Fig. 1.2.
3. Local Geodetic Vertical

The local geodetic vertical (LGV) sometimes called geographic, coordinate
system is illustrated in Fig. 2.1. The geodetic vertical is everywhere normal to the
reference ellipsoid. In the figure, the geodetic longitude and latitude are denoted
by X and 0, respectively. The origin is at the center of mass of the Earth and
the three axes are designated by the letters n, w, and u\ n axis—in the direction
of geodetic north; w axis—perpendicular to the meridian plane containing the
vehicle, directed toward the west; and u axis—directed outward along the local
geodetic vertical passing through the vehicle (IMU center of mass).
The n axis is parallel to RN in Fig. 1.2. Geodetic north is in the meridian plane
containing the local geodetic vertical and the CTP and directed toward the polar
axis. Geodetic west is normal to the meridian plane. The letter v is used to denote
the LGV coordinate system in the navigation equations. The LGV coordinate
system rotates about the center of mass of the Earth as the geodetic position vector
Pv moves with the vehicle.
4. Local Geocentric Vertical

The local geocentric vertical (LGCV) coordinate system is similar to the LGV
system except that the vertical axis is coincident with the local geocentric vertical.
Figure 2.2 illustrates this coordinate system. Geocentric longitude is the same as
geodetic longitude. Geocentric latitude is denoted by 0C. The letters N, W, and U
denote the three axes and have the following meaning: N axis—in the direction of
20 A. CHATFIELD
Fig. 2.2 Geometry of the LGC V coordinate system.
geodetic north; W axis—perpendicular to the meridian plane containing the vehi-

cle, directed toward the west; and U axis—directed outward along the geocentric
vertical through the vehicle (IMU center of mass).
The coordinate system is designated in equations by the letter c and rotates
about the center of mass of the Earth with the geocentric position vector Pc.
5. Local Astronomic Vertical

The local astronomic vertical (LAV) coordinate system is similar to the LGV
frame except for being oriented with respect to the local astronomic vertical (see
Fig. 2.3). In the figure the A and 4> denote the astronomic longitude and latitude,
respectively. The local astronomical vertical lies along the negative of the apparent
gravity vector at the vehicle location. The axes are designated by the symbols na,
wa, and ua: na axis—parallel to astronomic north; wa axis—perpendicular to the
local astronomic meridian plane, directed toward the west; and ua axis—directed
outward, parallel to the astronomic vertical through the vehicle (IMU center of
mass).
A subscript or superscript letter u designates the LAV frame. It rotates with the
local apparent gravity vector passing through the vehicle about the center of mass
of the Earth. The astronomic meridian planes do not pass through the CTP pole.
Consequently, the direction of astronomic north differs by a small angle from the
direction of geodetic north.
6. Vehicle Body
Vehicle body (VB) axes are defined to be orthogonalized body-mounted ac-
celerometer input axis coordinates. In this book the body axes are assumed to be
closely aligned to the vehicle roll, pitch, and yaw axes and are designated by the
symbols R, P, and 7, respectively: R axis—forward along the longitudinal axis
Fig. 2.3 Geometry of the LAV coordinate system.
of the vehicle; P axis—directed 90° to the left when facing forward, normal to
the R axis; and Y axis—directed upward normal to the R-P plane.
The origin is the center of mass of the accelerometer cluster. The letter b denotes
the body coordinate frame in the navigation equations.
7. Star Line-of-Sight
The line-of-sight to a star (SLS) is related to platform coordinates in Chapter 9.
In platform coordinates, a unit star line-of-sight vector has components designated
as lXp, lyp, and I2p. Each axis is defined as follows (Fig. 2.4): lXp—xp component
Star
Fig. 2.4 Star line-of-sight relative to platform coordinates.

22 A. CHATFIELD
of a unit vector toward a star; lytp—yp component of a unit vector toward a star;
and lZp—zp component of a unit vector toward a star.
Platform axes are defined in Section II.B.3 of this chapter. The star line-of-sight
coordinate system is designated by the subscript or superscript s. Two angles are
used to rotate the xp axis into the star line-of-sight: ctp and fip.
B. Hardware Implemented
Accelerometer and gyro input axes are nonorthogonal because it is too expensive
to design and manufacture inertial instruments with precisely oriented sensitive
axes (input axes). Even if three accelerometers or gyros could be mounted with
orthogonal input axes, the axis directions change with time due to such things
as temperature, magnetic field strength, friction variations, and metal creep and
deformation.
1. Accelerometer Input Axes

During manufacture an input axis is physically defined for each accelerometer.
For navigation a cluster of three accelerometers is mounted on a structure fastened
to the vehicle body or to the structure of the inner gimbal or floating ball of an IMU.
The three input axes are mounted so as to be either nearly orthogonal or squeezed
together deliberately into a nonorthogonal configuration. In either case, the actual
physically defined accelerometer input axes (AIA) are not exactly orthogonal or
exactly squeezed into the desired configuration. The calibration procedure provides
data on the transformation from the nonorthogonal accelerometer input axes to the
orthogonal platform or body axes or from the actual squeezed configuration to the
desired squeezed configuration. The three accelerometer input axes are designated
by the symbols xa, ya, and za. Attitude is determined by the orientation of the
vehicle frame or the platform control law that defines the planned inner gimbal
rotation sequence. The origin is at the center of mass of the accelerometer cluster.
The subscript or superscript letter a is used to denote the accelerometer coordinates
in the navigation equations.
2. Gyro Input Axes

As in the case of the accelerometer, a gyro input axis (GIA) is defined during
manufacturing. In general, the two or three gyros are mounted so that the input
axes are very nearly orthogonal. IMU calibration procedures provide data for
determining the transformation from the nonorthogonal gyro input axes to the
orthogonal platform or body axes. The symbols xg, yg, and zg denote the three gyro
input axes. The origin is usually the same as the origin of the accelerometer cluster.
In equations the subscript or superscript letter g designates gyro coordinates.
3. Stabilized Platform
Stabilized platform (P) coordinates are defined to be orthogonalized accelerom-
eter input axis coordinates. IMU calibration procedures are designed to determine
the transformation from accelerometer to platform axes. The three axes are des-
ignated by the symbols xp, yp, and zp. The origin is the same as that of the
accelerometer cluster. Platform axis orientation during calibration or navigation is
determined by the adopted platform control law. The letter p is used in equations
expressed in platform coordinates.
III. Coordinate Transformation Characteristics

Frequently, transformations from one coordinate frame to another are required.
The transformations can be between nonorthogonal and orthogonal or between
two orthogonal systems. All transformations involving at least one nonorthogonal
frame are designated by T with an appropriate subscript and superscript. All of
the transformations between orthogonal systems are rotations and are designated
by an R with appropriate subscript and superscript. Transformations and rotations
go from the subscript coordinate system to the superscript coordinate system.
Rotations between orthogonal coordinate systems are the most common. Orthog-
onal rotation matrices have special mathematical properties that make their use
desirable. These properties are described in the next subsection.
A. Orthogonal
Orthogonal rotation matrices rotate the components of a vector from one coor-
dinate system to another. All of the coordinate frames used with the exception of
the accelerometer and gyro input axis frames are right-hand Cartesian coordinate
systems. Consequently, all of the rotation matrix elements are direction cosines.
Consider the vector Pl expressed relative to the orthogonal triad of unit vectors
i, j, and k\
Pl =Xei+yej + Zek (2.1)
In terms of a new orthogonal triad /', /, and k' with the same origin, but different
orientation, the vector Pl can be expressed as
P' = x'j' + y'j' + z'ek' (2.2)

Now since P1 • i' is the projection of/" on the unit vector i', we have
x'e = P' •;' = (?• i')xe + (j • i')ye + (k • i')ze (2.3)
y'e = P' • j' = (i • j')xe + (j • j ' ) y e + (k • j')z e (2.4)

z'e = P' •*' = ( / • k')xe + (j • k')ye + (k • k')ze (2.5)
and
Xt=pi.i = (i> . 1)x'e + (]' . i)y'e + (k1 . i)2'e (2.6)
3V = P' • J = (i' • }K + (]' • j)y'e + (k' • j)z'e (2.7)

z, = / > ' • * = ( / ' • k)x'e + (]' • k)y'e + (k' • k)z'e (2.8)
The dot products (/ • i'), (i • /), and so on, in the preceding six equations, are
the coefficients of the transformations. They are direction cosines because, for
example
(2.9)
where cos 9".j, is the cosine of the angle between the i and / unit vectors.
24 A. CHATFIELD
The transformation equations can be more conveniently expressed in matrix

form as follows:
(2.10)
and
The two 3 x 3 matrices in these two expressions are the coordinate rotations from
the unprimed frame to the primed frame and vice versa, respectively. Because the
vector dot product is commutative (/ • j = j • /), a row of each rotation matrix is
equal to the corresponding column of the other. For example, the elements of row
two in the first rotation matrix are the same as the elements of the column two in
the second rotation matrix.
Direction cosine matrices have the following very useful properties2:
1) The sum of the squares of the elements in any row (column) is equal to one.
2) The sum of the products of corresponding elements in any two rows (columns)
is equal to zero.
3) Each element is equal to its cofactor.
4) The determinant is equal to one.
Properties 1 and 2 can be used to show that the product of a rotation matrix and
the transpose is equal to a unit matrix. This characteristic can be used to check the
validity of a rotation matrix. Using one of the preceding rotation matrices, we can
write
'
/ ./' j • i' k-ir
/ • j' i • i' k - j'
/ 'k' j-k
f
\ r '*' l •/ /
7 l 7 •/ j •k'\
'
k -k' / \k'i' k •/ k • k ' )
1
\o
i r
'e\r °
0 0'
0
1 0
1,
(2.12)
The validity of the result follows from the observation that the diagonal elements
of the matrix product are the sum of the squares of a row in the first matrix or
a column in the second matrix and the off-diagonal elements are the sum of the
products of two rows of one matrix or two columns of the other.
Using the previous result, we could show that the inverse of a rotation matrix
is equal to the transpose. However, the same result can be shown independently
using properties 3 and 4 because the inverse of a matrix is the adjoint divided
by the determinant. Because the adjoint is equal to the transpose of the cofactor
matrix,3 which is in turn equal to the matrix by property 3, and the determinant of
the rotation matrix is equal to one by property 4, it follows that the inverse is equal
to the transpose. In mathematical terminology, using the rotation from platform
axes to LGV coordinates as an example, we have
T
7
, ^T
= (Rf (2.13)
It is possible to determine the rotation matrix from coordinate system p to

coordinate system v from the rotation matrices from p to i and i to v. Let
Pv = RviPi (2.14)
and
Pi = RlpPp (2.15)
then
Pv = R})Rippi} (2.16)
But since
Pv = RvppP (2.17)
we have
B. Nonorthogonal
There are two nonorthogonal transformations essential to inertial navigation:
the transformations from nonorthogonal accelerometer and gyro input axes to the
orthogonal platform or vehicle body axes. It is instructive to expand each of the
coordinate transformations using the relation
m
= p or b q
=a or *
(2.19)
This expression divides the transformation T™ into an orthogonal part
and a nonorthogonal part
+ (T?)T) m = porb q=aorg

This separation into two parts is used later in this chapter.
1 . Accelerometer Input Axis to Platform

As stated in the definition of platform axes, it is convenient to define the
platform coordinates to be the orthogonalized accelerometer coordinates or the
orthogonalized accelerometer coordinates offset by a known set of three angles. In
this section, we define the transformation from the nonorthogonal accelerometer
input axis coordinates to an orthogonal set with the same origin assuming that the
offset is zero.
The simplest way of defining the platform coordinates is to let one platform
axis, say the xp axis, be identical to the xa accelerometer input axis and define the
yp axis to be in the xaya plane as shown in Fig. 2.5. With this definition, the yp
axis can be defined by one small angle of rotation in the xaya plane and the zp
26 A. CHATFIELD
90
^xy
90°
Fig. 2.5 Accelerometer-platform coordinate geometry.
axis can be defined by a small angle rotation about the xp axis and another small
rotation about the yp axis. Under the stated assumptions, the xa and yp, xa and zp,
and ya and zp axes are at right angles.
During calibration of the IMU, the available information comes from the ac-
celerometers. Therefore, the direction cosines available are xa • ya, xa • za, and
ya • za. This means that all of the direction cosines must be expressed in terms of
these three dot products.
Because the dot product of two unit vectors is equal to the cosine of the angle
between them and the platform frame is orthogonal, we can write
1 0 if ''i
(2.20)
To simplify the subsequent complex results in this section, the letter c is used
to designate the cosine function. This simplification only applies to this section.
Also, the following terminology has been adopted:
c(axy)=xa-ya (2.21)
c(axz} = xa • za (2.22)
and
c(ayz) = ya-za (2.23)

Because xp = xa, we have
ya-xp = c(axy) (2.24)
An expression for ya - yp can be derived by dotting the second scalar equation in
Eq. (2.20) with ya. Thus
-c(axy)2 (2.25)
The remaining two tenns are found after dotting the second and third scalar
equations in Eq. (2.20) with za. The results are somewhat complex:
v v
zfl • y,, = "' *LL2 "' (2.26)
and
- c(a jy ) 2 - c(a«)2 - c(a w ) 2 + 2c(a,v)c(a,z)c(ay2) ,„ _
Thus, we see that the transformation from accelerometer input axes to platform
axes is given by
r/ = I y« • *P ^ • yP o
VZa • Xp za • yp za • zpt
1 0 (T
= I tu t-a 0 I (2.28)
where
r21 = -—&L= (2.29)
(2.30)
- c(axz)
2 (2.31)
[1 -cfe v ) ](Ztf -z / ; )
cfe v )cfe z ) - c(ayz)
[I - c(axy)2](za -z / ; )
and
r33 = î^ (2.33)

^ -^
Equations (2.28-2.33) are exact. If the accelerometer axes are very nearly
orthogonal or the accuracy requirements are not stringent, Eq. (2.28) can be
simplified to the following first-order equation:
/ 1 0 0\
T/ « az 1 0 (2.34)
\-oty ax I/
28 A. CHATFIELD
which shows what was stated earlier that at least three small angles are required
in order to define the orthogonal platform axes with respect to the nonorthogonal
accelerometer input axes.
Equation (2.34) can be derived from Eq. (2.28) by use of the relationships
between cexy, axz, and ceyz and ctx, ay, and az shown in Fig. 2.5. The relationships
referred to are
<xxy=90°+<xz
axz = cty cos(ax) - 90° (2.35)
ayz = 90° + a* cos(av)
These three equations lead to the following direction cosine approximations:

c(otxy) = — sinaz
c(ctxz) * sinciy (2.36)
c(oiyz) ~ — sin ofx
Incorporating these expressions into Eq. (2.29) through Eq. (2.33), and the results
into Eq. (2.28), we get the first-order equation, Eq. (2.34).
Applying the sum and difference matrix expansion to the accelerometer-to-
platform coordinate transformation yields
T/=I+ccrt+amg (2.37)
where
/ 0 -az oiy\
art = - I a.z 0 -ax \ (2.38)
2
\-ay ax 0/
and
az 0
0 az ax | (2.39)
\-<xy
oex
The ctrt matrix is one half the skew-symmetric form of the vector cross product
operator given by ax demonstrating the rotation characteristic. Here
a=\oiy\(°'\ (2.40)
is a small rotation vector. Matrix a.mg changes the magnitude so that the transformed
vector has the correct magnitude after the transformation. The product of ctmg and
the specific force vector
S°= K (2-41)
shows how the sensed magnitude is changed to obtain the correct magnitude in
the orthogonal platform coordinates:
(2.42)
From this expression we see, for example, that the magnitude of the x component
of the specific force in platform coordinates is equal to the rotated x component
in accelerometer input axis coordinates plus
^(azsya -aysZa)
This is the change in magnitude of the x component required to make the magnitude
of the specific force vector correct in the orthogonal platform coordinates.
If for some reason the platform axes could not be constrained as described
previously, a total of six small angles /3/7- are required to specify the transformation
from AIA to platform coordinates. In this case the transformation is4:
(2.43)
The fa} are small rotations of the zth accelerometer input axis about the jth
platform axis.
Applying the sum and difference matrix expansion to the second version of
the accelerometer to platform coordinate transformation produces a similar but
slightly more complex result
(2.44)
and
(2.45)
For this version of the accelerometer to platform nonorthogonal transformation,

the rotation vector cross product is bx where
( Pzx
Pzy
Pyz
+
+
+
Pyx\
Pxy\
Pxz/
(2.46)
As an example of the effect on magnitude, the change for the x component of

specific force is given by
30 A. CHATFIELD
2. Accelerometer Input Axis to Vehicle Body

The transformation from accelerometer input axes to vehicle body axes is the
same as for the transformation from accelerometer input axes to platform axes.
All of the equations in Section III.B.l of this chapter apply with the p subscript
or superscript changed to b.
3. Gyro Input Axis to Platform

Because the platform axes already have been defined, six small rotations about
the platform axes are required to define the transformation from the gyro input
axes to the platform axes:
(2.47)
Here, the y/y are small rotations of the zth gyro input axis about the jth platform
axis.
Applying the general sum and difference matrix expansion produces the same
result as obtained for the second version of the nonorthogonal accelerometer to
platform transformation. Thus, the second set of expressions obtained for T/ apply
to Tg with /3 replaced by y.
4. Gyro Input Axis to Vehicle Body

The equations derived in Section III.B.3 of this chapter can be applied to the
transformation from gyro input axes to vehicle body axes with the p subscript
replaced by b.
IV. Commonly Used Coordinate Rotations

It is clear by now that coordinate rotations are an integral part of inertial
navigation. With the exception of the coordinate rotations derived from the output
of the gyro cluster, those most commonly used are defined in this section. The
excluded coordinate rotations are the rotation from platform or vehicle body axes
to ECI coordinates. These coordinate rotations are derived by solving differential
equations involving angular rates measured by the navigation system gyros and
more properly fit with the attitude computations treated in Section II of Chapter 6.
A. Earth-Centered Inertial to Earth-Centered Earth-Fixed

The rotation from ECI to ECEF coordinates is a simple rotation about the z axis
through an angle a)iet where t is the time since the start of navigation.
(2.48)
B. Earth-Centered Inertial to Local Geodetic Vertical

The rotation from ECI to LGV coordinates is a function of inertial longitude A/
and the geodetic latitude 0. It is the product of a positive right-hand rotation of X1
about the z axis followed by a positive rotation of (/) about the new orientation of
the negative y axis. Thus
(
— cos A/ sin 0 — sin A/ sin 0 cos0\
sin A/ -cos A/ 0 (2.49)
cos A/ cos 0 sin A/ cos 0 sin 0 /
where
A/ = A, -h ftj/ef (2.50)
C. Earth-Centered Inertial to Local Geocentric Vertical

To obtain the rotation from ECI to LGCV coordinates, we only need to replace
geodetic latitude in Eq. (2.49) with the geocentric latitude <j)c:
( — cos A/ sin 0C
sin A/
cos A/' cos 0C
— sin A' sin 0C
-cosA £ '
sin X1 cos 0C
cos0A
0
sin 0C /
(2.51)
D. Earth-Centered Earth-Fixed to Local Geodetic Vertical

The rotation from ECEF to LGV is the same as R" with A replacing A/ .
(
— cos A sin 0 — sin A. sin 0 cos0\
sin A, .-cos A, 0 (2.52)
cos A cos 0 sin A cos 0 sin 0 /
E. Earth-Centered Earth-Fixed to Local Astronomic Vertical

The rotation from ECEF to LAV is the same as the rotation from ECEF to LGV
coordinates with geodetic inertial longitude and latitude replaced by astronomic
longitude and latitude, respectively:
— cos A sin O — sin A sin <J>

sin A -cos A 0 (2.53)
cos A cos <£ sin A cos <£
F. Star Line-of-Sight to Platform

Using the angles ctp and /3p defined in Fig. 2.4, the coordinate rotation from
star line-of-sight to platform coordinates is given by
(
0 0 cosa/; cos^ /7 \
0 0 sinc^cos^ j (2.54)
0 0 sin ft
32 A. CHATFIELD
G. Star to Earth-Centered Inertial

The last rotation we need to define is the coordinate rotation from star line-of-
sight coordinates to ECI coordinates. This rotation is given by
— sin A, — cos A r sin (/></

cos A,- — sin A,,- sin $d sin A.r cos 4>d J (2.55)
0 cos0rf sin0rf J
where
(2.56)
and Xrs and 0^ are the right ascension and declination of the star, respectively, and
A,.£ is the right ascension of the BIH zero meridian at time zero.
V. Units
The mks system of units is the primary set of units used, that is, distance is in
meters (m), mass is in kilograms (kg), and time is in seconds (s).
Consequently, velocity is expressed as meters/second (m/s), acceleration as
meters/second squared (m/s2), and density as kilograms/cubic meter (kg/m3).
To be consistent with these units, angular rate [angular acceleration] would be
expressed as radians/s [rad/s2]. Ordinarily this is satisfactory, but the angular rates
and angular accelerations encountered in inertial navigation gyro drifts are much
less than one rad/s and one rad/s2, respectively. Two systems of units for angular
rate are in common use in the inertial navigation literature: degrees/hour (deg/hr)
and milli-Earth rate—one thousandth of the Earth rotation rate of 15 deg/hr. We
arbitrarily select deg/hr as the unit of angular rate for gyro drift.
When dealing with gravity, the unit of gravity acceleration is m/s2. However,
most incremental gravity data are provided in milligals (mgals). A milligal is equal
to 10~5 m/s2 or approximately equal to a micro g (/xg). Each unit is used where
appropriate.
References
^pilker, J. J., Jr., "GPS Navigation Data," Global Positioning System: Theory and
Applications, Vol. 1, Progress in Astronautics and Aeronautics, Vol. 163, B. W. Parkinson
and J. J. Spilker, Jr. (eds.) AIAA, Washington, 1996, p. 137.
2
Beggs, J. S., Kinematics, Hemisphere, Washington, DC, 1983, p. 19.
3
Perlis, S., Theory of Matrices, Addison-Wesley, Reading, MA, 1952, p. 75.
4
Britting, K. R., Inertial Navigation Systems Analysis, Wiley, New York, 1971, p. 41.
Chapter 3
Equations of Motion in a Central Force

Gravity Field
A S pointed out in the description of inertial navigation in Chapter 1, vehicle

state is obtained by integrating the equations of motion. In this chapter, the
equations of motion for a central force gravity field are examined in two coordinate
systems: ECI and ECEF. The principal purposes are to show the importance of
the Schuler frequency and the interactions between the Schuler frequency and the
angular rate of rotation of the earth, if navigation computations are performed
in a coordinate system moving with the Earth. Frequency response functions
provide the visual information necessary to fulfill both of these purposes. The
frequency response functions are derived directly from the equations of motion.
A secondary purpose is to show how velocity damping modifies the frequency
response function.
The equations of motion in this chapter involve six unknown variables: three
components each of velocity and position. This number of variables can be most
conveniently handled if the equations are expressed in state variable form. In this
form, matrix Laplace transform techniques can be applied to derive the transfer
function matrix that can then be transformed into the frequency response matrix.
Consideration of the important roles of platform attitude and of coordinate trans-
formations are deferred until the more exact equations of motion are dealt with in
Chapter 8.
After examining the central force field equations of motion with the specific
force set to zero and deriving the Schuler frequency, the frequency response
functions are derived and plotted. These graphs clearly show why the the Schuler
frequency is so important in inertial navigation. In the last section, the frequency
response functions for a velocity damped inertial navigation system are derived
and plotted. Velocity damping is one simple way of improving the performance of
an inertial navigation system. Better ways of improving performance are derived
in Chapters 9 and 11.
I. Motion in Inertial Coordinates

with Zero-Specific Force
As stated earlier, we perform our probing of the navigation equations of motion
in a central force gravity field recognizing that the resulting motion is much simpler
than in the actual gravity field surrounding the Earth. Nevertheless, an examination
of motion in the simple gravitational field reveals the dominant influences found in
the actual gravity field. To understand why, we only need to look at the magnitude
33
34 A. CHATFIELD
of the principal nonspherical terms in the reference ellipsoid mass attraction gravity
model.
From Eq. (1.22) we see that, in an LGCV coordinate system, there are two
nonspherical terms:
3\/5C2,o f — ] sin <f>c cos <f>c

GM
#2,0 ~~ Scf — — 0 (3.1)
o / \ 2
-V5C 2 , 0 (-) (3cos 2 0 c -l)
\2 \r J
Here, gcf denotes the gravity in a central force field. Using the value for €2,0 listed
in Table 1.1, the maximum value of the largest term on the right side occurs at the
equator and is approximately 3.25 x 10~3. Hence, the largest nonspherical term
is no more than about 0.325% of the spherical term. All of the remaining terms in
a complex model of the actual gravity field are at least two orders of magnitude
smaller than the €2,0 term.
In ECI coordinates in a central force field, the fundamental equation of inertial
navigation is given by Eq. (1.14) and is repeated here for convenience. Thus
'+S1 (3.2)
r-'
where 5' is the accelerometer cluster output after application of the calibration
coefficients and transformation to orthogonal platform axes that are aligned to
ECI coordinates. This is the basic second-order differential equation governing
the computation of position and velocity from specific force in a central force
gravity field.
A. Zero-Specific Force
If the specific force is zero, motion in the vicinity of the Earth must of necessity
be orbital outside the Earth's atmosphere, where the specific angular momentum
is constant. (Small forces are being ignored, such as those due to solar winds or the
interaction of the satellite electrical charge with the magnetic field of the Earth.)
With these assumptions, Eq. (3.2) becomes
P + Pl = 0' (3.3)
1
If we let A be the specific angular momentum vector (angular momentum per
unit vehicle mass) defined by
A1' = P1' x Pl (3.4)

1>2
then the differential equation can be put into a form that can be integrated by
forming the cross product with the specific angular momentum. Thus
Pl ,. GM
>' x A ' ) = (3.5)
Because A1 is a constant in a central force field,
— (P xA 1 ') = xAl (3.6)

dt
EQUATIONS OF MOTION 35
Expanding the second term of Eq. (3.5) yields
because
P1 • P1' = P2 and P1 • P1' = PP (3.8)

But
GM =
di(~p) ~Tpl ~ ~J^ppl (3 9)
'
Therefore
or
v' v A1' __ __P'

V xA — cl
^ F -C n 11 "i
(3.11)
where
V'^P1' (3.12)
Expanding the first term, we get
V1 xA1 =Vl x (P1 x V1')
= V2Pl - PV cosOpvVl (3.13)
in which 9pv is the angle between P1 and V1.

The constant vector Cl can be evaluated at any convenient point along the
vehicle path. Choosing the perigee point (indicated by the p subscript) where
cos 9pv = 0 results in
, GM
Putting it all together, the solution is
Pycos0 p w V / +
which defines a planar orbit that can be a circle, ellipse, hyperbola, or parabola,
depending upon the value of \Cl \/GM. Given the perigee position and velocity
magnitude, Eq. (3.15) describes the motion of the vehicle in a central force field
in the absence of any specific forces. Equation (3.15) is used in the next section to
derive an interesting property of the Schuler frequency, the fundamental frequency
of inertial navigation.
36 A. CHATFIELD
B. Schuler Frequency
The identification and naming of the Schuler frequency evolved from the
Schuler principle introduced by M. Schuler between 1908 and 1923.3 According
to Schuler's principle, a pendulum instrument can be calibrated so as to indicate
the vertical direction even during accelerated motion. In the process of discovering
the principle, Schuler defined the Schuler period denoted here by ts. Although his
work was restricted to the surface of the Earth, it has been generalized to apply
to a pendulum instrument carried on board a vehicle that leaves the surface of the
Earth. The Schuler period is defined by the expression
(3.16)
It is the period of a simple pendulum of length P.

Because frequency is defined as 2;r over the period, the frequency corresponding
to the Schuler period a>s is defined as
cos = — (3.17)
ts
This frequency is commonly referred to as the Schuler frequency.
In what follows, the Schuler period is shown to be equal to the time required to
complete one revolution of a circular orbit at a distance P from the center of mass
of a spherical Earth. Also, a more commonly used form of the Schuler frequency
equation is derived.
For a circular orbit cos Opv = 0 and the perigee point is undefined because
Vp = V and Pp = P. Therefore, the only way Eq. (3.15) can be valid is for
(3.18)
where Vc is the orbital velocity magnitude for a circular orbit of radius P.

The distance traveled during a circular orbit is equal to 2n P. If tc denotes the
time to travel around the orbit once, then since time is equal to distance over
velocity, we have
2nP 2nP <3J9)
'<=— = ' L
Combining the equations for ts and a>s yields

^ ^-* •*
Also, it turns out, in view of Eqs. (3.16) and (3.19), that ts = tc. Thus, the Schuler
frequency is equivalently determined by the time required for one revolution
around a circular orbit at a distance P from the center of mass of a spherical Earth.
At the equator of the reference ellipsoid, P is equal to 6.378137 x 106 m, and
the Schuler frequency is equal to 1.23945 x 10 rad/s, which corresponds to a
period of 84.4890 min.
The Schuler frequency plays an important role in inertial navigation. The effects
of errors entering the navigation computations at or near the Schuler frequency
are greatly magnified. Proof of this is developed in Section III.C of this chapter.
Equation (3.20) is the commonly used definition of the Schuler frequency in the
inertial navigation literature.4'5
II. State-Space Form

The equations of motion can be expressed in state-space form easily, if the
second-order equations of motion are transformed into two first-order equations.
After the conversion, the equations are in the following form:
(3.21)
and
F(r) = C(t)X(t) (3.22)

where X is the n x 1 state vector, Y is the n x 1 output vector, A is the n x n
system dynamics matrix, U is the nu x 1 vector of forcing functions, B, with
dimensions n x nu, determines the distribution of the forcing functions to the
kinematic acceleration components, and C(t) is an n x n matrix that transforms
the state vector into the output vector. Note that X and Y have the same dimensions
in inertial navigation. The reason for this will become apparent in Section IV of
Chapter 8.
The elements of the A matrix are determined by the coordinate system in which
the equations of motion are expressed, the mathematical model of the gravity
field assumed, and whether or not velocity damping is employed in the navigation
computations. In this chapter the state vector variables are velocity V and position
P. In later chapters, other variables are included. However, for now n = 6 and
or x (3 23)
w = r) -
The superscript / denotes ECI coordinates and the superscript e designates ECEF
coordinates.
Equation (3.23) introduces a notation convention to be used in this chapter. The
(0 part of the X(t) notation, indicating that variable X is a function of navigation
time, is dropped when X(t) is broken down into constituent parts in order to reduce
the complexity of the ensuing equations.
The elements of the B matrix in this chapter are determined by the orientation
of the accelerometers measuring the specific force. Submatrices of the B matrix
transform the specific force from platform coordinates to computation coordi-
nates in stabilized systems and from vehicle body coordinates to computation
coordinates in strapdown systems. For this chapter the B matrix is defined as
- (i o)
The symbol / signifies a 3 x 3 unit matrix; this means that the accelerometer input
axes are assumed orthogonal and aligned to the computation coordinate system
(ECI or ECEF in this chapter). Also, the various 0 appearing in a matrix denote
3 x 3 null matrices.
38
Fig. 3.1 General inertial navigation system block diagram.
The output vector is an instantaneous "read out" of the state of the system. For
navigation this means that the C matrix transforms the state into a more useful
physical form. In all cases in this chapter, it is simply a 6 x 6 unit matrix.
Figure 3.1 is a block diagram of the navigation equation in the state-space form.
It is a positive feedback system. The input is the specific force vector and the
output is Y. The A matrix transforms the state into the time derivative of the state
for the feedback loop. After forming the product of the B matrix and the input
specific force, the result is summed with the feedback loop and becomes the input
to the single integration needed to obtain the current state vector.
A. Laplace Transform Form

In this chapter, the coefficient matrices A ( t ) , B ( t ) , and C(t) are constants. For
constant A(t), B(t), and C(t) matrices, the Laplace transform (one-sided Laplace
transform in this book) of the state-space form produces the expression
X0 + AX(s) + BU(s) (3.25)

and
Y(s) = CX(s) (3.26)

where s is the Laplace transform variable.
The result of solving for X(s) and substituting the result into Eq. (3.26) is
Y(s) = C(sI - ArlX0 + C(sI - A)~lBU(s) (3.27)

This is the form used throughout the book. The first term on the right side is
the unforced response due to the initial conditions, and the second term is the
forced response. In realistic navigation situations, the A, B, and C matrices are
not constant.
The term C(sl — A)~l B is called the transfer function matrix.6'7 It is different
for each computation coordinate system. The transfer function matrix, symbolized
by H(s), is a matrix of cof actors of A premultiplied by C, postmultiplied by B,
and divided by the determinant of (si — A). Because the cofactors of (si — A)
are determinants of submatrices of (si — A) of dimension one less than A, each
element of the transfer function matrix is the ratio of two polynomials in the
Laplace variable. The degree of the denominator is always greater than the degree
of the numerator. Therefore H (s) is a strictly proper transfer function matrix given
by
H ( s ) = C(sI - A)~1B (3.28)

Taking the inverse Laplace transform of Eq. (3.27) leads to
= CL~l[(sI - Arl]X0 + CL-l[(sI - ArlBU(s)] (3.29)

l
where L~ [ ] denotes the inverse Laplace transform. This equation can be used
to show the time variation of the state vector elements for the initial state and for
simple specific force functions U(s).
B. Frequency Response
Of more importance than the transfer function is the response of the system to
inputs at various frequencies. The response at various frequencies is revealed by
the frequency response function defined as the Fourier transform of the output of
the system resulting from a unit impulse input.8 It describes the response of the
navigation system in the frequency domain to a unit impulse input.
For navigation systems, we are only interested in navigation for positive time.
Therefore, the Fourier transform can be obtained by replacing the Laplace variable
s in the transfer function matrix with jco, where j is equal to V— 1 and co is
frequency in rad per s.9 Thus
H(co) = C(jcol - A)~l B (3.30)

is the frequency response matrix.
For the state- space form of the navigation equations, the frequency response
matrix can be expressed in the form
Jpv((*>) Hp(a
Here the subscripts v and p signify the velocity and position components, respec-
tively. For example, Hv (co) is a 3 x 3 matrix relating a unit velocity impulse input
to the velocity output and Hvp (co) is a 3 x 3 matrix relating a unit position impulse
input to the velocity output.
Each element of the frequency response matrix usually consists of a real part
/£#(&>), and an imaginary part /*/(&>)» and can be written as
h((D) = /?/?(&>) + jhf(a)) (3.32)
The frequency response matrix elements are more useful in the complex polar
form
hk(aj) = \hk(co)\ej4>kM k = v, vp, pv, and p (3.33)
in which
\hk(a))\ = JhlRk(a)) -f hj(a)) k = v, vp, pv, and p (3.34)
<f)k(a)) = tan"1 —-—— k = v, vp, pv, and p (3.35)
The term \h(o))\ is the gain factor (magnitude) and the term (j)(co) is the system
phase factor (phase angle). From the last two equations, it is clear that the gain
factor is always positive and the phase angle is zero if /z/(<w) is zero and 90° if
) is zero.
40 A. CHATFIELD
III. Motion in Inertial Computation Coordinates

Expanding Eq. (3.2) into two first-order equations by setting V1 = Pl and V1 =
P yields the matrix form
where we have noted that (GM/P3)Pl = cÎP1 .

Equation (3.36) can be put into the state-space form by introducing the following
definitions:
(3.37)
t/(0 = ( I I (3.38)
A=(°r ~Wns1} (3.39)
The B matrix is defined by Eq. (3.24) and the C matrix is a 6 x 6 unit matrix.
A. Transfer Functions
Incorporating the submatrices into the (si — A)~} term in the Laplace transform
of the state-space form of the equations of motion, the inverse formula for a 2 x 2
matrix in Appendix A yields
(3.40)
i'-t-w; \ j xi /
Thus
(3.41)
Note that the roots of the characteristic equation are on the imaginary axis and
occur in pairs, that is,
(s - ja)s)(s + ja)s) = s2 + (o] (3.42)

where ±jcos are the roots. Because the roots are imaginary, the inertial navigation
system is marginally stable (sometimes called neutral stability10). This means that
initial position and velocity errors produce a bounded output as shown in Section
III.B of this chapter.
From Eq. (3.41), we conclude that the transfer function matrix is given by
(3.43)
with
H'v(s) = H'(s)
1
= -r-f-r/
z 2
(3-44)
^s) (3.46)
B. Propagation of Initial State

Taking the inverse Laplace transform of the initial condition term in the equation
for Y(s) yields the output:
or, using the Laplace transforms in Appendix B,
r o (3.4o)
coso)s*tlr
or
V^r) = cos Q)stVlQ - cos sin 0),^^ (3.49)
and
P*(t) = — sin a)stVlQ H- cos ^rP^ (3.50)
Notice the role played by cos in the initial state propagation equations. It acts as
a scale factor between position and velocity. This is natural because the product
of an angular velocity and a radius yields a tangential velocity. The initial position
influences velocity through cos and initial velocity affects position through the
reciprocal of a)s .
Perhaps the most important feature of the initial state propagation equations
is the trigonometric form. The trigonometric form shows that navigation velocity
and position errors, due to errors in the initial state, are bounded and oscillate at
the Schuler frequency.
C. Frequency Response Functions

Setting s in the transfer function equal to jco, as discussed in Section II.B of
this chapter, produces the system response matrix H (CD) given by
///i(ft>) H*(a>)\
Hl(co)= v vp
} (3.51)
\H*pv(a>) //,»/
where
//>) = //;» = 2JO} z I (3.52)
' coj — co
H'7pv(a>) = _^£^ = -^——22I (3.53)

42 A. CHATFIELD
If the frequency response function is normalized to cos by introducing a new

variable co, defined as
(3.54)
(Os
the gain function elements are obtained in terms of frequency relative to the
Schuler frequency. Taking absolute values, as indicated in Eq. (3.34), yields
cos(l -co2)
<t>vp(a>) = 0° (3.56)
4v(&>) = 0 (3.57)
co2(l -
To facilitate the comparison of several frequency response curves, \tiv(a))\ and

\hlpv(co)\ are normalized to a frequency co of 0.1 by dividing by |/z^(.l)| where
k stands for v, pv, /?, and vp. The results are plotted in Figs. 3.2 and 3.3. The
specific functions plotted are
(3.58)
and
(3.59)
The dominant characteristic of the two figures is the peak gain of infinity at the
resonance frequency cos where co = 1. Note that the relative gain in the velocity
channel stays above unity for a range of frequencies extending from 1/10 to 10
times the Schuler frequency. The relative gain stays above unity over a much
smaller frequency range for the cross-coupled terms.
100
10
\
.1
.1 i 10 100
CA>
Fig. 3.2 Relative frequency response—velocity and position channels.

100
10
.1
.1 1 10 100
CO
Fig. 3.3 Relative frequency response—velocity and position cross channels.
Because of the high relative gains at low frequencies, an inertial navigation

system is considered to be a low-pass filter. This means that bias and low frequency
errors are passed through the system, but high frequency errors are filtered out.
IV. Motion in Earth-Fixed Computation Coordinates

The position vector in ECEF coordinates is derived from the position vector in
inertial coordinates by the orthogonal rotation R?. Therefore,
Pe = RfP1 (3.60)
l
Solving for P and differentiating with respect to time, we get
P = 4- (3.61)
in which £l\e is the skew-symmetric form of the Earth rate vector m[e, to be defined
shortly. Note that Pe is the velocity with respect to the Earth, which is referred to
as the ground velocity. A second differentiation with respect to time yields
F? = Rl (3.62)
Substituting this expression into Eq. (1.15), we get
pe + 2ffiepe + neieneiepe =ge + se (3.63)

or in terms of vector cross products
Pe xP l x Pe = ge (3.64)
The second form is more suitable for determining the direction of individual
terms. Again we have assumed that the platform is aligned with the computation
coordinates. The variable Se is the output of the accelerometer cluster after ap-
plication of the calibration coefficients and transformation to orthogonal platform
axes that are aligned to the ECEF coordinates.
44 A. CHATFIELD
As in previous cases in this chapter, ge is replaced by a central force model of

the gravity field, with the result
e
P" + ooe i>
_i 2^L- e
_i_ ±L
OîK _ 3
c£ /Q /:c\
ier -f- er = (J.Oj)
where
Ay2 _ ^2 o o\
^^ = ^27 +n^ = I o ' c w j - o£ 0 (3.66)
\ 0 0 <w?/
because
/°\
<= I 0 I (3.67)
\tolef
which leads to the following matrix expression for Q,e[e:
(3.68)
A. Significance of Terms in Equation of Motion

The first term on the left side of Eq. (3.64) is the kinematic acceleration as
observed in the ECEF coordinate system. The two remaining terms on the left
have been given specific names after their discoverer.
The term 2mfe x P is known as the Coriolis acceleration. The direction is
normal to the Earth rate and velocity vectors.
Centripetal acceleration is the name given to the mfe x mfe x Pe term. The
direction of this term is always toward and perpendicular to the rotation axis of
the Earth.
An omitted term mfe x Pe, called the transverse or Euler acceleration, is always
perpendicular to the position vector Pe and is the result of the angular velocity mfe
changing either magnitude or direction. For the purposes of inertial navigation,
this term is zero, because the angular velocity of the Earth does not change by a
detectable amount over any practical navigation time span.
B. Transfer Functions
To develop the transfer function matrix equation, we first put the equation into
state-space form by setting
Ve = Pe and Ve = Pe (3.69)
Then, in view of Eq. (3.65), we can write
e e 2 e e
V
V \\ (/-2tt
L\Lie -Q
\ L\ eiV
\ t\ \ \ l /S
Z \\
e ( }
I 0 ) \P ) \V)
In addition to previous definitions given for the B and C matrices, the following
definitions convert Eq. (3.70) into state-space form:
Y(t)=X(t) = (ll (3.71)
(3.72)
A= (3.73)
0
In the ECEF coordinate system the inverse (si — A)~l is far more complex, but
is still obtainable using the 2 x 2 matrix inverse formula in Appendix A. Thus
(3.74)
in which
(s2 + o}2+)(s2 + at}

S(S2
0 (3.75)
(s2
s
0
— (s2
0
(s2 (S2
—(s2
0 (3.76)
(s2
S2 + 0)2/
(3.77)
( s(s2
0
(s2 (s2
0 (3.78)
(s2 (s2
where
and 0)- = 0)s — COie (3.79)
For the ECEF computation coordinate system, there are four imaginary roots
given by ±70;+ and ±7<w_. Therefore, as in the case of inertial navigation coor-
dinates, the system is marginally stable. The propagation of initial velocity and
position errors is bounded as shown in the next section.
46 A. CHATFIELD
In view of Eq. (3.74), the output Y(s) is given by
(3.80)
by virtue of Eq. (3.29) and the fact that the C matrix is a unit matrix.
As before we examine the propagation of the initial state and generate the
velocity and position frequency response functions from the transfer function
matrix.
C. Propagation of Initial State

As expected, the propagation of initial state is more complex in ECEF coordi-
nates. Taking the inverse Laplace transform of the first term on the right side of
Eq. (3.80) using the formulas in Appendix B yields the following time functions
for velocity and position:
(3.81)
and
(3.82)
e
where VQ and P Q are the initial velocity and position vectors in ECEF coordinates,
respectively, and
cos cost cos a)iet — -if- sin a)st sin (oiet cos a>st sin a)[et 4- -^- sin a)st cos a)jet 0
I — cos o)st sin a)iet — ^f- sin c*)st cos o>/^

0
cos cost cos &>,>£ — ^- sin &>.Y£ sin a)iet
0
0
coso)stj
(3.83)
\
sin a)st cos (t>iet — sin a)st sin a)jet
- sin^v/ sino;,^^
(3.84)
0
j- sin o)st cos (u/ e f ^j- sin cyAY sin cu/g^ 0
I — ^- sin w v ^ sin 6>/ e / ^j- sin tyA-r cos coiet 0 (3.85)

0 0 TT sina)st j
cos a)st cos (w/ e / 4- ^- sinco s t sin6>/ e ^ cos a)st sin tu/ e / — ^f sinco s t cos t o
— cos o)st sin w/ sin w v ^ cos w/^? cos a}st cos (L>i sin <w v f sin w,-e o
COBCOytJ
(3.86)
Figures 3.4-3.11 show the variability of the elements of //J, //J^, //f^, and Hep.
Not shown in the figures are Hpv\\, Hpv22, Hpv\2, and HpV2\- These figures have
the same shape as the curves in Figs. 3.7 and 3.8, but are scaled by —l/(a)j — <jo?e).
From the figures, we see that computing in a coordinate system moving with the
Earth complicates the propagation of initial velocity and position by introducing
cross-coupling between the Schuler frequency and the angular velocity of the
Earth.
//V33 and 7/^33, m/s per m/s and m per m
M\ I
I \ I
time, hours 12
Fig. 3.4 Variation of //<yii and HV22 with time.
//ui2 and HV2\, rn/s per m/s
time, hours
Fig. 3.5 Variation of Hvi2 and —Hvi\ with time.
7/^33 and ///;33, m/s per m/s and m per m
oH
-i
time, hours
Fig. 3.6 Variation of #^33 and ^33 with time.
48 A. CHATFIELD
and// v/;2 2, (m/sperm)x 10
!\ i\
_|_____1_____I_____I_____I_
0 time, hours 12
Fig. 3.7 Variation of Hvpu and Hvp22 with time.
Hvpu and -Hvp2i, (m/s perm)x 10

1.3 r n———i———i———i——;—i———i———i———i———r
i /
I \ I
-1.3 j_____i___i t i i
time, hours 12
Fig. 3.8 Variation ofHvpi2 and —Hvp2\ with time.
//v/,33 and -a>ie///7u33, (m/s per m and m per m) x 10
" time, hours

Fig. 3.9 Variation of Hvp^ and —<îe2 with time.
Hp\i and HP22, rn per m

1 ir-
-i i i I I
time, hours 12
Fig. 3.10 Variation of Hpu and Hp22 with time.

Hp\2 and -H,)2i, rn per m
_L I I I
time, hours 12
Fig. 3.11 Variation of Hpi2 and —Hp2i with time.
D. Frequency Response Functions

Replacing the Laplace transform variable s with jco, the frequency response
function submatrices in Eq. (3.31) for ECEF coordinates are
-j-ixy_
( I) ° \
x/r-*>•
f V
/ 2
2
(o> -a; )^ -^)
2\f
2
2
2
2)
H
c«i jj 0 (3.87)
n 0
CO2 — CO2 /
/ (6 H — / -+•
\
f^ + ~" -/
2 0
(a>
2 2
+ — CO )(a>i- CO )
2
(0)2 -a) )(^ 2
— O) )
2&>/ <,&>+&>_ 7 ft) (ft)2 — CO+CO-)CO+CO-
2
(0)2+ — CO2 )(«2-- « )
2
(«i -co )(co _
2 2
— CO ) (3.88)
0 0 ~^
2 _ ., ,2 j
50 A. CHATFIELD
= -£-»» (3.89)
\~r\^fê •^"^w+w—
0
(col - C02)(C02_ - CO2) (col - ^2)(^- - *>2)
(4co2e 4- &>+&>__ — co2)jco
0
(col - C02)(C02_ - CO2) (col - ^2)O- - ^2)
n n
&>;• — co* /
(3.90)
Just as for the gains in ECI coordinates, the equations for the gain are written
in terms of the ratio co. Also, a new ratio coie is defined to be given by
coie = ^ (3.91)
Setting to = cb(os and coie — &>iea>s produces the following equations for the
velocity channel:
(3.92)
#„ OS) = 90° (3.93)
(3-94)
(3.95)
(3.96)
(3.97)
2&ie(a)fe -
(3.98)
r^
(3.99)
(3.100)
(3.101)
(3.102)
(3.103)
In the position channel the results are

1 - C02e - CO2
(3.104)
CL
'< [C' +
i)2]
(&))
\h p u l l
Si
0)1
'20,
'-" (0)) -0° (3.105)
(3.106)
CL [(]l + ,) 2 -
1 -6)1 '"0J;ul2(o)) -90° (3.107)
1 hp v\2(
(l+3o> 2 -o) 2 )7co
\hep
,„,
(3.108)
CO (1 + C0;e) -0) <*>u )2]
8pn (&) ?liv

jl 1V 1)1' »-- on 0
(3.109)
)
1 (3.110)
S""
+
y L (1
' J2]
— 1* (3.111)
" Kl2<
i'p 22(®)| =
U \hepvi (3.112)
\iW" )| = |^1 (3.113)
^prfS^ (3.114)
/Zp33(0) )| = 1*^33 (3.115)
Plots» o f £ f #) are provid ed in Figs .3.12-3.15.
100
ill 100
/ \
—fit ———
/ !\
10
/
/ \ \
/
X
\^ 1
/ \
\ \
\
.1
.1 1 10
\ 1C)0
.1
.1 l 10
\
100
oo CA)
Fig. 3.12 Relative frequency response of velocity to velocity.

52 A. CHATFIELD
100 100
10 10
.1 .1
.1 1 10 100 .1 1 10 100
ub <JO
Fig. 3.13 Relative frequency response of velocity to position.
100 100
10 10
.1 .1
.1 1 10 100 .1 1 10 100
(A> CJO
Fig. 3.14 Relative frequency response of position to velocity.
100 100
10 10
.1 .1
.1 i 10 100 .1 1 10 100
CAJ uo
Fig. 3.15 Relative frequency response of position to position.

Again, the dominant features of the relative gain plots are the peak near the res-
onance frequency cos. However, for navigation computations in ECEF coordinates
there are sometimes two peaks close to the Schuler frequency. One peak occurs
at CDS — u>ie and the other at cos + coie. The frequency region in which the relative
gain in the velocity and position channels is greater than unity extends over about
the same range as for navigation computations in ECI coordinates.
V. Effect of Velocity Damping

In the early days of inertial navigation, it was common practice to introduce
velocity damping in order to improve navigation performance. We will now ex-
amine the effect of adding velocity damping to inertial navigation in a central
force field in an inertial coordinate system. Similar results apply if computations
are performed in ECEF coordinates. By examining the resulting frequency re-
sponse function, we will see how velocity damping smooths out the large peak at
the Schuler frequency.
After adding velocity damping, Eq. (3.2) becomes
f~* Ti/f/
+ KVP' + —— P' = Sl (3.11 6)
which in state-space form is
—K v —cos
I 0
where
/*« o o\
*:„= I 0 kv 0 (3.118)
\0 0 kj
Thus, each component of inertial velocity is multiplied by a constant kv.
Taking the Laplace transform yields
(3.119)
with
(si -aI
Note that Eq. (3.41) is obtained if kv — 0.

From the denominator of H(s), we find that the roots are given by (—kv ±
^/kl — 4co*)/2. By properly choosing kV9 the poles are forced to be in the open
left-half plane, thereby making the system stable.11
A. Propagation of Initial State

The propagation of the initial state with time is given by the following inverse
Laplace transform:
Ydo(t) = L-l[H(s)]XQ (3.121)
or
0 /-* iio\
(3.122)
54 A. CHATFIELD
d«y(O« m/s per m/s
-1
Time , hours
Fig. 3.16 Variation of H$v with time.
in which
- sn (3.123)
,2 . / I
(3.124)
'a 8 " 1 1?
(3.125)
sn (3.126)
(3.127)
As expected, a comparison of Eqs. (3.123-3.126) with Eq. (3.48) shows that the
initial state is now propagated with an ever decreasing amplitude rather than with
a constant amplitude. Figures 3.16-3.19 show the variability of the four different
terms for a typical damping coefficient of 0.7 (kv = \Aa)s). With this damping
coefficient, initial errors in state are eliminated in less than two hours.
HduP(t)>(rn/s p e r m)x!0 4
-6
Time, hours
Fig. 3.17 Variation of H&vp with time.
-4
1 2
Time, hours
Fig. 3.18 Variation ofHApv with time.
B. Frequency Response Functions

As previously, the frequency response function matrix is derived from the
transfer function matrix. After introducing & using Eq. (3.54), the result is
(3.128)
Hldpv(co) Hdp
in which
(3.129)
CDs(l + I A JCO -CO2)
1 (3.130)
(3.131)
1.4 + jco
(3.132)
<os(l + IA jco - co2)
Per
-1
1 2
Time, hours
Fig. 3.19 Variation of HAp with time.
56 A. CHATFIELD
100 100
10 10
.1
.1 10 100 .1 10 100
Fig. 3.20 Relative frequency response Fig. 3.21 Relative frequency response
of velocity to velocity— velocity damped of velocity to position and position to
system. velocity— velocity damped system.
Introducing the lower case h for the diagonal elements in Eqs. (3.129-3.132),
and defining relative frequency response functions normalized to the co value of
0.1, the relative frequency response functions and phase angles, plotted in Figs.
3.20-3.22, become
0i (<£>) = 90° (3.133)
(3.134)
1 / CO \
0ip(<u) = tan-1 f —J (3.135)
4>'dp((A>), deg
100 90
10
45
.1
.1 10 100 .1 1 10 100
ci)
Fig. 3.22 Relative frequency response of position to position—velocity damped
system.
Comparing these three figures with the corresponding figures in Section III.C
of this chapter shows clearly the elimination of the infinite response at the Schuler
frequency. Also, the relative frequency span over which the curves are above
values of 0.1 remain about the same. Note that the phase angle is no longer always
exactly 0 or 90°. In the case of position propagating into position, the phase angle
varies between near 0 and 90°.
References
âttin, R. H., An Introduction to the Mathematics and Methods ofAstrodynamics, AIAA
Education Series, AIAA, New York, 1987, p. 115.
2
Bate, R. R., Mueller, D. D., and White, J. E., Fundamentals ofAstrodynamics, Dover,
New York, 1971, p. 19.
3
Huber, C., and Bogers, W. J., "The Schuler Principle: A discussion of some facts
and misconceptions," Dept. of Electrical Engineering, Eindhoven Univ. of Technology,
Eindhoven, The Netherlands, May 1983.
4
5
Farrell, J. L., Integrated Aircraft Navigation, Academic, Orlando, 1976, p. 25.
6
Gopal, M., Modern Control System Theory, Wiley, New Delhi, 1984, p. 266.
7
D'Azzo, J. J., and Houpis, C. H., Linear Control System Analysis & Design, Conven-
tional and Modern, 3rd ed., McGraw-Hill, New York, 1988, p. 136.
8
Bendat, J. S., and Piersol, A. G., Random Data: Analysis and Measurement Procedures,
Wiley, New York, 1971, p. 43.
9
Derusso, P. M., Roy, R. J., and Close, C. M., State Variables for Engineers, Wiley, New
York, 1965, p. 118.
10
Gelb, A. (ed.), Applied Optimal Estimation, MIT Press, Cambridge, MA, 1975, p. 77.
H
Lewis, F. L., Optimal Estimation, with an Introduction to Stochastic Control Theory,

Chapter 4
Inertial Instrumentation
A S described in Chapter 1, gyros are used in the IMU to establish a physical

coordinate system for specific force sensing accelerometers. Gimbals were
described as the framework surrounding the accelerometer-gyro cluster for the
purpose of providing isolation from vehicle motions (stabilized platform system).
The combination of gyros, accelerometers, and supporting structure assembly
and electronics was referred to as the IMU. Figure 4.1 illustrates the instrument
combinations for both gimballed and strapdown IMUs. The primary difference
between the gimballed and strapdown systems is the environment in which the
accelerometer and gyro clusters must function. The stable platform motions are be-
nign and instruments designed to work in this type of environment provide the
greatest accuracy. Inertial components in a strapdown system move with the vehi-
cle and must be designed to be more rugged and have a greater angular dynamic
range. The strapdown system is mechanically simpler because of the elimination
of the complex and bulky gimballing system. This greater mechanical simplicity
is exchanged for an increased computational workload.
A gradiometer, which senses the gravity gradient, was also mentioned in Chapter
1. A gradiometer is not normally included in a navigation system, but when
included is mounted on a stabilized platform.
In this chapter, we describe the various types of inertial instruments and provide
explanations of the measurement processes involved. The chapter begins with
gyros because one type of accelerometer uses a gyro as part of the mechanism for
sensing specific force. Generic error equations for the accelerometers and gyros
can be found in Section II of Chapter 5.
I. Gyroscope
The term gyroscope originated in the middle of the 19th century.1 In recent
decades the word gyroscope has almost universally been replaced by the word
gyro. Early work in gyroscopic theory was devoted to explaining the motion of
spinning objects like the Earth. Consider the toy gyro composed of a metal wheel
suspended inside a framework. The wheel is set in motion by pulling a string
previously wrapped tightly around the axle. After spinning the wheel, it retains
the original orientation in space even if the surrounding framework is rotated, just
as the Earth holds its orientation while orbiting around the sun. Both the toy gyro
and the Earth are physically demonstrating the conservation of angular momentum
for rotating bodies. The conservation of angular momentum is the basic principle
used in gyro designs based on the rotating wheel.
59
60 A. CHATFIELD
Inertial Measurement Unit
Low Dynamic High Dynamic

Range Gyros Accelerometers Range Gyros Accelerometers
Fig. 4.1 Inertial measurement unit components.
Around the beginning of the 20th century, research into the propagation of light
around a circular path showed that it could be used to sense angular rotation.2 The
time required to traverse a circular path in opposite directions is different if the
pathway is rotating. This time difference can be measured indirectly and used to
determine the rotation rate of the optical device containing the pathway. The result
has been the design and fabrication of the ring laser and fiber optic gyros.
A. Rotating Wheel
According to the law of the conversation of angular momentum, the angular
momentum remains constant if the sum of the external forces acting on a spinning
wheel is zero. For a spinning gyro wheel (called the rotor) the angular momentum
Ar is the product of the moment of inertia of the rotor about the spin axis 7,, and
the angular velocity of the rotor with respect to inertial space GJ/, :
A*r =/r07/ r (4.1)
In general, 7r in Eq. (4.1) is a nine-element 3 x 3 matrix of moments and

products of inertia (inertia tensor). But for simple disk-shaped rotors, we can define
the rotor coordinate system to coincide with the principal axes. The moment of
inertia then becomes
IT = (4.2)
The subscripts denote the three principal axes of the gyro rotor: rx,ry, and rz.
In a well designed and fabricated rotating wheel gyro, the rotor is suspended
so as to be free to rotate, suspended so that the center of gravity (e.g.) is at the
gyro gimbal system e.g., symmetrical about the spin axis, rotated at a constant
speed, and has a much higher angular momentum about the spin axis than about
any other axis.
The gyro rotor can be nearly completely isolated from external torques by
constructing a set of gimbals around the rotor as illustrated in Fig. 4.2. The figure
depicts a free gyro3 because it is supported in such a way that its axis has rotational
freedom. Low friction bearings are used to connect the gimbals at right angles.
INERTIAL INSTRUMENTATION 61
Outer
Gimbal
Inner
Axis
Gimbal
Outer
Case Gimbal
Fig. 4.2 Illustration of a rotating wheel gyro.
The diagram shows two gimbals: an inner gimbal attached to the rotor and to an
outer gimbal that is attached to the gyro case.
Suppose the case in the Fig. 4.2 is attached to an aircraft fuselage and the aircraft
climbs or rolls. Because of the conservation of angular momentum, the rotor spin
axis has a tendency to stay put and the spin axis is said to be stabilized in inertial
space. If angle measuring devices are mounted where the gimbals are attached
to the rotor spin axis and to the aircraft frame, the attitude of the aircraft with
respect to the inertially stabilized rotor spin axis could be determined at any time
by reading the measured angles. Gimbal angle sensing devices are called pickoffs.
What has been described is called a two-degree-of-freedom gyro because there
are two gimbals providing two degrees of rotational freedom. If the spin axis of a
two-degree-of-freedom gyro is vertical, it is known as a vertical gyro. The gyro is
called a directional gyro if the spin axis is horizontal. A two-degree-of-freedom
gyro with no particular spin-axis orientation is known as a free gyro. Complete
three-axis stabilization requires a vertical and a directional gyro or two free gyros.
Another common type of gyro is the single-degree-of-freedom gyro. It has only
one gimbal (fastened to the spin axis and gyro case) and allows freedom of inner
gimbal motion about only one axis. The high accuracy single-degree-of-freedom
gyro gimbal is usually a cylinder floating in a viscous fluid. This cylinder is referred
to as the float. Three single degree-of-freedom gyros are required for three-axis
stabilization. Many high accuracy aircraft and missile navigation systems use three
single-degree-of-freedom gyros in the IMU.
7. Gyroscopic Precession
The reaction of a spinning device to an applied torque is different from that of
a nonspinning device. For a spinning device, a torque applied to the inner gimbal
62 A. CHATFIELD
about the inner gimbal axis causes the spin vector to rotate toward the torque
vector. Going back to the two-degree-of-freedom gyro in Fig. 4.2 and applying
a torque about the inner gimbal axis on the inner gimbal, we see that the rotor
does not rotate about the inner gimbal axis but rotates about the outer gimbal axis
instead. This means that the rotor rotates about an axis at right angles to both the
spin vector and the torque vector. This rotation is called precession.
Because precession is a rotation, there is a precession axis direction. An easy
way of remembering the direction is to apply the following right-hand rule. Extend
the thumb and index finger of the right hand at right angles such that the spin axis is
along the thumb and the torque vector is along the index finger, then the precession
axis is along the middle finger extended at right angles to the thumb and index
fingers.
2. Rate and Integrating Rate Gyros

For a single-degree-of-freedom gyro float with angular momentum about the
e.g. of the float equal to Alf, the rotational form of Newton's second law of motion
is
*f=Alf (4.3)
where t*f is the torque applied to the float about its e.g. expressed in coordinates
fixed to the float indicated by the superscript /. Note that the center of mass and
center of gravity are equivalent for the float because the value of gravity does not
change significantly over the dimensions of the instrument.
If a gyro meets the five conditions for good design and fabrication, a simple
expression for Alf can be derived. The torque on the float causes a rate of change
of angular momentum directly and indirectly a change through the cross product
of the angular rate and the momentum vector. Thus
Alf = Aff + urff x A/" (4.4)
where the symbol m/f denotes the precession rate of the float. For a gyro with
a constant speed rotor, the first term on the right side is zero. Consequently, the
change in angular momentum is given by
Alf = mff x Aff (4.5)

It is useful to develop a scalar expression for the precession rate &>//. Taking the
cross product of Aff with each side of Eq. (4.3) and using Eq. (4.5) yields
Aff xtff = Aff x (urff x Aff) (4.6)

Expanding the right side, dividing by A2f, and solving for the precession rate, we
obtain
Affj x tfjf i (A
f
\ fj
The first term on the right side is the component normal to the angular momentum
and torque vectors, and the second term is the component parallel to the angular
momentum vector. For a single-degree-of-freedom gyro, the only motion possible

is normal to the angular momentum and torque vectors. Therefore,
AfW/j-- = Af ^ i j (4.8)
or in terms of magnitudes (A/ and tf are normal to one another)
*f = (4.9)
The vector relationship between torque, angular momentum, and precession
rate provides a convenient means of defining what is meant by input and output.
Let s represent a unit vector along the rotor spin axis that is coincident with the
angular momentum vector. Because the only place where rotation with respect
to the gyro housing can be measured is about the gimbal axis, let a unit vector
along that axis be signified by b (for output). The remaining orthogonal axis is the
precession axis that we designate by the symbol I for input unit vector. Now, if the
gyro case is rotated about the input axis, a torque is developed about the output
axis.
Equation (4.9) shows the bilateral relationship between a torque and the resulting
precession rate. A torque about the input axis produces a precession rate about the
output axis, and, conversely, a rate about the input axis produces a torque about
the output axis. The latter is used in the design of the rate gyro.
One of the most frequently used gyro types in inertial navigation systems is the
rate gyro. A rate gyro is created by adding a restraint spring to counter the torque,
a damping fluid around the float to prevent extreme oscillations, and a pickoff on
the output axis to measure the amount of precession rotation about the output axis.
The input, output, and spin axes of a rate gyro are illustrated in Fig. 4.3. From the
figure it is clear that i x b = s.
Another type of gyro found to be useful is the integrating rate gyro. This gyro
is a rate gyro with the float suspended in a high viscosity fluid. The counter torque
Spin Axis
Spring
Fig. 4.3 Rotating wheel rate gyro axes.

64 A. CHATFIELD
proportional to the float precession rate is now far greater than the restraint torque
proportional to the float precession angle.
The distinction between rate and integrating rate gyros can be made clearer
by an examination of the differential equation of motion for a single-degree-of-
freedom gyro. The differential equation is derived by setting the sum of the rate of
change of float angular momentum due to case rotation about the input axis equal
to the torques acting on the float. There are three torques involved: the torque
due to angular acceleration //#/, where If is the float moment of inertia about
the precession axis and Of is the angular acceleration of the float; the restraint
torque given by KgOf\ and the damping torque given by KV0/. In these terms Of
is the float precession angle, and Kv and K$ are the viscous damping and restraint
coefficients, respectively. Setting the three torques equal to the change of float
angular momentum AfCOtf yields
If Of + KvOf + K90f = A f coif (4.10)

Taking the Laplace transform for zero initial conditions, the response function
is given by
t — ______L———
2
(411)
a)if I f * + K vs + Ke
The steady-state value of Of, denoted by #ss, is found by replacing s by jco, and
setting co equal to zero:
#ss = ^// (4.12)
The equation indicates that the steady-state output precession angle is proportional
to the input rate, which is the reason for the name rate gyro.
The rate integrating gyro is created by making Kv much larger so that K00f is
small relative to the other two terms, with the result
Bf Af
- r- (4.13)
coif s(IfS + Kv)
Because of the l/s term, an integration is obtained between the input and output.
Consequently, the output is proportional to the integral of the input rate. Hence
the name rate integrating gyro.
B. Optical
The rotating wheel gyro is very complex and has many moving parts. On the
other hand, optical gyros are relatively simple and have almost no moving parts.
Two types of optical gyros have been developed that are useful in high accuracy
navigation: ring laser and fiber optic.
1. Ring Laser
Basically a ring laser gyro4 is a geometrically shaped channel (usually with
three, four, or six sides) drilled into a block of glass. The channel is filled with a
mixture of gases such as helium and neon. As shown in the square-shaped ring laser
Cathode
Mirror Mirror
Laser
Channel
Anode
C Anode
Mirror
Frequency
Shift Dither
Detector Driver
Fig. 4.4 Principal components of a ring laser gyro.
depicted in Fig. 4.4, a mirror is placed in each corner to reflect counter-propagating

pulses of light traveling around inside the chamber.
The atoms of the gas in the cavity emit light when they are excited by the flow of
an electric current. The light beam is split and forced to travel around the chamber
in opposite directions. If the chamber is stationary in inertial space, the split light
beam pulses come together at the same time. However, if the chamber is rotating
with respect to inertial space, the pulses of the split beam come together at slightly
different times because the distances traveled p~*. slightly different. The rotation-
induced difference in path length is called the agnac effect, after its discoverer
Georges Sagnac.5 The difference in time for the two light pulses to traverse around
the chamber leads to a frequency shift that is measured and used to determine the
rotation rate of the gyro.
Although ring laser gyros are not ring shaped, an explanation of the theory of
operation is most easily provided and understood for a gyro of that shape. Trr
light with a single wavelength Ar travels both ways in the chamber, interferes, am
forms standing waves remaining fixed in inertial space. Let 8tr be the difference in
the time required for the opposite light pulses to travel around the light chamber,
rr the radii10 of the ring to the center of the chamber, and o)r the angular rate
of the rinp in the tangential velocity due to the chamber rotation is rra)r and
the distance traveled during 8tr is rrcor8tr. Because the distance between standing
wave nodes is 4 A,., the number of nodes passed during 8tr, nr is given by
(4.14)
Consequently, the frequency shift 8fr is given by the equation
*rf = ——0)
8f >- r (4.15)
Ar
66 A. CHATFIELD
The measured gyro rotation rate about its sensitive axis corm is, therefore, derived
from the expression:
(4.16)
2rr
where 8frm is the measured frequency shift and Xr/2rr is the scale factor.
Because no mirror is a perfect reflector, some light is backscattered in a direction
opposite to the reflected light. At low rotation rates there is coupling between the
counterpropagating beams in the ring cavity, causing them to lock together and
move with the chamber. The result is no information about rotation rate over a
small rotation rate about a zero rate (a deadband). One solution is to mechanically
rotate the chamber back and forth at a rapid rate. This divides the deadband into
smaller parts at the cost of introducing moving parts into a device that otherwise
had no moving parts. A later solution uses a magneto-optic biasing technique,6
instead of a dither motor, to generate the necessary frequency difference between
counterrotating light beams.
Another problem encountered is due to the flow of the gas inside the chamber.
This gas flow causes a bias in the angular rate output. The gas flow is caused
by charge distributions in the gas and on the walls. This moving medium causes
differential light velocity that affects the detected differential frequency, thereby
biasing the output.
As pointed out earlier, three single axis gyros are needed to provide complete
orientation information. Because of the relative simplicity of the laser gyro, it is
possible to fabricate three-in-one axis designs from a single block of glass. Such
a design provides compactness and good stability between axes.
2. Fiber Optic
Although the development of the ring laser gyro has been successful, research
in the field of fiber optics has encouraged designers to try to use thin optical fibers
as the light propagation medium.7 A long optical fiber (up to several kilometers
long8) can be wrapped around a small spool. The difference in travel time of
light traveling both directions inside the optical fiber increases with length thereby
increasing the gyro sensitivity. Fiber optic gyros9 are small, light, and consume
very little power.
In addition to a long fiber, the gyro is composed of an optical source, a polarizer,
two beam splitters or directional couplers, phase modulator, and a photodetector
(see Fig. 4.5).
Photodetector Optical Fiber
Fig. 4.5 Principal components of a fiber optic gyro.

Inside the instrument, a light source emits light with a short coherence length.
Coherence length is the maximum difference in path length across which two
optical beams from an identical source can interfere with each other. The polar-
izer ensures that the counter-propagating beams have the same polarization. This
is essential because beams of different polarization have different propagation
speeds. One beam splitter or directional coupler divides the beam into two parts
and the other recombines the two beams. The detector converts the intensity of
the combined beams into a voltage change proportional to the rate of rotation. No
signal is detected when the gyro is not rotating in inertial space because the beams
interfere destructively—the counter-rotating light beams are equal but opposite in
phase. As the rate of rotation with respect to inertial space increases, the intensity
of the combined beam output increases because the phase shift increases.
C. Recently Developed Instruments

Gyro technology development has not stopped. New concepts are being intro-
duced from time to time. Among the most recent are the solid-state hemispherical
resonator, the injection-molded optical gyro, and the two-axis dry tuned-rotor
gyro. Although not currently used in high-accuracy navigation systems, future
design improvements may warrant the use of these instruments.
7. Solid-State Hemispherical Resonator

The resonator gyro design10 is based on the rotation-sensing properties of a
ringing wine glass discovered in 1890 by G. H. Bryan of Great Britain. It is
composed of three principal parts: a wine-glass-shaped resonator, an external
forcer housing, and a pickoff housing on the base. If a voltage is applied to the
resonator, it flexes a small amount up to one ten-thousandth of an inch. Pickoffs
sense a low-amplitude wave. The precession of the wave is a measure of the
rotation angle.
2. Injection -Molded Optical

The injection-molded optical gyro11 is a free-spinning, two-degree-of-freedom
gyro with output provided in serial packets, It can be used as either a vertical gyro
for measuring pitch and roll or as a directional gyro measuring yaw. It is small
in size (about the size of a 35-mm roll of film) and provides a digital output. An
"optical grating pattern is employed in conjunction with light-emitting diodes and
photoelectric sensors to track the motion of the gimbals" (Ref. 11).
3. Two-Axis Dry-Tuned Rotor

The dry-tuned rotor gyro12 is a two-degree-of-freedom sensor of angular veloc-
ities about two mutually orthogonal axes. It consists of a two-phase, synchronous
hysteresis-type drive motor. The motor spins the rotor at a high angular rate. The
suspension contains one gimbal connected to the rotor on one side and to the
motor shaft on the other side. The spring rate of the flexure is dynamically tuned
to nearly zero. Inductive pickoffs measure the rotor angular position about the two
input axes. Forced rebalancing is used so that the rotor follows the case motion.
68 A. CHATFIELD
The case contains a gas that causes aerodynamic and damping moments to act on
the rotor. The gyro is currently considered to be suitable for guidance of an agile
missile.
II. Accelerometer
An accelerometer uses the inertia of a mass to measure the difference between
the kinematic acceleration with respect to inertial space and the gravitational
acceleration. There are several principles that can form the basis for the design
of an accelerometer. One of the first successful accelerometers used a rate gyro
mounted as a pendulum mass. In more recent versions a rate gyro is used with a
mass offset on the float. Another design is based on the inertia of a proof mass
inside a low-friction case, and a third is based on the difference in vibration of two
thin metal tapes suspended inside a case with a proof mass suspended between
them. In later designs the proof mass is suspended from double tuning forks
fabricated on quartz substrata.13 Each type of accelerometer is described in terms
of its fundamental component parts and a simplified version of its output equation.
A. Pendulous Integrating Gyro

In the description of a single-degree-of-freedom gyro, we noted that a torque
about the output axis produced a precession rate about the input axis. This phe-
nomenon has been used to design the pendulous integrating gyro accelerometer
(PIGA). The overall arrangement of the gyro is shown in Fig. 4.6.
Vertical
Cylinder
Gyro
Spin
Axis
Gyro
Output
Axis
Fig. 4.6 Pendulous integrating gyro accelerometer configuration.

A linear acceleration along the input axis of the PIGA causes a torque about
the rate gyro output axis resulting in a precession rotation of the vertical cylinder
about the gyro input axis. This is expressed mathematically as
— Aca)c (4.17)
in which m/ is the offset mass of the pendulous integrating gyro float, // is the
lever arm to the offset mass, V/ is the linear acceleration along the input axis, Ac
is the angular momentum of the vertical cylinder assembly (primarily the angular
momentum of the rotor), and coc is the angular velocity of the vertical cylinder
about the input axis (precession rate). Setting the angular velocity of the vertical
cylinder equal to ac and integrating both sides yields
V, = (4.18)
mflf1
This expression explains the use of the word "integrating" in the accelerometer
name. The integral of the acceleration is proportional to the output quantity, the
rotation angle of the vertical cylinder with respect to the outer case. In other
words the instrument performs an integration of the measured acceleration before
providing an output. In recent years this type of accelerometer has been called a
specific force integrating receiver (SFIR).
B. Proof Mass
A proof mass accelerometer is basically a small mass with freedom to move
along a longitudinal tube with a spring to restrict the movement and damping to
prevent large oscillations. Figure 4.7 is a sketch of the cross section of a proof
mass accelerometer.
The equation of motion describing the output of the accelerometer is derived by
setting the sum of the forces involved equal to zero. Let xc be the distance of the
case from an inertial reference, xm the distance moved by the proof mass from its
zero acceleration position, (the output of the accelerometer), and Ks and Kj the
spring restraint and damping coefficients, respectively. Then
kdXm + ksXm = = Wn (4.19)
Inertial
Reference
Spring
Sensitive Proof
AA
Axis
Damping
Mass
v VV
Case <^\ ~v r^. cj xc
^ ^Sn ^
Fig. 4.7 Principal components of a proof mass accelerometer.
70 A. CHATFIELD
Magnet__________ Magnet
Left Tape Right Tape

Sliding Sensitive
Mass Axis
Magnet Magnet
Fig. 4.8 Principal components of a vibrating string accelerometer
so that the transfer function is given by

xm(s) 1
2 (4.20)
sc(s) + (Kd/mpm)s Kss/m
p pm
where sc is the acceleration of the case and mpm is the mass of the proof mass.
In view of this last equation, we can say that the proof mass accelerometer pro-
vides a steady-state measurement ;tms proportional to the steady-state acceleration
of the case with respect to inertial space scs given by
s
cs — (4.21)
m pm
C. Vibrating String
The vibrating string accelerometer uses two strings with a sliding mass between
them to provide an output proportional to acceleration. Although the word string
is common, the strings are actually thin metal tapes. A sketch of the cross section
showing the arrangement of the tapes and mass is provided in Fig. 4.8.
The magnets alternate to keep the tapes vibrating at a nominal frequency. If
the case is accelerated along the sensitive axis, the mass causes the tension on
each tape to be different so that each tape vibrates at a different frequency. The
acceleration is proportional to the difference between the vibration frequencies of
the two tapes.
Let the frequency of vibration of the left tape be // and the vibration frequency
of the tape on the right be /,, then
(4.22)
and
(4.23)
in which L is the length of each vibrating tape, /z is the mass per unit length of the
tape, and 7} and Tr are the tensions on the left and right tapes, respectively. For an
acceleration ap to the right, we can apply Newton's second law of motion and write
T{ = - m (4.24)
and
Tr = TQ -f mPpa
U
P (4.25)
Here TQ denotes the tension before the acceleration of the sliding mass mp between
the two tapes. Incorporating the last two equations into the previous two equations
and solving for ap, we get
(4.26)
m.
The equation was simplified slightly by noting that the mass of each tape mt is
equal to /xL.
D. Fiber Optic
Fiber optic14 sensors have been fabricated successfully to measure the force
required to accelerate a mass. Acceleration of the instrument causes microbends
in an optical fiber resulting in an intensity modulation of the optical power in the
fiber. Accelerometer range and sensitivity can be influenced by controlling the
stiffness of the fiber and the size of the mass. It is linear over a wide acceleration
range. This type of accelerometer is extremely rugged and currently is suited only
to measuring vibration.
III. Gradiometer
Because gravitational and inertial forces are intrinsically the same,15 it may come
as no great surprise that the gravity gradient can be derived from accelerometer
output differences. Why this is so is shown in Section I.E.4 of Chapter 9. To explain
how a gradiometer works in practice, representative output equations are derived
for a gradiometer using as a model the general configuration of the gradiometer
built by Bell Aerospace Textron [The output equations differ in sign from the
sample output equation in Ref. 16 because of the adoption of the sign convention
dictated by Eq. (9.28).].16 However, before the output equations are derived, the
gravity gradient tensor needs to be examined.
A. Gravity Gradient Tensor

By definition, the gravity gradient tensor in ECEF coordinates is given by
dx dy dz
e dgy
r = dPe dgy
dx dy ~d7
(4.27)
\ dx dy ~a7
The gravity field is irrotational and conservative17 (does not change with time
over navigation time periods), so that the curl is zero. Therefore,
V x ge = (4.28)
72 A. CHATFIELD
which means that
1 yx = 1 xy r z> —
1
— r yz
L (4.29)
In view of these three expressions, we conclude that the gravity gradient tensor is
symmetrical.
The divergence of the gravity vector is equal to a constant,18 say K8. Therefore,
the divergence can be written as
V-ge = Kg (4.30)
so that
.0- 4- rzz = (4.31)

Equations (4.27), (4.29), and (4.31) show that there are only five independent
terms in the gravity gradient tensor. A cluster of gradiometers need only provide
measurements for five of the nine elements.
B. Output Equations
Figure 4.9 illustrates the arrangement of the accelerometers in the Bell gra-
diometer. Four accelerometers are arranged around the periphery of a rotating
structure. Each accelerometer is a distance r/2 from the axis of rotation and is
mounted so that its sensitive axis (see arrows) is normal to the radius vector. The
Fig. 4.9 Rotating gradiometer configuration.

rate of rotation is denoted by &>gr and the angle 0gT is equal a)grt. An inertial coor-
dinate system, with origin at the center of the rotating structure, is shown as x and
y coordinates (In this section, the a subscript is omitted to simplify the equations.)
with the z axis along the spin axis directed out of the page. From the figure, we
see that the x and y components of gravity are given by
= go + rxxx + rxyy (4.32)
and
gy = go + ryxx + ryyy (4.33)
where go is the value of gravity at the origin of the inertial x-y coordinate system.
Also from the figure, we note that the component of gravity in the direction of the
arrow at accelerometer one g\ can be expressed as
g\ = ~gx sin 6>gr + gy cos #gr x\ = (r/2) cos #gr y\ = (r/2) sin# gr
(4.34)
Similarly, we find that
#2 = gx sin <9gr - gy cos <9gr x2 = -(r/2) cos <9gr ;y2 = -(r/2)sin0 gr
(4.35)
£3 = ~gx cos (9gr - gy sin 9gr = -(r/2) sin <9g y3 = (r/2)cos6» gr
(4.36)
and
#4 = gx cos (9gr + gy sin #gr = (r/2) sin <9gr }>4 = -(r/2)cos0 gr
(4.37)
Accelerometer pairs 1 and 2 and 3 and 4 are used to form the difference (Si -h
£2) - (S3 + S4) because Si - (-S2) = Si + S2 and S3 - (-S4) = S3 + S4. Ap-
plying the sign convention of Eq. (9.28) with Si the specific force output of
accelerometer i, we get
(S, + S2) - (S3 + 54) = -(gi+ g2) + fe 4- £4) (4.38)
Incorporating the expressions for the g\ through g4 into Eq. (4.38) leads to the
result:
(Si + S2) - (S3 + S4) = r[(rxx - Tyy) sin 26>gr - 2Yxy cos 2#gr] (4.39)
By adding two additional gradiometers (eight more accelerometers) with spin
axes along the y and x axes, two more expressions in gravity gradient tensor
elements are obtained:
(S5 - T zz ) sin cos 2<9gr] (4.40)
and
(59 -h SIQ) - (Sn + Si2) - r[(r v j - T zz ) sin 2£gr - 2Tyz cos 26>gr] (4.41)
The last three equations show the relationships between the output from three
gradiometers and the elements of the gravity gradient tensor. Because there are
only three equations to derive five unknowns, additional equations are required to
extract the tensor elements.
74 A. CHATFIELD
C. Output Equation Processing

In Eqs. (4.39-4.41), we note that when sin 2#gr is zero, the output of the three
gradiometers leads to a direct evaluation of the three independent off-diagonal
terms of the gravity tensor. Also, when the cos 2#gr is zero, three equations are
obtained for the differences of the diagonal elements of the tensor. The value of
sin 2#gr is zero for $gr = nn and cos 2<9gr is zero for 0gT = n(n/4). But Ogr = a)grt;
therefore, when t = nn/&>gr, the off-diagonal terms are obtained and when t =
nn/4(L>gT, the diagonal terms are obtained.
Let
A(rod) = (Si + 52) - (S3 + S4) (4.42)
B(tod) = (S5 + S6)-(S7 + Ss) (4.43)
= (S9 + S10) - (Su + Si 2 ) (4.44)
and
*«, = ^ (4.45)
then
rxy(tod) = ~—^~ (4.46)
(4.47)
zr
and
r yz (r od ) = -^~ (4.48)
Similarly, we can write
A(t^
(4.49)
(4.50)
r
and
where
fc = f^
4
(4.52)
^gr
Equations (4.31) and (4.49) through (4.51) are a set of four equations in the
three unknowns: rxx, ryy, and F zz . Here, we are assuming that Kg is determined
by other means. Three of the equations can be used to derive the three gradient
elements and the fourth used as a check, or all four can be used in a least-squares
solution. The linear matrix equation for the least-squares solution is
(
A(td)/r\
B(td)/r
(4.53)
C(td)/r
with the solution
)\
) (4.54)
Kgr-B(td)-C(td)J
The preceding equations serve only to illustrate how gravity gradient tensor
elements can be derived from the output of a rotating gradiometer. The equations
for computing the gradient elements in the Bell Aerospace Textron gradiometer
are different.
IV. Gimbal Configurations

In most navigation systems, the gimbals are a mechanical framework surround-
ing the stable platform. One successfully developed missile IMU uses a floating
ball gimbal system. Each type of gimbal system is briefly described in the follow-
ing two subsections.
A. Mechanical Frame
For most navigation systems, three gimbals are sufficient. Vehicle motion does
not cause a rotation of the stable platform throughout most maneuvers. An illus-
tration of a three-gimbal configuration is provided in Fig. 4.10. Fighter aircraft
navigation systems may require a fourth gimbal due to the extreme maneuvers
carried out in combat. The position of the fourth gimbal is programmed so as to
prevent gimbal lock that occurs when two gimbals become nearly coplanar.
Gimbal angle pickoffs are located at A, #, and C in the figure. Also, associated
with each gimbal is a gimbal torquer. During platform stabilization the output of
each gyro is fed to a gimbal torquer. The platform inertial rate is controlled by
applying the prescribed rates to the gyro in the form of control torques about each
gyro output axis assuming that rotating wheel gyros are used.
B. Floating Sphere
In the floating sphere system, the inertial components are mounted inside the
inner of two spheres. An outer sphere is attached to the vehicle through shock
mounts, and the inner sphere is supported by a hydraulic fluid and hydrostatic
bearings. Rotation of the inner sphere with respect to the outer sphere is accom-
plished by a fluid pump and hydraulic torquing valves. Electrical brushes are used
to transmit data and power to and from the inner sphere.
Determining the orientation of the inner sphere with respect to the outer sphere
is accomplished by inductive pickup from printed pattern bands. A receiver band is
76 A. CHATFIELD
Fastened
To Vehicle
Outer
Gimbal
Shock
Absorber
Fig. 4.10 Illustration of a three-gimbal IMU.
fixed to the outer sphere at a slant angle with three mutually orthogonal driver bands
attached to the inner sphere. Changes in the angles measured from a reference
point along the receiver band to its intersection with the three driver bands are
functionally related to changes in the orientation of the inner sphere.
V. Strapdown Configuration
The inertial instruments in a strapdown navigation system are mounted to the
frame of the vehicle in a manner similar to the way the instruments are attached to
the inner gimbal of a gimballed system. A strapdown system IMU is referred to
as a body-mounted IMU. For convenience, we assume the components of the jc, y,
and z accelerometers and gyros are mounted with sensitive axes along the vehicle
roll, pitch, and yaw axes, respectively.
In some navigation situations the body-mounted IMU is subjected to a severe
dynamic environment. Also, in some applications the navigation computations
must be accurate at all attitudes. As a consequence, strapdown navigation mecha-
nizations frequently utilize quaternions in the integration of the output of the gyros
to determine attitude with respect to inertial space (see Sections II.C and II.D in
Chapter 6, and Appendix C).
References
!
Weems, W. R., "An Introduction to the Study of Gyroscopic Instruments," Dept. of
Aeronautical Engineering, Massachusetts Inst. of Technology, Jan. 1948.
2
Anderson, D. Z., "Optical Gyroscopes," Scientific American, Vol. 254, No. 4, April
1986, p. 94.
3
Weems, W. R., "An Introduction to the Study of Gyroscopic Instruments," Dept. of
Aeronautical Engineering, Massachusetts Inst. of Technology, Jan. 1948.
4
Martin, G. J., "Gyroscopes May Cease Spinning," IEEE Spectrum, Vol. 23, No. 2, Feb.
1986, p. 48.
5
Post, E. J., "Sagnac Effect," Reviews of Modem Physics, Vol. 39, No. 2, April 1967, p.
475.
6
"Northrop Develops Family of RLGs," Aviation Week and Space Technology, Vol. 135,
Dec. 15, 1986, p. 95.
7
Klass, P. J., "Fiber-Optic Gyros Now Challenging Laser Gyros," Aviation Week and
Space Technology, Vol. 145, July 1, 1996, p. 62.
8
Henderson, B. W., "DARPA Contract Boosts Integrated FOG/Global Positioning Sys-
tem," Aviation Week and Space Technology, Vol. 140, Jan. 14, 1991, p. 43.
9
Anderson, D. Z., "Optical Gyroscopes," Scientific American, Vol. 254, No. 4, April
1986, p. 94.
10
Hughes, D., and Mecham, M., "Delco Resonator Gyro Key to New Inertial Systems,"
Aviation Week and Space Technology, Vol. 140, Sept. 30, 1991, p. 48.
1
Gyration, Inc., "Injection-Molded Optical Gyroscope Offers cost, Size, Weight Sav-
ings," Aviation Week and Space Technology, Vol. 140, Oct. 21, 1991, p. 100.
12
Mansour, W. M., and Lacchini, C, "Two-Axis Dry Tuned-Rotor Gyroscopes: Design
and Technology," Journal of Guidance, Control, and Dynamics, Vol. 16, No. 3, 1993, p.
417.
13
Klass, P. J., "Firms Research Fiber-Optic Gyros As Successors to Ring-Laser Systems,"
Aviation Week and Space Technology, Vol. 138, Feb. 13, 1989.
14
Udd, E. (ed.), Fiber Optic Sensors, An Introduction for Engineers and Scientists, Wiley,
New York, 1991, p. 227.
15
Moritz, H., "Inertia and Gravitation in Geodesy," Proceedings of the Third International
Symposium on Inertial Technology for Surveying and Geodesy, University of Calgary, Vol. 1,
1985. p. 2.
16
Goldsborough, R. G., "The Gradiometer Survey System," Proceedings of the Third
International Symposium on Inertial Technology for Surveying and Geodesy, University of
Calgary, Vol. 2, 1985, p. 652.
17
1986. p. 459.
18
1986, p. 459.

Chapter 5
Calibration
C ALIBRATION of the inertial instruments is necessary because the outputs

are a blend of accurate and erroneous information. Calibration is the process
of comparing instrument outputs with known reference information and determin-
ing coefficients that force the output to agree with the reference information over
a range of output values. Because accelerometers sense specific force and gyros
sense platform or vehicle angular rates, we begin by describing the available refer-
ence information for specific force and angular rate. After establishing the identity
of the calibration reference data, the procedures used to calibrate accelerometers
and gyros are described.
Modern calibration procedures utilize the benefits of Kalman filtering to obtain
optimal estimates of the calibration coefficients. Obtaining analytical results for
calibrations based on Kalman filtering is extremely difficult. However, analytical
results can be derived for inverse and least-squares solutions of the calibration
observation equations. This is the method used in this chapter. The results show
how each measurement of specific force or angular rate is used to obtain each
calibration coefficient.
Normally, inertial instrument calibrations for high accuracy systems are per-
formed at sites fixed to the Earth. However, with sufficient reference information,
calibrations are possible during navigation. With the wide availability of GPS data,
this method of calibration is becoming more common, especially for strapdown
systems.
I. Physical Reference Vectors

Because accelerometers and gyros usually are used in clusters of components,
we are interested in physical reference vectors acquired from geodetic surveys
that can be used to calibrate all three (and possibly all five or six) instruments at
the same time. Also, in recent years, gyro torquing rate accuracy has reached the
point where it can be used as a reference rate for gyro calibration.
A. Specific Force
A suitable reference specific force for fixed-site calibration can be identified by
examining the equations of motion in LAV coordinates. Because/* is the velocity
with respect to the Earth in ECEF coordinates, the velocity with respect to the
Earth in LAV coordinates Pu is given by
Pu = R»Pe (5.1)
79
80 A. CHATFIELD
where /?" is the rotation from ECEF to LAV coordinates. Differentiation with
respect to time produces the expression
p" = (5.2)
because at a calibration sight, the angular velocity of the LAV frame with respect
to the Earth (GT^M) is zero. Solving Eq. (3.64) forP* and incorporating the result
into Eq. (5.2) yields, for a position fixed to the Earth,
S" = x /")
(5.3)
because gea, given by
(5.4)
e
is the surveyed or apparent gravity vector. The first term on the right g is the
mass attraction gravity and the second term is the specific force due to the Earth's
rotation. These gravity vectors are illustrated in Fig. 5.1.
In LAV coordinates, the apparent gravity vector is defined by the expression
(5.5)
where ga is the magnitude of the apparent gravity vector. Equations (5.3) and
(5.5) show that the magnitude of the apparent gravity vector is a suitable specific
force reference for fixed-site accelerometer calibration. If an accelerometer input
axis is aligned to the gravity vector, the output equals the negative of the value
of apparent gravity measured at the calibration site. Because two components of
the apparent gravity vector are zero, one accelerometer of a nearly orthogonal
three-accelerometer cluster can be closely aligned to the apparent gravity vector
Equatorial
Plane
Fig. 5.1 Gravity vectors.
CALIBRATION 81
Plane
Fig. 5.2 Earth-rate vector and LAV coordinates.
by torquing the platform until the outputs from the other two accelerometers are
zero.
The preceding discussion shows that apparent gravity is a good reference for
specific force in the range of plus or minus one g. But what about a specific
force reference for accelerations for the many gs encountered in missile and space
launches and during re-entry? To determine if there are calibration coefficients
proportional to powers of the specific force greater than one, it is necessary to
expose the inertial instruments to a multi-g environment. The solution is simple
to state but difficult to implement. It is based on the principle of the centrifuge.
A rotated body at the end of a lever arm experiences a centrifugal force1 per unit
mass/cf, given by
/cf = - (5.6)
in which wcf is the angular rate of the centrifuge and lcf is the lever arm. The
rotation axis of the centrifuge is aligned to the astronomic vertical. Because the
rotation rate and the lever arm of the centrifuge can be measured closely, the
specific force being experienced by the inertial instruments can be calculated ac-
curately. One accelerometer input axis can be aligned closely to the centrifugal
force vector by torquing the platform until the outputs of the other two are zero
and one g, respectively (the input axes are in the horizontal and vertical planes).
Centrifuge tests determine the extent to which the specific force sensitive calibra-
tion coefficients are nonlinear with respect to specific force. Centrifuge testing of
the inertial components is accomplished at the factory.
B. Angular Rate
Figure 5.2 shows the geometric relationship between the Earth-rate vector and
the na and ua LAV coordinate axes. From the figure, we can write
(5.7)
82 A. CHATFIELD
This equation shows that the angular rates of a cluster of three gyros fixed to
the Earth can be calculated from the magnitude of the Earth-rate vector and
astronomic latitude. This is why the Earth-rate vector is one suitable reference
angular rate vector. (A small correction to the direction of the Earth-rate vector is
described in Section I.F of Chapter 7.) Although the value of CDie has long been
known accurately and the astronomic latitude can be determined accurately from
astrogeodetic observations (see Chapter 7), using the Earth rotation rate for gyro
drift calibration has two significant disadvantages. The Earth rotation rate is only
15°/h, and the horizontal component is small at high latitudes.
Because of the disadvantages of using Earth rate, the development of accurate
gyro torquers has advanced to the point where gyro calibration coefficients can be
determined by comparing the output of the gyro cluster to accurately commanded
reference platform torquing rates.
II. Calibration Procedure

Calibration involves the systematic comparison of a specific force, velocity
increment, or angular rate outputs with reference values. Velocity increment is
included here because one accelerometer provides an output that is the integral
of specific force over a very short time interval (see Section II.A of Chapter 4).
The specific force reference in the case of a velocity increment comparison is the
integral of ga over the same time interval. Accelerometer and gyro calibration are
treated separately in the next two sections, but calibration computations can be
carried out simultaneously.
A. Inertial Measurement Unit Configuration

The calibration examples described in Sections III and IV of this chapter are
based on the platform configuration illustrated in Fig. 5.3 (Ref. 2). It consists
of three accelerometers with input axes assumed to be along the orthogonalized
accelerometer input axes xp, yp, and zp directions shown and three gyros with
input (I), output (O), and spin (S) axes as shown in the figure. For illustrative
Up
zp
Fig. 5.3 IMU configuration.

CALIBRATION 83
purposes a rotating wheel type gyro is assumed in the gyro calibration equation
development.
Calibration is usually performed in the field for platform-mounted inertial in-
struments and at the factory for body-mounted instruments. However, with the
advent of GPS, the factory calibrations for body-mounted instruments can be up-
dated to a degree during navigation. The method of calibration described in this
section is for platform-mounted instruments and is based on performing a series
of instrument cluster rotations from one orientation to the next. The measurement
residuals (defined in subsequent sections) are observed for a period of time at
each orientation. After completing the series of observations, the data are used
to compute the calibration coefficients. This method of describing the calibration
procedures is used in order to provide the simplest explanation of the calibration
process. In practice the accelerometer-gyro instrument cluster is usually contin-
uously rotated and the measurement residuals are processed through a Kalman
filter. Kalman filters are described in Chapter 9.
B. Platform Rotation Schedule

The calibration rotation schedule is designed to provide measurement residuals
that, together as a whole, reflect the effect of all of the accelerometer and gyro
calibration coefficients. The example chosen is an 18-observation schedule. Each
accelerometer input axis is placed in an up and down orientation (6 observations)
and at all possible halfway in between orientations (12 observations). Figure 5.4
shows the three accelerometer and gyro input axis positions in all 18 orientations
along with the corresponding values of each component of specific force. Also
provided are the components of the carousel rotation rates to be used for calibrating
the gyros.
The calibration coefficient evaluation equations are derived for the accelerom-
eter triad using the first 12 platform orientations and again for all 18 orientations.
Gyro calibration coefficient equations are derived using selected groups of the 18
platform orientations.
To simplify the notation in Fig. 5.4, the o subscripts on the angular rates are
omitted, and the p subscript on the platform xp, yp, and zp axes are omitted. The
carousel rotation a)r is independent of the tumble rotations and is only used to
determine the value of the acceleration-independent gyro calibration coefficients.
To achieve the required orientations shown in Fig. 5.4, a schedule of platform
rotations was assumed. All are positive right-hand tumbling rotations about hor-
izontal axes. The platform tumble rotation schedule is shown in Table 5.1. The
tumbling rotation schedule is just one of many that can be devised and serves only
as an example of a schedule that provides data sufficient for both accelerometer
and gyro calibrations.
The first 12 measurements were made at the start and after every 45° rotation
except during the 225° rotation period that is required to reposition the platform
so that the first 12 measurements provide a measurement matrix with an inverse.
During the first 12 measurements, the platform is positioned so that each ac-
celerometer and gyro input axis is directed vertically upward and downward and
diagonally upward and downward in pairs. The last six measurements were made
at the end of each pair of 45° rotations. During each of these measurements, one
input axis of each pair is directed diagonally upward and the other diagonally
downward at the time of the measurement.
84 A. CHATFIELD
Up
a) b) Up
'9a / v 2
C)
Up d) Up
y
9
'
West Z West
North
North
Up
e)
CJ = CJ
Fig. 5.4 Accelerometer and gyro input axis orientations.

CALIBRATION 85
Up Up
g) h)
W
r /N/2
"
West x - West
North
Up j) Up
r'\/2
West
North
Up
CJ =- CJ
x r
s = g
West
North
Fig. 5.4 Accelerometer and gyro input axis orientations (continued).

86 A. CHATFIELD
West West
North North
West West
North
West Y West
North
Fig. 5.4 Accelerometer and gyro input axis orientations (continued).

CALIBRATION 87
Table 5.1 Rotation schedule for instrument

calibration tumble rotation
Fig. 5.4 Nos. Angle, deg Axis Axis direction

1-3 90 xp North
3-5 90 zp East
5,6 45 yp South
6,7 225 yp South
7-9 90 xp East
9-11 90 zp North
11, 12 45 yp West
12, 13 45 yp West
45 -Xp North
13, 14 45 -Xp North
45 -Zp East
14, 15 45 -Zp East
45 -yp North
15, 16 45 -yp North
45 — xp East
16, 17 45 -Xp East
45 —zp North
17, 18 45 —Zp North
45 -yp East
III. Accelerometer Calibration

During accelerometer calibration, the specific force output is compared to the
apparent gravity obtained from a gravity survey (after extrapolation of the survey
value to the elevation of the accelerometer cluster e.g.). Any difference is used
to calculate accelerometer calibration coefficient values that force the computed
specific force to agree with the extrapolated gravity survey value. The comparison
is made by means of observation equations, which are derived first. Two ways
are then shown for using the observation equation to determine the accelerometer
calibration coefficients.
A. Observation Equation
The orthogonalized computed specific force in platform coordinates Sp is equal
to the actual measured value S_a, premultiplied by the adopted scale factor matrix
K"f, which in turn is premultiplied by the nonorthogonal transformation from
accelerometer to platform axes. The platform axes are assumed to be defined as
orthogonalized accelerometer input axes (see Section III.B.I of Chapter 2). In
mathematical form
S? = TfK°fSa (5.8)
The elements of the transformation matrix T£ are extracted from Eq. (2.34). The
88 A. CHATFIELD
other terms are defined as follows:
S" = I Spy I (5.9)
(5.10)
W/
and
fk,a, 0 0\
(5.11)
The expression for 5" is derived by first considering the actual specific force in
accelerometer coordinates to be equal to the actual output specific force premul-
tiplied by the actual scale factor K£f defined as
(5.12)
The actual output of an accelerometer during calibration is not equal to the actual
value of apparent gravity ga at the calibration site. When there is no component
of specific force along the input axis, there is usually a small nonzero bias output
8S_ab. Also, allowance must be made for a scale factor nonlinearity K^ because
some accelerometer calibration coefficients vary as a function of products of
components of the specific force. With these variables included, the actual specific
force measurement of the accelerometer cluster becomes
K$fSa = Sa0 + 8Sab + K^S^S" (5-13)
where Sîs the actual raw output of the accelerometers in accelerometer input axis
coordinates and
(5.14)
(5.15)
and
CALIBRATION 89
Solving Eq. (5.13) for 5^ and combining the result with Eq. (5.8) yields
Sp = T?Kff(K%f)~l (Sa0 + 8Sab + ALnijS?*?) (5.17)

Incorporating Eqs. (2.34), (5.11), (5.12), and (5.14) through (5.16) into (5.17)
produces an expression for the three components of the computed specific force in
platform coordinates (second and higher order terms have been omitted) given by
\
Sp (5.18)
where
(5.19)
At this point, we introduce the actual scale factor perturbation, which is the
difference between the actual and nominal values. Thus A^. = ksa. + $ksa., i =
x, y, and z, and after applying the first-order Taylor series expansion ofksa. /(ksa. -f
8kâ)9 the preceding expression becomes
(5.20)
where the scale factor deviation from the actual value is normalized by dividing
by the nominal value of the scale factor, in other words, setting 8Jcsai = &k.sai/ksa. .
Equation (5.20) is a set of three equations in the 12 unknown calibration co-
efficients: otr,otv,<x7,8sh ,8sh ,Ssh ,8kva ,8k ,8k.,,. ,kn ,kn , and kn . The
——X ' —— J ' —— Z ' —— DX ' —— f)y ' —— DI —— &Qx —— ACly ' —— i U z —— fix —— f l y —— til
additional equations required for a solution come from repeated observations at

different orientations of the accelerometer cluster with respect to the calibration
site apparent gravity vector. The measurement residual for each observation is
gp — SJJ. For the accelerometer calibration, it is best to use a measurement resid-
ual composed of the magnitude of the apparent gravity vector at the calibration side
minus the magnitude of the output of the accelerometer triad. Using the magni-
tude difference obviates the necessity to precisely control the platform orientation
during the calibration rotations.
To first order, the square of the magnitude of the specific force is given by
S2 = V S_n
2k
(5.21)
90 A. CHATFIELD
Because
(5.22)
and
we can write
where the subscript / refers to the /th calibration measurement and
(5.25)
Equation (5.24) is referred to as the accelerometer measurement residual equation
or observation equation.
B. Application of the Observation Equation

Equation (5.24) provides one equation in the 12 unknowns in Eq. (5.25). The
measurement residual for each calibration observation (g — S_0 .)# is obtained
by calculating the magnitude of the output of the three accelerometers, subtracting
the result from the calibration site apparent gravity magnitude, and multiplying
the difference by the apparent gravity magnitude. If desired, Eq. (5.24) can be
normalized to the value of gravity at the calibration site by dividing both sides by
g 2 . This was not done in order to make the results easier to interpret.
If we let Dâ. be the /th row matrix generated by applying Eq. (5.24) to the
/th calibration measurement and let <5F^ be the vector of measurement residuals
(g — S_0.)g , then we have
= &1 (5.26)
where
d,. \
D,, = (5.27)
f
*y«
^
8
8Y = y-a, (5.28)
CALIBRATION 91
In these equations, n is the number of calibration measurements, 8y is equal to

(g — S-oi^g ' ^Z *s e(lual to (g ~ $-02) g , and soon. The definition of the d fl
follows from Eq. (5.24). For example, d_a^ is equal to s_()l s_()lz,d_ai2 is equal to
-£,,iXs.(,i2 ' d.02l is given by s,()2ys_()2z , and so on.
For a calibration procedure with the number of measurements equal to the
number of calibration coefficients, the calibration coefficients are evaluated using
the inverse solution
&Ka=I£l8L, (5-29)
If there are more measurements than unknown calibration coefficients (a more
common situation), a least-squares function for the accelerometer calibration co-
efficients provides the solution. Thus
&xa, = CD^DJ-'D^Z,, (5.30)

The subscript / has been added to designate the vectors and matrices associ-
ated with the least-squares solution. If statistical information is available for the
calibration coefficients, a weighted least-squares computation can be used.
The calibration observations shown in Fig. 5.4 provide a D^ matrix such that
the inverses in Eqs. (5.29) and (5.30) exist.
7 . Inverse Solution
The solution of Eq. (5.29) yields the 12 values of the accelerometer calibration
coefficients based on the 12 residuals from the first 12 accelerometer input axis
orientations shown in Figs. 5.4a-5.41. The results are displayed in Eqs. (5.31-
5.42):
<*, = ;— (*0 - 2 + + s_() - 2 + s_ (5.31)
(5.32)
~ 2-°4 + -'" + -"» ~ 2-"m + -"" -* (533)
(5.34)
(5.35)
(5.36)
92 A. CHATFIELD
)- 1 (5.38)
' ^ ' '
8ksai =——(j0l+J07)-l (5.39)

—Cl
I- —— ______(<? _ o _I_ A /7e _ c _ c _1_ r _ A/^C 4- C ^ (^ ACl\

^«, — n: ^ V±r;o ±o* * v
^S-o* 2-o* ±.o« ^ ^r;,n ^-r;,, ^ ±o^)
vz
l^.^W
= + +
~ ~ ~ ~ ~
- n- = (
- " ' ~ ~02 + -°" ~ -<* ~ + 08
- " -"«' + -"^ (5 42)
'
An examination of the equations shows that all the coefficients of the measure-
ments sum to zero except for the coefficients of the three scale factors, which sum
to — 1. This is as it should be. If the output contained no errors, all of the calibration
coefficients would be zero, except the scale factor, which would equal —1.
For an example of a physical explanation of the calibration coefficient results,
review Figs. 5.4a-5.41 and consider the evaluation of ax, one of the misalignment
angles shown in Fig. 2.5. This misalignment is a small rotation about the xp plat-
form axis. Any orientation of the accelerometer cluster that puts either the v- and
z-accelerometer input axes at a significant angle with respect to the apparent grav-
ity vector registers a small residual due to the otx misalignment. This occurs in Figs.
5.4a-5.4c and 5.4g-5.4i. Consequently, the measurements for these accelerometer
cluster orientations are used in Eq. (5.31) to compute the ax coefficient.
Also, consider the x accelerometer bias and scale factor nonlinearity 8s_h and
k , respectively. The calculation of these two coefficients use all of the measure-
ments where the input axis is not horizontal. (See Figs. 5.1b, 5. Id, 5.1e, 5. If, 5.1h,
5.1j, 5.1k, and 5.11.) If the x accelerometer input axis is horizontal, the accelerom-
eter does not sense the apparent gravity vector and therefore the measurement is
of no value in computing the bias and scale factor.
In contrast the x accelerometer scale factor Sk_ is derived from just two
measurements: one with the input axis directed upward and one with the input
axis directed downward (see Figs. 5.4e and 5.4k). The outputs of the measurements
at these two orientations are directly affected by the x accelerometer scale factor.
2. Least-Squares Solution
Adding the six remaining 45° input axis positions provides an example of
the use of least squares to evaluate the 12 accelerometer calibration coefficients.
The results show which measurements are selected when there are more than the
minimum required.
As an example, consider the nonorthogonality angle a_x , which is now given by
CALIBRATION 93
Four measurements s_0i , s_0^ , s_0i , and s_0v> where the y and z input axes are placed
vertically up and down are replaced by two measurements: s_0 ^ and £ , where
the y and z accelerometer input axes are inclined at an angle of 45 deg to the
gravity vector in pairs (see Figs. 5.4m and 5.4p). This means that, when available,
measurements with the accelerometer input axes at 45° to the gravity vector are
more suitable for determining the nonorthogonality angles than measurements
with the accelerometer input axes parallel to the gravity vector. The least-squares
solution selects the measurement residuals that provide the strongest solution;
whereas, the inverse solution selects all relevant measurement residuals and gives
extra weight to those with the strongest geometry.
As a second example, consider the z accelerometer scale factor Sk^ . It is still
largely determined by measurement residuals s_0{ and s_Oj as before, but all of the
other measurements now have some influence on the value:
"-
(5.44)
This example is typical of the results of the two calibration coefficient evalu-
ations for all of the calibration coefficients except for the nonorthogonality co-
efficients. Namely, the influence of the observations used by the inverse solution
dominates, where the geometry is most favorable, but the other observations make
a contribution to the least-squares coefficient evaluations.
IV. Gyro Calibration

A gyro is used in one of two modes. It can be fastened to a frame and used to
sense the angular rate of the frame (sensing or caged mode), or it can be used in a
feedback control loop to control the rotation rate of the frame (stabilization mode).
In the sensing mode the actual output of the gyro is m_g • i, including gyro drift
errors, where m_g is the actual angular rate of the gyro in inertial space and i is a
unit vector along the gyro input axis. If the frame is fastened to a structure attached
to the Earth, the gyro senses the component of Earth rate along the input axis. In
the stabilization mode the gyro is used as a sensor, but, in addition, the output is
used in a feedback loop. The output in the stabilization mode is the commanded
rate mc plus the errors associated with the sensing mode and imperfections in the
feedback loop.
During gyro calibration for navigation, the sensed rotation rate of the gyro
cluster is compared to a reference rate, which is either the Earth rate or the sum
of the rotation of the Earth and an accurately commanded rate. Generally, the
sensed rate of the gyro differs from the input rate because of nonorthogonality
and imperfect knowledge of the scale factor, bias, and other sources of error
proportional to the acceleration components and acceleration component products.
A. Observation Equation—Magnitude Form

The orthogonalized sensed angular rate is equal to the actual measured rate, pre-
multiplied by the scale factor matrix and the orthogonalization transformation from
gyro to platform axes. The platform axes have been defined to be orthogonalized
94 A. CHATFIELD
accelerometer axes; therefore, the transformation requires the six elements given
by Eq. (2.47). With that in mind
mP = T/KJfm_8 (5.45)
where mp is the computed angular rate in platform coordinates, Tg is the

nonorthogonal transformation from gyro to platform coordinates, KJf is the matrix
of gyro scale factors, and ur8 is the actual measured angular rate along the actual
gyro input axes. In expanded form
(5.46)
(5-47)
and
fa, o o
Krf = 0 ksgj 0 I (5.48)
V 0 0 ksgi
The actual measured angular rate in gyro coordinates, premultiplied by the
actual scale factor matrix K^f9 is given by
where
fag, ° °
!&=\ ° **«, 0 | (5.50)
0 0 k..
(5.51)
I (5-52)
K!>b = I kn i,. *,. I (5-53)

CALIBRATION 95
-OOA
(5.54)
-IS,
~ \AOSV ~ ^ I (5.55)
v-iio
(5.56)
(5.57)
(5.58)
In these expressions, J^_ff is the actual scale factor matrix, w^ is the actual raw
output of the gyro cluster, 8ml ^ s me actual gYro bias vector, ^b is the actual
mass unbalance coefficient matrix, K%{{ is the actual along-axis compliance matrix,
K^ is the actual cross-axis compliance matrix, and S8 is the actual specific force
in gyro input axis coordinates. Some of the gyro calibration coefficients may
not apply to a particular gyro. The equations are based on the following general
drift-rate model for each gyro3-4:
drift rate = Sco,, + ks^ - kts_s + k0s_o + ^sj - klssj + koos_
(5-59)
In the model ^ 7 , s_o, and s_s are the actual specific force along the gyro input,
output, and spin axes, respectively, k f , k_o, and k_s are the actual coefficients due
to mass unbalances along the input, output, and spin axes, respectively, and the
hi! are the actual coefficients due to compliance along the /th axis caused by a
specific force along the y'th axis.
Referring back to Fig. 5.3, which shows the input, output, and spin axes for each
rotating wheel gyro in the assumed configuration, we remember that an erroneous
angular rate about the input axis is caused by an erroneous torque about the output
axis. Suppose that there are imperfections in the mass balancing of the gyro so that
there are mass unbalances along the input and spin axes. Any acceleration along
either the spin and input axes, respectively, produces a torque about the output
and thus a spurious measure of drift rate. For example, a specific force acting on
the gyro case along the positive input axis direction produces a torque about the
96 A. CHATFIELD
Spin Axis
Specific
Force
Output
Axis
Fig. 5.5 Rotating wheel rate gyro with mass unbalance.
output axis if there is a mass unbalance along the spin axis as shown in Fig. 5.5.
Also, an acceleration in the direction of the positive spin axis produces a negative
torque about the output axis, if there is a mass unbalance along the input axis.
A mass unbalance along the output axis produces a torque about the orthogo-
nalized output axis due to the small angular difference in the nonorthogonal axis
directions.
Compliance is caused by the elastic deformation of the float assembly under a
specific force loading. As the float is deformed, the center of gravity is displaced
causing a small unbalance about each axis resulting in spurious torques about the
output axis as described in the previous two paragraphs.
Proceeding as for the accelerometer calibration, we solve Eq. (5.49) for ms,
substitute the result into Eq. (5.45), and obtain the following rather lengthy equa-
tion:
y, -y a)* -f-
—xy —vz
\'
•P £3 7Jj£ -4- I V G)n — V COn -\~ <5<
^-O ~ \ JLyz—Ux JLyx—Vz
-y COQ + y (OQ + -
CALIBRATION 97
(5.60)
The approximately equal symbol applies because the first term of a Taylor series
expansion of ksg./(ksg. 4- ^hsg) was used for / = x, y, and z. In deriving Eq.
(5.60), kj was set equal to ksg. + 8^sg and <5A^ was set equal to 8J£sg./ ksgi for
/ = x, y, and z.
Equation (5.60) provides a set of three equations in 39 unknown gyro calibration
coefficients. The additional equations needed for a solution are obtained from
observations over a period of time while the platform is rotated through a sequence
of angles that excites each calibration coefficient. Note that the variables in the
equation, besides the calibration coefficients, are components of sensed angular
rates measured by the gyros and specific force measured by the accelerometers.
As in the accelerometer calibration case, we wish to determine the values of the
gyro calibration coefficients that force urp to equal the actual reference angular
rate at the calibration site m?. With the platform being carouseled, as indicated in
Fig. 5.4, each gyro is presented with angular rates about the up and down directions
and components along the various in-between directions. The reference angular
rate for a high precision navigation system is the sum of the Earth rate and the com-
manded platform rotation rate. Denoting the commanded platform rate in platform
coordinates by ajc^,, the required value is found by solving the following equation:
where
(5.62)
From Eq. (5.61), we see that the commanded platform rate for achieving the
desired carousel rate depends upon the latitude of the calibration site.
To achieve the desired platform carousel rate, the Earth rate vector &reie has to
be transformed into platform coordinates. This does not present a difficulty if the
platform has been leveled to the local astronomic vertical and the geodetic coor-
dinates and astronomic coordinates have been determined from an astrogeodetic
survey—common for a calibration site. For R% in Eq. (5.61) can be expanded as
follows:
R% = R!uK^ (5-63)
If the platform has been leveled to astronomic north, west, and up, R% is very
nearly a unit matrix. The J?" matrix is a function of the deflections of the vertical
defined by Eqs. (7.47) and (7.48) that are functions of the astronomic and geodetic
coordinates (described in Chapter 7). The third rotation R^ is defined by Eq. (2.52).
98 A. CHATFIELD
Using Eq. (5.60), the square of the magnitude is derived from the matrix product
(mp)Tmp. After setting wp equal to mrp, the measurement residual difference
cc^. — oj% is approximated by 2(cor — Q^co,-. Thus, a suitable observation equation
(with one exception to be discussed shortly) is
in which
^r
—8
= ((y
\\L-xy
-yL-zy/^—zx
}(y - l—yx'—yz
y )(y -y—xz')8a)
—"*h 8cob Sc^
— "y
Sk HJ.r Sk
—°z —SB se Sk^
—*g g
y —*gz
(5.65)
Equation (5.64) can be normalized by dividing by to,2, but this was not done so
that the results are more easily explained.
In Eq. (5.65), only the difference between three pairs of }/.. coefficients ap-
pear. The difference terms are the components of the magnitude change resulting
from the transformation from the nonorthogonal gyro input axes to the orthogonal
platform axes. Refer back to Section III.B.3 of Chapter 2 and substitute Eq. (2.47)
into Eq. (2.19). The result is
where
(5.67)
<y»-2i,,> ,
y ) (y—yx — y—zx)
(y—zy — —xy
v
in which y is the actual rotation part and y is the actual magnitude change part.
The three y_.. difference terms in Eq. (5.65) appear in the equation for y_ . Thus,
CALIBRATION 99
from angular rate magnitude, only 36 out of the 39 calibration coefficients can be
determined. Here, the y^.. differences are counted as single calibration coefficients.
Another method is described in the next section that yields all 39 gyro calibration
coefficients.
B. Observation Equation—Vector Form

The specific-force-independent and specific-force-dependent calibration coef-
ficients in Eq. (5.60) can be evaluated separately using different observation ori-
entations. Orientations 1, 3, 5, 7, 9, and 11 in Fig. 5.4 are used to evaluate the 12
specific-force-independent coefficients, and orientations 2, 4, 6, 8, 10, 12, 13, 14,
15, 16, 17, and 18 are used to derive the value of the 27 specific-force-dependent
coefficients.
To accomplish these evaluations, Eq. (5.60) is rewritten in the following form:
—ô, 0 0 (DQ 0 0 1 0 00 —<Wn.,
1 ~ôr 0° 0° £Q^n,Y 0 0
0 (OQX 0 0 ~(OQZ 0 0 1 0 0 " -O)QV 0 0 * s_t
0 0 —d)(\ 0 0 (Or 0 0 1 0 0 " a)Qz 0 0
0
•£ov ° $z 0 0 \
0' ^ 0 0 -s^2 0
0 0' ^ ° ° d }
-£o v £o z ° °
0 -s.0ys.oz 0
0 0 s s
(5.69)
in which
—8 \L-XZ —yz —zy —xy —yx —zx —bx —by —bz —S8x
, (5.70)
where the following definitions have been used:
1,
io, (5.71)
where / = jc, y, and z.
1. Specific-Force-Independent Gyro Coefficients

Extracting the specific-force-independent terms from Eqs. (5.69) and (5.70),
we have three equations in 12 unknown gyro calibration coefficients. With the six
100 A. CHATFIELD
odd numbered orientations 1 through 11, there are 18 equations to solve for the
12 unknowns. The basic three observation equations are
0 a)Qz 0 0 1 0 0 -ft)Qx 0 0
0 0 0 -& 0 0 1 0 0 -GjQ 0
0 0 -(Da 0 0 to* 0 0 1 0 0 - 6
(5.72)
in which
8X
—e#/v/
=(y y y y y y
VL_.YZ -~yz —zy —xy — yjc —z
Sa>
—"yb 8a)h
—"z
(5.73)
^ '
In matrix form the zth observation triplet is given by the expression
^ = 154,1=^
p __ (5.74)
^
\
Sy
-
Sy—gid
t = (5.75)
\ ,
\ -«/</„/
(5.76)
where i = 1,3,5,7,9, and 11 in Eq. (5.74). The d_gjd are determined by the
matrix in Eq. (5.72) and the orientations in Fig. 5.4. The corresponding least-
squares solution is written as
$K = (ELT EL )~ J B- &y (5.77)

which leads to the following equations for computing the 12 acceleration-indepen-
dent calibration coefficients included in 8X0. :
(5.78)
(5.79)
(5.80)
CALIBRATION 101
Y = 2(o
——(a>o *7 ~ôV) (5-81)
-^ r\
y = T—fô -ô )
—-VJC O/ \"— 31! — Vl i (5-82)
V = ——(^-«oJ9) (5.83)
-
(5.84)
+ ôv +ô v +^QV +ô,, ) (5.85)
(5.86)
(5.87)
(5.88)
(5.89)
The measurement residual for each observation is derived from the angular rate
data given in Fig. 5.4. For the preceding calibration coefficient evaluations, the
measurement residual vector is
<ty = (o — CL>XI 0 — coyi (j±r — CL>ZI 0 — &>jc3 ULT — &>y3 0 — &>Z3
cor -coX5 0 - coy5 0-uZ5 Q-coXl 0 - a)yi -cor- coZ
) (5.90)
The equations for the 12 specific-force-independent gyro calibration coefficients

are based on the six orientations illustrated in Figs. 5.4a, 5.4c, 5.4e, 5.4g, 5.4i, and
5.4k. In these six orientations each gyro input axis is directed vertically upward
and vertically downward. These orientations were used to make the resulting
equations for the calibration coefficients straightforward to interpret. In practice
many more orientations would be used. Several of the equations for the specific-
force-independent calibration coefficients are examined to show how the least-
squares solution picks out the proper angular rate measurements.
For example, consider the y coefficient. This is a small rotation of the x gyro
input axis about the y platform axis. The angle is in the x-z plane. Consequently,
when the z axis gyro input axis is directed vertically upward and downward, the
difference in the angular rate output is an indication of the y misalignment angle.
The following cosine function shows how )/ is calculated:
^Lxl^.r = cos(90° - y_x ) = sin(}/ ) « y_ (5.91)

102 A. CHATFIELD
Because there are only two orientations with the z axis vertical, the y coefficient
is the arithmetic average of the two angular rates along the x axis'. The same
reasoning explains the equations derived for the remaining five y.. coefficients.
The next three specific-force-independent calibration coefficients are the an-
gular rate biases. The angular rate bias is simply the negative of the arithmetic
average of the six angular rate measurements along each axis. If the input axis
is horizontal, the measurement residual is referenced to zero. On the other hand,
if the input axis is vertically upward or downward, the measurement residual is
referenced to the reference angular rate. Therefore, all of the observation residuals
contain the rate bias, and it is reasonable to expect that all the gyro outputs are
used in the calculation.
As pointed out before, the scale factor is designed to be the difference from
a negative unit value. The equations show this clearly. Each coefficient is the
arithmetic average of the angular rate when the input axis is directed vertically
upward and downward divided by the reference rate minus one. The gyro outputs
when the input axis is horizontal provide no scale factor information.
As in the case of the accelerometer coefficients, the sum of the coefficients of
all of the calibration coefficients is zero except for the scale factor, which sums to
-1. From Eqs. (5.84-5.86), it appears that this rule does not hold for the biases.
However, the sum is still zero because the reference rate is positive for orientations
1. 3, and 5 and negative for orientations 7, 9, and 11.
2. Specific-Force-Dependent Gyro Coefficients

There are 27 specific-force-dependent gyro calibration coefficients. The 12
remaining orientations in Fig. 5.4 (2, 4, 6, 8, 10, 12, 13, 14, 15, 16, 17, and 18)
provide 36 measurements with which to determine the value of the 27 coefficients.
These coefficients can be evaluated using the magnitude form of the observation
equation Eq. (5.64). Because this requires an increase in the number of platform
orientations above the 18 shown in Fig. 5.4, the vector form is used—providing
an overdetermined solution. From Eq. (5.69), we obtain
~ o 4
£o, 0 0 £ov 0 0 *oz 0 0
0 £0, 0 0 £o, 0 0 s_ 0 0
; 0 0 ô, 0 0 lov 0 0 Sn 0
0 0 v2
Ôz
0 0 — s_
4 0 0 -4 0
0 d, 0 0 4
0 0 -£o, So, 0
~-QX-OZ 0 0 0 8X. (5-92)

0 So ^0S >
-ô.v£oz -0 V Z
in which
ix -ooy £isz z.i z £00,
CALIBRATION 103
The observation equations are given by
(5.94)
/Sy
-gii
Sy = (5.95)
-ft/
(5.96)
in which ; = 2,4, 6, 8, 10, 12, 13, 14, 15, 16, 17, and 18 in Eq. (5.94) and the
d_gii are determined by Eq. (5.92) and Fig. 5.4. The corresponding least-squares
solution is written as
which leads to the following equations for computing the 27 specific-force-

dependent calibration coefficients included in 8X_gd:
-^-8^-°<4 -<V, -% -°<,2 -°-H 2o, IJ +£o, 17 +fi!o, 1! ^
(5.98)
ô — o—Gô
8(7 } 4 +ô 6 ~ô} 1() ~ô 1 2 ~~ ôv 14 ~ ^nv 1 5 +^nv 7
' -' ' - ' ' -' '
+ ^n>'18 y) (5-99)
x
ô/14 ~ ^n2 + ôZ[1 + <^n
Uz v(5.100)
"~ u ~ i8^
v/2
(0r) -(Or) +(0r) -(Or) ~ (O r)
— — — — —
V// x (O
— ——
Rg
lô>'2 ~^~ ô.V4 ~~ ô)'8 ~~ ô>'10 ~^~ ô>'13 ~1~ ô)'\4 ~~ ôVl6 ~ ô>'17 ) ~~ —
V U 7
a
I,
(5.102)
104 A. CHATFIELD
A/2/
kn = -— ((Of)
2 2
+ (OH — (On — (OH -{-(Of) -{-(Or, — (Or, ~~ <^n ) (5.103)
8je '4 ~~ Z
« ~~°Z10 — °Z13 — °Z14 — °Z16 — ° Z 17 / '
2-0
-s/2, x
kn
— °x
— T:ga
— Vlô
—%
+—
&>o
U
*6
——
^nU
*8
~—
&>o
°*12
~—
&>o
°*13
+~
<ô
°*15
+~
&>n
°*16
~~
^n°*18 '
1(5.104)
7
, _ ___ / _i_ _ _ _ 4_ _i _ \ (^ 1f)S^
= —( - } -^
(5.106)
=
1 f
£si —2 i—o ~~ —o ~" —o ~^~ ô "~ —o^ ~" —o ~^~ —o ~~ —o
-^>o, +ô x ~ô, ~ô x ) (5.107)

1 7
<wn l5
——Vy +<w n
—— Oy ~^
——n
U j
l6
———
ôOy ; ) V 7 lK
(5.108)
^ '
—-——((Of)U -f (Of)
Uz
—(Of)Z + (OnZ + (Of)
Uz
—(Or,Z + (Of)Z + (Of)
Uz
4#2 V— z 2 — 4 —° 6 —° 8 — 10 — ° 12 — ° 13 — 14
Û/
(Of)u z , 5 +(0r)
— — u zi6 +(0n
— u ZJ7 — —
(Of)u z i 8 /) (5.109)
——
(Of)U.v +(0f)
— Ujrifi
15
+(0f)
—U V17
— ~^v,
coo )/ 8
(5.110)
)'i2 — .vi3
(Of) +(0f)U -{-(Of) — (Of) } (5.111)

—U >'i5 — yi6 ""^n — îs^
zg — zio
——
(Of)o zi5 + —
(Of)ozi6 -i- —
(Of)ozi7 — —
(Of)o zi8 y} (5.112)
v /
= ~T~r(^n
4^2 V— %
~<ô
—U*4
+ô
— Ujf6
+^0
~U*8
——
<ô
Ujc
10
+ô
~U-M2
+ô
— °*13
~~wUo
^14
2-a
-\-(Or) -i-(0f) —(Of) +(0f) ) (5.113)

—U —U —U —
CALIBRATION 105
} (5.114)
8'
+ôz +ôz ~~ôz ~+~ôz ) (5.115)
J (5.116)
o
Uyn / ) (5.H7)
, 17 ) (5.118)
*15 o,Ig) ( 5 ' 119 >
V18 ) (5.120)
(5 121)
J '
) (5.122)
=
felSII, 2~2 (£% + ~°3'8 ~ —°vi3 ~ ~QyJ (5.123)
_ 1
îosoz ~ ~^~~j(—o,2 ~*~—oZ8 ~ —oz,3 "~ô /16 ) (5.124)
The measurement residual vector used to derive the preceding coefficient eval-
uation equations is defined as
CO.. &L 0),. CO..
———— —— COn, ~~~ CO r, ^=. ~ CO r, 0 ~ CO ^ =
Z2 X4 V4
CO CO
— CO^ 0 — COr) —= — COr, Q — COf) ——=
- ~ " ""
r ^ r r
—— ——7= —— COr) 0 —— COr) ~ ——= ~ COr) 0 ~ COr) ~ ———= ——COr) 0 ~ COr)
v z
^2 io io y/2 -ri2 ~Uyi2 ^/2 ~ 12
"~ 13
^
Q. CO CO (O
—— COr) —— ———=L ——COr) —— ——=. —— (Or) ~= —— CO f) 0 —— COr) ~ ———=. ~ (Or)
Z13
-°>'i3 ~' X 1 4 Vl4
~ Zl4
- Xi5
106 A. CHATFIELD
r. & n Or Q <2r
0 — C0n —-= — CDf) 0 — COr, — —=. — COf) ——=z — COf, ——= — Ct)n
- 0v "A/2 z
" V1A
72 - 0yi6 V2 Z]
«V2 v7
'
T
(5.125)
The rationale for the calculation of the specific-force-dependent gyro calibration

coefficients is somewhat more complex than for the specific-force-independent
coefficients given earlier. There are three types of coefficient calculations to be
explained: mass unbalance, compliance, and compliance difference.
Consider the coefficient for the mass unbalance along the spin axis k_s while
referring to Fig. 5.5. For the x gyro the x axis is along the input axis, the y
axis is along negative spin axis, and the z axis is along the output axis. For this
configuration, a specific force along the x axis produces a torque about the output
axis, which results in a drift rate about the input axis. The equation for calculating
ks uses x axis angular rate measurements for orientations 4, 6, 10, 12, 14, 15,
17, and 18. In all of these orientations, the input axis of the x gyro is directed up
or down at a 45 deg angle with respect to the gravity vector. Each angular rate
measurement is divided by the specific force acting along the input axis g /\/2.
The spin axis mass unbalance is the average minus the reference value &>,./£ •
Next consider the & SI^ compliance term, which is an unbalance along the spin
axis due to a specific force along the input axis. This calibration coefficient is
multiplied by the square of the x component of specific force. The common
coefficient l/4g 2 is equal to (l/8)[l/(g /V2)2], as it should be. At orientations
4, 6, 10, 12, 14, 15, 17, and 18, there is a large component of the apparent gravity
vector acting along the x axis. The angular rates measured about the x axis at these
orientations largely determine the value of the ^SI coefficient. The angular rate
values for four other orientations are also included because a least-squares solution
includes more than the minimum number for some coefficients. The minimum
number of measurements would only be included for an inverse solution. In any
case, the additional measurements at orientations 1, 8, 13, and 16 are very small
and have only a second-order affect on the evaluation of the k^ coefficient.
As indicated by Eq. (5.71), the last nine gyro calibration coefficients are really
the difference between two compliance coefficients. For these calibration coeffi-
cients the common coefficient l/2g 2 is equal to (l/4)[l/(g /-s/2)2] as expected.
Values for each of these coefficients are determined by orientations resulting in two
specific force components occurring simultaneously. Consider the & SSIIv calibra-
tion coefficient. Deformations are caused by specific force along the spin and input
axes. For the x gyro, the specific force component along the spin and input axes
occur alike at orientations 4, 10, 14, and 17 as shown in Fig. 5.4. Consequently,
the angular rates measured at these orientations are used in the equation for &SSIIr .
The accelerometer and gyro calibration coefficient equations derived in this
chapter serve the purpose of illustrating how the calibration process works for a
high accuracy navigation system. In the next chapter, we go on to the next phase
in inertial navigation: initial alignment, and a related subject, attitude evaluation.
References
ôwles, G. R., Analytical Mechanics, Saunders College Publishing, Philadelphia, 1986,
p. 121.
CALIBRATION 107
2
Jackson, A. D., "Continuous Calibration and Alignment Techniques for an All-Attitude
Inertial Platform," AIAA Paper 73-865, Aug. 1973 (The paper is based on techniques
originated by Charles Stark Draper Lab. personnel, one of the principal contributors being
Dr. Pat Barry.).
3
Jackson, A. D., "Continuous Calibration and Alignment Techniques for an All-Attitude
Inertial Platform," AIAA Paper 73-865, Aug. 1973 (The paper is based on techniques
originated by Charles Stark Draper Lab. personnel, one of the principal contributors being
Dr. Pat Barry.).
4
Udd, E., (ed.), Fiber Optic Sensors, Wiley, New York, 1991, p. 234.

Chapter 6
Initial Alignment and Attitude Computation
I NITIAL alignment is the process of establishing the rotation from platform

or vehicle body coordinates to navigation computation coordinates (hereafter
referred to as navigation coordinates). In this book, navigation coordinates are
either ECI, ECEF, or LGV coordinates. The platform coordinates are usually the
orthogonalized accelerometer input axis directions. The body coordinates can (and
frequently do) coincide with the roll, pitch, and yaw axes of the vehicle. Ballistic
missile and space vehicle navigation coordinates are usually ECI or ECEF because
the vehicle trajectory is expressed most conveniently in those coordinates. For
aircraft navigation, the computation axes are typically LGV coordinates because
that coordinate system is oriented with respect to the reference ellipsoid of the
Earth.
Initial alignment can be accomplished computationally by computing the el-
ements of the rotation from the stabilized platform or vehicle body axes to the
navigation coordinates. Additionally, a stabilized platform system can orient the
accelerometer cluster physically to a known orientation with respect to the local
apparent gravity vector and Earth-rate vector.
After completing initial alignment and initialization of the state vector, an
inertial system is ready for the navigation phase. During navigation, the coordinate
rotation from platform to navigation coordinates is updated almost continuously
based on the output of the gyros and accelerometers. Integration of the output
of the gyro cluster mounted on the stabilized platform or attached to the vehicle
body updates the coordinate rotation from platform or vehicle body coordinates
to ECI coordinates. This integration constitutes what is referred to as attitude
computations and results in the elements of the rotation from ECI coordinates
to platform or body coordinates. The output of the navigation computations is
then used to compute the coordinate rotation from ECI coordinates to navigation
coordinates, if the navigation coordinates are not ECI.
I. Initial Alignment
There are two commonly used methods of initial alignment: analytical and
a combination of leveling and gyrocompassing. Also, some navigation systems
include a hard-mounted mirror and align in azimuth to a light source at a known
azimuth. The analytical method is especially important for strapdown navigation
systems because there is no requirement to rotate the IMU. The elements of the
coordinate rotation are determined computationally for any navigation coordinate
system or any orientation of the IMU. For a stabilized platform system leveling
is a means of orienting an IMU with respect to the local astronomic vertical, and
109
110 A. CHATFIELD
gyrocompassing provides a method of orienting the IMU with respect to geodetic

north. These operations are accomplished computationally in a strapdown system.
A. Analytical Coarse Alignment

The equations for analytical coarse alignment1 are the same for both platform
and strapdown navigation systems except for platform and body axis symbols.
The symbol m is used to designate either platform or vehicle body coordinates.
Analytical coarse alignment equations are different for each navigation coordinate
system. Regardless of the navigation coordinate system used, the equations derived
in the next three subsections show that analytical alignment cannot be performed
at or near either the north or south poles. However, it is very unlikely that an
alignment will be required at or near these two locations.
7. Earth-Centered Inertial Navigation Coordinates

The actual apparent gravity vector, Earth-rate vector (Note the small correction
to the direction of the Earth-rate vector described in Section I.F of Chapter 7),
and the cross product of the two vectors in platform or body coordinates and ECI
coordinates are related by the following expressions:
= porb (6.1)
Taking the transpose of both sides and combining the three equations into one
matrix equation yields
m — p or b (6.2)
Solving for R_ , we obtain
m = p or b (6.3)
To complete the derivation, the components of the apparent gravity vector and
Earth-rate vector must be defined in ECI and platform or vehicle body coordinates.
The apparent gravity vector is very simply expressed in LAV coordinates as shown
in Eq. (5.5). The gravity vector in ECI coordinates is obtained by rotation from
LAV to ECI coordinates using the following rotation product:
BL = RLE1 (6.4)
INITIAL ALIGNMENT 111
The two rotation matrices on the right side are the respective transposes of Eqs.
(2.48) and (2.53). Carrying out the matrix multiplication yields the result
(
-cos(A + viet sin(A.-h &>/(?0 cos(A. + cîet) cosjA
—sin(A. + G>iet) sin <£ -cos(A-f &>/(,) sin(A-f-w / e )cos^ (6.5)
COS 3> 0 sinO /
so that
(
—cos(A, + coiet) cos O
—sin(.A + o;/6,0 cos 3> (6.6)
—sin^
Using the equation for the Earth rate in ECI coordinates given by
(6.7)
the rotation from platform or vehicle body coordinates to ECI coordinates becomes
/-c
' — VÛbl^Y -|~ (JUÎJ — CUS^V f (JJ^l) Liall S^ — M H \ ^ Y -f (ju
iei ) I
g^ cos —
— sin(A. + o)/e,r) — sin(A^ + coiet) tan cos(A + o)/£,r)
Ri = g COS^
1
0 0
—x-n, —y m — zn, m = p or b
^zm ^>'n, ~~ ^yw ^zn! £rwl ^zm ~~ ^-zwl Â-WJ $-ym Q.xm ~ S_Xm Qym
(6.8)
because
-Sv
g^ = -s.ym m = porb (6.9)
and
m = p or b (6.10)
Sitting on the Earth at rest, the IMU measures the specific force of the Earth
pushing upward, whereas the acceleration due to gravity is downward; hence,
there are negative signs in Eq. (6.9).
Normally, we would expect the evaluation of Eq. (6.8) to take place instanta-
neously when time is zero. However, in an operational situation this may not be the
case. The actual computation can take place some time after the initial alignment
clock is started.
112 A. CHATFIELD
2. Earth-Centered Earth-Fixed Navigation Coordinates

The derivation of the equation for the actual coordinate rotation from platform or
vehicle body coordinates to ECEF coordinates proceeds as in the previous section
for ECI navigation coordinates with the superscript i replaced by e and time set
to zero. The rotation from LAV to ECEF coordinates is given by the transpose of
Eq. (2.53) so that the actual apparent gravity vector in ECEF coordinates is
—cosA. cos 3>
-sinA cos <& (6.11)
The Earth-rate vector in ECEF coordinates is the same as in Eq. (6.7). Con-
sequently, the actual coordinate rotation from platform or vehicle body to ECEF
coordinates is given by
—cos A. — cos A. tan <]> —sin A. \
g cos <E>
e
— sin A^ tan 3> cos A,
-m g COS 4>
1
0 o
~-ym
CO7
— m = p or b
\s"nQym ~ S.ym WZm S_XmQ_2m — S_ZmCOXm S_ymCOXm — S_XmCO_Jm
(6.12)
3. Local Geodetic Vertical Navigation Coordinates

The actual coordinate rotation from platform to LGV coordinates requires the
actual apparent gravity and actual Earth-rate vectors in LGV coordinates:
m = p or b (6.13)
The rotation from LAV to LGV coordinates can be derived from two rotations
Rue and R^ using the relation
BZ=B2B£T (6.14)
u v
The rotations R e and R e are defined by Eqs. (2.52) and (2.53). As a consequence,
sin0sincos(A_ — AJ— cos0cos4> — si cos<£sin<|> — sin 0 cos ^ cos (A.— A)\

sin <E> sin(.A — A.) n(A — X) I
cos0sin(A_ — AJ cos^cosOcos(A_ — A) + sin0sin^/
(6.15)
Thus, we see that the actual rotation from LAV to LGV coordinates depends only
on the actual astronomic and geodetic coordinates of the alignment site. Also,
from Eqs. (6.15) and (5.5), we find that the actual apparent gravity vector in LGV
coordinates is given by
sin 0 cos f£ cos(A. — A) — cos 0 sin 3? \

cos$sin(A-A) ~ \ g^ (6.16)
—cos0 cos 3> cos (A. — A) — sin 0 sin 4>/
In view of Eqs. (2.49) and (6.7), the actual Earth rate in LGV coordinates is
^COS0\
0 (6.17)
yo>^sm0;
Thus, we have
/ sin 0 cosÂ — A) cos 04- sin 0 tan cos(A, — A) sin 0 sin(A — A) \
sin(A — A) tan 4> shX-A — A) —cos(A. — A)

8 COS O CO,-, , g CO; , COS O
2-a — —le 2-a—ie —
—cos0 cos(.A — A) sin 0 — cos 0 tan <P cos(A. — A) —cos0 sin (.A — A)
\ £ COS O CO- 8 CO- COS O /
\ 2-a — —ie 2-a—ie — '
(6.18)
so that
DV
Km =
I sin 0 cos( A. — A) cos 0 + sin 0 tan <P cos( A. — A) sin 0 sin (A. — A) \
s
^c° ^ uie ^^,cosO
sin (A. — A) tan fP sin (A, — A) —cos (A. — A)
g cosO
2-a —
a*.
—lc
g2-a—
co
-cos0 cos(A. — A) sin 0 — cos 0 tan <£ cos(A. — A) —cos0 sin(A. — A)
\LZmQ-ym ~~ -ym—zm -xm^-zm ~ -zmQxm -ym—xm ~ -xm^-y
= porb (6.19)
114 A. CHATFIELD
By applying Eqs. (7.47) and (7.48) the inverse can be written in terms of the
deflections of the vertical £ and rj as follows:
/ tan0 r\ tan 0 \
(Die COS 0 g &>cos0
a rj tan0 1
(6.20)
g COS 2 0 &>z> cos 0
1 i ZZ
\
where we have used the approximate expressions
cos 1
\COS0,
sin JU " (6.21)

\cos0y cos0
cos £ ~ 1
These approximations can be used at nonpolar latitudes because the deflections

of the vertical at the surface of the earth are at most of the order of 60 arc sec
(2.908 x 10~4 rad) in mountainous regions and seldom larger than 20 arc sec
(9.695 x 10~5 rad) in lowland areas.2 At altitudes above the Earth, the deflections
of the vertical are smaller. Deflections of the vertical are described in Section IV. A
of Chapter 7.
Incorporating Eq. (6.20) into Eq. (6.13), the actual coordinate rotation from
platform to LGV coordinates becomes
tan0 1 rj t a n 0 \
COS
8 Q-ie 0
rj TI tan 0
g COS2 0 oo_ie cos 0
1 i
—S7
CO..
——
COV —S
z7 n ,—y —y (J07
v —z SY —z
—x C07 —S
—z CO..
7 —.\ Sv —x
—y CO.. —S
—x COV / ,
Y —y
m m m m m m m m m m m
m = p or b (6.22)
The equations derived in this section for rotating platform coordinates to ECI,
ECEF, and LGV coordinates are suitable for aligning an IMU in a benign envi-
ronment or for coarse alignment in a nonbenign environment. More sophisticated
dynamic methods, such as the introduction of damping and smoothing, are usually
required for fine alignment in a nonbenign environment.
B. Aligning an IMU Stable Platform to LGV Coordinates

After analytically estimating the coordinate rotation from platform to LGV
coordinates and subsequently slewing the platform accordingly, the remaining
rotation from IMU platform coordinates to LGV coordinates involves only small
angles.3 Let the small angular rotation vector between the two coordinate systems
be denoted in skew-symmetric form by Ev, then the defining expression is
Kv = SRvpRP (6.23)
where
/ o -e_u *_w\
£" = i« 0 -£„ (6.24)
V-i* i* 0 /
and
SK; = RVP - Rp (6.25)

With this definition, the equation for computing the transformation from platform
to LGV coordinates is given by
Rvp = (i - KV)KVP (6.26)

Differentiating Eq. (6.26) with respect to time and incorporating Eq. (6.26) back
into the result yields
because
At this point we have an expression showing the actual rate of change of ^.

Now the question is: how is ep driven to zero? If the platform is tilted a little from
the LGV coordinates, two accelerometers are not quite in the horizontal plane
and provide a specific force output proportional to the tilt of the platform. This
opens the possibility of driving e_p to zero by providing a commanded rotation rate
based on the output of the two horizontal accelerometers. The commanded rate
should include the product of a gain matrix and the specific force measured by the
horizontal accelerometers.
The preceding takes care of leveling about the north and west axes, but not
alignment in azimuth. We note that wvic x e^ produces an azimuth rotation vector
component 6 M given by coie sinê^. Thus, the misalignment in azimuth causes a
rotation rate about the west axis of the platform. Therefore, in concept at least,
azimuth alignment can be performed by applying an appropriate gain to the tilt
about the west axis. With this in mind, we define the actual commanded platform
angular rate GJ^ to be
mfr = -K, (6.29)

116 A. CHATFIELD
where g is the magnitude of the apparent gravity vector and
(kn 0 0\
K^ = | 0 *„, 0 (6.30)
k,,
, 0 —U 0
The sign of each of the Ka elements is chosen to drive #/; toward zero. Note that
a£, = a& (6.31)

because the alignment site is fixed to the Earth.
Replacing mfp in Eq. (6.27) with the right side of Eq. (6.29), we obtain
Second-order terms have been omitted; hence, the approximately equal symbol.
This equation is in the state-space form of Section II of Chapter 3 where
A = -(K^g^ + ê) (6.33)
B =I (6.34)
C =I (6.35)
X(t) = ep (6.36)
and
__ V 1) /s~ QO\
Because
+ L£,, -a-*sinWO o
(si — A) = I (Oje sin(0) s 4- kwg —coie cos(0) j (6.38)
0 &)_• cos(0) ~\~ k_ g s
we have to first order (k_tg is much larger than coie)
(si - Arl -
cos(0) scoie sin(

s(s +kn
(6.39)
where
D & (s + ^g )[s2 + /£wg s + kug coie cos(0)] (6.40)

As evidenced by the determinant /), the n channel is decoupled from the w and
u channels. Also, in the w and u channels, the natural frequency co_n is given by
—u -~ —
(6.41)
and the damping ratio £ by
?=^ (6-42)
The time function given by the inverse Laplace transform of (si — A)~l is
extremely complex. However, we can determine one of the characteristics of the
resulting time equations with relative ease: the value after a long time has elapsed.
To this end the final value theory of feedback and control system design4 is applied:
lim f ( t ) = l i m s f ( s ) (6.43)
The result is a 3 x 3 matrix of zeros, which means that the actual initial mis-
alignment of the platform from the LGV coordinates is eventually driven to zero.
In practice, zero is never quite reached because of variations in the errors in the
outputs of the IMU instruments.
The analysis provided in this section is designed to provide a relatively simple
view of initial alignment of a stabilized platform system. In practice, the alignment
procedure is more complex and involves the use of a Kalman filter. In the next
section, we examine the elementary concepts involved in aligning a strapdown
system.
C. Aligning a Strapdown System to LGV Coordinates

Because of the imperfect accelerometer and gyro outputs used in the analytical
alignment computations, an additional dynamic second-stage alignment compu-
tation procedure is generally required. The output of the three accelerometers and
three gyros can be used to provide a computational self-alignment procedure5 to
reduce the difference between the actual and analytically computed rotation. The
computational self-alignment scheme described serves only to provide an illustra-
tion of a simple method of computing the elements of the rotation from body to
navigation coordinates. In practice, a more sophisticated method is required.
For this section, the navigation coordinates are assumed to be LGV coordinates.
Also, the vehicle (aircraft, missile, etc.) is assumed to be parked on the Earth
throughout the alignment phase.
The analytical method provides an initial close calculation of the desired rotation
matrix so that the difference between actual and computed coordinate rotations
can be represented by a small rotation vector e_v. Therefore Eq. (6.26) applies with
p replaced by b.
Let the computed rotation rate of the vehicle body minus the actual rotation rate
be denoted by Aor^. Then,
(6.44)
Now because
ar» = nr* + n^ (6.45)

118 A. CHATFIELD
Equation (6.44) becomes, after some rearrangement,
*r!b = mSe + «& ~ *£< + ACT*, (6.46)

where the ie subscript has replaced the iv subscript because the LGV coordinates
are fixed to the Earth while the vehicle is not moving.
Incorporating Eq. (6.26) with the subscript p replaced by b and reducing the
result, we have
Differentiation of Eq. (6.26) after replacing p with b results in the following

expression:
WvbRt = (/ - £")$&*„ - EVR$ (6.48)

Premultiplying both sides by /?£, solving for £2^, and setting the result equal to
the right side of Eq. (6.47) yields the following result:
ev = -^£ u 4-Aro^ (6.49)

v
where we have noted that £l ib = £l"e -f £l"h. Also, because the vehicle is nominally
at rest with respect to the Earth, Qveb is nominally zero.
At this point, a computed command rate wrvib is introduced to replace the
difference between the actual and computed angular rate of the body axes with
respect to the LGV coordinates. The computed command rate drives the computed
error to as close to zero as possible. One suitable command rate is
S&, = -£,£"+£,£," (6-50)

where
£v = Us = *X (6.51)
f£n ft^sm0 0
iesm(j>_ kw a)iecos(p\ (6.52)
0 — (D, eCOS(f) ku
,= 0 *,„ 0 (6.53)
and e_^ is to be determined. The off-diagonal terms of K^ negate the Earth-rate

terms.
Replacing AGT^ in Eq. (6.49) with the computed command rate yields the
desired first-order differential equation
£» = -(<^ + /Q £ »+£^ (6.54)

The constants K^ and K^ and the variable vector e% will be defined shortly.
Equation (6.54) is a first-order vector differential equation with a forcing func-

tion driven by the components of specific force and angular rate after both have
been transformed by the R% rotation matrix. During this phase of alignment, the
output of the accelerometers and gyros is smoothed before being applied to Eq.
(6.54). Smoothing reduces the undesirable affects of vehicle motion (such as due
to wind, passenger loading, and freight loading) during the computational fine
alignment process.
Equation (6.54) is in state-space form with the following definitions for the
X ( t ) , £7(0, A, B, and C matrices:
X(t) = ev
U(t) = e»
A = -(co^ + K^ (6.55)
C =1
The elements of e_vs and the gain matrices remain to be defined. The elements of
the £y vector are defined first. After analytical alignment, the specific force output
of the accelerometers can be rotated to LGV coordinates minus the small rotation
vector £y . Designating this near-LGV coordinate system by ft, the final value of
the specific force becomes
Sv = RV~S^ (6.56)
where
Rl = I + E_v (6.57)
Substituting Eq. (6.57) into Eq. (6.56) and expanding yields the defining ex-
pressions for the north and west components ofe%. Thus
(6.58)
To derive the azimuth component of e_vs, the Earth rate measured by the gyro
cluster is rotated through the R% to obtain ur?b. We then rotate the result into LGV
coordinates using /?-:
3>£ = KSSL?6 (6-59)

Incorporating Eq. (6.57) into Eq. (6.59), expanding, and solving the west com-
ponent for 6_v yields
f « ^ tan 0 - =^ sec 0 (6.60)

" £, - a> -
The smoothed output of the accelerometers and gyros is nominally constant
over a short integration step. Therefore, the solution to Eq. (6.54) is given by
ev(s) = (si - A)~l [£ + £,*»] (6.61)

120 A. CHATFIELD
or
la S(s+k^
*n 1
(6.62)
s + k.
,s a tan (/) 0)$
__ s(s+kj/
Applying the final value theorem to Eq. (6.62), we obtain a zero vector for the
propagation of the initial values e% and nonzero values for forcing function terms
indicating that the final value is not zero. Thus, the misalignment in the computed
rotation from body to navigation coordinates nominally goes to values that depend
on the k_s. /kt ratios. Small values of the k^. and relatively large values of the kt are
required.
The alignment schemes described in this and the previous section serve to
provide an introduction to IMU alignment. More sophisticated approaches make
use of a Kalman filter6 to process the measurement data.
Alignment can be improved shortly after takeoff, in the case of aircraft, by
performing horizontal and vertical maneuvers while using GPS measurements in
an aided-inertial mode (see Chapter 9). This method also makes use of the benefits
of a Kalman filter.
II. Attitude
The angular rate output of the navigation system gyros is used to determine the
attitude of the stabilized platform or the vehicle body axes. Knowing the attitude
of the stabilized platform or vehicle body axes means knowing the elements of the
coordinate rotation from platform or body axes to the ECI axes. This coordinate
rotation is then multiplied by the rotation from ECI to navigation coordinates to
obtain the rotation from platform or body axes to navigation coordinates. The
method described in this section replaces the integration of the angular-rate matrix
differential equation at a high repetition rate with the evaluation of a matrix
function at relatively low rates.7
A. Platform to Earth-Centered Inertial

The stabilized platform-to-ECI coordinate rotation is computed from the plat-
form angular rate measured by the gyro cluster. For a short time interval St, the
angular rotation of the IMU stabilized platform with respect to ECI coordinates
can be considered to be constant equal to the average value over the integration
time interval. Thus, denoting the actual angular-rate vector in platform coordinates
by wf and the average value by an overbar, we can write
1,
(6.63)
(It may be desirable to use a more complex averaging scheme for some applica-
tions.)
The actual coordinate rotation R__lp is derived from the actual gyro angular-rate
vector m? by solving the differential equation
(6.64)
and forming the transpose of the result. The elements of Qip are the skew-
symmetric form of the gyro-rate vector defined by Eq. (6.63). Thus
0 -toZp
vZp 0' -a^ | (6.65)
, -6)v <w v 0
Euler has proven that the transformation of an orthogonal set of coordinate axes
from one orientation to a nearby orientation can be represented by a single rotation
80^ about a fixed line through the coordinate origin.8 Therefore, we can write the
platform angular-rate vector as an angular rate about a single axis through the
origin.9 Let 80_ be the actual rotation rate during the short integration interval and
let i^ be a unit vector along the actual positive direction of the axis of rotation,
then
= -&opp
(6-66)
or
=
_p *tf£P (6 67)
-
where
— 1Y) 0/3 I z
—— Z n x
——A n I
(6.68)
^ '
because
(6.69)
and
se = ( « , f ) + ( 0 + f e 0 (6-70)
122 A. CHATFIELD
The 8t time interval is the platform attitude integration step size. Equation (6.66)
should be looked upon as a composite of three vector equations. Corresponding
columns of ^ and R? can be looked upon as a vectors. The y'th column of R_!- is
equal to —S9_i_ crossed with the y'th column of F±- .
The solution to Eq. (6.67) is a matrix exponential function, 10 which can be
written in terms of a matrix power series in 80pM^:
R*(t + st) = exp [&Q_PM£\R? (o

s%Mg + ^8el^
(6.71)
Because M£ is skew-symmetric, all of the powers are either ±Mg or ±M£ , so

that the solution is
sep -
P
(r) (6.72)
The time interval 8t must be short enough so that the simple average of the
beginning and ending values of ur? provide an accurate mean value of the platform
rotation rate.
The initial value for Eq. (6.72) is derived from the following rotation matrix
product at the initial time:
£"fo>) =££(*>)*]' Co) (6.73)

where R%(to) is obtained from the initial alignment procedure and /^(/o) is given
by the transpose of Eq. (2.49) using the longitude and latitude at tQ.
Periodically, it may be necessary to orthogonalize R_f . This is accomplished
with the relation11
-I- &RS - ~**S +'• ' (6.74)
in which R}3 is the orthogonalized coordinate rotation and 8R? = R_f(Kf)T ~

The first line in Eq. (6.74) is based on minimizing the trace12 of (R? - R}-)
One final note on the inertial- to -platform transformation equations. With the
exception of the expression f or (cox coy &>z ) r , the equations are general. Therefore,
the equations can be used for any angular-rate vector by replacing wfp with the
new angular-rate vector. Of course, the integration step size needs to be changed
to an appropriate value for the different angular rate.
B. Platform to Local Astronomic Vertical

The actual rotation from platform-to-local astronomic coordinates is determined
by the product of three previously defined rotations:
Definitions of rotations R% and /?J are given by Eqs. (2.53) and (2.48), respectively.
C. Body-to-Earth-Centered-Inertial Using Quaternions

Three Euler angles are not suitable for defining orientation under all situations.
By replacing the three components of 80_ with four variables, known as quater-
nions that are a function of the three components, attitude can be determined
under all circumstances. Quaternions were developed in the last century by W. R.
Hamilton.13 A brief explanation of quaternions is provided in Appendix C.
In this section, a differential equation is derived for the rate of change of the
four quaternions as a function of the angular rate about three orthogonal axes. The
differential equation is then solved to provide a means of computing the quaternion
at t + 8t from the quaternion values at t. Because quaternions are used frequently
in attitude computations for a strapdown navigation system, the three orthogonal
axes are assumed to be vehicle body axes.
Designating cos a_r , cos a/; , and cosa y as the actual direction cosines with
respect to the roll, pitch, and yaw axes (see Section II. A. 6 of Chapter 2), the
quaternions are defined, after the small rotation 89^, as follows:
q^ = cos a,, sin ^80_b

q' = cos a sin i^
. (6.76)
<7 = cosa^ sin 89^
^=cos^
These four variables satisfy the following constraint equation:
We can assume the rotation takes place over a small time increment St. Thus,
using Eq. (C.10) of Appendix C, we can write
2 i; -i; £',
q(t + St) =
-i; & i; 2; q(t) (6.78)
v-i; -ii
124 A. CHATFIELD
If a^b is the magnitude of the average actual angular rotation rate during a small
increment of time, then the components S6_h are equal to the components of a>h8t,
and
Sin ^dUjj £
(6.79)
COS 7:80h ~ 1
so that
-M
(6.80)
3t
14
Consequently, q(t + 8t) can be written as
q(t + 8t) « (/ + (6.81)

where
/ 0 0)_yh ————— &J>/; o;,.
-co 0 o)
(6.82)
~ ~ c\
o y
Now from calculus, we know that
d [q(t
£ = hm
•— ,. , - + W-q(t)~\
-=———-——=— (6.83)
At i \_ 8t J
therefore
dq 1
(6.84)
The solution to Eq. (6.84) follows along the same procedure as the solution
to Eq. (6.64) in Section II.A of this chapter. We begin by rewriting Eq. (6.84) as
follows:
(6.85)
where
fii
1 = I i2
(6.86)
r\ - __ — \
-(b v
——Vh
O'* (b \
——I hr i
(6.87)
\ /
(6-88)
Letting the platform angular-rate vector be denoted by an angular rate times a

unit vector along the axis of rotation, we can write
m.ih = -8i,L (6-89)
in which
(t)-M~i* i)fe)
P /-\ _ 11 ~~ c* i i / "" c * \ i / ~ p^X /^cno\
°Qb = y (Q-hot) + (Qph°t) +(—>'/,"v (6.92)
Multiplying both sides of Eq. (6.90) by dt and rearranging, we have
Let
n-i ojiy
(-I*
-/ x / \
?r ~"
o/
(6-94)
then, we get the following first-order differential equation to solve:
—— = ~M^g (6.95)
where
The solution to Eq. (6.95) can be written in terms of a matrix exponential

function as follows:
q(t + St) = exp [SOMfiqW (6.97)

126 A. CHATFIELD
where
(6.98)
A different form of the solution can be derived by expanding the exponential
function into a series. Thus
exp
(6.99)
Because of the skew-symmetric form of Mbq, the powers are either ±Mbq or
2
. Therefore, Eq. (6.99) becomes
exp
(6.100)
so that the solution to the differential equations is
q(t = [7 (6.101)
Other integrations techniques such as Runga-Kutta could also be used to solve

the differential equation. The integration method used is determined by the oper-
ational environment and the capability of the navigation computer.
Quaternions are particularly useful in strapdown navigation system computa-
tions. They provide an all-attitude coordinate rotation capability and improved
computational accuracy and speed.15'16 In this section, an equation is derived for
rotating a vector using the quaternions obtained from Eq. (6.101).
A vector of four actual quaternions can be written as
' 80,
sm —— cosaxk
sin -=^ cos ctyi>

£2 (6.102)
3 . Mi.
2 /
where
cos a v =
-
(6.103)
Expanding Eq. (6.72) in terms of half angles for the vehicle body rate case, we
obtain
^>+(l-2sin2^M^(0
(6.104)
where the platform coordinate symbol p has been replaced with the body coor-
dinate symbol b. In terms of direction cosines for the strapdown case, Eq. (6.68)
becomes
0 — cosa_Zl) cos <*}'/,
0 * -cosol | (6.105)
c
^—cosa y °s&_Xh 0
Substituting Eq. (6.105) into Eq. (6.104), incorporating the definitions of the <
into the result, and using the quaternion condition equation
in each of the diagonal elements, we get
(6.107)
For the body-to-ECI rotation, the inertial rate of the body axes, as measured
by the strapdown system gyros, is used. The quaternion rate equation uses the
elements of the measured angular-rate vector defined as
1
= -[^7,(' + <$0+^(0] (6.108)
2
and, therefore, for the body-to-ECI rotation computations
80—*b = —
cbAh St
80_yh =o)yh8t (6.109)
80
—Z? = ——
h
a)7Zft St
The initial value of the R% rotation is derived from the rotation product
Rotation R^fa) is the strapdown initial alignment output. Rotation R^(tG) is the
initial value of Eq. (2.49). The R% rotation matrix is periodically orthogonalized
using Eq. (6.74) with the superscript p replaced by b.
128 A. CHATFIELD
References
fritting, K. R., Inertial Navigation Systems Analysis, Wiley, New York, 1971, p. 198.
2
1986, p. 96.
3
4
DiStefano, J. J., Ill, Stubberud, A. R., and Williams, I. J., Schaum's Outline of Theory
and Problems of Feedback and Control Systems, McGraw-Hill, New York, 1967, p. 58.
5
6
Garg, S., Morrow, L., and Mamen, R., "Strapdown navigation Technology," Journal of
Guidance and Control, Vol. 1, No. 3, 1978, p. 161.
7
Bortz, J. E., "A New Mathematical Formulation for Strapdown Inertial Navigation,"
IEEE Transactions on Aerospace and Electronic Systems, Vol. AES-7, No. 1, 1971, p. 61.
8
Battin, R. H., An Introduction to the Mathematics and Methods of Astro dynamics,
AIAA, New York, 1987, p. 87.
9
Battin, R. H., An Introduction to the Mathematics and Methods of Astro dynamics,
10
Battin, R. H., An Introduction to the Mathematics and Methods of Astrodynamics,
H
Bar-Itzhack, I. Y, and Fegley, K. A., "Orthogonalization Techniques of a Direction
cosine Matrix," IEEE Transactions on Aerospace and Electronic Systems, Vol. AES-5,
No. 5, 1969, 804.
I2
Farrell, J. L., Integrated Aircraft Navigation, Academic, Orlando, 1976, p. 54.
13
Hamilton, W. R., Elements of Quaternions, Vol. 2, Longmans, Green and Co., London,
1866, Chap. 2.
14
Vathsal, S., "Derivation of the Relative Quaternion Differential Equation," Journal of
Guidance, Control, and Dynamics, Vol. 14, No. 5, 1991, p. 1061.
15
Dvornychenko, V. N., "The Number of Multiplications Required to Chain Coordinate
Transformations," Journal of Guidance, Control, and Dynamics, Vol. 8, No. 1, 1985, p.
157.
16
Shibata, M., "Error Analysis Strapdown Inertial Navigation Using Quaternions," Jour-
nal of Guidance, Control, and Dynamics, Vol. 9, No. 3, 1986, p. 379.
Chapter 7
Geodetic Variables and Constants
I N the Introduction, inertial navigation was described as being divided into four
phases: calibration, alignment, state initialization, and current state evaluation.
Without geodetic data, inertial navigation equipment cannot be calibrated, aligned
to the navigation computation coordinates, initialized, or provide current state
evaluation. The information provided by astronomic, astrogeodetic, and geodetic
observations (All three categories are referred to as geodetic in this book) is of
vital importance in all four phases. Figure 7.1 lists the four phases of inertial
navigation and indicates which geodetic variables and constants are required for
each phase. In this chapter we define more accurately each of the geodetic variables
and constants and briefly describe the methods used to obtain their values.
As mentioned in the Introduction, the best available geodetic model of the
Earth and its gravity field is the World Geodetic System 1984 (WGS 84). This
mathematical model was described in some detail because the defining constant
values are used in most high accuracy navigation computations in the United
States. Also, it is the geodetic system used to express the GPS positions.
I. Method of Deriving Values for the Geodetic Variables and Constants

Many diverse observation methods are used to derive the value of geodetic
variables and constants. These descriptions are provided so the inertial technology
engineer will understand what is behind the parameter values used in each phase
of inertial navigation. Because errors in geodetic variables have a significant affect
on navigation accuracy, error equations defining the effects are derived in Chapters
13 and 14.
A. Apparent Gravity Magnitude

The apparent gravity vector is defined in Section LA of Chapter 5 by Eqs.
(5.4) and (5.5). Absolute values are determined from measurements of length and
time. Consequently, the absolute value can be measured1 directly by pendulum,
free-fall, or rise-and-fall devices fixed to the Earth.
A falling or rising and falling body in a vacuum accelerates toward the Earth at
the rate of one ga. In equation form ua = —ga- Solving the differential equation
involves the initial value of ua and initial value of ua. These initial conditions
can be eliminated for a free-fall device by measuring the time and distance of
the fall through three planes. In the case of a rise-and-fall instrument, the initial
conditions can be eliminated by measuring four times for the rise and fall through
two planes separated by a known distance. High accuracy is achieved by measuring
distance with an interferometer and controlling time counts with a quartz crystal
129
130 A. CHATFIELD
Fig. 7.1 Geodetic variables and constants used in each navigation phase.
chronometer. With this type of equipment, accuracies of the order of 3 x 10~8 m/s2
can be achieved.
A pendulum gravity meter uses the measurement of the period and the length
of a freely swinging pendulum. For a physically realizable pendulum the length is
replaced by a reduced length given by Ip/mlc where Ip is the moment of inertia
with respect to the axis of rotation, m is the pendulum mass, and lc is the distance
between the axis of rotation and the center of mass of the pendulum. The accuracy
of the pendulum-type absolute gravity meter is about two orders of magnitude less
than that of the free-fall or rise-and-fall devices.
The preceding two methods provide absolute values of gravity. In practice, the
methods are complex and time consuming due to the care required to calibrate the
instruments and to maintain the calibration. The absolute gravity measurements
are made at widely spaced intervals, and relative measurements are used to fill
in the gaps in what are called gravity measurement networks. After the absolute
and relative measurements are completed, the entire network of station values is
then adjusted by a least-squares procedure. This method was used to establish the
International Gravity Standardization Net of 1971. It consists of descriptions of
473 primary stations together with adjusted gravity values.
Relative gravity measurements are made with gravimeters. The instrument mea-
sures the difference in gravity between two gravity stations. There are many designs
for gravimeters. In the United States, the spring balance type designed by L. B. J.
LaCoste and A. Romberg2 is the principal instrument used. Because of the small
dynamic range needed, gravimeters can measure relative gravity with an accuracy
of about 5 x 10~7m/s2.
GEODETIC VARIABLES 131
Data on apparent gravity magnitudes are usually available in the form of gravity
anomalies or gravity disturbances. Gravity databases are usually composed of mil-
lions of gravity anomalies. Gravity disturbances, derived from gravity anomalies,
are used to generate gravity models for navigation computations.
7. Gravity Anomaly
The gravity anomaly Ag is a scalar variable defined to be
Ag = go-y« (7.1)
where go is the measured apparent gravity at a point on the Earth's surface reduced
to the geoid (mean sea level) and yn is the gravity computed from the normal gravity
formula directly below on the reference ellipsoid [see Eq. (1.23)]. (Here, we have
to depart from the notation convention described in Chapter 2. Gravity anomalies
are not errors, but the geodetic community has long used the symbol Ag.) The
normal gravity formula yields the magnitude of gravity on the reference ellipsoid
as a function of geodetic latitude. Thus, the gravity anomaly is the gravity at point
p on the geoid minus the gravity on the reference ellipsoid directly below or above
point p (along the normal to the ellipsoid).
The above definition is the general definition of a gravity anomaly. However,
there is more than one type of gravity anomaly depending on how the gravity at
the geoid is corrected for the affect of the mass of the Earth between the gravity
observation point and the geoid. If the mass is assumed to be air, the free-air
anomaly Ag/ is obtained from the expression:
dy»
g, --£h-
on
Yn (7.2)
in which gs is the magnitude of gravity at the surface, h is the altitude of the
surface above the geoid, and d y n / d h is the normal gravity vertical gradient.
If the affect of the topographic mass above the geoid is approximately accounted
for, the resulting gravity anomaly is known as the Bouguer anomaly Ag/,. It is
given by
Ag^ - Agf + 8gt (7.3)

where 8gt is the topographic mass correction. The methods used to evaluate 8gt
are varied and complex.
2. Gravity Disturbance
The term gravity disturbance, as used in geodesy, is defined to be the measured
gravity magnitude at point p reduced to the geoid gQp , minus the reference ellipsoid
gravity magnitude at the geoid ynQ , computed with the normal gravity formula at
the same point. Thus,
&gp = 8QP ~ Yn0p

0p (7.4)
The normal gravity magnitude is extrapolated to the geoid using the free-air
gradient of -0.3086 x 10~5 s~ 2 .
For the generation of navigation gravity models, the term has been extended, in
recent years, to be the measured value of the gravity vector at point p minus the
132 A. CHATFIELD
gravity vector computed with the reference spherical harmonic coefficient (SHC)
model at the same point (see Section II.A of this chapter for a description of
spherical harmonic models). This definition is used in this book. The reference
SHC model can be of any convenient degree and order.
B. Astronomic Coordinates
Astronomic observations are made with optical instruments— usually a theo-
dolite—containing leveling devices. After proper adjustment, the vertical axis of
the instrument coincides with the direction of the apparent gravity vector. Conse-
quently, astronomic coordinates3 are referenced to the geoid and the instantaneous
rotation axis of the Earth. Astronomic coordinates include latitude and longitude.
Although not considered to be an astronomic coordinate, astronomic azimuth is
defined in this section because it is used in the astronomic data reduction. The
methods described for determining astronomic latitude, longitude, and azimuth
result in values defined with respect to the instantaneous polar axis. The last sub-
section provides the equations for referencing each astronomic variable to the CTP
pole defined in Section VIII of Chapter 1.
7 . Latitude
Astronomic latitude ip is equal to the sum or difference of the declination 8
of an observed star in the observers astronomical meridian plane and its zenith
angular distance Z. The declination of a star is the angle between the celestial
equatorial plane and the direction from the center of mass of the sun to the star.
The celestial equatorial plane is normal to the instantaneous polar axis of the
Earth. The zenith distance is the angle between the star line-of-sight and the local
zenith. The best accuracy is achieved by looking at stars in pairs as they cross the
observer's astronomic meridian north and south of (and close to) the observer's
zenith. Thus
(7.5)
Oip = fas ~ SN) + {(Zs ~ Z N ) + \K
The subscripts have the following meanings: ip means that the latitude value is
referenced to the instantaneous pole, N refers to values associated with stars north
of the observer, and S refers to values obtained from stars south of the observer.
2. Longitude
Astronomic longitude Aj p is derived from the difference in the time a selected
star is directly over the Greenwich astronomic meridian and the time the star is di-
rectly over the observation station astronomic meridian. The astronomic meridian
plane contains the apparent gravity vector and the instantaneous pole. In mathe-
matical form, the astronomic longitude is given by
Aip = fist - fgst (7.6)

in which fist is the local apparent sidereal time and f gst is Greenwich apparent
sidereal time. Because
fist = ^ + a (7.7)
GEODETIC VARIABLES 1 33
and
i /cos ZiD — sin 3 sin <3>iD \
th = cos'1 ———E- ——-——E (7.8)
\ cos d cos OIP /
then
, / cos Z — sin 8 sin <£> \
A ipF = cos~l ———— -——-—— + a - t&i (7.9)
\ cos 8 cos O /
where th is the hour angle of the star (the angle between the astronomical meridian
of the star and the observer) and a is the right ascension of the observed star. Right
ascension is the angle between the first point of aries and the astronomic meridian
of the star at the time of the observation.
Star table values of the right ascension apply to an epoch time in the past and
have to be transformed to the observation time. The zenith angle is observed
directly. Astronomic latitude is obtained as described in the previous section. The
declination and right ascension are derived from star catalogs. Greenwich Sidereal
Time is derived from the "Universal Time" broadcast by radio station WWV or
by the Naval Weapons Laboratory.
3. Azimuth
The astronomic azimuth A ip is the angle measured clockwise from instantaneous
astronomic north to the projection of the star line-of-sight onto the local astronomic
horizon plane. The astronomic horizon plane is normal to the apparent gravity
vector and contains the observer's location. Astronomic azimuth is derived from
the following expression:
i
A ip = tan"1 —————— -—-—————— (7.10)
\ sin <J>ip cos th — tan 8 cos 3>ip /
where t'h is given by
t'h = Aip + f g s t - a (7.11)
4. Conversion to Conventional Terrestrial Pole

The procedure for determining astronomic latitude, longitude, and azimuth pro-
duces values relative to the instantaneous pole. Referencing the latitude, longitude,
and azimuth to the CTP pole is accomplished with the following three equations:
3> = 3>iP - (xp cos A ip - yp sin A ip )

A = A ip - (xp sin A ip + yp cos A ip ) tan $ip (7.12)
A - A ip - (xp sin A ip + yp cos A ip ) sec <J>ip
The corrections xp and yp are the angular distance of the instantaneous pole
from the CTP along the direction of the Greenwich meridian and along the
270° meridian, respectively (see Section I.F in this chapter). Equal signs have
been used in Eqs. (7.12) even though first-order approximations are involved
(xp = sinxp, yp = sin yp, and xpyp = 0) because the second-order terms are so
minute.
134 A. CHATFIELD
C. Geocentric Gravitational Constant

The product of the universal gravitational constant G and the mass of the Earth
M is more accurately known than either of the two constituents. The product GM
is sometimes referred to as the geocentric gravitational constant. Its WGS 84 value
is listed in Table 1.1. The value was determined from distance measurements to
the space probes Ranger, Surveyor, Lunar-Orbiter, and Mariner. Distance mea-
surements to these space vehicles were used to determine the length of the orbit
semimajor axis a§ of each probe, and the mean angular velocity of each orbit h.
These data were used in the mathematical form of Kepler's third law
(7-13)
to calculate many values of GM that were then averaged to obtain the WGS 84
value.
D. Semimajor Axis, Flattening, and SHCs

Collocation is a least-squares method of combining measurements of several
different types to obtain estimates of unknown variables. Using collocation, data
from surface gravity measurements, satellite altimetry, laser tracking, and Doppler
tracking are combined to produce simultaneous estimates of the WGS 84 reference
ellipsoid semimajor axis length a, the reference ellipsoid flattening /, and SHCs
through degree and order 41. The SHCs through degree and order 12 are considered
to be the most accurate.
E. Earth Rotation Rate

The magnitude of the Earth rotation rate a)ie has been determined by astronomers
from observations of the time it takes the Earth to rotate once with respect to the
fixed stars. The value has been well determined for many years.
F. Pole Location
The z axis of the ECEF coordinate system is defined to be along the CTP (see
Section VIII of Chapter 1). At any given time the actual direction of the spin axis
of the Earth deviates slightly from the CTP direction. For precise navigation this
difference can be important.
The location of the instantaneous pole is monitored by the International Polar
Motion Service, Paris, France, and by the United States Naval Weapons Laboratory
(Dahlgren Polar Monitoring Service).
Data on the location of the instantaneous pole relative to the CTP are provided in
the form of two values: xp and yp. The xp — yp coordinate system is perpendicular
to the CTP and parallel to the ECEF x and y plane. The origin is at the CTP. Positive
xp values are in the positive x direction, and positive yp values are in the negative
y direction. Values of xp and yp are provided in arc seconds. Between 1984 and
1987 xp ranged between —0.25 and 0.31 arc s and yp varied between 0.03 and
0.57 arc s.4
G. Geodetic Coordinates
The traditional procedure for deriving the geodetic coordinates of a location on
the surface of the Earth is fairly complex. Geodetic longitude A, and latitude 0
define the location of a point on the reference ellipsoid. If the location is on the
surface of the Earth above the reference ellipsoid, the geoid height N and height
above mean sea level h are needed to define the three-dimensional location of the
point [see Fig. 1.2 and Eq. (1.18)].
Horizontal surveys determine the position of observation stations on the local
reference ellipsoid (such as the North American Datum, for example). After ad-
justment, each position is transformed to the WGS 84, if necessary. The surveys
are performed by one or more of three methods: triangulation, trilateration, and
traverse. Normally a combination of the three methods is used. Each method is
briefly described in one of the following subsections.
In some instances geodetic coordinates in the WGS 84 can be determined
directly by differential GPS (DGPS). However, DGPS uses a reference station
with geodetic coordinates determined by the traditional methods described in this
section. This situation will undoubtedly change in the near future now that a full
set of GPS satellites is operational. However, some time will be required to collect
the necessary observations and perform the network readjustments.
7. Triangulation
Conventional triangulation consists of the measurement of all directions of a
network (composed of triangles) of stations together with astronomic position
and azimuth and baseline lengths at intervals throughout the survey area. By this
method the known location of two stations can be used to obtain the location of
many other stations. The method is efficient and precise, and until the recent de-
velopment of accurate distance measuring equipment, was the principal method of
creating a horizontal control network. Triangulation supplemented with electronic
distance measuring equipment is referred to as braced triangulation.
2. Trilateration
In this method of surveying, the length of sides of triangles are measured,
rather than the angles between the sides. The basic figure for trilateration is the
regular hexagon, with all its sides and diagonals measured, although overlapping
quadrilaterals are sometimes used. Simpler figures are permissible when angles
are measured in addition to lengths.
3. Traverse
A traverse is the measurement of lengths and directions of a series of straight
lines between stations. Elevations must be known or measured along the course for
reduction to a reference surface for horizontal control, and astronomic observations
are required at intervals to control the azimuth of the traverse.
4. Correction of Observations
Before the least-squares adjustment equations are formed for the data de-
scribed in the preceding three sections, deflection of the vertical, skew-normal,
136 A. CHATFIELD
and geodesic corrections are computed and applied to the raw observation data.
(A geodesic is the shortest line connecting two points on an ellipsoid.) The cor-
rection for deflections adjusts directions for the noncoincidence of astronomic
and geodetic normal directions. The skew-normal correction is necessary because
the normals at two stations, reduced to the ellipsoid, are usually not coplanar.
Thus, if the second station of a line is at a higher elevation, its projection on the
ellipsoid does not lie in the plane defined by the second station and the normal
at the initial observation point. The geodesic correction accounts for the fact that
observed lines cut the ellipsoid in normal sections rather than along the geodesic.
The directions do not define a geodetic triangle unless they are corrected to the
geodesic direction.
H. Geoid Height
Geoid height N, as the name suggests, is the height of the geoid above the refer-
ence ellipsoid (see Fig. 1.2). The geoid height difference between two observation
stations is directly related to the deflection of the vertical along any connecting
path. With astronomic and geodetic coordinate data over an area, changes in geoid
height can be computed. In practice, relative geoid height is calculated from astro-
geodetic survey network data where deflections of the vertical have been previously
determined for each station. The computations begin at stations with known geoid
heights determined from a gravity survey or from satellite observations.
Usually two observation equations are set up, one for the forward direction and
one for the backward direction between two stations. The equations are solved
by weighted least squares using a complex weighting function to determine the
weight of each observation residual.
The classical method of determining geoid heights is to use gravity anomalies in
Stokes' equation. Obtaining geoid heights this way requires gravity anomaly data
over the entire Earth. In recent years a combination method is used.5 The long-
wavelength undulations are derived from available spherical harmonic coefficients
(described in Section II. A of this Chapter) and the fine structure of the geoid is de-
termined from Stokes' equation using gravity anomaly data from the local region.
Over the ocean areas of the Earth, the geoid height can be extracted from
satellite radar height or laser height measurements. After corrections for the ocean
tides and wave heights, the height data are a measurement of the distance from
the satellite to the geoid. The geodetic radius to the satellite minus the sum of
the measured satellite height and the calculated distance to the reference ellipsoid
(/?/v) directly beneath the satellite yields the geoid height. The data over the oceans
are combined into a least-squares adjustment network, and the output is the geoid
height for the network of locations over the oceans.
I. Height Above Mean Sea Level

Height above mean sea level h is derived from elevation angle and differential
leveling data. Mean sea level is determined by obtaining an average of the hourly
water heights for a period of at least one year. Knowing the horizontal distance
between two stations (derived from a horizontal survey), or the straight line dis-
tance obtained from a geodimeter (distance measuring equipment), the relative
height of the second station can be determined from the elevation angle of that
station after correction for atmospheric refraction and after applying instrument
calibration corrections.
A more accurate method is to derive height above mean sea level from differen-
tial leveling data. A telescope with a bubble level is leveled to the local astronomic
horizontal and locked in position with freedom to rotate 360° about the vertical.
Readings are made on two calibrated staffs held in an upright position ahead
and behind the instrument. The difference between readings is the difference in
elevation between the staff locations.
These methods allow a surveyor to determine the height above mean sea level of
observation stations relative to the height of the starting point. After completion of
the network of observations, the elevations are adjusted by weighted least squares
using the vertical angle data, the leveling data, or both.
II. World Geodetic System 1984

The WGS 84 includes a reference Earth model, a set of spherical harmonic
coefficients (SHCs) defining the gravity field in more detail than in the reference
Earth model, and the equations for transforming positions on the principal regional
geodetic datums to the WGS 84. Because the reference Earth model is described in
Chapter 1, the discussion in this chapter is confined to the SHCs and the regional
datum transformations.
A. Spherical Harmonic Coefficients

It is well known that gravity is the gradient of the gravitational potential W. Thus,
if the gravitational potential is known everywhere, gravity g can be determined
everywhere because
g = VW (7.14)
where V is the del (gradient) operator. In this section, a spherical harmonic ex-
pression is developed for W, which can be differentiated to obtain gravity as a
function of the SHCs. We begin by referring to Fig. 7.2. The figure depicts a ve-
hicle above an element of mass in the Earth dm. The positions of the vehicle and
Vehicle
Fig. 7.2 Geometry of vehicle and Earth mass element.

138 A. CHATFIELD
element of Earth mass are denoted by P and P ', respectively, and the geocentric
coordinates by X and (f)c and X' and 0£, respectively. The symbol *!> denotes the
angle between the two position vectors. The potential at the vehicle location dW
due to the element of mass dm is given by
dW = ^ (7.15)
K
where R is the magnitude of the vector from the element of mass to the vehicle.
Expanding the l/R term, Eq. (7.15) becomes
G( P' fPf\2\~~2
dW = — ( 1 -2— cos^+ ( — J j dm (7.16)
The term raised to the — | power can be expanded into a series by applying the
binomial theorem, but a more convenient equation can be acquired by noting that
it is the generating function for the system of Legendre polynomials6 Pn(cos ^).
In particular
( p/
r
/P'\2\~5
\r /
o° / p'\n
l _ 2 - c o s * + ( - ) ) = £ - /Vcosvl/)
/ n=Q \r /
(7.17)
The Legendre polynomials are especially useful because the terms of

where xy = cos *!>, can be obtained from the recurrence formulas
= 1
xy (7.18)
From spherical trigonometry and Fig. 7.2, we get
cos^ = sin0 c sin0^ + cos 0C cos (//cos (A -A,') (7.19)

Upon substitution of the right side of the expression for cos ^ into Pn(cos VI/), it
decomposes into7
Pn(cosV) = Pn(sin<l>c)Pn(sm<l>'c)
+ 2]P———-[/ > nw (sin0 c )cosmAP nm (sin0^)cosmA /

m=l ^ ''
+ P A I W (sin0 c )sinmA/ > n m (sin^)sinmA. / )] (7.20)
The Pnm ( ) terms are known as associated Legendre functions of the first kind of
degree n and order m obtained by differentiating Pn( ) m times with respect to x^.
In mathematical terms
m Hm
(l-xly-——;Pn(x4>) (7.21)
where x^ is sin</>c or sin0^. Appendix D provides a list of associated Legendre

functions through degree and order 4.
Using Eqs. (7.17) and (7.20), the integral of Eq. (7.16) can be written in the
following form:
"=° Earth
F
^ (sin <t>c)Pnm (sin #) cos m(X - A/)]dro (7.22)
Taking into account the difference in the definition of the latitude spherical
coordinate, Torge8 shows that the potential can be expressed in general form by
oo n
GM 1
W = + / , / , I -£ I (c»m cosmX + Snm smm^)P,,m(sln^c)
P n=l m=Q
(7.23)
in which
CM = Cn = J- / /" /Yf- J /> n (sin#) dm (7.24)

Earth
P'"
Earth
/w ^ 0 (7.25)
Here M is the mass of the Earth and a is the equatorial radius of the reference
ellipsoid (semimajor axis). This equation is derived from an equation of the Laplace
type V2W = 0. The first term is the potential of a spherical Earth with the mass
concentrated at the center. The Cnm (Ref. 9) and Snm are referred to as spherical
harmonic coefficients.
The two forms of the harmonic expansion of the potential are only valid outside
a sphere of radius a. The potential inside the sphere of radius a is significantly
different because the governing equation is of the Poisson type V2W = —4jrGp
where p is the Earth's density.
The WGS 84 gravity model is defined in terms of what are called (fully)
normalized SHCs. The normalized SHCs (denoted by an over bar) are given by10
Cnm\ (n + m)\ fCnm\ ,

k
l for m = 0
SnmJ yk(2n + l)(n-m)\\SnmJ = \2 formÔ
B. Equipotential Surfaces Associated with SHCs

As pointed out earlier, the first term of the spherical harmonic gravity potential
model is equal to the potential for a spherical Earth. The remaining terms then
represent the gravitational potential due to the nonspherical, nonuniform mass of
the Earth.
140 A. CHATFIELD
Equipotential Surface
C
2,0
Equipotential
Surface
Fig. 7.3 GM/P and €2$ equipotential surfaces.
If m = 0, the potential is independent of longitude and only varies with latitude.

For this reason the n, 0 terms are called zonal harmonics. In the interval — n/2 <
0c —n/^ me harmonics posses n zeros and therefore alternate between plus and
minus values over this range of latitude. If n is even, the plus and minus values are
symmetric about the equator; otherwise, the values are asymmetric. For the m ^ 0,
there are (n — m) zeros in the interval —n/2 < (j)'c < n/2. The multiplication by
cos m A. or sinwA causes a longitude dependence with 2m zeros in the interval
0 < A < 2n. These are the tesseral harmonics. In the third case, where n = m, the
dependence on $'c does not exist, and the boundary between plus and minus values
occurs along lines of equal longitude— sectorial harmonics. The amplitudes of the
potential are, of course, determined by the magnitude of the SHCs for all three
types of harmonics.
Clearly, from the preceding discussion, the oblateness of the Earth is the cause of
the C2,o term. With n — 2 and m = 0, there are two zeros evenly spaced about the
equatorial plane as illustrated in Fig. 7.3, The elliptically shaped line in the figure
represents a cross section of an equipotential surface derived from the GM/P term
and the C2,o SHC. With respect to a sphere through the latitudes of the zeros, the
surface of equal potential is below in the polar regions and above in the equatorial
regions. The €2,0 term is three orders of magnitude larger than the next largest
SHC and, after the GM/P term, is by far the dominant coefficient.
C. Physical Meaning of the Low Degree and Order SHCs

Expanded definitions of the low degree and order SHCs have important physical
significance. 1 1 They explain how the ECEF coordinate system origin is located and
oriented. The equations for Cnm and Snm over the range n = 1, 2 and m = 0, 1, 2
are derived by evaluating the Legendre functions for these values of n and m and
converting the result into geocentric ECEF coordinates using
tx'\
Pr = / ) = P' cos 0^ sin V (7.27)

Table 7.1 Value of SHCs through degree and order two
SHC Value SHC Value

C 1 00,0 u
Si.o 0
Earth
Sn -W/7 / d/n
aM J J J
Earth Earth
C2 £2,0 0
'° «>M///( Z 2 )dm
Earth
1
f f f y'z! dm
Earth Earth
C
^ TTtil
1
fff x'y1 dm
4a2
M J J1J' / V - y ' l d m 2a2MjJJ
Earth Earth
Thus, for example,
Earth
z/dw (7 28)
///
Earth
'
The coefficients for n and m = 0, 1 , 2, respectively, have been evaluated, and

the results listed in Table 7.1. In the table, the Cô, Ci,i, and 5i t i are equal to the
coordinates of the center of mass of the Earth scaled by 1 /a. Also, the C 2 ,i , 5 2> i ,
and £2,2 coefficients are the products of inertia of the Earth scaled by I/a 2 . The
remaining coefficients either have a zero value or are a more complex function of
the moments of inertia of the Earth.
The SHCs in Table 7.1 take on more meaning if the values are expressed in
terms of the moments of inertia of the Earth. Let
/,-' = / I Y(/2 + z'2) dm Ix,y, = / I ' fx'y' dm

Earth
'2 + z'2) dm IM = fffx'z' dm (7 29)

Earth Earth
Earth
•a -h y'2) dm
= ffjy'2'
Earth
dm
142 A. CHATFIELD
Table 7.2 Low degree and order SHCs

in terms of moments
SHC Value SHC Value

1 0
Ci, 0 I?
a
$1,0 0
Cl
'< ^ *•' ^
r2,0
C
1
7777
t1——n——
^1* "
i'\
7
z
v
^,0
o0
r _y___i n
t-2.2 ~^—^~T7~
2 «J2.
4a M ' 2a 2 M
in which 7 A -/, 7 V /, and 7Z/ are the moments of inertia about the x'', v 7 , and z', respec-
tively, and T^y/, 7 X -/ Z ', and 7},/Z' are the cross-axis moments. With these definitions,
the low degree and order SHCs take on the values listed in Table 7.2.
The low degree and order SHC values listed in Table 7.2 are of great significance
because they are the basis for the adopted origin and orientation of the WGS 84
ECEF coordinate system. By placing the origin at the center of mass Cô, Ci,i,
and 5i ; i equal zero and the coordinate system is geocentric. Also, if €2,1 and $2,1
are set equal to zero, then the system is coaxial with the principal ellipsoid of
inertia. The net result is that all low degree and order SHCs are zero except for
£2,0» £2,2* and $2,2 given by
X
l "A ' ' y T \ si f r r \ o J
C-2,0
2.0 ~
a~ivi \ z, / <-ta~ivi z,c
(7.30)
in which 7 A , 7 V , and 7Z are the principal moments of inertia of the Earth.
The SHCs of degree and order above two can be similarly interpreted physically,
but the results would be more complicated and of little practical use.
D. Regional Datum Transformations

Before the advent of satellite geodesy, reference Earth models were created
on the basis of measurements extending over areas as large as the continents. For
example, there was a North American Datum of 1927, a South American Datum of
1969, a European Datum of 1950, a Tokyo Datum, and an Australian Datum. Each
datum was derived from measurements made over the respective region. There
was no way to connect the datums across the vast ocean areas. With the available
geodetic measurement data, a reference Earth model was derived for each datum.
The consequence of all this is a set of inconsistent reference Earth models.
In the meantime, over the years, surveyors have been defining property bound-
aries for real estate transactions based on the local datum reference Earth model.
Because it is impractical to resurvey all parcels of land over the whole Earth,
analyses have been made using worldwide satellite geodetic measurements to

determine the transformations required to convert regional datum positions into
positions in the WGS 84. As mentioned earlier, the transformations are part of the
WGS 84 data.
III. Gravity Models

Gravity models enter into the navigation computations of high accuracy inertial
navigation systems in two places: evaluation of gravity to be added to the measured
specific force to obtain the kinematic acceleration and the modeling of the error in
this gravity model in the navigation filter. This section describes models used to
evaluate the gravity vector during navigation. Models of the error in this gravity
evaluation are treated in Chapter 1 1 .
For the purposes of modeling, the gravity potential is divided into a reference
potential WTQf and a disturbance potential 8W. The gravity potential then becomes
W = WKf + 8W (7.31)
The reference potential is usually the potential of a spherical or ellipsoidal Earth
or at most a spherical harmonic model of degree and order of no more than 12.
Thus, the disturbance potential represents the bulk of the gravity potential due
to local Earth density variations and terrain irregularities. The reference potential
models the smooth part of the gravity potential. Outside the Earth, the disturbance
potential satisfies the Laplace equation (Ref. 12) V28W = 0.
The detailed gravity field of the Earth is very complex. To model the disturbance
potential over the entire Earth, to some specified accuracy, would require the mea-
surement of gravity at closely spaced intervals over the Earth and the generation
of a model with a very large number of variables. The obvious solution is to create
models reproducing the disturbance potential in sufficient detail over a limited re-
gion. Fortunately, because of the large number of gravity measurements available
today, it is possible to accurately model the disturbance potential in almost any
region where a model is needed.
There are several ways of modeling the disturbance potential useful in a three-
dimensional region above the Earth, each with its own advantages and disad-
vantages: spherical harmonic, point masses, two-dimensional Fourier series, and
two-dimensional tables. Other models have been developed,13 but the preceding
are the most commonly used types of disturbance potential models.
A. Spherical Harmonic
The spherical harmonic model of the gravity potential has been described in
detail in Section II of this chapter. Clearly, from the description, the energy in the
gravity field is spread out over wavelengths from close to zero to the dimensions
of the Earth. Also, we can conclude that an equipotential surface is lumpy. The
lumpiness being caused by the magnitudes and interaction of the SHCs.
Up to this point, the gravity potential function has been discussed, but nothing
has been said about the gravity vector, which is, after all, what is most useful.
According to Eq. (7.14), the gravity vector is the gradient of the potential. The
gravity vector components in the geocentric north, west, and vertical coordinates
are given by
1 8W 1 dW dW
P o(j)c Pcosc/)c
144 A. CHATFIELD
in which
P = ^x2 + y2 4- z2 (7.33)
Therefore, we can write
(*N\
gc = \8w\ (7.34)
\^/
where
oo /i r / \ n
CM
iL, XI I ( "P7 ) (C/^ cos wA + 5nw sinmA)
«=2w=0 I V /
GM 1
"P^c^^f^ , ,
(7.35)
7«w sinwA — Snm cosmX)Pn
GM
Su = ——^r
ww coswA + Snm si
In the equation for gyy, the derivative of the associated Legendre function with
respect to 0C has been replaced by the equivalent (Ref. 14) Pnm+\ (sin 0 C )— m tan 0C
The derivatives of the potential follow from Eq. (7.23). The derivatives of
the associated Legendre functions through degree and order 4 are provided in
Appendix E. It should be remembered that Eq. (7.34) furnishes the gravity vector
for mass attraction. To obtain the apparent gravity the term —wfe x mfe x Pc must
be added [see Eq. (5.4)]. If the gravity vector is required in another coordinate
system, the coordinate rotations in Section IV of Chapter 2 can be used. The sine
and cosine of the geocentric latitude are computed from the ECEF coordinates as
follows:
sin 0C = —
(7.36)
The longitude functions are computed from the x and y components of the
position vector using the following equations:
= 2sin(m — l)AcosA — sin(m — 2)A

(7.37)
cos m A = 2 cos(m — 1)A cos A — cos(m — 2)A
which is started with the expressions
sin A, =
(7.38)
Although the SHCs for WGS 84 have been evaluated out to degree and order 4 1 ,
the summation limits on n in Eq. (7.35) are usually far less. For many applications
the €2,0 SHC suffices. For long-range ballistic missiles SHCs through degree and
order 12 plus a large point mass model are being used.15 Point mass gravity models
are described in the next section.
Sometimes it may seem more convenient to have an SHC gravity model in
ECEF coordinates, rather than in LGCV coordinates. Using the transformation
from LGCV to ECEF coordinates derived from Eqs. (2.48) and (2.51) plus Eqs.
(7.35) and (7.38), the x, y, and z components of the spherical harmonic model of
gravity are given by
GMx ( ~ " /fl\\
gx = ——^3- \l + 2^2^(j) [(l+n + m tan2 (/>c)(Cnm cos mk
+ Snm sinmX)Pnm(sin(j)c)-\-m tan A, sec2(/)c(Snm cosmX — Cnm sinmX)
- Pnm (sin 0C) + tan </>c(Cnm cos mX + Snm sin mk)Pnm+i (sin 0C)]
GMy ,
{
gy = —— + ( * + " + "* tan & (Cnm COS m A
I "= 2m =° x ' (7.39)
+ Snm smmk)Pnm(s'm(j)c)+>ncotX. sec20c(C,,m sinmA — Snm cosmty
Obviously, Eqs. (7.39) are far more complex than Eqs. (7.35). Because of this
result, the equations of motion in ECI and ECEF coordinates are simpler if gravity
is computed in LGCV coordinates and transformed to ECI or ECEF coordinates
during navigation.
B. Point Mass
Equation (1.2) in Chapter 1 can be used to calculate the gravity vector for a
vehicle far enough away from the Earth for the gravity potential to be accurately
determined by the mass of the Earth concentrated at the center of mass. The gravity
disturbance can be represented in a similar way by embedding layers of imaginary
point masses16 (sometimes called mass concentrations or mascons) in the Earth
146 A. CHATFIELD
Fig. 7.4 Cross section of area with embedded point masses.
as illustrated in Fig. 7.4, the point mass values having been calculated previously
from available gravity disturbance data. Thus
onm
where g^m is the disturbance gravity modeled by the point masses in ECEF co-
ordinates, rej is the range vector from the y'th point mass to the vehicle in ECEF
coordinates, mj is the mass of the y'th point mass, and /pm is the number of point
masses. The range vector is defined as
(7.41)
and rJ is evaluated with the expression
(7.42)
Equation (7.40) is derived from Eq. (7.15) with dm replaced by / . Thus

j = Gnij/r j and therefore
d Gm
drj frT
Gm>
(7.43)
The product GM is known better than G or M individually; hence, a more

accurate form (called the normalized form) is
The point mass ratios rrij/M can be obtained directly from the gravity data in the
same way that the point mass values are obtained. The minus sign is absorbed into
the mass ratios.
Point masses near the surface of the Earth can best model the short- wavelength
gravity disturbance potential. Similarly, deeply embedded point masses can best
model the long-wavelength gravity disturbance potential. By using several layers
of point masses, the disturbance potential can be modelled accurately over a large
wavelength range. The point mass ratios are usually calculated from available
mean gravity disturbance data over 5° x 5°, 1° x 1°, 15' x 15' , and 5' x 5X areas
because the data are widely available for these area sizes. One point mass is
embedded below the center of each area. Also, the depth of each layer is usually
made proportional to the horizontal distance between the point masses. Mean
gravity disturbance data for the Earth are available for 5° x 5° (Ref. 17) and
1° x 1° (Ref. 18) grid sizes. Consequently, a worldwide set of 5° x 5° point
masses and a region- wide set of 1° x 1° point masses can be used to model the
relatively long- wavelength gravity disturbances.
Although primarily designed to model moderate to short wavelength energy in
the gravity potential, there is some long-wavelength energy modeled by the point
masses. Therefore, a necessary refinement is to perform a spherical harmonic
analysis of the point-mass model and subtract the long-wavelength harmonics
from the reference spherical harmonic model. The reference spherical harmonic
model can be based on the C2,o or higher SHCs. Use of a spherical gravity model
degrades the accuracy, apparently because point masses cannot accurately model
gravity potential due to the equatorial bulge of the Earth. Thus, the gravity vector
for a point mass model in ECEF coordinates is given by
*' = *c'(gSHC-*«SHc)+*'pm (7-45)

c
where Sg SHC is the SHC set derived from the point masses. In practice, the in-
cremental SHCs of 8gsnc are combined with the corresponding SHCs of gcSHC to
form the SHC set for gsnc-
The size of the area covered by each point mass set must be large enough to
preclude any edge affects. Generally, the size is determined experimentally by
expanding the area for each grid size until the cumulative disturbance due to all
the point masses around the edge contributes less than the inaccuracy of the gravity
data used to generate the model. One example is provided in Ref. 19. The 5° x 5°
point mass area is global, the dimensions of the 1° x 1° area are 42° in latitude and
40° in longitude, and the 15; area extends over 24° in latitude and 12° in longitude.
This model area is suitable for a north-south vehicle moving along the center of
the 15' area. The reference gravity model is defined by the €2,0 SHC coefficient.
Table 7.3 shows the correspondence between mean gravity anomaly grid size
and approximate equivalent SHC model degree and order.19 Thus, the point mass
model described above is about equivalent to a SHC model of degree and order
1080. Because the point mass grid size is the same as the mean anomaly data grid
148 A. CHATFIELD
Table 7.3 SHC degree and order

vs point-mass grid size
Point-mass grid size SHC degree and order

5° x 5° 54
1° x 1° 272
15' x 15' 1080
5' x 5' 3240
size, it is assumed that the maximum SHC degree and order represented by the point
mass sets are the same as represented by the corresponding mean anomaly sets.
C. Two-Dimensional Fourier Series

For navigation in a limited area, the gravity model can be a two-dimensional
Fourier series. Such a model is a "flat Earth" representation of the gravity field for
the limited region. This type of model is applicable to precision land navigation. It
models the difference between a reference potential and the actual potential over
an adopted wavelength interval. The model has the following form:
cos(w v y/-)l
8Wv(mx,my)= a(mX9my)e-m'z'{ \ (7.46)
mxtmy=o \
where mx, my, and mz are integers and Xf, }>/, and Zf are coordinates of a flat
horizontal and vertical coordinate system.
The two-dimensional Fourier series models can be generated to model the
medium- and short-wavelength energy in the anomalous gravity potential. It is
used in conjunction with a SHC model of the long-wavelength energy. The short-
wavelength variations in the gravity potential are largely due to local mass con-
centrations such as hills and mountains and dense underground rock formations
or mineral deposits. Fast Fourier transforms can be used to generate models that
account for these terrain influences in addition to the medium wavelength energy.
D. Two-Dimensional Table
For navigation over a region of limited size, a third type of gravity model can
be the most efficient —the two-dimensional table. Suppose the navigation area is
a limited size region. The magnitude and direction of the gravity vector can be
stored in tabular form for a grid of locations and interpolated values used in the
navigation computations. The navigation computer enters the table with geodetic
coordinates or the x and y coordinates of a local flat Earth coordinate system and
extract the three components of the apparent gravity vector. For navigation above
the surface, the table consists of the gravity components for several elevations.
The table is entered with the geodetic coordinates and the height above mean sea
level and bivariate interpolation used to extract interpolated values of the three
components of the gravity vector.
Numerous methods are available for interpolation20 between the gravity data,
such as the methods of Aitken, Bessel, Everett, Newton, Lagrange, Thiele, and
various forms of bivariate interpolation. The method chosen depends on the avail-
able data, the computer capacity, and the accuracy desired.
E. Other Types of Models

Point-mass and Fourier series models and two-dimensional tables are not the
only types that have been used. Others include vertical dipoles, vertical lines, and
white noise layers. Although not used in navigation operations, they have been
useful in studies involving gravity disturbances.21'22
IV. Useful Incremental Terms of Geodesy

Relatively simple versions of the coordinate rotation from LGV to LAV coordi-
nates are possible using two incremental geodetic variables called the deflections
of the vertical. A third variable of interest is the difference between astronomic
and geodetic azimuths.
A. Deflections of the Vertical

The deflections of the vertical £ and rj define the difference between the di-
rection of the normal to the reference ellipsoid and the direction of the apparent
gravity vector, which is normal to the geoid. They are defined by the geodetic and
astronomic coordinates:
£ = <D - 0 (7.47)
rj = ( A - X ) c o s 0 (7.48)
The deflections of the vertical can be used to define a first-order approximation

to the rotation from LAV to LGV coordinates R%. Equation (6.15) is the exact
definition of the rotation matrix. Incorporating Eqs. (7.47) and (7.48) into this
expression and simplifying to first order results in
(7.49)
B. Azimuth Differences
The difference in azimuths in astronomic and geodetic coordinate systems is
denoted in the literature23 by 8 A and is given by
8 A = ( A - A , ) sin 0 (7.50)
This equation is known as the Laplace equation for azimuths. It is equal to the
astronomic azimuth minus the geodetic azimuth.
V. Extending Gravity Surveys with Inertial Measurements

So far we have only mentioned noninertial measurements. Since the 1960s,
geodesists have endeavored to employ inertial technology to extend gravity sur-
veys. Accelerometers mounted in an IMU fixed to the Earth provide an output
equal to the negative of the apparent gravity vector. Therefore, it is possible to
conceive of an inertial system being used to extend gravity surveys. The concept is
straightforward. Mount an inertial system onto a vehicle such as a jeep, travel from
observation station to observation station, stop for a period of time at each station
until transients smooth out, observe the specific force magnitude, and proceed to
150 A. CHATFIELD
the next chosen location. Such a blending of inertial and geodetic technology is
briefly examined in this section.
Clearly, from Eq. (1.15), the gravity vector and the specific force vector are
equal partners in creating the kinematic acceleration experienced by a vehicle.
From the navigation point of view, the goal is to combine the sensed specific force
with a model of gravity to obtain the kinematic acceleration per unit mass. From
the gravity survey point of view, gravity can be acquired from stabilized platform
mounted accelerometers if the kinematic acceleration is equal to zero. If P in Eq.
(3.63) is to equal to zero, then
g* = -Se + 2< x Pe + (m'e + <, x <) x P* (7.51)

Furthermore, if we stop the vehicle while the accelerometer measurements are
being made, then
g* - < x < x P< = gea = -S* (7.52)
The output of the accelerometer assembly is provided in platform coordinates
after application of the calibration coefficients as indicated in Eq. (5.17). From
information available in the navigation computer, the accelerometer output can be
rotated to ECEF coordinates. Hence, the apparent gravity vector obtained from
the accelerometers in ECEF coordinates gea is given by
(7.53)
where Rep = RetRlp. The Rlp part is the transpose of Eq. (6.72), derived in Section
II.A of Chapter 6. The platform angular rate used in Eq. (6.72) is given by
< = r/*« (Kff)"' (3d + SsLl + £„„£* + £ci£?S? + £*$§*) (7.54)

Clearly, gravity derived by an inertial survey is limited by the accuracy of
the inertial calibration coefficients. However, the geodetic position of the gravity
measurement can be established very accurately with differential GPS (described
in Chapter 9).
References
!
Torge, W., Geodesy, An Introduction, Walter de Gruyter & Co., Berlin, 1980, p. 79.
2
LaCoste, L. J. B., and Romberg, A., U.S. Patent 2,377,889, 1945.
3
1986, p. 304.
4
5
6
Spiegel, M. R., Theory and Problems of Fourier Analysis with Applications to Boundary
Value Problems, McGraw-Hill, New York, 1974, p. 131.
7
8
9
10
H
12
1986, p. 483.
13
Edwards, R. M., "Gravity Modeling for Precise Terrestrial Inertial Navigation," Doctor
of Philosophy Prospectus, Dept. of Electrical Engineering, Air Force Inst. of Technology,
p. 26.
14
Godard Space Flight Center, National Geodetic Satellite Program, Part I, Rept. No.
NAS ASP-365, 1977, p. 328.
15
Bennett, M. M., and Davis, P. W., "Minuteman Gravity Modeling," AIAA Paper 76-
1960, Aug. 1976.
16
Chatfield, A., Bennett, B., and Chen, T., "Effect of Gravity Model Inaccuracy on
Navigation Performance," AIAA Journal, Vol. 13, No. 11, 1975, p. 1494.
17
Chatfield, A. B., Bennett, M. M., and Chen, T., "Effect of Gravity Model Inaccuracy
on Navigation Performance," AIAA Journal, Vol. 13, No. 11, 1975, p. 1494.
18
Tscherning, C. C, and Rapp, R. H., "Closed Covariance Expressions for Gravity
Anomalies, Geoid Undulations, and Deflections of the Vertical Implied by Anomaly De-
gree Variance Models," Ohio State Univ. Research Foundation, Scientific Rept. No. 14,
Columbus, OH, May 1974.
19
Rapp, R. H., "The Relationship Between Mean Anomaly Block Sizes and Spherical
Harmonic Representations," Journal of Geophysical Research, Vol. 82, No. 33, Nov. 1,
1977, p. 5360.
20
Abramowitz, M., and Stegun, I. (ed.), Handbook of Mathematical Functions, National
Bureau of Standards, Applied Mathematics Series 55, U.S. Government Printing Office,
Washington, DC, June 1964, p. 878.
21
Vassiliou, A., "The Use of Spectral Methods for the Spatial Modelling of Gravity
Data," Manuscripta Geodetica, Vol. 10, p. 235.
22
Forsberg, R., "Local Covariance Functions and Density Distributions," The Ohio State
Univ. Research Foundation, Rept. No. 6, Columbus, OH, June 1984, p. 10, 13.
23
1986, p. 331.

Chapter 8
Equations of Motion with General Gravity Model
I N Chapter 3, the second-order equations of motion are derived in ECI and ECEF
coordinates. The second-order equations are converted to first-order state-space
form, assuming a central force gravitational field with specific force provided in
ECI and ECEF coordinates. In this chapter, the second-order equations of motion
in ECI and ECEF coordinates are transformed into state-space form (six first-
order equations) assuming gravity is derived from a general mathematical model
in LGCV coordinates and specific force is provided in platform or vehicle body
coordinates. Also, for ECEF coordinates, the equations of motion are expanded to
include the output of a point mass gravity model. This produces a state-space form
with nine first-order equations of motion, which has the potential of providing
very accurate autonomous navigation on, or in the vicinity of, the Earth.
Although ECI and ECEF coordinates are used as a computation frame in inertial
navigation, it can sometimes be more convenient, in aircraft navigation, for exam-
ple, if the equations of motion are solved in LGV coordinates. Consequently, the
equations of motion are also derived in LGV coordinates in two forms: standard
and pseudo velocity. The pseudo velocity form simplifies the integration of the
LGV equations of motion.
Implicit in the equations of motion are the rotational equations of motion that are
solved and used to control the orientation of the stabilized platform or to determine
the orientation of the accelerometers in a strapdown system. During navigation
with a stabilized platform system, the platform can be rotated to provide a particular
orientation such as LGV. The platform rotation is controlled by what is called the
platform control law. The equations for several common platform control laws are
presented. The last section of the chapter provides a summary of the equations
for the ECI, ECEF, and LGV coordinate systems for both stabilized platform and
strapdown navigation configurations.
I. State-Space Form in Earth-Centered Inertial Coordinates

Equation (1.15) is the general second-order equation of motion for inertial
navigation in inertial coordinates. As seen in Sections II and III of Chapter 7, the
natural coordinate system for the gravity model is the LGCV system. Specific
force measurements are used in the navigation computer after orthogonalization
and application of the calibration coefficients. Consequently, the computer has
specific force available in platform or vehicle body coordinates. Thus
153
154 A. CHATFIELD
and
Sl = RlmSm m = p or b (8.2)
Therefore, in inertial coordinates the kinematic acceleration Pl is given by
Pl = *C*SHC + ^Smod + RlmSm m = porb (8.3)

c c
Here g mc represents a general gravity model composed of SHCs, and g mod is
a fine grain model of the remaining disturbance gravity. If the fine-grain gravity
model is a point mass model, gemod is given by Eq. (7.40), and the long wavelength
content of the point mass set is assumed to have been accounted for in g€SHC as
indicated in Section III.B of Chapter 7'.
The second-order equation of motion can be transformed to first-order state-
space form if we let
v'W
. .,- (8.4)
V =P
with the result
V! R R
°}(
0 (P
} +
1 ( +' *•
\0 0
which is the first-order equivalent of Eq. (8.3).

The rotation matrix Rlc requires the geodetic longitude and geocentric latitude
[see Eqs. (2.50) and (2.51)]. Geodetic longitude is calculated with Eqs. (7.38) and
geocentric latitude with Eq. (7.36). Rotation matrix Rle is given by Eq. (2.48).
Differentiation of R™, with respect to time, yields
R? = -G?mR'« m = porb (8.6)

Here £2™m is the skew-symmetric form of the platform or vehicle body rotation
vector in the respective coordinates. It can be written in vector form as
m = p or b (8.7)
where a)Xm, coym, and coZm are the orthogonalized output of a triad of three rate gyros
or two two-degree-of-freedom gyros. The coordinate rotation Rlm is the transpose
of R™ found by one of the methods described in Section II of Chapter 6.
If the ground velocity vector is needed in LGV coordinates, the following
expression is evaluated:
(8.8)
where Vn, Vw, and Vu are the geodetic north, west, and vertical components of the
ground speed, respectively; xe, ye, ze, xe, ye, and ze are the position and velocity
components of the state vector in inertial coordinates, respectively; £2lie is the
skew-symmetric form of the Earth-rate vector
(8.9)
0)ie/
and R? is given by Eqs. (2.49) and (2.50).

The geodetic latitude in R" is calculated by a procedure developed in the late
1940s1 using the following expressions:
0 - tan'1 { ( l / P h ) [ k 3 z + Kk2(byfa - Ph)](l + /c22)} (8.10)

where
— e2
a + b) (8.12)
(8.13)
P=^P2 + z2 (8.14)
*, = (P-a)(z/P) (8.15)
£2 = (l// ) / l )[(l + K)Z — Kk\] (8.16)
2
£3 = 1 + K + / ; (8-17)
The constant b is the semiminor axis of the reference ellipsoid defined in terms of
the semimajor axis by the equation
b = a^\ -e2 (8.18)

The k\ term is an estimate of H sin 0, where H is approximated by P —a. This
estimate of H sin 0 is usually sufficiently accurate for computing the geodetic
latitude of a vehicle within the Earth's atmosphere. For example,2 an error of
30,480 m in estimating H sin 0 results in an error in 0 at the equator of 0.002 arc
sec (H was assumed to be 304,800 m).
With the geodetic latitude available, the geodetic height H can be calculated
from the expression
H = /* 2 -f}; 2 cos(/> + zsin0 -fly/l -e2sm2(/) (8.19)

Here, the x, y, and z components of the position vector in ECEF coordinates are
obtained from the components of position in ECI coordinates using the transpose
of Eq. (2.48).
For the SHC part of the gravity evaluation in ECEF coordinates using Eqs.
(7.39), the sine and the tangent of the geocentric latitude are needed. The two
expressions in Eqs. (7.36) suffice for this computation.
156 A. CHATFIELD
Complete sets of equations are provided in Sections VILA (except for platform
control law) and VILE of this chapter for platform and strapdown navigation
systems, respectively. The control law for a platform system can be selected from
those provided in Section V of this chapter.
II. State-Space Form in Earth-Centered Earth-Fixed Coordinates

For reference, the equations of motion in ECEF coordinates, derived in Section
IV of Chapter 3, are repeated with modifications to show the source of gravity and
specific force:
Pe + 2&iePe + QeieêPe = RecgeSHC + gemoA + RemSm m = porb (8.20)

With velocity in ECEF coordinates defined as Ve, the state-space form of equations
of motion become
(8.21)
The skew-symmetric form of the Earth rate Qeie is provided in Eq. (3.68). Rotation
matrix Rec is derived from product Rf Rlc. These two rotation matrices are defined
by Eqs. (2.48) and (2.51). The rotation from platform or vehicle body to ECEF
coordinates is derived from the expression:
Rem = RfRlm m = p or b (8.22)

The two rotation matrices on the right side are defined by Eq. (2.48) and Eq.
(6.72) for a platform system and Eqs. (2.48), (6.101), and (6.107) for a strapdown
system.
A summary of the equations for platform and strapdown systems in ECEF
coordinates is furnished in Sections VII.B and VII.F of this chapter, respectively.
The equations for a platform control law can be selected from one of those provided
in Section V of this chapter.
III. State-Space Form in Earth-Centered Earth-Fixed Coordinates

with Point-Mass Gravity Model
A point-mass fine grain gravity model is unique in that it can be incorporated
into the equations of motion. This section shows how this is accomplished. With
any gravity model, the gravity disturbance is a function of geodetic position. With
respect to any vehicle moving in the vicinity of the Earth, the gravity disturbance
changes with time because of the vehicle velocity. A vector differential equation
is derived in this section for the variation with time of the gravity disturbance,
assuming gravity is computed from an onboard point-mass model. This is worth
considering because of the continuing increases in digital computing speed and
memory capacity. Also, with high quality inertial instruments and a fine grain
point-mass gravity model, the inertial navigation system can be free for a longer
period of time from the need for external measurements, such as GPS.
Recall from Section III.B of Chapter 7 that the point-mass gravity disturbance
vector is given by
-'pin
(8.23)
where /pm is the number of point masses, GM is the product of the Universal
Gravitational Constant G, and the mass of the Earth M , t h j is the ratio of the mass
of the 7'th point mass to the mass of the Earth, and r$ is the magnitude of the range
vector from the jth point mass to the vehicle given by
(8.24)
Differentiation with respect to time of the expression for the point-mass distur-
bance gravity leads to
-'pin
(8.25)
Because
rej =Pe -PeJ (8.26)
and Pej is a constant vector, we can write
—reJ: = Ve (8.27)
dt
Also, differentiation of Eq. (8.24), after it has been raised to the third power, yields
(8.28)
Consequently, the derivative of point-mass gravity with respect to time can be

written as
(8.29)
Now, let
<
6pm = ^
J (8.30)
2
and
(8.31)
-1 rj
158 A. CHATFIELD
where gc is Eq. (8.23) without the summation symbol (in other words the
contribution of the jth point mass to the value of gravity at the vehicle location).
The first term on the right of Eq. (8.29) is the rate of change of gravity due to the
velocity with respect to the Earth. The second term is a small correction due to the
vehicle velocity with respect to the point masses. From Fig. 7.4 we can see that
the vehicle is going away from some point masses and toward others.
After combining the expression for the rate of change of point-mass gravity
withEq. (8.21), we have
m = p or b (8.32)
Equation (8.32) is a set of nine first-order equations in nine state vector vari-
ables: three components each of gravity (derived from the point-mass model),
velocity, and position. These outputs are computed from two gravity models and
the measurements of six inertial instruments: three linear accelerometers and three
rate gyros or two two-degree-of-freedom gyros. A cluster of three accelerometers
provides the three components of Sm, and an assembly of three single-axis rate
gyros or two two-degree-of-freedom gyros provides the £llim rotation data for up-
dating the Rem rotation at the end of each navigation integration step using Eqs.
(8.22), (6.72) or (6.101) and (6.107), and (2.48). The elements of the Rec rotation
are derived as described in the previous section.
Although the computation requirements involving the point mass ratios are
considerable, bear in mind the ever increasing capacity and speed of modern
digital computers and the fact that, for some applications, the evaluation of Eqs.
(8.30) and (8.31) need only occur at one or two minute intervals. The benefit is
accurate navigation without the need for estimating a large gravity model error in
a Kalman filter (see Sections II of Chapters 9 and 11).
IV. State-Space Form in Local Geodetic Vertical Coordinates

Local geodetic vertical coordinates are convenient for inertial navigation be-
cause the velocity in the state vector is the ground speed vector in LGV coordinates.
The first derivation of the equations of motion in LGV coordinates results in a
standard form for the two vector differential equations. Because the equations are
somewhat complex, a nonstandard form was developed providing a simpler set of
first-order vector differential equations.
A. Standard Form
The derivation of the equations of motion in LGV coordinates begins with the
definition of position Pv and velocity (ground speed) Vv in LGV coordinates.
pv =
(8.33)
EQUATIONS OF MOTION 1 59
where P is obtained from Eq. (3.61). Differentiating Eqs. (8.33) with respect to
time and substituting the result into Eq. (3.62), we get
R»F? = vv + (ny, + ê)vv + n?en?epv (8.34)

The terms £lvie and Slviv are defined shortly. Incorporating Eq. (8.3), we have
yv i /O y i O u \\/v
+ (toiv + &ie)V
i Ov O11 nv
+ îeîeP
nv <c . nv ne
= Rc8sHC + ReSmod + RmS
\ r>v c?m
m = porb (8.35)
Substituting the equation for Pv back into the derivative of Pv with respect to
time yields
Pv = Vv - &vevPv (8.36)
These last two expressions combine to form the state-space form for LGV coordi-
nates. Before writing the state-space form, the angular rate and coordinate rotation
terms are defined.
The coordinate rotations on the right side of Eq. (8.35) are derived from the
output of both the accelerometers and the gyro assembly. The derivation of the
coordinate rotations begins with an examination of the definition of the position
vector in LGV coordinates.
Substituting Eqs. (1.18) and (2.52) into the first equation in (8.33) shows that
-/?yv<? 2 sin0cos0
Clearly, from this equation, Pn is negative in the northern hemisphere and positive
in the southern hemisphere. This is illustrated in Fig. 8.1, where the vehicle
is located at point C. For the WGS 84, Pn varies between -21384.6556 and
21384.6556 m. These extreme values occur at ±45° latitude, respectively. The
value is zero over the equator and the poles.
Equation (8.37) provides no information on the longitude because the position
vector is completely determined by two components lying in a longitudinal plane.
Consequently, a separate integration must be performed to obtain A,. The appro-
priate expressions for both 0 and A as well, as for geodetic height, are obtained
from the first and second elements of the groundspeed vector Vv derived by ex-
panding the second expression in Eq. (8.33). During the expansion the following
expressions, derived from Eqs. (1.19) and (1.21), were used:
(l-g2sin24>)
KN = KM ———-————rl——— (O.J5)
1- e
e2 sin 0 cos 00
RN =
- e
(8.39)
1 - e2 sin2 0
160 A. CHATFIELD
Local
Meridian
Plane
Fig. 8.1 Components of position in LGV coordinates.
After a considerable amount of algebra, the result is
V v = VW = ~ (8.40)
where Vn, Vw, and Vu are the respective north, west, and vertical components of
the ground velocity and RN and RM are the prime vertical and meridian radii.
These velocities are used to derive the geodetic height and geodetic coordinates:
Hk+\ = Hit + I r VudT (8.41)

Jtk
+i
+i k
~ Jtrt ~~t tk+l
(8.42)
Vw sec 0
(8.43)
\. RN + H(
The integral expression for geodetic latitude requires prior knowledge of the
geodetic latitude through its affect on RN and RM, but the dependence is weak. An
estimate of the geodetic latitude can be derived from the first and third elements
of Pv. Substitute the definition of RN, given by Eq. (1.19), into both components
of position, combine the result, and obtain
1 . _! 2Pn(H -
0est = ~ Sm (8.44)
With 0 and X determined, the two coordinate rotations in Eq. (8.35) and the
sin (f)c and tan 0C used in the gravity evaluation can be calculated. The rotation R"
is given by Eq. (2.52). The rotation R^ is equal to the product R"Rlm where RV is
defined by Eqs. (2.49) and (2.50), and R*m is obtained from Eqs. (6.72) or (6.101)
and (6.107).
From Fig. 8.1, we get a skew-symmetric equation for the rotation R"\
(8.45)
Bear in mind that Pn is negative for latitudes north of the equator; therefore, — Pn
is a positive number.
From Fig. 8.1 it is clear that the Earth rotation rate in LGV coordinates is given
by
3.46)
The angular rate of the position vector is defined as the tangential velocity
divided by the magnitude of the position vector; hence, using Eq. (8.40), we have
K,, \
(X cos (j)\
<„ =
Vn
(8.47)
The expression for w^ is the sum of the two previous equations. Thus
(8.48)
Combining Eqs. (8.35) and (8.36) into state-space form yields
">l> DU DV
R R
i *c e m\\ ne m = p or b (8.49)
0 0 0
Sections VII.C and VII.G of this chapter contain summaries of the equations
for both platform and strapdown navigation systems. The platform control to be
used is chosen from those provided in Section V of this chapter.
162 A. CHATFIELD
B. Pseudo-Velocity Form
The derivation of the pseudo-velocity form begins by defining the pseudo-
velocity variable Vvp. Thus,
Vvp = R"? (8.50)
This new velocity variable is simply the velocity in inertial coordinates rotated
into LGV coordinates. It is not equal to the ground velocity because the affect of
Earth rotation is absent from the definition. Differentiating with respect to time
yields
Vvp + ^vVvp = RIP* (8.51)
Combining this equation with Eq. (8.3), we get
(8.52)
e 1
Now, because P = R^P , the first expression in Eq. (8.33) can be written as
Pvp = R?Pl (8.53)

Differentiating and incorporating Eq. (8.50) into the result, we obtain
P"p + ^vPvp = Vp (8.54)

and the pseudo-velocity state-space form of the vector differential equations of
motion is given by
= porb
/
(8.55)
To complete the equation development, it is necessary to derive an expression

that transforms the pseudo velocity into ground velocity in LGV coordinates
defined by the second expression in Eqs. (8.33). Solving Eq. (3.61) for Pc and
substituting the result into Eq. (8.50) produces the following relation between the
ground speed vector and the pseudo-velocity vector:
Vv = Vvp - êPv (8.56)
Thus, in matrix form, the conversion of the output of the solution to Eq. (8.55) to
ground velocity and position in LGV coordinates is given by
(8 57)
'
T857)
Comparison of Eqs. (8.49) and (8.55) shows that a considerable reduction in

navigation transition matrix computations results from use of the pseudo-velocity
form. The cost is the relatively simple transformation of the pseudo velocity to
ground velocity indicated by Eq. (8.57).
Equations for navigation computations in LGV coordinates for the pseudo-
velocity form are listed in Sections VII.D and VII.H of this chapter. The platform
control law is to be selected from those provided in the following section.
V. Platform Control Laws

In a stabilized platform system, the platform is commanded to rotate at some
desired angular rate, which can be zero. If the commanded rate is zero, the platform
is said to be stabilized to inertial space. A system with a commanded rate designed
to cause the platform to rotate at the Earth rotation rate is an Earth-rate system.
If the commanded rate rotates the platform with the local normal to the reference
ellipsoid, it is said to be a local level system. Here, level means oriented normal
to the geodetic vertical. In addition to controlling the level, the platform can be
controlled or uncontrolled in azimuth. Azimuth control includes free, (sometimes
called wander), torqued, or carouseled. Commanded platform torque rates are
denoted by the symbol urf. There are always calibration rates indicated by the
symbol Sor^. ^ne components of the commanded rate in platform coordinates
are defined by the relation
(8.58)
The commanded rates for platform control for ECI, ECEF, and LGV platform
orientations are presented in the following subsections.
A. Earth-Centered Inertial
For stabilization to an ECI coordinate system, the platform remains untorqued
except for calibration torques. Thus
mP = 8m^ (8.59)
B. Earth-Centered Earth-Fixed
For a stabilized platform to remain in a fixed orientation with respect to the
Earth, the platform must be rotated at the Earth rate. The following angular-rate
command accomplishes this rotation:
•ujv = R (8.60)
where R? is given by Eq. (6.72).
C. Local Geodetic Vertical—Torqued Azimuth

This mode is designed to maintain the horizontal platform axes normal to
the LGV coordinate system u axis. Control in azimuth is designed to maintain
the original azimuth orientation with respect to geodetic north. The appropriate
equation is
\
e COS (/)
Vn
(8.61)
RM 4 H
—- tan (/> 4 cote sin </>
H /
164 A. CHATFIELD
The a)ie terms account for the rotation of the Earth, and the remaining terms
account for the movement of the vehicle with respect to the Earth. The coordinate
rotation R% is formed from the product R?Rlv. The left side is obtained from Eq.
(6.72) and the right side from Eqs. (2.49) and (2.50).
D. Local Geodetic Vertical—Free Azimuth

The platform control commanded rates in this case are the same as in the
previous except for the commanded rate about the u axis, which can be set to the
component of Earth rate on the u axis, a small rate so that long-term drifts of
the level gyros are canceled,3 or zero except for calibration drifts. Thus
vw >ie COS q>
\
y
cal (8.62)
where &>cu is the selected command rate about the u axis. For this case the azimuth
of the platform changes with navigation time.
E. Local Geodetic Vertical—Platform Carousel

The accelerometer bias accuracy requirements on horizontally oriented ac-
celerometers can be relaxed if the platform control law rotates the platform about
the vertical axis (denoted by cocaT). The rotation causes the effect of the accelerom-
eter bias to be averaged out for the horizontally oriented accelerometers. For this
case, the commanded rate is
Vm \
COS 0
J
c ~ "v 'cal (8.63)
V,,;
-I- coie
\ RN + H
F. Local Geodetic Vertical—Platform Tumble
During calibration (see Chapter 5), the platform control law must rotate the
platform in a predetermined sequence with respect to the gravity vector. This
requires the platform to be oriented to the local gravity vector and then rotated
about horizontal axes to expose each accelerometer and gyro sensitive axis to the
gravity vector at several angles. Rotation about a horizontal axis is referred to as
tumble. An example of a sequence of tumble rotations is given in Section III of
Chapter 5. For platform tumbling, the rotation law is given by
(8.64)
ote sin 0
where a)ium(tn) and ^tum(^) are the tumble rates about the platform north and
west axes, respectively. The tn and tw distinction between rotation times provides
an indication that the time sequences for rotations about the north and west axes
are different. Calibration rates are not included because tumble rates are used to
determine calibration rates.
VI. Integration of the Equations of Motion

Equations (8.5), (8.21), (8.32), (8.49), and (8.55) are in the form
X(t) = A(t)X(t) + B_(t)U(t) (8.65)
where
(Vq\
X(t) = i } x = i,e, o r v
V(t)=\gemod\ m = porb (8.66)
where gsnc *s me spherical harmonic coefficient part of the gravity model, gôd is
the fine grain part of the gravity model (point-mass model, for example), and Sm
is the specific force measured by the accelerometers. The A, B, and C matrices
are summarized in Sections VII. A-VII.H of this chapter for ECI, ECEF, and LGV
coordinates for both stabilized platform and strapdown navigation systems.
Perhaps the most common method of integrating the equations of motion is to
use one of the several versions of Runge-Kutta integration. The most popular is the
fourth-order Runge-Kutta method4'5 described in many texts. In some situations,
one of the following two methods can be more convenient.
For sufficiently small integration steps, the A and B matrices can be approxi-
mated by constant matrices over the integration step. We denote an appropriately
short-time interval by &tk = tk+\ — ^> premultiply both sides of Eq. (8.65) by
e~At , then we can write6'7:
— [e~AtX(t)] = e~At B U(t) (8.67)

dt
Carrying out the integration from tk to tk+\ yields
A+1
X(tk+l} = exp(AkStk)X(tk) + exp[4*(fc+i - r ) ] B U ( r ) d r (8.68)
This equation yields the state at time tk+\ derived by integrating the accelerations
due to the gravity model and the measured specific force from tk to tk+\ .
The matrix exponential can be expanded in a series that rapidly converges for
short 8tk. The following implementation is computationally efficient:
AkStk f Ak8tk
The variable N<$> is the number of terms in the series used to approximate the
166 A. CHATFIELD
matrix exponential. The number of terms is a function of the dynamics of the

trajectory, the size of St^, and the accuracy required.
A third method involves the roots _of the characteristic equation. If the roots
of the characteristic equation of the Ak matrix are not too complicated, another
method of obtaining Qxp(Afc8tk) is computationally more efficient. In this method8
= exp(rkl8tk)Zkl(r) + exp(r*2<5r*)Z*2(r) + • • • + exp (rkttStk)Zkn(r)

(8.70)
in which rk. is the zth root of the characteristic equation for the kth integration
step, n is the number of distinct eigenvalues, and
VII. Summary of Equations for Computing the Transition Matrix

The output of the navigation computations is assumed to be the geodetic coor-
dinates and velocity (longitude A, latitude 0, geodetic height H and the geodetic
north, west, and vertical components of ground velocity, Vn,Vw, and Vu, respec-
tively). The input to the computations in each case consists of the initial values of
the state vector variables, the computed value of the gravity components in LGCV
and ECEF coordinates [see Eqs. (7.35) and (7.39)], accelerometer cluster output
of specific force components, and the angular-rate output of the gyros. The last
two are given by Eqs. (5.17) and (7.54), respectively. For the stabilized platform
systems, the platform is assumed to be untorqued except for calibration torques.
All variables are a function of time except the Earth rotation rate <w/ e , the reference
ellipsoid eccentricity <?, and semimajor axis length a.
In most cases, the output from the inertial instruments is provided at an interval
that is a fraction of the computer integration step length. The usual practice is to
smooth the inertial instrument outputs before integrating the equations of motion.
The next eight subsections summarize the equations for computing the transi-
tion matrix for stabilized platform and strapdown systems. The computations are
carried out during each integration step. Equations are provided for ECI, ECEF,
and LGV coordinate systems. Gravity model equations are not included. They are
assumed to be the same regardless of the coordinate system. Examples of gravity
model computations are given by Eqs. (7.35) and (8.23). The Rlp is presented as
always being orthogonalized. Other rotations may need to be orthogonalized from
time to time.
A. Earth-Centered Inertial Coordinates—Stabilized Platform
ye
j Q) *' = I _ C / :") (8.72)
y
\Ze/
tesHCN
V= (8.73)
S"
(8.74)
S9yp = 0)ypSt S9Zf = 0)ZpSt (8.75)
(8.76)
, 0 -50Z, 50}>
~0Z, o -a^ (8.77)
80v <5#r 0
(8.78)
(8.79)
cosa>iet —§m<jL>iet 0\ ix
sina)iet coscoiet 0 1 { y I = R[ ( ^, bâ^l-e2 (8.80)
0 0 I/ \z
/>/, = v/x2 + y 2 -2tan" = A (8.81)
• 0AC = —
sin cos 0^C (8.82)
P
r - V/P/<2
— (8.83)
(8.84)
{(l/Ph)[k3
(8.85)
// - />£ cos 0 + z sin 0 - a i/l - e2 sin2 0 <$/?), = ?;,)r - / (8.86)
sinA' -cosA,1' 0 (8.87)

cos V cos 0 sin V cos 0 sin 0 ,
= /?," (8.88)
168 A. CHATFIELD
-cosA/ sin</>c sin A/ cosA/cos0A

-sinA/sin0 c — cosA/ sin A/cos 0C I (8.89)
cos0c 0 sin0c /
(8.90)
B. Earth-Centered Earth-Fixed Coordinates—Stabilized Platform

/x\
y
z '-20 -nn
X* = Ae = (8.91)
X
y
w
Be = Ce = 1 (8.92)
(0 0 0
ii
(8.94)
(8.96)
- cos<5<
(8.97)
0\ / COS 0)iet sitUJOiet 0\
e
01
<=l 0 R . = 1 -smo)iet coscoiet 0j (8.98)
»ie) V 0 0 I/
n—
VA1 >7 1 .tan -i /^ +yp/J\ (8.99)
p = y^T^ <=«^ (8.100)
g2 l
/c = /-M (p a b)\-' (8.101)
l-e2 V ^ )
(8.102)
= tan (8.103)
'p = Rlp(Rlp)T-I (8.104)
U — Ph cos (j) + z sin 0 — ay 1 — £2 sin2 (8.105)
(8.106)
( —cosA sin 0
sin A
cos A cos 0
—sinA sin 0
— cosA,
sin A cos 0
cos 0^
0
sin0,
(8.107)
X\ /*'
v
vw]=R e[y (8.108)
û) \Z,
sin0 c = z/P cos0c = Ph/P (8.109)
( —cosA sin 0C
—sinA sin 0C
cos0c
sin A
—cosA
0
cos A cos 0C\
sin A cos 0C J
sin06. /
(8.110)
C. Local Geodetic Vertical Coordinates—Standard

Form—Stabilized Platform
Vu
Xv = AV = (8.111)
Pn
/ DV DV r,U
f Kc K
e K
Bv = (8.112)
lo o o
(8.114)
80P = (8.115)
0 - 80Z
Mp — —— 0 Cv = 1 (8.116)
~
170 A. CHATFIELD
RP(t + <$0 = \I + sinSflpM^ /?f (f) V=
(8.117)
/'
«/f
(8.118)
2Pn(H,-Pu)
£/? = ! - « (8.119)
l-6>2
= /?A (8.120)
v
0r+<5r = 0r +
/ K
"
^cos (/>^
(8.121)
-•-/' Jt
<e - ft)/, | 0
V sin0y
(8.122)
A 7 = A, + COS 0)iet (8.123)

Sw \
<„ = "p = Ri}(Rtp)T - I (8.124)
(8.125)
—cosA z
v
D =
K, sin A/ 0 (8.126)
v cos A' cos </> sin A' cos 0 sin 0,
(8.127)
p r)
u p N
'w 'w
P = V =jl 0 P 0 (8.128)
r
V-F, 0 PM>
sin(L)iet COS (t)iet 0 (8.129)

o o i
D. Local Geodetic Vertical Coordinates—Pseudo-Velocity

Form—Stabilized Platform
(8.130)
I -fiV
Pn
PW
Bv = (8.131)
10 0 0
cox
0) = --[urt"p(t + St) + ^/;(0] &exp = obXfSt (8.132)
:
(8.133)
80p = J89?p + 80*p + $0?p (8.134)
0 ~SOZp S9yp
sel o -sex
sox, o
RP(t + St) = [/ + sin50^ -f (1 - cos^)M^ 2 ]/??(r) (8.136)
/+5f
V B dr (8.137)
/.
2
2P,,(H,
7P..(H. - P u) ~] }
P..}\
(8.138)
l-e2
RM — RN—-—— <t>t+s:r = 0/ + f o ^ dr (8.139)
Jr AM -h o
rz
/COS 0^
f'+StVw
= X, - — j£ = a>/J 0 I (8.140)
J, RN
(8.141)
VPU,
172 A. CHATFIELD
vw cos (
\
/>,< 0
0 P 0 (8.142)
RM + H
-P» 0
— tan0 -f <w/£?si
\ RN
(8.143)
^—cosA/ sin0 —si
vz — . sin A' —cos*' 0 -1 (8.144)
^ cos X1 cos 0 sin A/ cos 0 sin
(8.145)
( cosa>jet
sin<a le t
0
—sina>iet
cosset
0
0\
0I
\)
(8.146)
Rlp = R\\I - {8R'p + if (5R>,)2 T • • • ] R (8.147)
E. Earth-Centered Inertial Coordinates—Strapdown
0 0
Bl = (8.148)
/ 0 0 0 0
C=I ^mod (8.149)
(COy
(8.150)
(8.151)
o -
o -sexb (8.152)
sex
(8.153)
q(t + St) = (8.154)

(8.155)
coscOiet 0 (8.156)
0 1 ,
(8.157)
Ph = v/jc2 + y2 X - 2 tan A.1' = X + (8.158)
Ph
sin 0C = — COS (j)c = —— (8.159)
(8.160)
(8.161)
= tan - Ph)}(\
(8.162)
H — Ph cos 0 + z sin 0 — a^/l — e2 sin2 or/ = I 0 (8.163)
(8.164)
/—cosX1 sin 0 —sinV sin 0

sin X1 — cos X1 0 (8.165)
^ cos X1 cos 0 sin X1 cos 0 sin 0,
Vw = (8.166)
1
sin </>c sin X1 cos X1 cos 0C
— sinA,' sin0c — cosA' sin A/ cos 0C (8.167)
cos0c 0
(8.168)
174 A. CHATFIELD
F. Earth-Centered Earth-Fixed Coordinates—Strapdown

/x\
y
e z
X = (8.169)
X
y
\z/
Be = Ce = I (8.170)
( 0 0 0
(8.171)
SOZ1> = d)Zl> (8.172)
(8.173)
0 tesSHC }
se
= 77T *> ° -^, t/=K»d (8-174)
^*b
0
qb(t -f(0
(8.175)
b= (8.176)
'
(8.177)
<= I 0 —s'mcDift cosa>iet 0 (8.178)

0 0 1
(8.179)
(8.180)
p= Pl + z2 (8.181)
\(a /c2 - (l/n)[(l (8.182)

2
= l+/c+£2 (8.183)
0 = tan- 1 {(l//> /2 )[£ 3 z (8.184)
// = P/j cos 0 -f z sin 0 - 0-v/l - (8.185)
(8.186)
(—cosAsin0 —sinAsin0 cos0 N ^

sin A —cosA 0 (8.187)
cos A cos 0 sin A cos 0 sin 0 y
'Vn
(8.188)
(8.189)
-cosAsin0 c sin A cos A cos 0A

-sinA sin 0C —cosA sin A cos 0C I (8.190)
cos0c. 0 sin0 c /
G. Local Geodetic Vertical Coordinates—Standard Form—Strapdown
Vw
v
x = Vu
Av = (8.191)
Pn
\Pu/
Bv = S c e
~b (8.192)
I 0 0 0
Uvh = -~ (8.193)
80•* =co-^x.8t 80Z/^ =a)z*-,8t (8.194)
(8.195)
176 A. CHATFIELD
0 --MZZ b 80y/)
V (8 196)
- -
qb(t + St) •
L ' * J
(8.197)
^SHC^
V=\gemod\ (8-198)
s<b
2(<?i<73 - 4244) 2(4243 + 4i44) -q\ -42+4%

(8.199)
t+St
Vudr (8.200)
/
(8.202)
r
—-f— dr (8.203)
M -r H
(8.204)
= A + cosa^r 5^ = R^Rtf - I (8.205)

— cosAf sin0 — sinX J sin(/) cos0
sin A' -cosA1' 0 (8.206)
sin A' cos 0 sin0
0 F
/?c" = — 0 P 0 (8.207)
-Pn 0
0\
smc0iet 0 (8.209)
0 0 I
H. Local Geodetic Vertical Coordinates—Pseudo-Velocity

Form— Strapdown
(8.210)
-Of..
(Re R"
Bv = (8.211)
0 0 0
(8.212)
5^,, =u>ZhSt (8.213)

3k £)2
O " . "T~ 0(7
1 ££)2 1
-^l
i (8.214)
o -se
MzZ* ^,, ^ MHC\
o -sex, 1 ^ = U Lf td (8.215)
?,,, o y Vs /
q(t f£ 2 ]g(r) (8.216)
(8.217)
r+^r = Ht (8.218)
(8.219)
178 A. CHATFIELD
RM = RN——— (8.220)
t+8t
<P,+„s,==<</>,+
* , +// n ".' dr (8.221)
= */ - / -^——T7dr | Vw I = Cl\ Vpw I (8.222)

*-/
• /r
(8.223)
vf - ! sin A.'' -cosA.1' 0 | (8.224)

s cos A/ cos 0 sin X' cos 0 sin <
(8.225)
(8.226)
(8.227)
References
!
Schreiter, J., "Space Rectangular Coordinates for Geodetic Positions with Elevations,"
Mapping and Charting Research Lab., TP No. 71, Ohio State Univ., Columbus, OH, Dec.
1949.
2
Schreiter, J., "Space Rectangular Coordinates for Geodetic Positions with Elevations,"
Mapping and Charting Research Lab., TP No. 71, Ohio State Univ., Columbus, OH, Dec.
1949.
3
Farrell, J. L,., Integrated Aircraft Navigation, Academic, London, 1976, p. 84.
4
Maron, M. J., Numerical Analysis, A Practical Approach, 2nd ed., Macmillan, New
York, 1987, p. 403.
5
6
Ogata, K., Modern Control Engineering, 2nd ed., Prentice-Hall, Englewood Cliffs, NJ,
1990, p. 310.
7
D'Azzo, J. J., and Houpis, C. H., Linear Control System Analysis and Design: Conven-
tional and Modern, McGraw-Hill, New York, 1988, p. 97.
8
D'Azzo, J. J., and Houpis, C. H., Linear Control System Analysis and Design: Conven-
tional and Modern, McGraw-Hill, New York, 1988, p. 96.
Part II Inertial Navigation with Aids
O NCE the calibration coefficients have been obtained and the initial con-
ditions for the navigation computer established, inertial navigation can, in
principal, proceed without additional external information. In practice, accuracy
degrades unless information from an external source is introduced into the naviga-
tion computations. If the performance degradation is too severe, the introduction
of external measurements can limit the extent of the performance reduction. Part
II begins with derivations of the equations of relative motion and shows how these
mathematical relationships provide a basis for the use of external measurements.
An external measurement can be any quantity that duplicates a navigation
state vector parameter such as velocity, position, or instrument orientation. This
includes, for example, the range vector or the scalar range and range rate to a
satellite. Another suitable measurement is the direction of the line-of-sight to a star.
Each external measurement is compared to the value computed by the navigation
computer and the difference is used in a filter to reduce or bound the extent to which
the navigation accuracy is decreasing. In Part II, the equations for incorporating
several diverse types of external measurements into the navigation computations
are derived. The combining of the external and internal measurements is usually
performed in a Kalman filter. Much of Part II is dedicated to deriving the equations
used in a Kalman filter.
In the final section of Part II, equations are derived for modeling the instrument
errors in the Kalman filter. Also included is the derivation of a nine-state model for
one of the principal sources of error—the gravity model. This model shapes a white
noise input into a gravity disturbance function that approximates the ensemble
mean navigation gravity model error due to omitted spherical harmonics. With the
completion of Part II, we have the essential background for going into the subject
of navigation system error analysis—the subject of Part III.

Chapter 9
Inertial Navigation with External Measurements
I N this chapter the fundamental concepts involved in using external measure-

ments to improve navigation accuracy are described. By external is meant ex-
ternal to the accelerometer-gyro cluster. Whether the instrument cluster is mounted
on a stabilized platform, or fastened to the frame of a vehicle, does not matter.
First to be explained is why external measurements of range, for example, can
be used to update velocity, position, and the value of inertial instrument calibration
coefficients. This is accomplished by deriving the equations of relative motion,
which are then used to establish the basis for applying external measurements to
update the navigation state vector. Next to be shown is how the equations of relative
motion can be used to determine what navigation variables have an influence on the
external measurements. This information leads to a determination of what inertial
and external measurement calibration variables can be estimated in the navigation
computations. The next step is to explain how the external measurements are
combined with the equations of motion to update the navigation state vector. The
dominant method used in high accuracy inertial navigation involves the application
of Kalman filter theory to the navigation computations. How optimal Kalman filter
updates are incorporated into aided inertial navigation computations is described.
Also provided is one example of a suboptimal Kalman filter design that reduces
the computation load on the navigation computer. The final subject treated is the
aliasing that occurs if a Kalman filter is used to process measurements. It is a
consequence of the gravity and specific force vectors appearing in the equations
of motion as a vector sum.
I. Basis for Using External Measurements

The equations of motion developed in previous chapters are the equations of
motion relative to the Earth's center of mass. External measurements are provided
by sensors mounted on the stabilized platform or the navigated vehicle making
measurements with respect to another vehicle such as a satellite or physical object
such as a star. Also included are sensors attached to the Earth making measure-
ments of the motion of an airborne or spaceborn vehicle. Therefore, in this chapter
the equations of motion are derived for one object of unit mass located at point p
relative to a second object of unit mass located at point q (Fig. 9.1). The unit mass
objects are defined later. The ECI positions are denoted by the symbols Pl and Ql,
respectively. The range vector in the figure extends from ptoq.
The general equations of relative motion for the objects at p and q are derived
in subsequent subsections. By assigning specific locations to each object, we can
derive equations that define the basis for a wide variety of measurement systems,
181
182 A. CHATFIELD
Fig. 9.1 Geometry for equations of relative motion.
such as, for example, ground-to-satellite tracking, vehicle-to-satellite tracking,

star tracking, and gravity gradient measurement. A detailed examination of the
relative equations of motion permits us to determine (in theory) what variables
can (in theory) be updated in the aided inertial navigation state vector for each
type of measurement.
With few exceptions, the terms in the equations to follow are functions of time
r, but the time dependence is not shown in order to make the equations more
readable. The initial time is considered to be zero. The zero subscript is used to
denote values at time zero.
A. Equations of Relative Motion

Because external measurement devices exist for measuring range, range rate,
and p-to-q line-of-sight direction, both linear and angular equations of motion for
the p-to-q range vector are developed.
1. Linear Motion
Referring to Fig. 9.1, the vector expression for r* is differentiated with respect
to time twice with the result
? =& -P (9.1)
Incorporating Eq. (1.15) for each object, the basic linear vector differential equa-
tion of relative motion in inertial coordinates is
? = [gQ (0 - tfP (P)} + [S'Q (0 - S*P (P)] (9.2)
The P and Q subscripts denote the gravity and specific forces that apply to
INERTIAL NAVIGATION 183
vehicles at p and q, respectively. Single and double integrations of the second-

order equation lead to two extremely useful forms:
" + [^(fi)-Sj,(P)]}dT (9.3)

•"*
and
{[gQ (fi) - glP (P)} + [SQ (g) ~ S'P (P)]} dr dr'
(9.4)
where 8tk = f^+i — fy, r^+i is the current measurement time, ^ is the previous
measurement time, r and r' are dummy variables for time, Vk is the previous range-
rate vector, and /^ is the previous range vector. The gravity vectors are always a
function of position as indicated. Specific force is written as a function of position
to make the equations general. For some vehicles, such as an unguided satellite
near the Earth, the dependence exists because specific force due to atmospheric
drag and solar wind pressure are not sensed but are computed as a function of
position. For navigated vehicles, such as aircraft and missiles, specific force due
to thrust and drag and any other forces is measured by the accelerometers.
Although range acceleration is not measured directly, Eq. (9.2) shows the ob-
vious that the acceleration of the range vector is solely due to the difference in
gravity and specific force acting on the two objects.
What is frequently measured is the range-rate magnitude r, or range magnitude
r, or both where
' (9.5)
(9.6)
Equations (9.3) and (9.4) show range-rate change and range change, respec-
tively. Errors in gravity and specific force are dynamic in nature, and the affect
can only be determined from multiple range rate and range measurements or just
multiple range measurements.
An examination of Eq. (9.3) shows that range rate change is due to the initial
range rate plus the integral over time of differences in gravity and specific force.
The double integral of the differences in gravity and specific force, the single
integral of the initial range-rate vector, and the initial range vector produce the
observed range change vector. Thus, any system variable affecting the initial
range-rate change or range change vector or the difference in gravity and specific
force vectors has an influence on the observed range-rate change or range change.
2. Angular Motion
In this section, we are interested in identifying the navigation variables affecting
the angular motion of the line-of-sight from p to q in Fig. 9.1. We begin by deriving
an expression for the angular acceleration of the line-of-sight '$.
An angular acceleration is produced by a torque. The torque is equal to the
moment of inertia Ip times the angular acceleration (the angular equivalent of
F = ma). For unit masses, the torque is given by d/dt(t* x r1'). Hence
I f i = r* x '? (9.7)
184 A. CHATFIELD
because r1x ?— Ol. The moment of inertia of a unit mass at q relative to the
point p is equal to the square of the magnitude of the range vector. Therefore,
0' = (l/r)r' x {[glQ(Q) -&(P)] + [S'Q(Q) -S'P(P)]} (9.8)

l
where f = r* /r is a unit vector in the direction of q from p and t* has been
replaced by the right side of Eq. (9.2). This is the general equation for the angular
acceleration of the p-to-q line-of-sight in inertial coordinates. Single and double
integrations yield
ft't+i - & = I ' -?' x { [SQ (Q) ~ S'P (P)} + [S'Q (Q) - S'P (P)]} dr (9.9)
and
l
•/>
+ [S*Q (Q) - S p (P)]} dr dr' (9.10)
From the last three equations, we conclude that the angular acceleration, angular
velocity change, and angle change of the p-to-q line-of-sight are a function of the
initial conditions, gravity difference, and specific force difference. For relatively
short distances between p and q, this conclusion is true. But, as is shown in Section
I.B.3 of this chapter, the line-of-sight direction is not always a function of gravity
and specific force differences.
B. Application of the Equations of Relative Motion

Equations (9.2-9.4) and (9.8-9.10) can be used to ascertain the physical vari-
ables affecting all range rate, range, angular rate, and angular measurement systems
used to track all types of vehicles such as aircraft, missiles, satellites, or stars. In
the next four subsections, the basic equations are derived for several types of
measurements to illustrate the many applications of these equations.
1. Ground-to-Satellite Range Vector

As a first example of the application of the relative equations of motion, consider
a radar attached to the Earth tracking a satellite, which is high enough to ignore
specific force due to air drag and in the shadow of the Earth so that solar pressure
does not produce a specific force. It is also assumed that the gravity of the sun and
moon are not significant and the electromagnetic force, due to the interaction of
the satellite's electrical charge with the Earth's magnetic field, is negligible.
For the satellite, the only acting force is mass attraction gravity at the satellite
location. Because the ground-based radar is attached to the Earth, the kinematic
acceleration is given by Eq. (3.62) with P and Pe set equal to zero. Consequently,
the satellite and ground radar acceleration equations become
C'=*G(® (9-11)
and
P'=^«x<xPc) (9.12)
respectively, where Rle is the transpose of Eq. (2.48). Both urfe andPe are constant
vectors.
Substitution of Eqs. (9.11) and (9.12) into Eq. (9.1) yields
which leads to
j£+1 - 4 = f ^ [g!Q(Q) - Rle(weie x ufe x Pe}] dr (9.14)
and
f +' f
Jrt ./fit
Thus, the range-rate change and range change are functions of the single and
double time integrals of the gravity experienced by the satellite, the respective
initial conditions, the ground tracking station position vector in ECEF coordinates,
and range or range-rate equipment calibration coefficients.
As a side note, Eqs. (9.14) and (9.15) lead us to the conclusion that if glq(Q)is
expanded into spherical harmonics and the ground radar position is known, the
spherical harmonic coefficients could be determined from range and range-rate
observations or from just range measurements. Such is the case, but the determina-
tion of the spherical harmonic coefficients is not straightforward.1 Conversely, if
the satellite gravity model spherical harmonic coefficients are accurately known,
the position vector of one or more ground radar stations can be calculated using
multiple range and range-rate observations or just multiple range measurements.
2. Vehicle -to -Satellite Range

A more complex configuration is also of interest— a moving vehicle at p (it
could be an aircraft, a missile, or a space launch booster) using range measurements
to a satellite at q and the satellite ephemeris to determine the vehicle position. This
time additional complexity is introduced by including the coordinate rotations re-
quired for practical results. The satellite gravity model is assumed to be a spherical
harmonic model g$HC, and the vehicle navigation system is assumed to use a spher-
ical harmonic model of the same degree and order, plus an additional finer grain
model gôd. Also, for this example, the satellite is assumed to be acted upon by the
sources of specific force excluded in Section I.B.I of this chapter. Consequently,
G) (9.16)
and
P) + RtfmotW + RlnS" m = P°rb (9.17)

so that
- R'mSmP m^porb (9.18)

186 A. CHATFIELD
where 5^t, SJSW, and SlQm are the satellite specific forces due to atmospheric drag,
solar wind, and electromagnetic interaction, respectively. For this example, it has
been necessary to indicate the dependence on the position vector of each vehicle,
•r
which, in turn, are functions of time. In view of Eq. (9.18),
m = porb (9.19)
In addition to the initial conditions and time, the range change is influenced
by the range sensing equipment calibration coefficients, satellite and vehicle po-
sitions, the respective gravity models, the specific forces acting on the satellite,
the measured platform or vehicle angular rate, and the measured vehicle specific
force. If we bear in mind that the vehicle IMU measured angular rate is given by
Eq. (7.54), which determines Rlp, and the specific force is given by Eq. (5.17), the
gyro and accelerometer calibration coefficients have an effect on the range change
measurement. Because any variable having an effect on the range change can, in
theory, be included in an augmented navigation state vector and estimated, the
list of potential state vector variables to be estimated is formidable. Of course in-
cluding a large number of variables has the disadvantage of requiring a very large
number of range measurements. It also imposes the requirement for a large onboard
computer. In practice only those variables most in need of updating are estimated.
What has been described in this section is one type of GPS measurement. A
variation on the use of GPS, called differential GPS, eliminates systematic errors
and provides improved accuracy. The geometry is illustrated in Fig. 9.2, which is
Fig. 9.2 Geometry for differential GPS.

Fig. 9.1 with a ground-based radar placed at point g. Let rg be the range vector
from the ground station to the satellite and plg the position vector of the ground
station. Then
(9.20)
Consequently,
P<+S=pig +lJg (9.21)
or
P'=spf+ii-ti
6 6
(9.22)
Thus, a vehicle position established by DGPS utilizes the difference F* — t* . Any
bias errors, such as ionospheric and tropospheric time delays, common to both r^
and r1, disappear in the subtraction.
3. Vehicle-to-Star Line-of -Sight Vector

In this example, a star tracker is assumed to be mounted on a stabilized platform.
The angular acceleration of the platform -to-star line-of-sight is derived by doubly
differentiating, with respect to time, the range vector in platform coordinates and
applying Eq. (9.8). The range vector to a star in platform coordinates is obtained
by rotating the range vector from inertial to platform coordinates by means of the
equation
rp = #/V (9.23)
;;
Differentiating twice with respect to time, premultiplying by r x, dividing both
sides by r 2 , yields
P" = (l/r)fP x RP[f - 2ar/p x f - (rir/p - w[p x nr/p) x r'] (9.24)

where f p is a unit vector in platform coordinates directed from p to q.
For a star, the 1/r ratio is zero because r is for all practical purposes infinite.
Thus for a star
- w\p x f'] (9.25)
The three terms on the right side divide the angular acceleration of the line-of-
sight to the star in platform coordinates into three respective components: along
the angular rate vector, along the range vector, and perpendicular to both. After
integrating Eq. (9.25) twice, we get
PPk+l ~ P\ = ft** - I"* /?f « x r')dr

Jtk
+ f +' f R? [«r')< - «f/]dtdt' (9.26)

Jtk Jtk
The terms containing gravity and specific force in Eq. (9.24) have gone to zero
because of 1/r going to zero. The line-of-sight change is due to the initial line-of-
sight angular rate, the platform angular rate, and the components of the unit range
188 A. CHATFIELD
vector determined from the star sensor measurements. It is also a function of the
previous platform angular rates used to compute R f .
Clearly then, star line-of-sight change measurements are only influenced by
the initial platform attitude, initial and current platform angular rate, and the
star tracker measurement of a unit vector in the direction of the star. Therefore,
only initial platform attitude, attitude rate, and gyro and star tracker calibration
coefficients can be estimated directly from star line-of-sight measurements.
4. Basic Gradiometer Equation

In this section, the second-order equation of relative motion is examined for
very close relative locations of p and q. Suppose that both p and q are occupied
by an appropriately arranged accelerometer cluster mounted on the same rigid
structure on a stabilized platform rotating at a constant rate in inertial space. Also,
assume that the accelerometer input axes are normal to the radius of rotation
and are separated by only a short distance (less than 0.1 m, for example). In this
configuration, the gravity vector at q can be expressed as the gravity vector at p
plus a linear gravity gradient times r^, where r^ is the vector distance between
the accelerometer centers of gravity. Thus
glQ (Q) = glP (P) + ^'Q <9-27)

in which dpPg/dt*Q is the gravity gradient tensor. Incorporating Eq. (9.27) into (9.8),
with /3*set equal to zero, produces an expression for the gravity gradient in the
direction of flQ as given by
^flQ = S'r (P) - S1Q (Q) (9.28)
The equation states that the elements of the gravity gradient tensor are a function
of the difference in the outputs of accelerometers mounted on the same rotating
rigid structure. This association of outputs was exploited in Sections III.B and
III.C of Chapter 4 to derive one possible set of output processing equations for a
Bell-type gradiometer.
Equation (9.28) provides only three equations in the five independent gravity
gradient terms. It was shown in Section III.C of Chapter 4 that the output from
rotating pairs of accelerometers can provide a means of obtaining all five of the
independent terms of the gravity gradient tensor.
II. Kalman Filter State Updates

Now that the physical variables having an influence on external measurement
changes have been identified it is time to consider how external measurements can
be used to improve navigation system performance. The method of improvement
involves two parts: first, augmenting the state vector to include the important
sources of error, and second, using the external measurements in a navigation
filter to estimate changes in the augmented state vector variables. A Kalman filter
provides a means of using external measurements to improve high accuracy inertial
navigation performance. It is the dominant method used today.
A Kalman filter requires the evaluation of physical quantities along some trajec-
tory close to the actual trajectory. For navigation, this can be along a predetermined
nominal trajectory or along the estimated trajectory generated using updated sys-
tem variables. If the estimated trajectory is used, the filter is an extended Kalman
filter!1 The filter is referred to as a linearized Kalman filter if a predetermined
nominal trajectory is used.
A Kalman filter is designed to be used for estimating random processes. If the
driving functions are Gaussian white noise, the filter is optimal. The errors in a
navigation system are not necessarily random. But first-order differential equations
for these errors can be derived in which the forcing function is white noise. These
differential equations shape the white noise driving functions in accordance with
our knowledge of the statistical behavior of each type of state vector error. The
error-model-shaping differential equations are developed in Chapter 11.
In recent years, for some applications, the task of filtering has been divided
and the filtering task performed by a number of smaller Kalman filters, each
using part of the total measurement vector.3 Each filter is run in parallel with
no communication between filters. A master filter then combines the output of
the parallel filters to form the final estimated state and covariance. This method
is considered to be especially useful for fault detection and isolation. This book
deals with the equations and procedures for using one Kalman filter to obtain the
estimated state and covariance.
The basic state variables in a Kalman filter are incremental quantities, but, for
navigation, it is also necessary to propagate the total state across each integration
step.4 How this is accomplished is described next.
A. Overview of Navigation Computations—Extended Kalman Filter

For navigation computations using a Kalman filter, we define an augmented
state error vector for the &th integration step AA^, which includes errors in ve-
locity AVf and position AP^, and can include errors in platform attitude A</>^,
gravity Ag^ , accelerometer calibration coefficients ASJJ1 , and gyro calibration co-
efficients Azzr™. Also, it can include external measurement equipment calibration
coefficients AW^. Thus
= i,e,orv m = p or b (9.29)
Aw
The subscript k denotes the value of the state vector errors at the end of the &th nav-
igation integration step. The superscript y is the coordinate system of the external
measurement equipment and depends upon the type of measurement. The compo-
sition of the estimated state vector error does not have to include all of the variables
shown and is different for each navigation system. In what follows, the estimated
variable values are identified by placing the tilde symbol above the character.
190 A. CHATFIELD
State, Covariance
Propagation
Yes
Kxternal
Measurement
Prediction
Partial
Derivative
Evaluation
To Cov. Prop.
h
4
——r^s Covariance
Update
Fig. 9.3 Block diagram for extended Kalman filter.
Typically, the navigation computations proceed through a number of integration

steps between measurement updates (refer to Fig. 9.3). If an external measurement
is available, the state is updated by subtracting the actual measurement from the
predicted measurement derived from the estimated state. This residual is multiplied
by a Kalman gain matrix Kk and the result added to the previous value of the
estimated state vector. Thus
(9.30)
where AXk is the estimated state vector error after the Kalman filter update, AXk
is the estimated state vector error just before the update, Zk is the predicted
measurement based on the propagated state just before the update, and Zk is the
actual measurement, including measurement errors.
Updated velocity and position error estimates are added to the propagated
total values to obtain the initial conditions for the next integration step. The new
gravity error estimate is added to the gravity values derived from the gravity
model for the next integration step, and the new positions are used to compute
gravity values with the updated gravity model. The remaining updated variables
are new estimates of accelerometer, gyro, and external measurement equipment
calibration coefficients. The updated inertial equipment calibration coefficients
are used in Eqs. (5.17) and (7.54) to process the output of the specific force
and gyro measurements, respectively, until the next update. The updated external
measurement equipment calibration coefficients are used in a similar manner to
process the raw external measurements until the next update.
The new total state is propagated across an integration stepjusing one of the
methods described in Section VI of Chapter 6. The result is Xk . If no measure-
ment is available, the output becomes the input for the next integration step. If
a measurement updatejs available, Xk is used to compute the predicted external
measurement vector Zk , the partial derivative of the measurement with respect to
the incremental state vector Hk, and to evaluate the transition matrix 0^, which
is used to update the co variance matrix. The Hk matrix is used in the external
measurement prediction, the gain computation, and the update of the covariance
matrix. The covariance of the noise is added to the gain computation, covariance
update, and covariance propagation in accordance with Kalman filter theory.5'6
The blocks in Fig. 9.3 show the computation groups for an aided inertial navi-
gation system based on use of an extended Kalman filter: total state propagation,
external measurement prediction, partial derivative computation, Kalman gain
computation, covariance matrix update, and covariance matrix propagation. The
equations for the total state propagation are summarized in Section VII of Chapter
8. In the next two sections, the equations for the gain computation, covariance
update, and covariance propagation are developed. The subsequent section sum-
marizes the equations in the form of a computation flow diagram.
B. Gain Evaluation and Covariance Update

The linearized form of the Zk — Z^ difference in Eq. (9.30) can be written as
follows:
Z~k - Zk = Hk&X~k + Av* (9.31)
where
(9.32)
dX(t) x=x
so that Eq. (9.30) becomes
AX~k + Kk(Hj~ A*; + Av*) (9.33)

where Hk AXk is the predicted incremental measurement vector, Hk is a matrix
of partial derivatives of external measurement variables with respect to state vector
variables, and Av^ is the added measurement noise vector.
Equation (9.33) is used to derive a mathematical expression for the gain matrix
Kk. But first, an expression for the covariance matrix at time tk, denoted by Ck,
must be derived. Letting E[] signify the expected value, the covariance at time tk
(In writing the definition, we are assuming the mean of /±Xk is zero. If this is not
true in practice, the navigation update computations are not optimum.) is
(9.34)
Substituting Eq. (9.33) into (9.34) and taking expected values, we get
Ck = (I - Kk Hk)C~ (I - Kk Hkf + Kk Rk KTk (9.35)
where
ck = E[AX~AX~T] (9.36)
192 A. CHATFIELD
and
vTk] (9.37)
We are now in a position to derive the equation for the gain matrix Kk that
minimizes the trace of Ck. This is accomplished by differentiating the trace with
respect to the gain matrix, setting the result equal to zero, and solving for the gain
matrix. First, expand Ck as follows:
Ck = C~k - KkHk-Ck - CkHkT Kl + Kk(Hk-CkHk-T + Rk) K\ (9.38)
The derivative of the trace of the product of two matrices with respect to the first
matrix is the transpose of the second matrix. If the second matrix is symmetric,
the derivative of the trace of a quadratic form with respect to the first matrix is
twice the product of the first two matrices.7 Thus, after taking the derivatives and
setting the result equal to zero, we get
^H~ - 2C^H~ + 2KkRk = 0 (9.39)
Solving for Kk yields
Kk = CkH~T (Hk-CkHk-T + Rk)~l (9.40)

This is the gain matrix that minimizes the mean-square estimation error.
If the gain matrix is incorporated into the covariance matrix, a simpler expression
for the covariance matrix update8 is obtained. The result, after a small amount of
algebra, is found to be
Ck = CJ- - KkH~C^H^T + RkKl (9.41)
C. Covariance Propagation
The next equation to be derived propagates the covariance matrix across an
integration step. Propagation of the covariance matrix is based on the propagation
of the state vector error defined by Eq. (9.29). The propagation can be facilitated
by subdividing the state vector errors into groups, as follows:
AX = Ii AUq Ii q = i, e, or v (9.42)
\ /
where
/AV«\
AX" = I AP* I q= i, e, or v (9.43)
W*/
At/? = I AS™ I q = i, e, or v m = p or b (9.44)
The specific form of the &Wy term in Eq. (9.42) is determined by the type of
external measurement used.
A first-order differential equation can be written for each of the subvectors in

the augmented state vector. Thus
AXq = Aq &Xq + BqN AXqN q = i, e, or v (9.45)
At/7 = Fq AUCI + FqN AUqN q = /, e, or v (9.46)
A Wy = Gy AWy + GyN AWyN (9.47)
in which
*1
= i e or v (9 48)
'' *
= i e or v (9 49)
'' '
The error vectors with the subscript N are noise vectors and the F and G matrices
with the subscript N are constant for each integration step. They distribute the
noise to the vector variables. The A and B matrices are different for each navigation
coordinate system and are derived in Chapters 10 and 11.
For use in Chapter 11, we further subdivide Eq. (9.46) and obtain:
0
m
F Ns
q = /, e, or v m = p or b (9.51)
This equation defines the submatrices of Fq and F$. The elements of the
Fg , F5m, F™, F$g, F^s, and F^ matrices are determined by the error models
for the gravity and inertial components.
Combining Eqs. (9.45-9.47) into one augmented differential equation yields
AX = AgA&X+ BqA&N q = /, e, or v (9.52)
where
(9-53)
q = /, e, or v (9.54)
= i,e, orv (9.55)

194 A. CHATFIELD
In Chapter 10 the elements of the Aq and Bq matrices are derived for ECI,
ECEF, and LGV coordinates. The elements of the Fq,Gy,F^ and GyN matrices
are derived in Chapter 11.
If the following definitions9 are introduced,
(9.56)
(9.57)
then, the propagation of the augmented state vector is given by
~ : + Aw* (9.58)
Now because
C~ = E\AX AX 1 (959)
assuming the mean of AXk+l is zero, we can write
Ck+l = E[($>kAXk 4- Awk)(<&kAXk + A^) r ] = <&kC^<&l + Qk (9.60)

where
Qk = £[AWjfeAw^] (9.61)
Equation (9.58) is the assumed form of the discrete linear model of the random
process to be estimated and Aw* is the white noise driving function.
D. Summary of Navigation Equations—Extended Kalman Filter

The extended Kalman filter navigation equations are summarized in Fig. 9.4
(In Figs. 9.4 and 9.6, the q superscript is omitted to simplify the drawings.). All
estimated variables or variables derived from estimated variables are signified by
an over tilde. Most of the symbols have been introduced earlier. One exception is
the external measurement derived from the raw measurement ZQA . It is assumed
that the measurement used is derived by multiplying the raw measurement by a
scale factor matrix Aksek and summed with the bias vector AZ^. Also, the gravity
model is represented by a general function fg(Pk), the equation for computing
the predicted external measurement is represented by fz (Xk , R™k ), and the equa-
tions for computing the partial derivative matrix_arejepresented by /9 (Xk , R™k ).
Specific equations for fz (Xk , R™k ) and /a (Xk , R™k ) are provided in Sections
II.F and II.G of this chapter, respectively.
The calculation of the angular rate from the raw angular rate measurement and
the calibration coefficients in Figs. 9.4 and 9.6 have been simplified. Some of the
calibration coefficients are not included in the equation in order to simplify the
diagram. In an actual implementation, most would be included.
E. Summary of Navigation Equations—Linearized Kalman Filter

The navigation computations for a navigation system using a linearized Kalman
filter are virtually the same as presented in Section II. A of this chapter (see Fig. 9.5).
b
To Covariance Propagation
Fig. 9.4 Navigation equations for extended Kalman filter.
196 A. CHATFIELD
State, Covariance
Propagation
Fig. 9.5 Block diagram for linearized Kalman filter.
This type of navigation is sometimes referred to as a feedforward configuration.10

If a linearized Kalman filter is used, the total state variables are not updated after
an external measurement. The estimated incremental augmented state is combined
with the propagated total state and used for other purposes such as guidance of a
ballistic missile or space launch booster. The linearized Kalman filter can be used
in situations where the nominal navigation trajectory can be used to propagate total
state. An example is the trajectory of a ballistic missile going to a specific target.
The nominal trajectory can be computed before launch and is usually very close
to the actual trajectory because a complex gravity model is used in the targeting
computations. Also, the powered flight time is short.
Figure 9.6 summarizes the equations used in the navigation computations for a
linearized Kalman filter.
F. Examples of External Measurement Predictions

The predicted external measurement in Eq. (9.30) is calculated from the total
estimated state just prior to the measurement. In the following subsections, the
estimated ground-to-satellite tracking radar range, azimuth, and elevation vector;
vehicle-to-satellite range; and vehicle-to-star line-of-sight azimuth and elevation
are derived.

For this example, a satellite navigation system is using ground-based radar
measurements transmitted to the satellite to update the satellite navigation state
vector. The measured quantities of an accurate tracking radar are range r, azimuth
= p or b
E
M
To Covariance Propa
Fig. 9.6 Navigation equations for linearized Kalman filter.
198 A. CHATFIELD
of, measured clockwise from geodetic north, and elevation angle /3, measured
vertically from the local geodetic horizon [The radar antenna is aligned to the
local plumb bob vertical, which is the astronomic vertical. It is assumed that
the local deflections of the vertical have been determined and used to transform
the measurements from LAV to LGV coordinates using Eq. (7.49).]. The satellite
navigation coordinates are assumed to be ECI, and the radar position is assumed to
be given in ECEF coordinates. Also, the range vector is assumed to be predicted in
radar site LGV coordinates. With these assumptions, and the navigation system-
estimated satellite position vector, the components of the predicted range vector
are given by
(9.62)
where the subscripts s and r denote satellite and radar position vectors, respec-
tively. The coordinate rotation Rve is known, as is the radar position vector.
Because
~ cos oT (9.63)
f ~ = —r~ cos 3~ sin ot (9.64)
(9.65)
the estimated range, azimuth, and elevation angle are given by
(9.66)
ct~ = —2 tan (9.67)
/T = tan (9.68)
Therefore, the predicted measurement vector Z is

/ /—;——:——~ \
-2 tan
Z = (9.69)
2. Vehicle-to-Satellite Range
The vehicle-to-satellite range11 is included because this is the basic external
measurement of an inertial navigation system aided by the GPS. The GPS is a
system of 24 satellites, plus spares, in six 12-h orbits.12 Satellite position and time
information are broadcast at frequent intervals. The satellite positions are specified
in WGS 84 (ECEF) coordinates. The satellites are distributed around the Earth
such that, at any time and at any place, transmissions can be received from at least
four satellites in a favorable geometric configuration. If the transmissions of more
than four satellites are available, then the navigation computer uses all visible
satellites or selects the four with the best geometry for determining the vehicle
position and clock bias. The data from at least four satellites are used because the
receiving navigation system, in addition to computing three position components,
must compute the difference between navigation system time and GPS time.
Denoting the WGS 84 position of the /th satellite by P*, the navigation system
estimated vehicle position by P , and letting c denote the vacuum velocity of light,
the computed measurement vector is given by13
Z = (9.70)
in which
j
~ ——— (9.71)
and b~c is the navigation state estimated receiver clock bias and 10. and TTCJ are the
estimated ionospheric and tropospheric delays for the y th satellite, respectively.
This form of the estimated range to the four satellites uses the dot product of a unit
vector in the direction of the satellite from the vehicle and the vector difference
between the satellite and the vehicle positions. The dot product involves the
cosine of the angle between the line-of-sight and the position difference vector;
consequently, fairly large errors in the estimated vehicle position can be tolerated.14
The unit vector is derived from the navigation system estimate of the vehicle
position and the satellite positions transmitted in the GPS message. The units of
Z are meters because the position components are in meters, the vacuum velocity
of light is in m/s, and the receiver clock bias and ionospheric and tropospheric
delays are in seconds.
3. Vehicle-to-Star Line-of-Sight
For star line-of-sight measurements, the star sensor is assumed to be mounted
on a stable platform oriented with the zp axis coincident with the local geodetic
vertical. The platform control can be either free azimuth or torqued azimuth. A
star sensor mounted on an inertial platform measures azimuth ap and elevation f$p,
relative to the platform axes, either directly or indirectly. If azimuth is measured
200 A. CHATFIELD
from the platform xp axis toward the yp axis and elevation angle measured from the
xp-yp plane toward the zp axis, then the coordinate rotation from star-to-platform
coordinates is given by Eq. (2.54). The geometry of the star line-of-sight relative
to the platform axes is illustrated in Fig. 2.4.
An actual unit vector in star coordinates, directed toward the star I s , is defined as
(9.72)
The underbar is used because the definition is error free. Also, if a predicted unit
vector in platform coordinates is defined as
(9.73)
then,
(9.74)
Therefore, by virtue of Eq. (2.54)
cos a~ cos
sino^ cosy (9-75)
sin/3-
which leads to the following expressions for the computed star azimuth and
elevation relative to platform coordinates:
fi~ = 2 tan"1 (9.76)
(9.77)
Thus, the predicted measurement vector, Z can be written as
2 tan
Z = (9.78)
We must now relate the elements of lp to the right ascension and declination
of the star found in a star catalog. The components of a unit vector directed toward
the star can be resolved into platform coordinates with the following:
IP" = R?~R*f (9.79)

The rotation R? can be calculated from Eq. (6.72) using the output of the gyro
assembly, and the rotation is given by Eq. (2.55). Filling in the appropriate
matrix elements, we get
/cos(f)d cos(A,re —
= Rp I cos <f)d sin (Xrs - A rg ) (9.80)
V
where Xrs and 0^ are the star right ascension and declination, respectively, obtained
from star tables, and Xrg is the right ascension of the BIH zero meridian at time
zero.
G. Examples of Partial Derivative Evaluations
The partial derivatives included in the Hk matrix are determined by the ele-
ments of the state vector error included in Eq. (9.29) and the type of external
measurement. As mentioned previously, the types of external measurements in-
cluded as examples are ground-to-satellite range vector, vehicle-to-satellite range,
and vehicle-to-star line-of-sight. Each element of the partial derivative matrix is
evaluated along the estimated trajectory for an extended Kalman filter or along the
nominal trajectory for an linearized Kalman filter. We assume that position and
velocity are in ECEF coordinates.

In this section, we assume the satellite is being tracked by a ground-based
radar measuring range, azimuth, and elevation. Therefore, the measurement vector
includes range, azimuth, and elevation from the radar to the satellite:
Z = (9.81)
The corresponding partial derivative matrix is

/ dr dr dr dr dr 8r 9r -
Q D&
0.* u(pl
Q JL# ^ ffS
ug d C*P
0*3 azD-/' aw^
az 8a da da da da 9a a«
(9.82)
ax 9VJ ^ a? a^ aw7
uD UD
p
\dVe ds awV
All of the possible state vector error variables are included, but, in practice, some
may be left out.
The magnitude of the range vector is given by
-p;) (p;-p;) (9.83)

e
in which /^ and P r are the satellite and ground radar position vectors, respectively.
Taking the appropriate partial derivative, we have15
(9.84)
202 A. CHATFIELD
where
(9.85)
which is derived from the range vector in LGV coordinates given by
(
u/
r
r
"\
(9.86)
In Section II.F.l of this chapter, equations were derived for a and p. If
(9.87)
then
ex = -2 tan"1 ( ——-— ) (9.88)
= tan"1 I — (9.89)
Again, taking the appropriate derivatives, we obtain
(9.90)
s h h
and
dft / rnru rwru r/A
(9.91)
dr \
'I 0 0^
dZ da
5 = | 0 1 0 (9.92)
aw " ,0 0
All other partial derivatives in Eq. (9.82) are equal to zero.
2. Vehicle-to-Satellite Range
For GPS aided inertial navigation, a measurement set to four satellites, denoted
by Z, is used—the pseudoranges to four satellites p\ through p4 [see Eq. (9.70)].
Therefore, the measurement vector is
P2
(9.93)
P3
\P4/
The corresponding partial derivative matrix becomes

/3pi 3 Pi dpi dp\_ 3P\ 3pi 3pi \
OT/£ o ne a jn
l ^ ne 3 CP
uV OJr u(p Of? Otj
3p2 3p2 3p2 3p2 3p2 3p2 3p2
az 3Ve 3Pe 3(t)p 3ge 3SP
(9.94)
~3X 3P3 dpi d/>3 9ps 9^3 3P3
3Ve 3Pe 3cf)p 3ge 3SP
3p4 3p4 3p4 dp^ dp^ 3/04
\W* ~3P* ~3^ ~3g* ~3S^

For the yth satellite, the range is given by16
\T /nf n f\ , /,
,, + TOJ) (9.95)
where rj is defined by Eq. (9.71). Thus
(9.96)
Except for 3pj/3Wy, the remaining partial derivatives in Eq. (9.94) are zero.
This part of the partial derivative matrix is given by
BWy
fld P2 /I 0 0 0\
3Z dw> 0 1 0 0
(9.97)
dwy 0 0 1 0
°9W^ \0 0 0 I/
3. Vehicle-to-Star Line-of-Sight
For star line-of-sight, the measurement vector is composed of the measured
azimuth and elevation of the star relative to the platform axes. Let
Then, the partial derivative matrix is

*-& (9.98)
az dve 3Wy
(9.99)
,3Ve 3Pe 3ct>p 3ge 3SP 3mp
The following chain rule of differentiation can be used
(9.100)
204 A. CHATFIELD
and
w =f W (9 101)
'
From Eqs. (9.76) and (9.77), we obtain
P _ § yp Xp ~ \ ^p* ^ r\o\
—r~ = I ~———— ———— (j I (y.lUz)
and
%R« ( \ \
(9.103)
Star positions can be converted to inertial coordinates. Thus, the actual compo-
nents of a unit vector directed at a star in platform coordinates are given by
f =£ff (9.104)
In Section LA of Chapter 10, the skew-symmetric form of the platform attitude
i RDP It
error in inertial coordinates A0' is defined by the expression A0' = —A/?'/??.
P i
is rotated into platform coordinates as follows:
(9.105)
Therefore
tff = (/ - A00/?f (9.106)

So that
(9.107)
where /^ is the 3 x 3 skew-symmetric form of /^defined by Eq. (9.74) with the

tildes and super minus signs removed. Consequently,
(9.108)
Incorporating Eqs. (9.102), (9.103), and (9.108) into (9.100) and (9.101) yields
the desired partial derivatives:
and
Finally,
A
az
>(;
-1
TI (9.11D
\3Wy/
All other partial derivatives in Eq. (9.99) are zero. Equations (9.109) and (9.110)
are evaluated using the propagated estimated total state. The variables lXp, lyp, and
lZp are obtained from Eq. (9.80).
H. Example of a Suboptimal Filter

The complete state vector shown in Eq. (9.29) can contain over 50 variables. In
some navigation configurations, it may be necessary to omit some error sources
from the state vector. There is a way of designing the filter so as to allow the
uncertainty in these state vector variables (sometimes called considered state
vector variables) to be included in the gain computation,17 but the variables and
the corresponding covariances are not updated. This type of filter is sometimes
referred to as the Schmidt-Kalman filter.18 The resulting filter is suboptimal but
provides better accuracy than obtained by simply omitting the variables from
the state vector and omitting the uncertainties from the covariance matrix. The
equations for implementing this type of filter are derived in this section. With the
exception of the equations for propagating the covariances across an integration
step, the k subscripts indicating the kth integration step are omitted to simplify the
notation.
Let the state vector A AT be divided into two subvectors: the modeled variables
AXjt and the considered variables AXC. Then, the state vector and covariance
matrix are given by
(9.112)
c= (9 113)
(cc cTJ '
where (The mean value of all errors is assumed to be zero.)
CC = E[AXCA*J] (9.H4)
and the transition matrix becomes

206 A. CHATFIELD
Similarly, let the gain matrix K be divided into two submatrices K^ and Kc.
Then
(9.116)
Next, the partial derivative H matrix in the measurement equation is written in

the partitioned form
= (#„ Hc) (9.117)

Finally, the state vector noise Aw and measurement vector noise Av are parti-
tioned as follows:
(9.118)
We are now in a position to write the partitioned equations for calculating the
gain matrix, the covariance matrix update, the propagation of the covariance across
each integration step, and the incremental state update. Thus
r +
^
/?c
(9.119)
c
fCu, cvA _ (£» /rA /tfjA
TT-T\
- H-)
(H:
(9.120)
f w ^t ^M
lr~
\^/-;i
r~
^-y 0 <S>1,
(9.121)
(9.122)
in which
(9.123)
Expanding the partitioned equations for the gain, covariance matrix update and
propagation, and for the incremental state update, with the gain for the considered
state set to zero, leads to the suboptimal filter equations:
+ (H-C~C + H~C-)H-T + /?„]- (9. 124)
+ RJKI (9.125)
C,c = C-. - K^H-C- + H-C^)H-T (9.126)
^.+l=C-;+| (9.127)
Ct = C~ (9.128)
C; t+1 =*^C- %1 + Q, (9.129)
C^=<S>»C-c*l (9.130)
C
^ + l =^/ (9-131)
CCM = *cC^Tc + Qc (9-132)

A^ = A*; + /^(Z-Z) (9.133)
Although the equations for the suboptimal filter appear to be more complex, the
amount of computations has been reduced because the dimensions of the matrices
involved have been reduced.
Both the referenced report and referenced book demonstrate the power of the
considered state concept. In both references, the optimal and considered state es-
timates were very close. In any real navigation system development, the designers
would do well to determine (by simulation) the number of error variables that can
be omitted from the state vector by use of the considered state concept.
I. Aliasing
Of primary importance in understanding aliasing, is the manner in which gravity
and specific force appear in the vector equation of motion, Eq. (1.15), and in the
physical equations for range and line-of-sight acceleration, Eqs. (9.2) and (9.8).
In all cases, the gravity and specific force occur as algebraic sums. Consequently,
errors in gravity and specific force are indistinguishable unless the power of
the respective errors is different at different frequencies. Aliasing is due to the
navigation filter assigning cause for part of the external measurement residuals to
a state vector variable not actually contributing to that part of the residual. It occurs
because the Kalman filter creates a minimum-phase factorization for the spectral
density of the measurement vector data.19 Solving the covariance differential
equation is equivalent to a spectral factorization in the frequency domain.
208 A. CHATFIELD
The gravity model, no matter how complex or how carefully crafted, differs from
the actual gravity field. As indicated by the gravity error differential equations
in Section II.B of Chapter 11, this difference has power over a wide range of
frequencies. These frequencies overlap the frequency ranges of inertial instrument
and external measurement instrument calibration error models in the Kalman
filter. The residual power in the gravity disturbance model is interpreted by the
filter as being partly due to the inertial component and external measurement
equipment calibration error sources with error models in the filter overlapping the
gravity model error frequencies. The filter misinterprets the cause of the observed
measurement residuals Z — Z because of overlapping frequencies.
To better understand how this occurs, an expanded form of the update equation
is derived and examined. Substituting Eq. (9.40) into Eq. (9.30) yields
A** = A*; + Ct-//t-r (//*-C,-//,-r + Rk)~l (Zk - Z~) (9.134)

The incremental update is the second term on the right and is a function of a
normalized covariance matrix—the normalizing factor being the inverse shown
in the equation. The H^ matrix is a partial derivative matrix distributing the
covariance to the various incremental state variables. Because the power spectral
density of a random variable is equal to the Fourier transform of the covariance and
the covariance is equal to the Fourier transform of the power spectral density, the
covariance matrix contains information on the power spectral density associated
with each incremental state vector variable. So that, in effect, the Kalman filter
apportions the update increment on the basis of frequency.
The frequency content of the measurement residual is apportioned out to each
incremental state vector variable in accordance with its power spectral density.
For example, the differential equation for accelerometer bias defines the power
spectral density for that error source. If that power spectral density overlaps the
gravity model error power spectral density, then part of the measurement residual
due to the gravity model error is assigned to accelerometer bias. We say that the
gravity model error is being "aliased into" accelerometer bias error. The time
history of the actual measurement residual can be represented by a power spectral
density function. The assignment to the cause of the various portions of the spectral
density is accomplished in accordance with the power spectral densities defined
by the state vector variable error models.
Aliasing is greatest in situations where the gravity model error is not included
in the state vector. One estimate of this effect has been evaluated numerically by
performing error analyses with omitted harmonic gravity detail as the only source
of error.20 Navigation was simulated with an ellipsoid gravity model and again
with a 5° x 5° point mass model. The difference between the 5° x 5° gravity
model and the ellipsoid gravity model was the only error forcing function in the
error analysis. Besides velocity, position, and platform attitude, the state vector
included accelerometer bias, gyro drift bias, and pressure altimeter bias. The
accelerometer bias and gyro drift bias errors were modeled as random constants,
and the pressure altimeter bias error was modeled as a first-order Markov process
with a correlation time of 1983 s. The aircraft navigation external measurements
were Doppler velocity at a 6-s interval and latitude and longitude position updates
every 15 min. After 1 h and 20 min of navigation, the estimated gyro drift was
as much as 10~8 rad/s (2 x 10~3 °/h) and the estimated accelerometer bias was
as large as 10~4 m/s2 (10 /xg). These two errors were due to the measurement
residual caused by gravity model errors, which was interpreted by the Kalman
filter as caused by accelerometer and gyro drift biases, respectively.
References
1986, p. 546.
2
Brown, R. G., and Hwang, P. Y. C., Introduction to Random Signals, 2nd ed., New York,
Wiley, 1992, p. 357.
Siouris, G. M., An Engineering Approach to Optimal Control and Estimation Theory,
4
Brown, R. G., and Hwang, P. Y. C., Introduction to Random Signals, 2nd ed., New York,
Wiley, 1992, p. 370.
5
Gelb, A. (ed.), Applied Optimal Estimation, MIT Press, Cambridge, 1974, p. 110.
6
Brown, R. G., and Hwang, P. Y. C. .Introduction to Random Signals and Applied Kalman
Filtering, 2nd ed., Wiley, New York, 1992, p. 230.
7
Selby, S. M. (ed.), Standard Mathematical Tables, 19th ed., The Chemical Rubber Co.,
Cleveland, OH, 1971, p. 136.
8
Brown, R. G., and Hwang, P. Y. C. .Introduction to Random Signals and Applied Kalman
Filtering, 2nd ed., Wiley, New York, 1992, p. 230.
9
Gelb, A., Applied Optimal Estimation, The MIT Press, Cambridge, 1974, p. 74.
10
Brown, R. G., and Hwang, P. Y. C., Introduction to Random Signals and Applied
Kalman Filtering, 2nd ed., Wiley, New York, 1992, p. 366.
H
12
Parkinson, B. W., and Spilker, J. J., Jr. (eds.), Global Positioning System: Theory and
Applications, Vol. I, AIAA, Washington, DC, 1996, p. 39.
13
Parkinson, B. W, and Spilker, J. J., Jr. (eds.), Global Positioning System: Theory and
14
15
16
17
Chatfield, A. B., "Initial Estimates of the Gravity Model Contribution to Strategic
Missile Errors," Geodynamics Corp. for Air Force Avionics Lab., Rept. No. ASD-TR-78-
30, Wright-Patterson AFB, OH, Aug. 1978.
18
19
Lewis, E L., Optimal Estimation, with an Introduction to Stochastic Control Theory,
20

Chapter 10
Error Equations for the Kalman Filter
T HE elements of the Aq matrix in Eq. (9.53) are a consequence of the navi-

gation system dynamics. In other words, the elements define the relationship
between the state vector and its time derivative. The BqN distributes the system
noise to the various state vector variables. The elements of these two matrices
are derived in this chapter for the ECI, ECEF, and LGV coordinates systems. For
specific navigation missions some of the terms in the elements of the matrices
are negligibly small and can be neglected. As presented, the equations are exact
except where noted.
The equations for acceleration error are written in terms of one type of attitude
error: the error in the rotation from platform or vehicle body axes to ECI coordi-
nates. Other definitions of attitude error have been used,1 and a relationship exists
between the various types of attitude errors. These relationships are examined first.
The discussion of attitude errors is completed with the derivation of the attitude
error vector differential equation.
I. Attitude Errors
Attitude errors include the misorientation of the platform with respect to the
computer coordinate system Ae and the misorientation of the platform with respect
to inertial space A0. These two attitude errors are related through the angular
equivalent of the position error Aw. The attitude errors are defined such that the
elements of the angular equivalent of the position error vector are positive for
positive position errors.
A. Definitions
The relationship between the attitude errors evolves from a separation, into two
parts, of the actual rotation from platform or vehicle body axes to LGV coordi-
nates. The two parts include the actual rotation from inertial to LGV coordinates
postmultiplied by the actual rotation from platform or vehicle body axes to inertial
coordinates. Thus
Kvm=KviE!m m = porb (10.1)

Letting the actual value equal the computed value minus the error in accordance
with the definition of error given in Section I of Chapter 2 yields
(10.2)
211
212 A. CHATFIELD
Postmultiplying each side of the equation by R™, we obtain
(10.3)
where
&Ev = -&RvmR™ m = porb (10.4)
ANV = -ARfRi m = p or b (10.5)
= -RÂR^R™ m = p or b (10.6)
The skew-symmetric form of the computed attitude error is AEV, whereas

is the skew-symmetric form of the error in the orientation of the instrument
cluster, both expressed in LGV coordinates. The remaining error ANV is the
skew- symmetric form of the angular equivalent of the position error in LGV
coordinates. In vector form in LGV coordinates, the relationship between the
errors is given by
Aev = Anv + A0" (10.7)
B. Angular Equivalent of the Position Error

That Anv is the angular equivalent of the position error can be demonstrated by
using Eqs. (2.49) and (10.5). Forming the error equation for Eq. (2.49), we find
that
( sin 0 sin A.'

— sin 0 cos V
0
cos A'
sin A/
0
— cos 0 sin A/ \
cos 0 cos X1 I A A/
0 /
( — cos 0 cos A/
-cos0sinV
— sin0
0
0
0
— sin 0 cos A/ \
- sin 0 sin A/ I A0
cos0 /
(10.8)
Postmultiplying this equation by R'v yields
( 0
AA/ sin 0
-A0
-AA/sin0
0
AA/cos0
A0 \
- AA/ cos 0 I
0 /
(10.9)
or in vector form
( AA'cos0\
A0
A A/ sin 0/
(10.10)
Clearly, from this expression, Aw y is the angular equivalent of the errors in longi-
tude and latitude expressed as angular values about north, west, and up.
ERROR EQUATIONS 213
The right side of Eq. (10.10) is now converted to a more useful form for later
mathematical developments. Let AP be defined as follows:
(10.11)
Here AP is the error in position in inertial coordinates resolved into LGV co-
ordinates. In Section IV. A of Chapter 10, it is referred to as the semiposition
error.
Writing the actual values for the terms in Eq. (1.18) in ECI coordinates leads to
(R.N+ID cos A/ cos 0 \

P< = 3; = (£„ + #) sin A/ cos 0 (10.12)
Using the definition of error in Section I of Chapter 2 and forming the matrix error
equation, we get
AP' =
+ A//) cos A' cos0 - (RN + //)(sin A,1' cos0AA' + cos A.1' sin0AA0)\
-f A//)sinA/cos0 + (#tf + //)(cosA/ cos 0 AX' - sin A,1' sin0A0) I
(10.13)
Substituting Eqs. (2.49) and (10.13) into (10.11) produces the following simple
result:
AP = | -(RN + //) cos 0AA,' (10.14)

A//
Note that AP ^ APU. This will be proven shortly.
From Eqs. (10.10) and (10.14), we see that
An" = Ml AP (10.15)
if
w u
1 0 0 (10.16)
RM + H
n ton fh O
showing that the elements of An v are equal to a horizontal distance error divided by
a radius. This is another way saying the elements of A« u are the angular equivalent
of the position errors in ECI coordinates resolved into LGV coordinates. Both M^
and AP are used in subsequent equation derivations.
The relationship between APy and AP can be derived from the definition of the
actual position in LGV coordinates given by
Pv=KViP! (10.17)
214 A. CHATFIELD
Forming the corresponding error equation, we have
APU = A/^P'' + R?AP* (10.18)

In view of Eq. (10.5), A/?," = -ANVR? so that
APV = -ANVR^P1 + AP
= P U M A P + AP
(10.19)
where Pv is the skew-symmetric form of Pv . In arriving at the final form for

APU , A N was written in vector form and replaced by the right side of Eq. (10. 15).
C. Actual Coordinate Rotations in Terms of Errors

Because actual coordinate rotations are equal to the computed value minus the
error, the rotations R?m , R?, and R*m can be written as follows:
Rvm=Rvm-ARvm m = porb (10.20)
/?V = R? - A/?? (10.21)
^m=/^-A/^ m = porb (10.22)
Incorporating Eqs. (10.4) through (10.6) into these three expressions yields
the actual coordinate rotations in terms of the errors in attitude and the angular
equivalent of the position error:
/C m = p or b (10.23)
v V
R f = (I + &N )R» (10.24)
R*m = (/ + Afc1')/^ m = p or b (10.25)
D. Attitude Error Vector Differential Equations

The computer and inertial instrument attitude errors can be developed from
the equation for the actual rotations R^m and R?m , respectively. Differentiating Eq.
(10.23) and postmultiplying by R™ yields
AE U = VvvmRvmR™ + (/ + A£ w )^ m m = porb (10.26)

v
Solving Eq. (10.23) for R_ m R™ , inserting the result into Eq. (10.26), and expanding,
we get
AEV « nÂE" - AEvttvvm - A^vum m = porb (10.27)

which in vector form is written as
Aev « nvvmêv - A<m m = porb (10.28)

The first-order approximation symbol is used because a term containing the prod-
uct of two errors is omitted.
ERROR EQUATIONS 215
The inertial instrument attitude error vector differential equation is derived in a

similar way using Eq. (10.25), with the result
A0' « ft}mA0!' - Aor4i m = p or b (10.29)

In the ensuing sections, these two attitude error differential equations are com-
bined with the acceleration and velocity error differential equations to form the
state-space form of the navigation error equations.
II. System Dynamic and Error Distribution Matrices in Earth-Centered

Inertial Coordinates
The starting points for the derivation of the vector differential error equations
in ECI coordinates are Eqs. (8.3) and (8.4):
(10.30)
and
V1 =Pl (10.31)
We begin with the acceleration equation.
A. Acceleration—Earth-Centered Inertial Coordinates

Replacing the left side of Eq. (10.30) with the equivalent V and combining the
two parts of the gravity model, the actual acceleration vector equation of motion
becomes
V1' = R!c gc + R*mSm m = p or b (10.32)
The coordinate rotation IVC is the transpose of Eq. (2.51), and R*m is the transpose
of Eq. (6.72) or (6.107). The actual spherical harmonic and fine grain parts of
the gravity model are combined into gc to simplify the subsequent error equation
derivations. In Chapter 14 the errors in the two parts of the gravity model error are
separated.
The error equations are formed by applying the definition of an error given
in Section I of Chapter 2. The result is then expanded in terms of the velocity,
position, attitude, gravity, and specific force state vector error variables listed in
Eq. (9.29). Thus
Y = V1 - AF (10.33)
R*c = R[ - A/?i (10.34)
/ = gc - Agc (10.35)
R!m = Rim-&Rim m = porb (10.36)

m m m
S = S - A5 m = p or b (10.37)
Substituting the equations for the actual values into Eq. (10.32) and cancelling
the computed values on both sides yields
AV1' = ARlcgc + RlcAgc + &RlmSm + Rlm ASm m = p or b (10.38)
216 A. CHATFIELD
The ARlcgc term accounts for the error in the computed gravity vector direction
due to the error in computed position. Because gc = Rfg1 ,
ARlcgc = A/^V (10.39)

Writing Eq. (10.5) in terms of LGCV coordinates instead of LGV coordinates and
converting the result to ECI coordinates, AW is given by
-A/^ (10.40)
Hence,
Afl'g' = -Atf V
= gl x An1
= glAnl (10.41)
where gl is the skew- symmetric form of gl .

The elements of An1 are derived from the defining expression for AA^, Eq.
(10.40), with the result
(10.42)
The elements of Aw' now need to be written in terms of the inertial position
components and component errors. From the following relations,
= A.
Phe
cos A' = ——
*he
(10.43)
, * ne
COS0C = ———
where
Phe = VXe + ye
(10.44)
we can write
An 1 '=Mj;AP / (10.45)
ERROR EQUATIONS 217
in which
X2Z
__£_£ (10.46)
p2
r r
p2
x he he /
l c
The R cAg term in Eq. (10.38) accounts for errors in the magnitude of gravity
and is the result of two overall sources: the combination of position error and
gravity change with position error (due to the gravity gradient), imperfections in
the gravity model resulting from omitted spherical harmonic detail, errors in the
gravity database, and the errors involved in generating the model (see Chapter 14).
These sources of error can be combined into two terms: F6 APC -f Ag*:. Thus
The variable F6 is the gravity gradient tensor in LGCV coordinates, and Ag^ is a
single symbol for the remaining gravity error sources.
In LGCV coordinates, most of the elements of the gravity gradient tensor can
be eliminated. To see why, consider the elements of F 6 , By definition
9 PW d PU
c
r = (10.48)
dPu
dgu dgu dgu
9/V dP]Y dgu
The vertical gradient dgu/dPv is on the order of (Ref. 2) -3.1 x 10~6 m/s2/m.
The largest horizontal gravity gradients are found in mountainous regions at the
Earth's surface. One such region is the area in the southwestern United States
surrounding the missile launch area of the Western Test Range. In this area,
gravity gradients in the north and west directions as large as 3 x 10~ 7 /P and
1.5 x 10~7/(/> cos 0C) m/s2/m, respectively, have been derived from gravity mea-
surements. In more mountainous regions larger gradients exist, but none approach
the vertical gradient. Therefore, for error analysis purposes, the gravity gradient
tensor can be written as
(10.49)
218 A. CHATFIELD
in which
gc = -^ (10.50)
The ARlmSm term in Eq. (10.38) is the error in specific force due to platform
attitude errors. An expression for ARlm can be extracted from Eq. (10.25). Because
A/C = R'm -R!m = -A4>X m = p orb (10.51)

l m
the product AR mS can be expanded as follows:
A/^Sm = -AO'/^S™ m = p or b
= Sl x A0'
= SiA<f>i (10.52)
in which Sl is the skew-symmetric form of Sl .

The error in acceleration due to errors in the accelerometer calibration coeffi-
cients is represented by the last term on the right side of Eq. (10.38). The way
the calibration coefficients contribute to this term is derived in Chapter 13. In this
chapter, the A5m term is not amplified.
B. Velocity —Earth-Centered Inertial Coordinates

Deriving the error equations for the velocity in ECI coordinates begins by
expanding the actual values on both sides of Eq. (10.31). Thus
(10.53)
so that the error in velocity becomes
AP' = AV' (10.54)

Inertial Coordinates
Combining the results of the previous two sections and Eq. (10.29) into state-
space form generates nine first-order differential error equations for the three
components of velocity, position, and platform attitude. Thus
'0 g ' M ' + t f ' r - K f S

= \I 0
0
I AS"' I m = p or b (10.55)
VAZ</
The following definitions for the A1 and B1 matrices in Eq. (9.55) follow from the
ERROR EQUATIONS 219
C
gcMln + R'C P R? si
0 0 m = p or b (10.56)
0 în
Wm 0 \
o
B' = (*' 0 0 m = p or b (10.57)
lo 0 -R* )
III. System Dynamic and Error Distribution Matrices in Earth-Centered

Earth-Fixed Coordinates
For ECEF coordinates, the derivations start with the actual value form of Eq.
(8.20) and a simple expression for velocity. Consequently,
- gôd + KemSm m = p or b (10.58)
P! = Ve (10.59)
A. Acceleration—Earth-Centered Earth-Fixed Coordinates

Introducing Eq. (10.59) into (10.58) and combining the two parts of the gravity
model into one term yields
£! = Recgc + RemSm (10.60)

e 1
The coordinate rotation R c is given by the transpose of Eq. (2.51) with X replaced
byX.
Following the same procedure as in Section II of this chapter, the error form of
the acceleration equation is
AVe = - ARecgc ARemSm Rem ASm
= porb (10.61)
Terms containing have been omitted since &eie is a function of Earth rate
and time both considered to be extremely accurate.
The ARecgc + RecAgc are the same as derived in Section II of this chapter with
subscript and superscript / replaced by e and ECI position components replacing
the ECEF components. Thus
= (g'Men (10.62)
where
( xyz y 2z y\
p2
?i?l Pi-Pi
x2z xyz X
(10.63)
h h P2
y_ _x_ 0 J
220 A. CHATFIELD
The only remaining undefined terms are &RemSm and RemASm. Expanding Rem
into the equivalent product RfRlm, the error expression becomes
&Rem = R-ARlm m = p or b (10.64)

because ARf is zero. Following the same sequence as previously, and using Eq.
(10.51), leads to
= Se&(/)e m = porb (10.65)
where Se is the skew-symmetric form of Se.
B. Velocity—Earth-Centered Earth-Fixed Coordinates

In view of Eq. (10.59), the velocity equation can be written as
Ve - AVe =Pe - AP" (10.66)

Hence
APe = AVe (10.67)
C. State-Space Form of Error Equations —Earth-Centered

Earth-Fixed Coordinates
As in ECI coordinates, putting the equations into state-space form yields nine
first-order differential equations for the errors in specific force, velocity, and
platform attitude rate, with the result
m = p or b (10.68)
The attitude perturbation equation was derived by premultiplying both sides of

Eq. (10.29) by R*. The result is
m = p or b (10.69)
which is the form given in the state- space equation after taking into account that the
angular rate of the instrument is obtained in platform or vehicle body coordinates.
ERROR EQUATIONS 221
From Eq. (10.68), we find that
Ae = [ I 0 0 m = porb (10.70)
0 0
Be = 0 0 0 | m = porb (10.71)
0
IV. System Dynamic and Error Distribution Matrices in Local

Geodetic Vertical Coordinates
It is evident from the equations in Section IV of Chapter 8 that the equations
for the Kalman filter will be extremely complex if we simply form the error
equations from the total state equations. In the following subsections, position
and velocity errors are defined, which can be used to derive much simpler error
equations. The position error, called semiposition error, can be interpreted in terms
of latitude, longitude, and geodetic height errors [see Eq. (10.14)]. The velocity
error variable, referred to as semivelocity error, has no physical meaning such as,
for example, ground speed vector error. However, the velocity vector error variable
can be transformed into the ground speed vector error, with a relatively simple
expression.
The error equations derived from the position and velocity error definitions are
relatively simple and can be used to generate the transition matrix that propagates
the navigation state errors across each integration step in the Kalman filter. After
each integration step, or whenever needed, the semivelocity and semiposition
error vectors are converted to ground speed vector error and LGV position error,
respectively.
A. Semiposition Error Definition

The simpler set of equations are developed from a straightforward extension of
Britting's definition of a semiposition error3 AP, given by Eq. (10.11). The variable
AP is the position error in inertial coordinates rotated into LGV coordinates.
The LGV components of AP are provided in Eq. (10.14). The geodetic north
component is equal to the arc length (RM + //) A0, the geodetic west component
is equal to the arc length —(R^ + H) cos 0AA,, and the vertical component is the
error in geodetic height A//. Note that
AP ^ AP" (10.72)
as demonstrated by Eq. (10.19).
B. Semivelocity Error Definition

Britting's concept is now extended by defining a semivelocity error AV to be
the error in velocity in inertial coordinates rotated into LGV coordinates. Hence
R?&Vl (10.73)
222 A. CHATFIELD
The ground velocity vector error is equal to the semivelocity error minus a
correction term involving AP. The ground speed vector in LGV coordinates is
equal to the velocity with respect to the Earth P , which is equal to the inertial
velocity plus a correction for the Earth rotation rate as shown by Eq. (3.61). Thus,
in LGV coordinates the ground velocity vector is expressed as
Vv = /^(P* - ti^P1} (10.74)

From the ground speed vector equation, the following error equation sequence
can be written:
AVV = AR^P1 - ^P<) + 7^(AP'' - SÂP1')
= A/?X/^(P' - nj^P1') + AV - nÂP

= - A N V V V + AV - f2V,AP
= AV + (VvMvn - ê)AP (10.75)
In deriving the last form of the equation, use was made of Eq. (10.45). This equation
shows that the semivelocity vector error is equal to the ground speed vector error
in LGV coordinates minus a term proportional to the semiposition error.
C. Acceleration—Local Geodetic Vertical Coordinates

For the derivations in LGV coordinates, it is convenient to begin with an identity
Rvp1 = R"Pl (10.76)

Introducing expressions for the actual values of the kinematic accelerations on the
left side, the gravity and specific force accelerations on the right side, and forming
the corresponding error equations, we get
R?AP1 + AflJ'P1' = ARvcgc + RvcAgc + ARvmSm + RvmASm m = p or b

(10.77)
where Rvt, Rvc, and Rvm are defined by Eqs. (2.49), (8.45), and (10.1), respectively.
Differentiating the semivelocity error [Eq. (10.73)] with respect to time and
applying Eqs. (10.31) and (10.54) leads to
AV = -njÂP'' + /ÂP' (10.78)

With this equation and Eq. (10.5), the left side of Eq. (10.77) can be replaced by
AV + &"VAV - ANVR»P1. Also, the R?Pl part of -ANVR»P1 can be replaced
by the equivalent R"gf + RvmSm. With these substitutions, Eq. (10.77) becomes
AV = -^ AV + (ANVRVC + AR»)gc + (ANvRvm + ARvm}Sm
+ Rvc Agc + RvmASm m = p or b (10.79)
The term (ANVRVC + ARvc)gc can be expanded as follows:

(ANVRVC + ARvc}gc = (ANV + ARvcRcv}Rvcgc
= (ANV - AN»)Rvcgc (10.80)
ERROR EQUATIONS 223
where
0 0 A0 - A0 C N
0 0 0 (10.81)
- A0C) 0 0
Equation (8.45) was used in deriving this relationship.

Subtracting Eq. (10.81) from (10.9) leads to
( 0
AA/sin0
-A0C.
-AA'sin0
0
A A,1'cos 0
A0C
-AA*'cos0|
0
(10.82)
To make this equation useful, A0C needs to be expressed in terms of A0. From
the tan(0 — 0C), obtained from Eq. (8.45), the following can be derived:
(10.83)
Using the first and third elements of Eqs. (8.37) and (1.19) yields
>- PU
J
A0 (10.84)
The factor P2/P2 is always less than 1.2 x 10~5, and the term PU/(PU - H) is al-
ways greater than unity but only changes slowly with//. The (Pu)/(P2}Rê2 cos 20
term can never be greater than 6.7 x 10~3. If an error of 6.7 parts in 103 is accept-
able, then, in vector form,
An A0 (10.85)
A A1 sin0 >
otherwise
AA/ cos 0
(10.86)
\ AA' sin 0 /
The equal sign is used because an accuracy of 1.2 parts in 105 can be considered
to be exact for Kalman filter state propagation.
Writing Ancv as a function of the semiposition vector AJP, as defined by Eq.
(10.14), we obtain
Anvc = (10.87)
224 A. CHATFIELD
where
0 — 0
RN
1
Mf 0 (10.88)
RM + H
0 tan0 0
\ RN + H
if an accuracy of 6.7 parts in 103 is sufficient or
/ „ 1
0
0 (10.89)
RM
0
\
otherwise.
From Eqs. (10.82), (10.85), and (10.87), we find that
Rvcgc = gvMcnvAP (10.90)

where gv is the skew-symmetric form of gv.
Using Eq. (10.3), the (AN U - AEv)R^Sm term can be transformed into a
simple form. Thus
= p or b (10.91)
in which Sv is the skew-symmetric form of Sv.

Finally, using Eqs. (10.47) and (10.49), the R"Agc is expanded as follows:
= rv(l + Pv (10.92)
Equation (10.19) was used to expand APV.
D. Velocity —Local Geodetic Vertical Coordinates

Differentiating the defining equation for the semiposition vector, Eq. (10.11)
produces the following sequence:
(10.93)
ERROR EQUATIONS 225
E. State-Space Form of Error Equations—Local Geodetic

Vertical Coordinates
Combining the acceleration and velocity error equations results in the state-
space vector error equation. The attitude error equation is obtained by pre-
multiplying both sides of Eq. (10.29) by R?.
m = p or b (10.94)
" = AV + (VvMvn - ttl) AP (10.95)
\J
(RN + H) cos 0
1 (10.96)
A<A 1 = 0 0 AP
A///
n rv 1 j
where Mttu is defined by Eq. (10.16).

In view of Eq. (10.94), the A and B coefficients have the following definitions:
Av= / = porb (10.97)

0
m = p or b (10.98)
The £ y M™ + r u (7 + PvMvn) term in Eqs. (10.94) and (10.97) appears to be

complex, but such is not the case. Without any approximations, the expanded form
is
P3
0 0 (10.99)
+ n
2
IPnPugc , gn 1P
^ruQ
&c
RN
226 A. CHATFIELD
For a_ navigation gravity model more complex than an ellipsoid model, the C2,2
and £2,2 terms in the spherical harmonic expansion of gravity make the largest
contribution to gn and gw (see Section II.A of Chapter 7). Because 2P%/P2 is
always less than 2.4 x 10~5 and gc/P is approximately equal to gu/(RM + ^0, the
2P%gc/P3 term can be deleted. Also, the maximum contribution ofgn/(RM + //)
or gn/(RN + H) tan0 is no more than (Ref. 4) (6gu)/(RN + //) x 10~6 (except
very near the north or south poles), and gw/(RN + //) is of the same order of
magnitude as gn/(R^ + //). Therefore, to first order
2PnPugc
0
(10.100)
or if an error as large as 3.3 x 10~3 can be tolerated, the off-diagonal terms can
be ignored, resulting in a simpler form:
/
0 0
(10.101)
0 0
——,
P /
The implications of the negative signs in the north and west channels and
the positive sign in the vertical are very significant. The negative signs mean
that the north and west components of the navigation system are basically sine
functions; whereas, the positive sign before the vertical component means that
without damping the vertical position increases exponentially. In other words, the
horizontal channels of a navigation system are stable, but the vertical channel is
basically unstable. A small error in the initial position in one of the horizontal
channels causes an oscillating error, but a small error in the initial altitude causes
an ever increasing altitude error in the vertical channel unless there is damping in
the vertical channel. Kalman filtering provides the necessary damping.
References
fritting, K. R., Inertial Navigation Systems Analysis, Wiley, New York, 1971, p. 99.
2
1986, p. 513.
3
4
Chapter 11
State Variable Error Models
T HE external measurement equations developed in Section I of Chapter 9

provide a physical explanation of how accelerometer, gyro, and external
measurement calibration coefficients, along with the gravity model, influence the
external measurements used to improve navigation accuracy. Section II of Chapter
9 shows how model equations for these sources of error can be included in an
augmented system dynamics matrix and augmented error distribution matrix to
improve navigation performance. Also, Section II of Chapter 9 explains how the
incremental state update is obtained using a Kalman filter to process the external
measurements.
In this chapter, we derive the elements of the F and G matrices of Eqs. (9.53) and
(9.54) for white noise forcing functions. The coefficient matrices are developed
for the inertial and external measurement equipment errors first because they are
simpler. In the second section, the more complex F and G matrices are derived for
the gravity model errors. The equations define a minimum phase transfer function
that shapes a white noise input into a spectral function appropriate for each type
of error.
I. Inertial and External Measurement Equipment

Error Shaping Functions
The inertial instrument calibration process (see Chapter 5) determines coef-
ficients used to compensate for systematic errors. The residual error is caused
by variations in the environment and instrument deterioration after calibration.
Residual inertial instrument and external measurement errors can be modeled by
random constants, random walk, random ramp, or exponentially correlated ran-
dom variables.1-4 The general forms of the first-order differential equations for
accelerometer, gyro, and external measurement errors are
= porb (11.1)
m = p or b (11.2)
(t) (11.3)
This section defines the elements of the Fsm, F%s, F% , F%m, Gy , and G^ matri-
ces for the random constant, random walk, random ramp, and Markov types of
instrument errors.
227
228 A. CHATFIELD
A. Random Constant
Random accelerometer, gyro drift, and external measurement equipment biases
can be modeled as a random constant. A random constant has a fixed, though
random, amplitude. The initial condition is Gaussian with zero mean and constant
variance. A continuous random process is described by Eqs. (11.1-11.3) with the
F m F
s > NS> FZ ' FN*>> G>>> and GN matrices set to zero.
B. Random Walk
Trends in accelerometer, gyro drift, and external measurement equipment errors
can be modeled as a random walk process. The random walk error vector varies
randomly from one integration step to the next. The differential equation for the
random walk process is given by Eqs. (11.1-11.3) with the F™, F™, and Gy
coefficient matrices set to zero. The F™s, F™^, and GyN are unit matrices. The
AS/v(0> Aojyv(0> and AW^(0 are vectors of white noise with zero means and
appropriate mean-square values.
C. Random Ramp
Some instrument errors exhibit a time-growing property. A random ramp error
model best describes errors with this behavior. The growth rate of a random ramp
error is a random quantity. This type of error is modeled by the second-order
equation:
A(7 = 0 (11-4)
This second-order differential equation can be represented by two first-order differ-
ential equations. Let A U represent the random ramp process and A U\, an auxiliary
variable that describes the slope of the ramp in each integration step, then
Atf =
(11.5)
=0
Thus, for the random ramp,
/I 0 0 0 0 0\
0 0 0 0 0 0
0 0 1 0 0 0
T?m
r = F™ = G> =
s 0 0 0 0 0 0
0 0 0 0 1 0
Vo o o o o o/
(11.6)
/O 0 0 0 0 0\
0 0 0 0 0 0
0 0 0 0 0 0
= FNa) = Gl = m = p or b
0 0 0 0 0 0
0 0 0 0 0 0
Vo o o o o o/
STATE VARIABLE ERROR MODELS 229
D. Markov
Some types of gyro drift, accelerometer, and external measurement errors can
be modeled accurately by a Markov process. The errors from one integration step
to the next are exponentially correlated. The appropriate coefficient matrices are
/-/*«
0
0
0M
Ff = 0 -ft
~Psyy 0 m = porb (11.7)
V o 0 -/W
'-&* 0 0 N
(11.8)
, o 0 —fiiai,
0
Gy = 1 0
(-Pwx
~~Pwy (11.9)
1 o 0
The Ffis , FJj^ and G^ matrices are unit matrices, and the AS^ , Am% , and A WyN
are vectors of white noise with zero mean and appropriate mean-square value.
Next to be derived are the equations for modeling gravity model errors in the
Kalman filter. The development begins with a description of the form of the gravity
data because this has a significant affect on the way in which the error model is
derived.
II. Omission Gravity Model Error Shaping Functions

In Chapter 14, the gravity model error is divided into three parts: omission,
representation, and reduction. Except for extremely complex gravity models, the
omission (omitted spherical harmonic detail) gravity model error is by far the
largest. It has been shown that linear first-order differential equations can be
derived to model the omission error.5
In this section, we describe how the elements in the Fj and F^g matrices in
Eq. (9.51) can be generated for the gravity model omission error. The elements
of these matrices are derived from available gravity databases. The forms of the
gravity databases are described first. Then, a description is given of how the gravity
databases are used to generate the matrix elements.
A. Gravity Database Format

Gravity data are usually available at regular geographic grids of points in the
form of mean values of the gravity anomaly (defined in Section I.A.I of Chapter
7) for latitude-longitude squares. The Defense Mapping Agency (DMA) database
includes mean values of the gravity anomaly for geographic grids of 5' x 5',
15' x 15', 1° x 1°, and 5° x 5° (Refs. 6 and 7). The National Geodetic Survey has
a similar database, but it is not quite as extensive. Worldwide 1° x 1° and 5° x 5°
mean values are available from DMA. Mean data at the finer grid sizes are available
for most of the United States, Europe, and a few other well surveyed regions.
As an example of the omission gravity model error modeled by the shaping
functions, suppose that the navigation gravity model is a point-mass model (de-
scribed in Section III.B of Chapter 7) derived from worldwide sets of 1° x 1° and
230 A. CHATFIELD
5° x 5° mean gravity anomalies. This corresponds to a spherical harmonic model

of degree and order of about 272 (see Table 7.3). In this situation the omission
navigation gravity model error is due to the spherical harmonic gravity field above
degree and order 272. In other words, it is the omitted harmonic detail in the grav-
ity field. There are additional errors due to errors in the gravity database and in
determining the coefficients of the navigation gravity model, which are described
in Chapter 14.
Statistical gravity data suitable for generating first-order realizations of the grav-
ity disturbance for the omitted spherical harmonics are also available. It is in the
form of a gravity covariance function8 and was developed from a worldwide set of
1° x 1° mean gravity anomalies. The covariance function gives the total variance
contributed by each term of degree n in the spherical harmonic representation of
gravity. The covariance of the omitted spherical harmonics is derived by summing
the contributions of the spherical harmonics above the degree of the navigation
gravity model. The covariance functions can be used to generate realizations of
the gravity disturbance profile for a preselected vehicle trajectory.9 Although the
covariance function derivation is based on the assumption that the gravity field is
isotropic, the components of the gravity disturbance profiles generated from the
covariance function can be correlated because of vehicle motion.
B. Gravity Model Error Equations of Motion

The gravity field experienced by a vehicle can be quite complex. It is not
isotropic (the statistics vary with direction), especially if the vehicle is changing
altitude. Depending on the accuracy required and the gravity data available, the
gravity model used in the navigation computations varies in complexity. But
regardless of the model complexity, the actual gravity field is not duplicated
exactly. The difference is referred to as the navigation gravity error vector Ag(P),
It is defined by the expression
&g(P) = g(P) - g(P) (11.10)

where g(P) is the gravity vector computed from the navigation gravity model
at the computed position and g(P) is the actual gravity vector at the computed
position. In this definition, note the use of the computed position. The error in
computed gravity due to position error is included separately as shown in Eqs.
(10.55), (10.68), and (10.94).
The linear first-order vector differential equations that model the gravity omis-
sion error must satisfy the mathematical constraints of gravity potential field
theory and must be in the state-space form. The equations transform (shape) a
white noise driving function into a gravity error function that approximates the
actual ensemble mean omission gravity model error. Two methods of deriving the
coefficients for the linear first-order equations are described: the autocorrelation
function approximation method and the autoregressive moving average method.
Autocorrelations and cross correlations of the omission gravity model errors
are complex and analytic functions do not represent accurately the correlation
functions. Also, this method is not amenable to the inclusion of cross correlations.
The second method is more accurate, is based on the auto and cross correlations,
and uses the Yule-Walker equations, a bilinear transformation, spectral factoriza-
tion, and numerical curve fitting.10 Both methods are described beginning with the
approximation of the autocorrelation function with an analytic function. However,
before describing each method, it is necessary to describe the procedures used

to derive the differential equations from the power spectrum and to describe the
autocorrelation function matrix.
7. Deriving the Differential Equations from the Power Spectrum
This method of developing the omission gravity model error differential equa-
tions begins with a gravity model error autocorrelation function. The autocorrela-
tion function is used to generate a power spectrum, which is, in turn, used to derive
the coefficients of the differential equations. We begin with a brief discussion of
how the power spectral density function is used to derive the coefficients of the
first-order differential equations.
For a stationary system11 (the statistics do not vary with time)
S(a>) = H(ja))H(-ja>)Si(a>) (H-H)
in which S(a>) is the output power spectrum, H(j(D) is the system response to a
unit impulse, and £/(&>) is the input power spectrum, which in the present case is
white noise. Also, //(/&>) is the ratio of two polynomials in jo) with the highest
power of the denominator at least one greater than the numerator. Thus
(11.12)
JCO)
where
/Q'oQ _ bu(ja>)u + bu-i(ja))u + • • • + fro
O(jco) ~ / - ' - - N " ' - / -'--^- 1 '
with u < v. Therefore,
^bu(ja))u +bu_l(j(D)u~l + -' + b0
s(co) =
I bu (~
Sl(co) (11.14)
The power spectral density can be calculated for an ensemble of gravity dis-
turbance profiles for a given trajectory. If the input is white noise Wn , with zero
mean and a unit standard error, the appropriate transfer function can be obtained
by factoring the gravity disturbance power spectral density function. Using I(jco)
and O (jco) and replacing jco by the spatial Laplace variable sp (the spatial Laplace
variable sp is defined as sp = d()/dP = (d()/dr)(dr/dP) = s/V where s is the
usual Laplace transform variable), we can write
(svp + av-lSvp~l + - • • + aQ) &gd = (bvs» + ftn-i^ 1 + • • • + b0)Wn (1 1.15)

which leads to the following differential equation:
duWn du~lWn
i———+ b u-\————- + ••• +b()W n (11.16)
dpu dpu~l
232 A. CHATFIELD
From this urn-order spatial differential equation, a t>th-order differential equation

in the time domain can be derived along with the corresponding v first-order
equations.
In broad terms, an outline is presented in the next section describing how the
autocorrelation function of the gravity disturbance is used to derive the coefficients
of the uth order differential equations. After being transformed to v first-order dif-
ferential equations and solved in the navigation filter, the equations approximately
reproduce an ensemble mean omission gravity model error profile.
2. Use of the Autocorrelation Function

At each computed position along the vehicle path, the omission gravity model
error has a unique vector value. Also, if the starting point, the end point, and the
path in between are fixed, the omission gravity model error vector statistics remains
constant for the vehicle path. This means that the autocorrelation function for the
vehicle path is spatially stationary—depending only on the position difference
along the vehicle path di — d\. The unbiased spatial autocorrelation is given by12
i Nd-l
(11.17)
where R(i) is the computed autocorrelation function for the given trajectory, Nd
is the number of data points along the vehicle path, and i is a positive lag distance
index.
Each element in the right hand side of Eq. (11.17) can be approximated with
an analytic function. This rudimentary process of generating the coefficients of
the first-order differential equations from the autocorrelation function has been
used13'14 in the past. The coefficients of an assumed form of the autocorrelation
function are determined from gravity disturbance autocorrelation data. The Fourier
transform of the autocorrelation function produces a rational power spectral den-
sity function. The power spectral density function is then factored to obtain a
transfer function from which a uth-order differential equation with constant co-
efficients can be formed. The final step is to convert the nth-order differential
equation into v first-order differential equations with constant coefficients by
choosing suitable state variables.
C. Autocorrelation Function Approximation Method

Consider a navigated vehicle travelling over a trajectory that can be determined
before the beginning of navigation. This can be considered to be a very restricted
case, but the described situation applies to commercial airline flights, aircraft and
missile flight tests, and ground vehicle navigation tests. Reference 15 indicates
that, at least along the 35th parallel in the United States at the Earth's surface, an
exponentially decreasing autocorrelation function approximates the actual auto-
correlation function of the omission gravity model error, if the navigation gravity
model is derived from the CQ,O and £2,0 SHCs. In this section, an example of a
shaping function is derived for a vehicle travelling at a constant speed along the
35th parallel, assuming the gravity disturbance autocorrelation function is approx-
imated by an exponentially decreasing function. Cross-axis gravity model error
effects are ignored. These effects are considered in Section II.E of this chapter.
The autocorrelation function method begins with an assumed form of the auto-
correlation function for each component of the gravity disturbance that is believed
to provide a close fit to the actual autocorrelation function. As an example, consider
the following form for the autocorrelation function for the along-track coordinate
of a vehicle moving along the 35th parallel:
R(D) = a2(\ + aD + bD2)e~^D (11.18)

where a,a,b, and ft are constants and D (always positive) is a distance lag equal
to Vr where V is the velocity magnitude and r is a time lag (always positive).
The constant a is derived from gravity data along the vehicle path. The constant
/3 is the reciprocal of the correlation distance, also derived from the gravity data.
The autocorrelation function has been written in terms of a distance lag rather
than a time lag because, as previously mentioned, gravity errors for the case being
considered are spatially stationary. Because velocity is constant for the trajectory
considered, we can revert to the time domain by replacing D with Vr. Thus, for
a constant velocity,
R(T) = o2(\ + aVr + bV2r2)e~^VT (1U9)

For nonnegative time, and since autocorrelation function' are even functions,
the Fourier transform is equal to the sum of the one-sided Laplace transform with s
replaced by ja> plus the one-sided Laplace transform with s replaced by —jco. This
turns out to be a particularly good form for the analysis. It eliminates the need for
spectral factorization of the denominator (the factoring of the Fourier transform
into two terms). Taking the one-sided Laplace transform of the autocorrelation
function in Eq. (11.19) yields
Here L [ ] denotes the Laplace transform of the function in the square brackets.
Therefore, the Fourier transform can be written as
pro, v, =
F\_K(T)\ ,
(jco+Vp)3
V2(P2 + ap + 2b)]
- a) + 2V2p(3b - ^2)(»2 + V4£3Q32 + aft + 2b)]
(11.21)
234 A. CHATFIELD
Next, the value of the constants a and b for an input frequency function of white
noise with a spectral amplitude of Wn2 are determined. To do this, write
2Va2[(ja))4(/3 - a) + 2V2/3(3b - £2)(»2 + V4/3\p2 + a/3 + 2ft)]
(11.22)
and set the coefficients of the powers of jco in the numerator on the left side to the
corresponding terms in the numerator on the right side. This leads to the following
three equations:
3b-ft2 = 0 (11.23)
2a2V5ft3(ft2 + aft + 2b) = Wn2
which yields
B2
b=tL- (11.24)
Wn2 = — ( V f i f a 2
Consequently, the autocorrelation function, consistent with this white noise am-
plitude, is given by
R(r) = a2l + VflT + r2 e-W (1 1.25)
Plots of R(r)/a22 are shown in Fig. 11.1. From left to right, the plots correspond
to velocities of 500, 100, and 50 m/s, respectively. The figure shows the variation
of the autocorrelation with velocity. The constant ft is equal to (l/46481)m~ 1 .
Figure 11.1 shows the strong influence of vehicle speed on the autocorrelation
function for a vehicle moving relative to the Earth. As expected, the figure shows
that increased speed relative to the Earth reduces the correlation distance of the
omission gravity model error for the vehicle.
The input-output function in the frequency domain analogous to Eq. (11.13) is
0(a))
The differential equation consistent with Eq. (1 1.26) is the third-order equation
^ Ag + 3V/3Ag + 3V2/32Ag + V3/33Ag = Wn (1 1.27)

dt
0 3600
t in seconds
Fig. 11.1 Autocorrelation functions derived from Eq. (10.25).
where Wn is white noise with zero mean and variance of l6/3(Vfi)5a2. The
following three first-order differential equations are equivalent to this third-order
differential equation:
(11.28)
Wn
Equations (11.28) are the desired first-order equations, driven by white noise,
that approximately reproduce the gravity errors as portrayed by the autocorrelation
function defined by Eq. (11.25). These equations apply to east-west travel along the
35th parallel. The autocorrelation function includes two constants to be determined
from the gravity disturbance data: zero lag standard error a and reciprocal of the
correlation distance ft.
With only two constants to be derived from the omission gravity model error
data, the autocorrelation function is not likely to closely follow the detailed profile
of a general omission gravity model error autocorrelation function. Also, any cross
correlations between component gravity model errors have been ignored. Further-
more, there is omission gravity model error data indicating that in some areas
the autocorrelation function for the gravity disturbance is represented more accu-
rately by an exponential cosine function.16 However, the assumed autocorrelation
function has been useful in illustrating the method of using an autocorrelation
function of the omission gravity model error to generate the first-order differential
equations that model the omission gravity model error statistics. As is seen in the
next section, it also serves the purpose of illustrating how vehicle speed affects
the power spectral density function.
D. Influence of Vehicle Velocity on the Power Spectral Density

The assumed autocorrelation function can be used to derive an illustration
of the gravity disturbance spectral density and the influence of vehicle velocity
236 A. CHATFIELD
on the spectral density. The power spectral density function for the assumed
autocorrelation function is given by17'18 the right side of Eq. (11.22). Thus
(11.29)
For comparison to the spherical Earth transfer functions in Chapter 3, the power
spectral density function is normalized to the Schuler frequency and normalized
to the magnitude at 0.1 times the Schuler frequency. Using the same notation as
in Chapter 3, the relative power spectral density is given by
(11.30)
5(0.1)
where
16
(11.31)
3 (ja>cos
16 (11.32)
3 (J0.1a>s
Equation (11.30) is plotted in Fig. 11.2 for three groundspeeds: 50,100, and 500
m/s. From left to right the plots correspond to ground speeds in that order. As the
speed is decreased below about 500 m/s, the relative power in the power spectral
density curve at the Schuler frequency decreases. In other words, the singularity at
the Schuler frequency has less and less influence on the propagation of the gravity
disturbance into navigation error. Note that these conclusions only hold true for
the assumed gravity disturbance autocorrelation function. Different results will be
obtained with a different autocorrelation function, as is shown in Section II.E.4 of
this chapter.
The method of approximating the autocorrelation function with an analytic
function may not be suitable for high accuracy inertial navigation. A more accu-
rate, but more complex method, has evolved from the theory of spectral analysis.
100
10
.1
1 10 100
(A)
Fig. 11.2 Relative power spectral density derived from Eq. (10.26).
This method utilizes autocorrelation functions for the vehicle path derived ei-
ther directly or indirectly from gravity data. One method of creating a gravity
disturbance profile for a known vehicle trajectory is described in Appendix F.
E. Autoregressive Moving Average Method

For an operational area of limited size, where the autocorrelation of the gravity
disturbance is available or can be estimated, an autoregressive moving average
spectral model (ARMA) has been used successfully to generate the omission
gravity model error differential equation model coefficients19 for a third-order
system of equations. In this section, a different derivation path is taken to develop
a third-order differential equation without limiting the size of the operational
area.
For an ARMA process, the digital power spectral density S ( e j ^ ) can be esti-
mated from an expression of the form20
(11.33)
where £2 is radians per sampling interval, q is the order of the numerator, p is the
order of the denominator, j is \/^T, and the superscript * denotes the complex
conjugate. The tilde symbol is used to denote coefficients estimated from gravity
data. It has been shown that the a and b coefficients can be evaluated separately.21
The determination of the a coefficients is described first.
1 . Denominator Coefficients
Underlying this application of the ARMA method is the assumption that the
gravity disturbance time series &gd(n) can be adequately modeled by the following
expression:
-k) (11.34)
k-\ £=0
in which n is the time index and e(n) is unobservable normalized white noise.
Multiplying both sides by the complex conjugate x*(n — ni) and taking expected
values yields the Yule-Walker equations22:
(i
(n — k) = 2_^bih*(l — n) ij = xx, yy, zz,xy,xz, or yz
k /=0
=° (11.35)
where #o = 1, h(n) is the unit-impulse response of the linear operator in Eq.

(11.34), and r/7-(« — k) is the (n — &)th value of the /yth omission gravity model
error autocorrelation function. Because we are dealing with physical omission
gravity model errors, h(n) is casual so that for negative n,h(n) = 0.
238 A. CHATFIELD
If only values of r /y (n — k) for which n > q -f 1 are used, then the Yule-Walker
equations take on the following simple form23:
. k) = 0 n>q or
.
(11.36)
These equations are referred to as the extended Yule-Walker equations.

The extended Yule-Walker equations can be used to derive the 5* coefficients.
In matrix form the least-squares extended Yule—Walker equations are
/0\
- p + 2) a
'h 0
rij(q - P + M)/ \aUp/ \0/

ij = xx, yy, zz,xy,xz, or yz (11.37)
or in terms of matrix symbols
=0 , yy, zz, xy, xz, or yz (11.38)

We seek the a// that minimizes the Euclidean norm of jR//a/ y . To minimize the
Euclidean norm, select the orthonormal eigenvector a/7 of the positive definite
Hermitian matrix R^Rij associated with its minimum eigenvalue. Thus, the re-
quired autoregressive variable vector, with the first component equal to one, is the
normalized vector 5// given by
= xx, yy, zz, xy, xz, or yz (11.39)
where a-^ is the first element of the eigenvector associated with the minimum
eigenvalue.
2. Numerator Coefficients
With the denominator coefficients determined, attention is turned to evaluating
the numerator coefficients. It has been shown that the numerator of the power
spectral density function [Eq. (11.33)] does not need to be explicitly derived
because it is derivable from the denominator and a third expression of the form24
ij =xx,yy,zz,xy,xz, or yz (11.40)
where the cijm are constant coefficients to be determined from the impulse response
elements of the filter l/A(e-â)). The nth element of the impulse response matrix
is given by
p
h(n) = — YJ a^h(n — k) 1 < n <M (11.41)
k=\
in which M is the number of autocorrelations to be used (greater than p ) and
h(G) = 1 and h(ri) = 0 for n < 0. Therefore, the impulse response elements, ciim
coefficients, and M autocorrelations are functionally related as follows:
( MO) o 0
0
MO)
ij = xx, yy, zz, xy, xz, or yz (11.42)
In terms of matrices
HijCjj = RiJM ij = xx, yy, zz, xy, xz, oryz (11.43)

so that the least-squares solution for the c coefficients is given by
ctj = (H^jHij)~lH^RiJM ij = xx, yy, zz, xy, xz, or yz (11.44)

If the Fourier transform of the autocorrelation sequence is denoted by D(e^),
then25
ij = xx, yy, zz, xy, xz, or yz (11.45)
Because we are dealing with real gravity data, only positive frequencies are ap-
propriate. Consequently, the real part of the one-sided spectral density function is
used. The power spectral density can now be expressed in terms of D(e'^) in the
following form26'27:
ij = xx, yy, zz,xy,xz, oryz (11.46)

Twice the real part is given by
(11.47)
240 A. CHATFIELD
Therefore
RU(O) ij =xx yy zz> xy> xz> and yz

'' (11.48)
or in terms of the previously evaluated a and c coefficients, we have
= cIJtcJ* + clheW + ... + cIJre>J*

A
' ' 1 + aihe& + aiheW + •••+ aijpePJn
~in -2jQ + ••• + ctj P ___________

e-nn
J
I O /Q\
/A
-* - '
/7 = jcjc, >ry,zz, jcy,jcz, andvz (11.49)
The transformation from the digital £1 domain to the analog co domain, and
thence to the Laplace variable s domain, is accomplished with the bilinear
transformation28
^ 5
1 - (jco/a)
where a) is frequency in rad/s and a is a constant. The bilinear transformation
maps a stable digital system into a stable analog system.
Substitution of Eq. (1 1.50) into (1 1.49), expanding, setting the result equal to
Btj(s)B*(s)
enables the determination of the btj coefficients as described in the following

paragraph.
Setting p in Eq. (11.49) equal to 3 (Ref. 10 shows how the gravity model er-
ror can be modeled with a third-order differential equation, at least for a limited
operational region), incorporating the bilinear transformation and the 5/y and c/ y
coefficients obtained from Eqs. (1 1.39) and (1 1.44), respectively, and simplifying,
produces a ratio of sixth-order polynomials in CD. Performing a spectral factor-
ization of the numerator and denominator results in the product of two ratios of
third-order polynomials, one of which is the conjugate of the other. Deleting the
conjugate form from both numerator and denominator leaves a ratio of third-order
polynomials in jco. The substitution of the Laplace variable s for ja) creates a
ratio of polynomials in s and 7^. Converting the result to a partial fraction and
taking the real part produces a ratio composed of a second-order polynomial in
the numerator and a third-order polynomial in the denominator. The coefficients
in the numerator are the 5/7 coefficients. With the 5/7- and £/7 coefficients, we can
formulate third-order differential equations for the omission gravity model error
in terms of distance because the original autocorrelation functions were generated
on the basis of lag distance.
In the next section, the third-order vector differential equation for the gravity
model error is derived, transformed from the space domain to the time domain,
and used to derive the equivalent three first-order vector differential equations.
3. Derivation of the Differential Equations

In mathematical form, the result of the ARMA procedure is the following type
of third-order differential equation:
- A2W nl
a2
3
d;c dx 2 A
dx * dx2 dx
(11.51)
in which Agx is the omission gravity model error and the subscript x denotes the
x -component differential equation. The same form applies to all other components
of the omission gravity model error. The variable WXn is spatial white noise with
mean of zero and unit standard deviation.
Letting q denote Ag or Wn , the Laplace variable s can be written as
dr dp dt dp
where p is a component of position and V is the velocity magnitude. Solving for
dq/dp, and substituting x for position, leads to the following equations:
£ = F? (1L53)
Continuing, we obtain
0 = ^^) = _ L ^ _ ^ (11.54)
and
V
(1L55)
Using Eqs. (11.53-11.55) in Eq. (11.51), the corresponding differential equation

in the time domain is
d / V\ ,/ V V V 2\
-Agx + V(ax2 - 3-j Afo + V2(axl - a,2- - - + 3-J Afo
(11.56)
The next step is to define three state variables leading to three first-order equa-
tions mathematically equivalent to Eq. (11.56). By suitable differentiation and
back substitution, it can be shown that the desired three first-order differential
242 A. CHATFIELD
equations are
VAgxl+bX2VWni
VAgx2 + bXlVWn2 (11.57)
+bXoVWia
The subscripts nl, n2, and n3 are used to indicate that each white noise function
is from a different population with a zero mean and unit standard deviation. The
same three white noise functions are used for the y and z axes.
We are now in a position to define the Ag^, Ag^, Ag^, Fg, and FNg matrices
in Eq. (9.51). Assuming ECEF navigation coordinates,
(11.58)
where
(11.59)
(11.60)
/-<* 2V
X V 0 0 0 0 0 0 0\
-a*iV 0 V 0 0 0 0 0 0
—t*x*V 0 0 0 0 0 0 0 0
0 0 0 -ay2V V 0 0 0 0
0 0 0 -aylV 0 V 0 0 0 (11.61)
0 0 0 -ay0V 0 0 0 0 0
0 0 0 0 0 0 -az2V V 0
0 0 0 0 0 0 -azlV 0 V
\ 0 0 0 0 0 0 -az0V 0 °>
and
(bx2V 0 0 \
0 bxiV 0
0 0 bx<>V
by2V 0 0
0 bylV 0 (11.62)
0 0 by*V
bz2V 0 0
0 bziV 0
V o 0 bzoVj
4. Example of the Autoregressive Moving Average Method

To create an example for the ARMA approach, the mean omission gravity
model error was generated for 7 h of the constant-altitude constant-speed part of
the aircraft flight described in Ref. 29. The flight altitude is 9448 m and the ground
speed is 233.5 m/s.
The omission gravity model error function for the trajectory is composed of
the mean of 50 gravity realizations derived from the Tscherning-Rapp covariance
function generated from a worldwide set of gravity data.30 The omission gravity
model error was derived on the basis of an ellipsoid navigation gravity model.
Each realization was calculated by the method described in Appendix F.
Trajectory position data were used to rotate the gravity disturbance realizations
into ECEF coordinates from ECI coordinates. The autocorrelation functions for
each component of the mean of the 50 realizations was computed using Eq.
(11.17). The value of M in Eq. (11.41) was set equal to 104, which is 20% of
the total number of 514 autocorrelation values. The best value for a, was found to
be 2. Integration was accomplished using fourth-order Runge-Kutta. Results for
the x axis are displayed in Fig. 11.3. The most variable line is the x component of
the mean of 50 omission gravity model error realizations, and the smoother line is
the omission gravity model error computed from the three first-order differential
Agr x , mgal
-10
-20
/ in hours
Fig. 11.3 Omission gravity model error model—x axis.
244 A. CHATFIELD
Ag x , mgal
-10
-20
t in hours
Fig. 11.4 Omission gravity model error model—equal standard error—x axis.
equations derived from the autocorrelation function of the mean omission gravity
model error function.
In view of Fig. 11.3, we can say that the ARMA method creates a set of first-
order differential equations producing an omission gravity model error profile
approximating the actual ensemble mean omission error function. The mean for the
7 h of the computed omission gravity model errors was forced to agree with the 7 h
mean of the 50 omission gravity model error realizations (—1.4 mgals). However,
there appears to be no analytical method for forcing the standard deviations to
agree. The standard deviations of the computed omission gravity model error
is 1.8 mgals, whereas, that of the mean of the 50 omission gravity model error
realizations is 3.6 mgals. The two standard deviations can be made to agree by
adjusting the derived differential equation coefficients by trial and error and the
result is displayed in Fig. 11.4.
At first glance it appears that using coefficients in the differential equation that
force the standard error to be the same as for the original mean omission gravity
model error data would provide a better filter omission gravity model error model.
One way of getting an indication of which coefficient set is better is to difference
the computed and original mean omission gravity model error data and integrate
twice to obtain the corresponding terminal position difference. Using the data
displayed in Figs. 11.3 and 11.4, the results were 729 m and 1628 m, respectively.
Therefore, forcing the standard errors to be equal does not appear to improve
navigation accuracy. Integration of the original mean omission gravity model
error produced a position difference of —5144 m. This value, and the two previous
values, show that the ARMA method can produce a significant improvement in
inertial navigation accuracy, even in an unaided mode.
Results similar to those above are presented in Figs. 11.5-11.8 for the y and
z axes. From the figures, it is concluded that the method does not accurately
model large variations near the start of navigation. However, this deficiency can
be overcome to some extent by adjusting the initial condition on the integra-
tion. Figure 11.6 shows one example of adjusting the initial value on the inte-
gration.
The results shown in Figs. 11.3-11.8 could not be improved by using different
values for a or by using more than 20% of the autocorrelation data to determine the
Ag y , mgal
-10
-20
t in hours
Fig. 11.5 Omission gravity model error model—y axis.
Ag y , mgal
-10
-20
t in hours
Fig. 11.6 Omission gravity model error model—equal standard error, initial value
adjusted—y axis.
z, mgal
40
20
-20 -20
-40 -40
t in hours
Fig. 11.7 Omission gravity model error—z axis.
246 A. CHATFIELD
Ag z , mgal
-20
-40
t in hours
Fig. 11.8 Omission gravity model error model—equal standard error—z axis.
a and b coefficient values. Also, increasing the order of the differential equation
from three to four did not improve the results.
Also of interest, for the ARMA example, is the relative power spectral density
of the derived gravity model error function. The relative power spectral density is
computed using the following equation:
ij = xx, yy, zz, xy, xz, and yz (11.63)
where
bjj2 (J&)2 + bih (jco) + bijo biJ2 (-jco)2 + bih (-jco) + bijo
1 + aiJ2(jco) + aih(jco) + aij(} I + aiJ2(-jco)2 + aih(-jco) + aij(}
2
ij = xx, yy, zz,xy, xz, andyz (11.64)
Plots of the relative power spectral density are provided in Figs. 11.9-11.14.
As indicated in Eq. (11.63), the frequency is normalized to the Schuler frequency,
and the magnitude has been normalized by dividing the power spectral density by
the value at 0.1 rad/s.
The shape of the plots are very different from the plot based on a simplified
gravity model error differential equation given in Fig. 11.2. The magnitude of the
spectral density increases with normalized frequency rather than decreasing. This
should be the case, because we have assumed an ellipsoid gravity model. With this
assumption, all of the medium and higher frequencies in the gravity potential are
included in the gravity model error due to omitted harmonics. Comparing Figs.
11.9-11.14 with Figs. 3.12-3.14 we see that the power at the higher frequencies
in the gravity model error due to omitted harmonics is largely filtered out by the
navigation system.
100
10
.1
.1 1 10 100
Fig. 11.9 Relative power spectral density—x axis.
100
10
.1
.1 1 10 100
CA>
Fig. 11.10 Relative power spectral density—y axis.
100
10
.1 1 10 100
Fig. 11.11 Relative power spectral density—z axis.

248 A. CHATFIELD
100
10
.1
.1 1 10 100
CJU
Fig. 11.12 Cross-axis relative power spectral density—xy axes.
100
10
.1
.1 1 10 100
(A)
Fig. 11.13 Cross-axis relative power spectral density—xz axes.
100
10
.1
.1 10 100
Fig. 11.14 Cross-axis relative power spectral density—yz axes.

References
îouris, G. M., An Engineering Approach to Optimal Control and Estimation Theory,
2
Kriegsman, B. A., and Mahar, K. B., "Gravity-Model Errors in Mobile Inertial-
Navigation Systems," Journal of Guidance, Control, and Dynamics, Vol. 9, No. 3, 1986,
p. 312.
3
Bar-Itzhack, I. Y., and Medan, Y, "GPS Aided Low Cost Strapdown INS for Attitude
Determination," AIAA Paper, Aug. 1986.
4
Applications, Vol. 1, AIAA, Washington, DC, 1996, p. 214.
5
Hubbs, R. A., and Pinson, J. C, "Residual Gravity Error Modelling for High Accuracy
Land Navigation," AIAA Paper X86-904/101, Aug. 1986.
6
Chatfield, A. B., Bennett, M. M., and Chen, T., "Effect of Gravity Model Inaccuracy on
7
Tscherning, C. C., and Rapp, R. H., "Closed Covariance Expressions for Gravity
Anomalies, Geoid Undulations, and Deflections of the Vertical Implied by Anomaly Degree
Variance Models," Dept. of Geodetic Science, Rept. No. 208, Ohio State Univ. Research
Foundation, Columbus, OH, p. 5.
8
Foundation, Columbus, OH, p. 30.
9
10
Hubbs, R. A., and Pinson, J. C., "Residual Gravity Error Modelling for High Accuracy
H
12
Mitra, S. K., and Kaiser, J. F. (eds.), Handbook for Digital Signal Processing, Wiley,
New York, 1993, pp. 1089, 1177.
13
Gelb, A., "Synthesis of a Very Accurate Inertial Navigation System," IEEE Transac-
tions on Aerospace and Navigational Electronics, June 1965, p. 119.
14
Jordan, S. K., "Self-Consistent Statistical Models for the Gravity Anomaly, Vertical
Deflections, and Undulation of the Geoid," Journal of Geophysical Research, Vol. 77, No.
20, 1972, p. 3660.
15
Gelb, A. (ed.), Applied Optimal Estimation, MIT Press, Cambridge, MA, 1974, p. 88.
16
Levine, S., and Gelb, A., "Geodetic and Geophysical Uncertainties—Fundamental
Limitations on Terrestrial Inertial Navigation," AIAA Paper 68-847, Aug. 1968.
17
Lewis, F. L., Optimal Estimation, with an Introduction to Stochastic Control Theory,
Siouris, G. M., An Engineering Approach to Optimal Control and Estimation Theory,
19
Hubbs, R. A., and Pinson, J. C., "Residual Gravity Error Modelling for High Accuracy
20
Cadzow, J. A., "Spectral Estimation: An Overdetermined Rational Model Equation
Approach," Proceedings of the IEEE, Vol. 70, No. 9, 1982, p. 908.
21
250 A. CHATFIELD
22
23
24
25
26
27
Bendat, J. S., and Piersol, A. G., Engineering Applications of Correlation and Spectral
Analysis, Wiley, New York, 1980, p. 51.
28
Mitra, S. K., and Kaiser, J. F. (eds.), Handbook for Digital Signal Processing, Wiley
New York, 1993, p. 294.
29
30
Foundation, Columbus, OH, May 1974.
Part III Accuracy Analysis
T WO measures of navigation accuracy are in common use: CEP and SEP.

CEP is the circular error probable, and SEP is the spherical error probable.
In Part III, relatively simple, but precise, equations are developed and validated
for evaluating both measures of accuracy, even in the presence of biases.
Most errors encountered in inertial navigation are probabilistic. The value is
known only in terms of probability. However, some errors encountered are deter-
ministic. The value can be determined and can be taken into account, if we are
willing or able to make the effort. Methods of dealing with these two types of
errors are described in Part III.
Equations for propagating errors along the vehicle path are developed in Part
II. In Part III, error equations are derived for the first three phases of inertial
navigation: calibration, alignment, and initialization. Most of the errors involved
are errors in geodetic parameters. Part III also deals with the difficult subject of
determining the effect of gravity model errors on navigation accuracy.

Chapter 12
Accuracy Criteria and Analysis Techniques
A CCURACY analysis is part of the process of generating navigation system

design specifications. During the design phase, it is of the utmost importance
to determine the anticipated accuracy. These analyses indicate whether or not the
design specifications are going to be fulfilled. After the system becomes opera-
tional, accuracy analyses, using test results, determine the level of performance
actually achieved.
Before describing methods for evaluating navigation accuracy (really a measure
of inaccuracy, but the most commonly used word is accuracy), it is necessary to
define what is meant by accuracy. When dealing with navigation systems, accuracy
is stated in terms of some agreed upon criterion. By far the most common is
the CEP. This measure of accuracy was originally devised to provide a simple
measure of ballistic missile impact position accuracy. It is defined to be the
radius of a circle around the actual target location enclosing 50% of the missile
warhead impact positions. This measure of accuracy was later supplemented by
the SEP criteria to accommodate air-burst warheads. The SEP is the radius of a
sphere about the actual burst point above the target enclosing 50% of the warhead
air-burst explosions. These two methods of describing accuracy can be used to
define navigation accuracy: CEP as a measure of horizontal position accuracy
and SEP as a measure of the accuracy in three dimensions. The centers of the
CEP circle and SEP sphere are the actual position. Each of these two measures of
accuracy are examined in subsequent sections after a description is provided of the
very important Central Limit Theorem and after several other necessary subjects
are examined. Application of the Central Limit Theorem greatly simplifies the
mathematics associated with the accurate calculation of the CEP and SEP.
Throughout this chapter, positions errors are expressed in LGV coordinates. All
equations apply equally well to any other orthogonal right-hand coordinate system.
I. Central Limit Theorem

The number of sources of error contributing to the uncertainty in high-accuracy
inertial navigation position is large (see Chapter 5). The number can exceed 50, if
all of the accelerometer and gyro sources of error are included.1 From one point
of view, the greater the number of error sources the better. This unusual statement
stems from the Central Limit Theorem, which states that sums of random variables
tend to possess a Gaussian (normal) distribution, regardless of the distribution of
the individual random variables contributing to the total. The greater the number
in the sum, the more closely a Gaussian distribution is approached.
253
254 A. CHATFIELD
At any given time along the vehicle path, each component of the navigation
position error is the sum of small position errors, each caused by a single source of
error. Because the number is large, we can assume the position error components
are very nearly normally distributed. This allows us to use the Gaussian distribution
function to describe the statistics of navigation position errors. Through use of
the Gaussian distribution function, relatively simple, but accurate, approximate
formulas for computing the CEP and SEP can be derived. Also, we are able to
determine exact values useful for validating the approximate formulas because the
Gaussian distribution function can be integrated after suitable transformations.
Both the CEP and SEP are computed with a statistical variable known as the
standard error or standard deviation. Before getting more into the subject of CEP
and SEP evaluation, the standard error needs to be defined.
II. Standard Error

The standard error is defined to be the square root of the variance. The variance
is a measure of the dispersion of a variable about the mean. Thus, the position error
variance for the z th component of the position error (in any coordinate system)
cr^p. is defined by the expression
alPi = E[(APi-mt)2] (12.1)

where E[ ] denotes the expected value, A Pi is a component of the position error
vector, and w/ is the mean value of the component defined as
mi = E[APt] (12.2)
The individual variances are obtained from the covariance matrix of the position
error vector Cp given by
Cvp = E[(APV -i
/ E[(APfl - m,;)2] E[(APn - mn)(APw - mw)] E[(APn - mn)

= E[(APW - mw}(APn - m rt )] E[(APU! - mw}2} E[(APW - mw)(APu - mu)
\E[(APu-mu)(APn-mn)] E[(APU - mu}(APw - mw)] E[(APU - mu)2]
In this expression the a, are the standard errors and the p,7 are the correlation
coefficients (both in LGV coordinates).
The equations, to be derived shortly, for computing the CEP and SEP are signi-
ficantly simplified if the errors are uncorrelated. This is true if the p/7 in Eq. (12.3)
are zero. In the next two sections equations are derived for rotating the covariance
matrices so that the off-diagonal terms are zero. The derivation of the equations
for computing CEP and SEP can then proceed assuming uncorrelated errors.
A. Uncorrelated Standard Errors for Circular-Error-Probable

Calculation
The covariance matrix is symmetrical. Therefore, in the two-dimensional case,
there is a single rotation resulting in a covariance matrix with zero off-diagonal
elements. Let this angle be 0, a rotation about the LGV u axis. The value of 6 can be
ACCURACY CRITERIA 255
obtained by premultiplying the covariance matrix by a matrix for rotating through

an angle 9 and postmultiplying by the transpose of the same rotation matrix. The
resulting covariance matrix with zero off-diagonal terms CQ is given by
_ / cos0 sin0\ / rf pnwanaw\ ( cos0 sin0\

* \-sin0 cos9j \pnwanau) a* / \-sin0 cos0/
Solving one of the two identical off-diagonal terms for 0 yields
al + al (12.5)
Otf - au
which leads to two, more useful, relations for the sin 20 and cos 20:
sin 20 =
pnwanaw)2 + (a2 - a2Y
an 2-aw2 (12 6)
'
cos 20 =
y (2pnwanaw}2 + (a2 — cr£)
Using the diagonal terms from Eq. (12.4), the covariance matrix with zero
correlations is
(12.7)
\u oij
where
a2 = a2 + 0-^(1 - cos 20) + pnwanaw sin(2#)
(12.8)
a% = cr2 + 0^2(1 — cos 20) — pnwanaw sin(20)
with the sin 20 and cos 20 given by Eqs. (12.6).
B. Uncorrelated Standard Errors for Spherical-Error-Probable

Calculation
Deriving the three uncorrelated variances for the SEP calculation follows the
same procedure as used to derive the two uncorrelated variances for the CEP eval-
uation with one additional rotation through an angle ft. Again, LGV coordinates
are used. As in the case of the two-dimensional covariance matrix derivation, the
first rotation is through an angle 0 about the u axis. The second rotation is through
the angle ft about the negative w axis. Thus, the rotation matrix, the covariance
matrix is pre- and postmultiplyed by, is
/cos 0 cos ft sin 9 cos ft sinft^

I -sin0 cos0 0
\-cos0 sin ft -sin 0 sin ft cos ft/
256 A. CHATFIELD
Designating the covariance matrix after rotation as C&p, the result is
cos 9 cos ft sin 9 cos ft sinft\/ cr2 Pnw^n^w

. -sin<9 cos<9 0 ll pnwcrncrw a2
-cos 0 sin ft — sin 0 sin ft i \ a cr
cos ft/\p pwucrwau
nu n u
/cos (9 cos £ sinOcosft sin£\r /of 0 0\

-sin 0 cos (9 0 I = 0 a2 0 I (12.10)
\-cos 8 sin 0 -sin 0 sin ft cos ft/ \0 0 a%J
Setting the lower off-diagonal terms equal to zero yields three equations
cosft(2pnwan<jwcos92+ (a2 ~ a2) sinO cosO - pnwcrn&w)
+ sinft(pwuaw<ju cosO - pnuanau sin6>) = 0
cos ft2(pnu^nû cos 0 + pwuOwû sin 9) — sin ft cos ft
- [(rf - *£) cos ^ 2 + IPnwWw Bin 0 cos 0 +cr2- a2} (12.11)

2
- sin ft (pnu&n<7u cos 9 + pwuowau sin ^) = 0
cosft(pwuawcrucosO - pnucrnausinO) - sinft(2pnwcrncrwcos02
+ ° ~ an Sin
OCOSO - pnwWw =0
Multiplying the first equation by cos ^8, the third equation by sin ft, and subtracting
the third from the first, we get
ZpnwVnVw COS O2 + (a2 - <J2) sinOcOsO - Pnw^n^w = 0 (12.12)
which can be put in the following form:
2pnwcrn(7w cos 20 + (cr2 - a2) sin 20 = 0 (12.13)
with the result
n
As expected, this is the same equation for 9 as obtained for the two-dimensional
case.
By some trigonometric manipulations, the second expression in Eqs. (12.11)
can be put into the following form:
2cos2ft(pnuornau cos/9 + pwuvwVu sin (9) - sin2ft((cr2 - a2) cosO2
+4pnwcrnawsin9cos9 + a2 - cr2) = 0 (12.15)
Solving for ft, we get
(12.16)
where
Xft = (at - a 2 ) cos<9 2 + 2pnwanaw sinOcosO + a% - a 2 (12.17)
yft = 2pnuanau cosO + pwucrwcru sin6> (12.18)
In the next section we provide the Gaussian distribution function used in devel-
oping the equations for computing the CEP and SEP.
III. Gaussian Distribution Function for Navigation Position Errors

Because of the large number of error sources and the Central Limit Theorem,
we are dealing with near Gaussian navigation position errors in two or three
dimensions. The density function for jointly Gaussian components of position
fp(APv) can be written in matrix form as2
x p - [ ( A P u -mv)TC~l(APv -mv)} (12.19)
in which APV is the position error vector in LGV coordinates, mv is the mean po-
sition error vector in LGV coordinates, and n is the number of error components—
two for CEP calculations and three for SEP calculations. Each component of the
position error is the sum of a large number of small position errors due to the
numerous sources of error affecting navigation position.
In the next section, equations are derived for the CEP and SEP using uncorrelated
standard errors of the two or three components of position, respectively.
IV. Circular Error Probable and Spherical Error Probable

Using simplifying assumptions in the first two subsections, relatively simple
formulas are developed for computing the CEP and SEP. More realistic, but more
complex, formulas are derived in a subsequent subsection.
A. CEP for Equal Standard Errors and Zero Means

To illustrate the method of computing the CEP from uncorrelated Gaussian
errors, we begin with a simplified example. The simplified example is used later
as a one-point check on the more realistic double and triple integral equations for
computing the CEP and SEP, respectively.
The probability that the sum of the squares of the magnitude of the two com-
ponents of position is less than some arbitrary incremental radius squared A/?| is
given by the double integral of the Gaussian distribution for the two error compo-
nents. For Gaussian, zero mean, position errors APi and AP2, we can write
A*22)
2
** f *exp[-V^- + ^f ) |dA/> 2 dAPi (12.20)
Jo L 2 \ a{ at ]\
258 A. CHATFIELD
In the present form the integrals in Eq. (12.20) do not yield a value for A/?2.
If polar coordinates are used, the double integral is in the proper form to be
integrated. Let the polar coordinates be 0 and Ar. Thus
= Ar cos(<9)
(12.21)
A/>2 = Ar sin(6>)
The probability integral then becomes
i /.A/? 2 r2n
AP 2 = -——— / / exp{ Ar2|>i cos(26>) -
2na\a2 JQ Jo
where
- - - (12 23)
'
<12 24)
-
and
3(9 9(9
= Ar (12.25)
3APi
dAr
The last equation is the Jacobian of A PI and AP2 with respect to 0 and Ar.
The Jacobian comes into play where there is a change of variable in a multiple
integral. The Jacobian is the absolute value of the determinant. For the change of
variables from A PI and AP2 to 9 and Ar, we have
dP2 = J\APl ' Af2 = Ard(9dAr (12.26)
Incorporating the Jacobian and rearranging the exponential, Eq. (12.22) be-
comes
Ar exp(-/x 2 Ar 2 ) Ar 2 cos(2(9)]d6>dAr (12.27)
At this point an assumption is made that is not very realistic. We assume equal
standard errors: a\ = a2 = or. With this assumption, Eq. (12.27) becomes
i /»A/?2 /»2jr
F(AP 2 + AP22 < A/? 2 ) = ——-z / Ar exp(-/x 2 Ar 2 ) / d6»dAr (12.28)
2na JQ JQ
Setting P(A;c2 + A*2 < A#f) = \, A/?2 becomes the CEP, and we have
—
2na I
rCEP r1n i
Ar exp (-/x 2 Ar 2 ) d<9dAr = - (12.29)
2
27t^ J0 /Jo
Solving this equation for the CEP, we obtain
CEP = v/2&i<2)]or = 1.1774a (12.30)

A simple and often used formula for the CEP.
B. SEP for Equal Standard Errors and Zero Means

Going back to the general Gaussian distribution of Eq. (12.19) and setting n
equal to 3, the probability that the sum of the squares of all three error components
is less than some A/?|, under the assumption of zero means, becomes
P(AP? < A/?2) = ——-,————
[*PIR f^n r^R r l/AP, 2 AP 2 AP32\1

- / / / exp -- —f + -^1 + —f )\dAP3dAP2dAPl
2 a
JO JO Jo L \ of ^2 3 /J
(12.31)
where AP 2 = AP 2 + AP22 + AP32. Changing to spherical coordinates using
APi = Ar cos 9 sin ft
A P2 = Ar sin 6> sin ft (1 2.32)
AP3 = Arcosft
and noting that
= /| A P l > A/**2' d^ d(9 dAr

L 0,ft,A
= Ar 2 sin£d£d<9dAr (12.33)
we can write
/>A/?3 /»27T />7T
/ Ar 2 / / si
(27T) JO ^0 i/O
CX
' P i ^
(12.34)
260 A. CHATFIELD
Setting all three standard errors equal to cr, Eq. (12.34) becomes
. -A- p.
(27r)5a 3 Jo
Ar exp -f-Y
2V a )
/»2jr /"7T
/ / sin£d£d(9dAr
Jo Jo
si (12.35)
The integral can be integrated, but we cannot solve for A/?3. The result of the
integration is
(12.36)
where ERF[ ] denotes the error function. Although the equation cannot be solved
for A/?3, we can substitute in the standard errors and the SEP obtained from the
more accurate SEP equation, derived in the next section, to determine if the result
equals ^. This is done at the end of the next section using the equation
ERFL rÊi
2a J
_ ^^ exp •_1/SEP\ 2 1 ]_ (12.37)
C. CEP and SEP for Unequal Standard Errors and Nonzero Means
If there are deterministic errors unaccounted for, or a bias is present, the random
errors are not distributed about a zero mean. Rather the distribution of the errors is
offset from zero. Under these circumstances, the probability density function for
two or three components of position error [part of the method of generating the CEP
described in this section is similar to that described in an Aerospace Corporation
memorandum dated 14 November 1966 (66-3961B-061). The memorandum was
written by R. J. Hobson and T. E. Fancher] is given by
1 1
exp (12.38)
(27r)2ai-..a,
where mi is the mean position error for the /th component of the position error.
The value of n is two for the CEP summation and three for the SEP summation.
The mean values in the rotated coordinate system are given by
(12.39)
m
for the CEP calculation and by
/ cos 0 cos ft sin 9 cos ft sin ft

= I -sin<9 cos<9 0 (12.40)
\-cosO sin ft — sin 0 sin/J cos ft
for the SEP computation.
Making the substitutions
AB/ = ¥L^L (12.4D

<*i
and
rhi = — (12.42)
0/
in which the hat symbol denotes a mean value normalized to <j/, we have
A/> = or/(AM, + m/) (12.43)

The Aw/ are Gaussian and have very useful means and standard errors:
£[Aw,]=0
(12.44)
£[Aw?] = 1
Because the AP/ are independent Gaussian variables, the ratio A/? 2 /a 2 has a
2
X distribution where
(12.45)
From the preceding definitions of ut and m/, we can write
Ml = J,2£„'<„, + ^ (,2.46,
a2 a f^
Now let
V2 = ~ (12.47)
The variable i//"2 is a weighted sum of noncentral Chi squares (x 2 ), which can
be approximated by fitting the first two moments to those of the ordinary central
X 2 distribution. This can be accomplished after determining the mean value and
variance of ^2.
The mean value of \/s2 is given by
f 1 * 2 1
, = E\^
\ ^ J>, ("/ + ^) 2
a
i=i
262 A. CHATFIELD
The variance of \/s2 is somewhat more involved. Let v^ be the variance of i/f 2 ,
then
(12.49)
2 2
Expanding (\l/ — m^) yields the following rather lengthy result
-l2
9 n~\N n r\ n n
4 4 ^ X— X—N 7 9 7 9 , ^ X—N X—^ 9 9
i =l /=! ;=/ + ! /=! 7=1
/i « /I n-1 « o n
2 2 ^ ^ ^ X~~^ 2 2
~
/=! 7=/+l i= l
(12 50)
-
Because the expected value of the sum is the sum of the expected values, the
variance is the sum of the expected values of each term on the right side. Using the
previously obtained expected values of w/ and w 2 and three additional identities3:
«/) 4 ] = Êa ( 4 (12.51)

a
/=!
?=1 (12.52)
and
We have, after taking the expected value of Eq. (12.50),
= ^ (2 E ff<4 + 4 E ff/4™?
The T^2 ratio has to be scaled according to the first two moments of the ordinary
central x2 distribution. The first two moments are nx and 2n x , where nx is the
number of degrees of freedom. Let the scale factor be sx , then
] = s2xv^ (12.55)
Therefore
= nx
(12.56)
=2nx
Solving these two equations for sx yields the equation for the scale factor:
mîf
sx = 2-^- (12.57)
Uty
so that we have the following x 2 equality

A/??,
-
tty a <12-58)
where the number of degrees of freedom nx are given by
2ml
nx = —?- (12.59)
Lty
Solving Eq. (12.58) for ARn (n = 2 for CEP and 3 for SEP), setting the x 2
probability level to 0.5, the CEP and SEP are given by
X 2 (0.5, n2y)(e? + crf

CEP = ——— * V 1 — — - (12.60)
and
SEP -. (
In these expressions x 2 (0-5, fl* x ), with k = 2 or 3, is the value in a x 2 distribution

table for a probability level of 0.5 with n^x degrees of freedom. The variables m^
and v^ have been given a 2i/s subscript for the CEP and a 3^ subscript for the
SEP to indicate the value of n used in Eqs. (12.48) and (12.54).
For any case in which the standard errors are not equal, or the means are not
zero, the value of x2(0.5, w,- x ) is obtained by interpolation using the formulas:
= 0.93136(fl2x - 1) + 0.45494 (12.62)
for the CEP and
- 0.95553(«3x - 1) + 0.45494 (12.63)
for the SEP.

We can now compare the CEP obtained from Eq. (12.60) with the exact value
calculated with Eq. (12.30). To use Eq. (12.30), we must assume a\ = a2 with
both means equal to zero. For a standard error of 100 m, Eq. (12.30) yields a value
of 1 17.74 m; whereas, from Eq. (12.60), we get 1 17.73 m.
Assuming all three components of position have a standard error of 100 m, Eq.
(12.61) yields an SEP of 153.8 m. Using a standard error of 100 m and SEP of
153.8 m in Eq. (12.37), we get a probability of 0.4999, indicating that a valid
equation for computing the SEP has been derived.
264 A. CHATFIELD
D. Verification of the CEP and SEP Formulas

Up to this point, relatively simple formulas have been derived for computing the
CEP and SEP from the position standard errors and means. These formulas have
been validated for position errors with equal standard errors and zero means. It
now remains to demonstrate the accuracy of the approximate formulas for position
errors with unequal standard errors and nonzero means. The only way this can
be accomplished is to assume various values for the standard errors and means,
perform double or triple integrations, and compare the results with values obtained
from the respective CEP and SEP formulas, Eqs. (12.60) and (12.61).
7. Circular Error Probable

Going back to Eq. (12.19) and including the means m/ yields Eq. (12.20) with
the means included
s
2 2
P(A/>
\ c
< A/? /) = ————
^) ~-, f-. f..
/
1
/
I
*exp|--
I O
Z7r<7iCr2 JQ JQ I Z
H- (12.64)
where we have set AP 2 + Af*| = APC2 in order to conserve space. As before, it

is convenient to transform the equation into polar coordinates: 9 and Ar. Using
Eqs. (12.21), Eq. (12.64) becomes
I r&R2
P(AP? < A/? 2 ) = -———— / Ar exp [ - (/z 2 Ar 2 + ^}]
L7ia\Oi JQ
2n
exp[Ar(/xiArcos2<9 + AM cos 0 + fis sin0)]d0 dAr (12.65)
_
in which IJL\ and /x2 are defined in Eqs. (12.23) and (12.24) and
(12.66)
Note that if the means are zero, /X3, /X4, and ^ are zero, and Eq. (12.65) becomes
the same as (12.27).
Setting the left side of Eq. (12.65) equal to ^, setting A# 2 = CEP, and solving
for the CEP would yield the desired value. However, there is no known solution
for the CEP. The best that can be done is to vary the CEP integration limit until the
double integral computes to a value of 0.5000. This was done using a computer
program called Derive, A Mathematical Assistant (published by Soft Warehouse,
Inc., 3660 Waialae Ave., Suite 304, Honolulu, HI 96816-3236). The results for
several sets of standard errors and mean errors are listed in Table 12.1.
Table 12.1 Comparison of exact and approximate CEPs
CEP CEP
Standard errors Means Eq. (12.65) Eq. (12.60) A%
o-i = 100, o2 = 200 mi =5Q,m2 = 50 185.3 185.3 0
cri = 100, o 2 = 200 mi = 0, W2 = 0 174.1 174.3 0.1
cri = 400, o2 = 200 mi =Q,m2 = 100 363.7 363.4 0.1
ai = 400, o2 = 200 mi = 100, m2 = 0 355.2 355.8 0.2
o-i = 100, o 2 = 400 m i = 0, W2 = 0 290.2 293.8 1.2
01 = 100, o2 = 400 mi = 100, w 2 = 100 318.3 322.5 1.3
ffi = 400, 02 = 100 mi = 100, m2 = 100 318.3 322.5 1.3
The data in Table 12.1 provide a good indication of the accuracy of the CEP
calculation using Eq. (12.60). The primary cause of a difference between the exact
and approximate methods is the ratio of the largest to the smallest standard error.
If the ratio is less than two to one, the two methods differ by about 0.1 to 0.2%
even though one of the means is significantly greater than zero. Ratios of four to
one resulted in errors greater than 1%. It is unusual for the ratio to be as large as
four to one. Therefore, we can conclude that the approximate formula is accurate
to within 1% in most cases. The approximate formula provides values of the CEP
greater than the exact values. Thus, the approximate formula provides a slightly
conservative value of the CEP.
Figure 12.1 shows the CEP circle and error ellipse drawn to scale for the data in
the first line of Table 12.1. The figure also displays the north and west components
of the LGV coordinate system, the coordinates after rotation AP\ and A P^ the
north and west components of the mean, and the north and west standard errors
defining the error ellipse. After rotation to obtain the uncorrelated standard errors
a\ and #2, the result is standard errors oriented along the minor and major axes
CEP
Circle
AP,
Fig. 12.1 CEP circle and error ellipse.

266 A. CHATFIELD
AP
Error Ellipse
AP,
Fig. 12.2 Means and standard errors after rotation.
of the error ellipse as illustrated in Fig. 12.2. The corresponding mean values are
also shown.
2. Spherical Error Probable

For the three-dimensional case with nonequal standard errors and nonzero
means, Eq. (12.19) becomes
2x 1 /• A/ W A/ W * 1 /APi-fliA2
A/?2 = ———5———— / / / exp | - -——-———-
i(7i(72(73 JO Jo JO 2 V <*\ )
(12.67)
(73
Transforming to spherical coordinates using Eqs. (12.32), we have, after a

considerable amount of mathematical manipulation
Afl32) = ——^—— I \r2 I [sin?

(27T)2<7i<72<7i
(27T) Jo Jo Jo
(/Xi cos 20 — -cos 2^)- — - ( l + c o s 2 p )

2a3
• exp Ar sin^f ^-cos6>+^sin(9 1+^- (12,68)

a
L V*? 2 7^3
in which
1 / m? m
o \ "T (12.69)
2 at

Table 12.2 Comparison of exact and approximate SEPs
SEP SEP
Standard errors Means Eq. (12.68) Eq. (12.61) A%
GTi = 100, 0-2 = 200 mi = 0, m 2 = 0 310..7 314.2 1.1
o-3 = 300 =0
GTi = 100, 0-2 = 200 mi = 50, m 2 == 50 321,,0 324.5 1.1
o-3 = 300 m 3 = 50
o-i = 100, o-2 = 200 mi = 0, m 2 = 0 319..5 323.4 1.2
o-3 = 300 m 3 = 100
CTI = 100, o-2 = 200 mi = o, m 2 = 0 390,,8 398.2 1.9
o-3 = 400 m3 = 200
o-i = 100, o-2 = 100 mi = 0, m 2 = 0 309,.1 316.6 2.4
o-3 = 400 m3 = 0
If the means are set equal to zero, Eq. (12.68) reduces to (12.34).
For the SEP calculation A/?3 is set equal to SEP and F(AF62 < Aflf) is set
equal to |. Because there is no possible closed-form solution to determine the
SEP, the integration of Eq. (12.68) has been performed repeatedly. Various values
of the SEP and the same standard errors and means used in Eq. (12.61) were input
to the integrations until a value of 0.5000 was reached.
Values of the SEP computed using the approximate formula and the exact
integrals are listed in Table 12.2. The difference between the exact and approximate
calculations of the SEP is a little greater than for the CEP calculation. As in the case
of the CEP, the approximate SEP formula yields values a little larger than obtained
from the more exact integrals and, therefore, provides slightly conservative values.
From the data in Table 12.2, we conclude that the approximate formula for the
SEP is accurate to within 2%.
Now that the criteria for judging accuracy has been established, it is appro-
priate to consider the techniques developed for obtaining the basic accuracy
information—the standard error of the navigation state vector variables.
V. Accuracy Analysis Techniques

This section begins by expanding the definition of error given in Section I of
Chapter 2 to include the two basic types of error: probabilistic and deterministic.
We then expand on the definitions and describe the methods used to evaluate these
two types of errors. This is followed by an examination of the sources of error
and the description of the methods used to determine the standard error in the
navigation state vector due to each source of error.
A. Types of Error
Recall that in Section I of Chapter 2 an error is defined as the computed value
minus the actual value:
Ae = 6-6_ (12.70)
where A6 is an error in any navigation state variable. For inertial instrument errors,
this definition is usually sufficient. However, some errors in geodetic variables are
268 A. CHATFIELD
more complicated. This type of error is defined to be the sum of a deterministic

part and a probabilistic part. To create this definition, the right side of Eq. (12.70) is
modified by adding and subtracting terms denoting the best available or reference
value. The reference value is derived from all available information, no matter
how complex the data processing. Thus
(12.71)
where Ae p is the probabilistic part defined as
&€p=€ref-6 (12.72)
and A£^ is the deterministic part given by
= 6 - eref (12.73)
The variable £ref is the reference value of the variable € based on all available
information.
1 . Probabilistic
As implied by the name, probabilistic errors are only known in terms of proba-
bilities. Two methods of evaluating the inaccuracy due to probabilistic errors dom-
inate: covariance analysis and Monte Carlo analysis. Each method is described in
the following subsections.
Covariance analysis. Covariance analysis is by far the most popular method
of analyzing the affect of errors on navigation state. Each source of error is
represented by a Gauss-Markov model and simultaneously propagated along the
vehicle path. At any point along the vehicle path, the variance in the state vector
variables is given by the diagonal elements of the covariance matrix.
As described in Sections II.B and II. C of Chapter 9, the following equations
define the propagation of the covariance matrix.
CM = «%^< + Qk (12.74)
Ck = Ct- - Kk(HkC^Hl + Rk}KTk (12.75)
where C^+l is the covariance of the state vector errors at the end of integration step k
and CjT is the covariance just before a state vector update. Also, C^ is the covariance
after a measurement update. The matrix <£% is the transition matrix for integration
step k, Qk is the covariance of the white noise driving function, K^ is the Kalman
filter gain, H^ is the partial derivative of the external measurements with respect
to the state vector elements, and R^ is the covariance of the measurement noise.
Equation (12.74) is used to propagate the covariance matrix through integration
step k, and Eq. (12.75) is used to update the covariance matrix after an external
measurement.
In the process of performing a covariance analysis, a number of assumptions
are usually made:
1) The navigation filter state at time tk+\ is linearly related to the state at time tk.
2) The external measurements are linearly related to the state.
3) The errors modeled in the state vector are a white noise sequence with zero
mean.
4) An initial estimate of the value of the state vector elements and covariance
matrix is available.
5) The measurement noise and the state vector error variables are not correlated.
6) The state vector noise and the state vector error variables are not correlated.
The requirement that the state vector noise be white with zero mean is not as
severe a restriction as would appear. We have seen in Chapter 11 how gravity
model errors, which are not inherently white noise with a zero mean, could be
included in the state vector through the use of shaping filters driven by white noise
with a zero mean. Thus, the requirement for the state vector to be white can be
circumvented at the expense of increasing the size of the state vector. However, as
indicated by Figs. 11.3-11.8, the shaping filters yield only approximate values of
the omission gravity model error.
The requirement for linearizing the navigation equations for the filter computa-
tions is not very restrictive. As shown in Figs. 9.4 and 9.6, the linearized equations
can be used to propagate and update incremental state, while at the same time total
state can be propagated in a nonlinear fashion.
Monte Carlo analysis. The Monte Carlo method uses a large number of de-
terministic type error analyses to provide estimates of the mean and standard
deviation of the navigation state vector errors. Each navigation simulation uses
one realization of one or more of the error sources. It is most useful in evaluating
the uncertainty in navigation state in cases where the mean is not zero or the initial
uncertainty cannot be stated in the form of a covariance matrix. An example of
an error source of this type is the mean anomaly error of representation described
in Chapter 14. The Monte Carlo method can be the most accurate type of error
analysis if the number of simulation runs is sufficiently high. Because of the use
of a number of simulations in the Monte Carlo method, it is possible to establish
confidence limits on the CEP or SEP.
Implementation of the Monte Carlo method of error analysis for inertial navi-
gation involves simulation of the vehicle motion, the external measurements,
and simulation of the navigation computations. Simulation of the vehicle motion
provides realistic values of the specific force along the vehicle path. Simulation
of the navigation computations involves use of the navigation gravity model to
provide the accelerations due to gravity, adding the specific force derived from
the trajectory generation, processing the external measurements for updating the
state, and simulation of the filter that processes the external measurements. The
result of the many simulation runs are the standard errors of the state vector
components as a function of navigation time. The standard errors from the n
simulations can then be used to derive confidence limits to the desired level (95%
for example).
Fewer assumptions are required for Monte Carlo analyses than for covariance
analyses because the linearity and no-correlation assumptions are not involved.
The required assumptions are summarized as follows:
1) The simulation accurately models the actual navigation system and external
measurement aids.
2) The external measurements are linearly related to the state.
3) The initial uncertainties for all of the state vector variables are known.
4) An estimate of the initial values of the state vector elements is available.
270 A. CHATFIELD
5) The number of simulation runs is sufficient to provide the necessary confi-

dence limits at the required confidence level.
The principal benefit of the Monte Carlo procedure is the absence of any
assumptions regarding correlations. Because the navigation system operation is
simulated from beginning to end, the effect of any correlations between state vector
components and between components at one time and another is automatically
included. On the other hand, the method requires a great amount of computing in
order to provide a sample size large enough to provide the required confidence
level.
The standard errors in each of the two or three components of the navigation
position error are computed from many realizations of the particular error source
being examined. For example, a number of gravity disturbance profiles can be
derived from the Tscherning-Rapp4 gravity covariance function as discussed in
Section II.E.4 of Chapter 1 1 and Appendix F. If a large number of realizations
of the covariance between the gravity disturbance at points p and q are used, the
resulting distribution of disturbance values is very nearly normal. Consequently,
the ratio of the sample covariance cr2 to the input covariance a 2 multiplied by
the number of realizations n, decreased by one, has a x2 distribution with n — 1
degrees of freedom. In equation form we have
< - ' (12.76)
where x/2 and x 2 are me lower and upper x 2 values, respectively, determined by
the assigned confidence limits. For example, at the 95% confidence level and a
sample size of 101, / = 0.025 and u = 0.975. Thus, the confidence limits for the
variance in each component of the position error at the end of each integration
step along the vehicle path is determined by the inequality
(n - l)^2 2 (n - IX2
( }
Using the upper and lower standard errors in two components of position in the
CEP formula or three components of position in the SEP formula derived from
this inequality, we can calculate the 95% confidence area for the CEP or the 95%
confidence volume for the SEP.
2. Deterministic
The term deterministic is used because that part of the error can be accounted
for in the navigation computations, but we choose not to do so. We may choose not
to because the accuracy requirements do not make it necessary, or the computing
requirements exceed the available computer capacity. In short, any source of error
that can be evaluated (no matter how difficult), and is not evaluated, is a source of
deterministic error.
Deterministic errors cannot be evaluated by a covariance analysis. However,
the Monte Carlo method is well designed to perform deterministic error analyses.
Most of the sources of error falling into the deterministic category are variables
derived from geodetic measurements.
Equation (9.58) with the white noise vector eliminated and the transition matrix
expressed in terms of the exponential of the A matrix defines the propagation of
deterministic errors across the kth integration step. Error propagation through a
measurement update is described by Eq. (9.30). Thus
= exp [AqAk &tk]AXl (12.78)
__ 1 if & is a measurement time \

\0 if k is not a measurement time/
where AX* is defined by Eq. (9.29), Kk by Eq. (9.40), and Z~k, for three types of
external measurements, by the equations in Section II. F of Chapter 9. Evaluation
of the actual external measurements uses the same equations with actual values
replacing the estimated values.
After completion of an ensemble of Monte Carlo error analysis runs, the co-
variance of the state vector error is given by
1
= i e or v (12 80)
/=!
' ' '
where the over bar denotes a mean value and N is the number of Monte Carlo
simulations.
B. Error Analysis Using Sensitivity Coefficients

Sensitivity coefficients are generated by propagating unit values for each error
source along the vehicle path. Navigation state uncertainty is then determined by
multiplying the sensitivity coefficients by the standard error of each source of
error. This method is often used to propagate initial uncertainties into navigation
uncertainties along the vehicle path. The sensitivity coefficient method is also
useful where the source of error is spread out over a large geographic area. The
effect of unit errors at each geographic location on navigation state are determined
by the Monte Carlo method and scaled by the uncertainty at each location. As will
be seen in Chapter 14, some geodetic errors, such as the error of representation,
for example, are conveniently handled using sensitivity coefficients.
In the next chapter error equations are developed for calibration, alignment, and
the state initialization.
References
ârkinson, B. W., and Spilder, J. J., Jr. (eds.), Global Positioning System: Theory and
2
3
Burington, R. S., and May, D. C., Jr., Handbook of Probability and Statistics with
Tables, 2nd ed., McGraw-Hill, New York, 1970, p. 1 12.
4
Foundation, Columbus, OH, May 1974, p. 30.

Chapter 13
Error Equations for Calibration, Alignment,

and Initialization
I N Chapter 10 error equations were derived for use in the navigation system
Kalman filter. The diagonal elements of the covariance matrix contain the
variance for each state vector variable. The covariance submatrices for position
are used to evaluate the system performance, such as computing the CEP or SEP.
The variances are used to determine how well the inertial component performance
specifications are satisfied. Thus, except for gravity model errors, the statistical
error equations for the current state evaluation phase are included in the Kalman
filter equations. Not included are the deterministic effects of gravity model errors or
the error equations for the first three phases of navigation: calibration, alignment,
and initialization. Error equations for the sources of error affecting these three
phases are dealt with in this chapter. Chapter 14 treates the complex subject of
determining the effect of gravity model errors on navigation performance.
Initial velocity and position errors are determined by the method used to derive
the initial values. Because alignment follows calibration and initialization follows
alignment, the initial attitude, accelerometer, and gyro elements of the initial filter
state vector and covariance are determined by the errors in calibration and align-
ment. The initial errors for the external measurement equipment are determined
by the calibration procedures for that equipment.
As shown in Table 13.1, most of the data for the first three phases of navigation
are derived from geodetic or astrogeodetic measurements. Listed in the table are
the geodetic, astrogeodetic, and other variables used in each of the four navigation
phases along with the general symbol depicting each parameter. In this chapter,
the error equations are derived, which show the effects of each parameter on the
appropriate navigation output during the first three phases.
The rotation rate of the Earth appears in all four phases of navigation. The
magnitude of the angular velocity of the Earth is known with great precision from
astronomic observations; therefore, Ao>/ e is assumed to be zero (see Sections I.B.I
and I.C of this chapter). However, the direction in inertial space varies a small
amount due to polar motion.
I. Inertial Instrument Calibration

The calibration procedures described in Chapter 5 used two geodetic parameters:
apparent gravity magnitude and Earth rotation rate. Apparent gravity magnitude
is used as a reference for specific force, and the Earth rotation rate is at least
a part of the angular rate reference used to calibrate the gyros. If used, platform
reference torquing rate becomes part of the gyro calibration reference angular rate.
273
274 A. CHATFIELD
Table 13.1 Variables and constants
Navigation
phase Variable or constant Symbol
Instrument Apparent gravity magnitude
calibration Earth rotation rate
Reference torquing rate cor
North pole location
Analytical Apparent gravity magnitude ga
alignment Astronomic coordinates A, <£
Geodetic coordinates
Accelerometer cal. coefficients cti,8Sb,8ksa,kn
Earth rotation rate
State GPS position , AzGps
initialization Geodetic coordinates
Geoid height TV
Height above geoid h
Earth rotation rate
Current state Accelerometer cal. coefficients
evaluation Gyro calibration coefficients
i , âcj
i\-q if 5 *^q
]f
Ext. measurement cal. coefficients
Geocentric grav. constant GM*
Ref. ellipsoid semimajor axis a
Earth rotation rate
Spherical harmonic coefficients
Gravity model
The coordinates of the instantaneous polar axis can also be involved through the
effect on the direction of the Earth-rate vector.
A. Apparent Gravity Magnitude

As shown in Sections III and IV of Chapter 5, apparent gravity magnitude
is used in both accelerometer and gyro calibrations. The effects of errors in
apparent gravity magnitude on the evaluation of accelerometer and gyro calibration
coefficients are examined in the following two subsections.
1. Accelerometer Calibration
A description of the way the apparent gravity magnitude is used to calibrate the
accelerometers and gyros is given in Chapter 5. In Section LA of Chapter 7, the
methods used to measure the apparent gravity magnitude are described. Calibration
sites usually are not located at primary gravity stations. Apparent gravity at the
calibration sight is measured with a gravimeter relative to the absolute value
at a primary station. Accuracies of the order of (Ref. 1) 4 x 10~7 m/s2 can be
expected.
Determining the errors in the accelerometer calibration coefficients begins by
noting that the calibration equations for the inverse solution [Eqs. (5.31-5.42)]
ERROR EQUATIONS 275
all involve the reciprocal, or the reciprocal squared, of the calibration site gravity
magnitude. The same is true for the least-squares solution.
Expanding the reciprocal and the reciprocal squared of the actual apparent
gravity magnitude, we get
(13.1)
V< V
-V(l+2-' ''"'
(£/ (ga - Aga
Substituting these equations into Eqs. (5.31-5.42) and setting the actual values of
the calibration coefficients equal to the computed value minus the error yields the
following accelerometer calibration coefficient error equations:
&ga
A a/ ~ — —— &i
ga
Msbi = 0
Af ~ / 1 , * £ \*8a „ &ga (13'2>
Afc jfl/ - -(1 + <S£ Jfl/ ) —— « ———
where A8ksai is written as Afc jfl . and / = jc, 3;, and z. The second expression for
Aksai is valid because 5^Jfl/ is the small deviation of the scale factor from a unit
value (see Section III.A of Chapter 5). The error equations are valid for both the
direct inverse and least-squares solutions for the calibration coefficients.
Referring back to Eq. (5.20) and letting the actual value of an accelerometer
calibration coefficient equal the computed value minus the error, we can write:
(13.3)
In this expression, the actual components of specific force are approximated by

the computed values.
2. Gyro Calibration
Both of the gyro calibration procedures described in Section IV of Chapter 5 use
equations for computing the gyro calibration coefficients involving the reciprocal
of the apparent gravity magnitude or the square of the reciprocal of the magnitude.
Twenty-seven of the 39 gyro calibration coefficients are a function of one or the
other reciprocal. The errors in the coefficients that are a function of the reciprocal
are equal to the coefficient multiplied by — Ag fl /g fl . Those that are a function of
the square of the reciprocal are approximately equal to twice the product of the
coefficient and —Aga/ga. Therefore, the error equations for the 27 coefficients
276 A. CHATFIELD
evaluated in Section IV.B.2 of Chapter 5 are as follows:
A*,, « ——-kSi
ga
ga
-2
9 (13.4)
1
—2
ga
a
Arioso/ ^ —2 —— &IOSO/
ga
where
kioso, — (13.5)
and / = x, y, and z.
Just as for the accelerometer error equations, the gyro calibration error equations
apply to both the direct inverse and the least-squares solutions. In matrix form, the
error in gyro angular rate is given by
0 0 ^ 0 0 o o 24 0
0 JQ 0 0 _o,0 0 ^ 0 0 2s%x
0 0 0 0 s« 0 0 0 0
o 24 0 0 r\ S (\ \J
0 2si o -24 0 0
0 2sl 0 0
0
+ 0 0
d
ga
0
(13.6)
ERROR EQUATIONS 277
in which
x
gd = (ksx k0y klz kJx kSy k0z k0x kly kSz
• *ssn, *ioso/ (13.7)
where m = p or b.
B. Reference Rotation Rate

The procedure for calibrating the gyros, described in Section IV.B.2 of Chapter
5, uses the Earth rate or the Earth rate and a precise torquing rate as a reference
angular rate. In this section, where possible, the error equations for each compo-
nent of the reference angular rate are derived. Although the effect is small, the
instantaneous location of the polar axis of the Earth does have some influence on
the reference rotation direction. This is also examined.
1 . Earth Rotation Rate

Tidal friction appears to be the main cause of a slowing down of the Earth's
rotation rate2 by 2 ms per century. Other periodic variations, with periods of about
one month, can attain magnitudes of the order of several milliseconds. They are
believed to be due to wind and tidal variations. Changes, due to unknown causes,
in terms of the length of the day, as large and 10 ms, have been observed. Even this
large a change is only of the order of 1 part in 107. Therefore, any deterministic
navigation error, due to omitting corrections for variations in the Earth rotation
rate, is negligibly small.
2. Reference Torquing Rate

The reference torquing rate accuracy depends on the specific equipment in-
volved. In a benign environment, reference torquing equipment has been accurate
enough to permit the calibration of high accuracy gyros. As shown by Eqs. (5.78-
5.89), nine of the 12 angular-rate dependent calibration coefficients are a function
of the reciprocal of the reference torquing rate. Thus, the errors in the acceleration-
independent gyro calibration coefficients are given by
Ay ij
(Or
Aa)hi = 0 (13.8)
where Acor is the error in the reference rotation rate, ij = zx, yz, zy, xy, yx9 and
jtz, and / = jc, y, and z. The awkward notation &8ksgt has been replaced by Aksgi .
Incorporating the results into Eq. (5.72), we get
(13.9)
278 A. CHATFIELD
C. Pole Location
The direction of the Earth's rotation axis varies a small amount with time due
to causes that are still under investigation. The motion is somewhat periodic with
one period between 430 and 435 days3 (referred to as the Chandler period) and a
second period of about 365 days.4 In radians the amplitude appears to be less than
10 m divided by the radius of the Earth in meters.
The z axis of the ECI and ECEF coordinate systems are defined to coincide
with the center of the figure of polar motion (spin axis) for the years 1900-1905.
In navigation computations, the Earth's angular rotation rate vector is assumed to
coincide with the CTP.
Polar motion corrections are reported as an xp and yp angular distance (in
arc seconds) of the instantaneous pole from the CTP along the direction of the
Greenwich meridian and along the 270° meridian, respectively. Values for xp and
yp are published frequently during each year.
The Earth rotates about the instantaneous polar axis so that the commonly
defined Earth-rate vector [see Eq. (8.9)] is slightly in error. In ECEF coordinates
the Earth's angular rotation rate vector that includes the affect of polar motion is
given by
'-sinOcp^
(13.10)
The largest value for either of the sine elements is of the order of ±3 x 10~6.
For all but the most precise navigation computations, this error can be neglected.
However, because the two components of polar motion are known and can be
compensated for, the resulting navigation error is a deterministic error given by
(13.11)
Astroinertial navigation systems use measurements of the directions to various

preselected stars to improve navigation attitude information (see Section I.E.3
of Chapter 9). The navigation computer stores a catalog for the preselected stars
in memory referenced to an adopted epoch, 1950, for example. In this case the
star coordinates are referenced to the direction of the Earth's spin axis in 1950.
The star catalog coordinates are used to compute the direction of each star to
be observed as seen from the stabilized platform. The difference between the
computed and observed direction of each star is an indication of the platform
misalignment. Corrections to the computed star directions can account for polar
motion and remove this source of error. If not done, polar motion introduces
a deterministic error into each star measurement and produces a corresponding
deterministic navigation error.
Error equations for alignment are derived in the next section for the analyti-
cal alignment procedure described in Section LA of Chapter 6. Fine alignment
schemes can be very complex and depend on the specific navigation configuration
used. Therefore, the development of error equations for fine alignment is left to
the reader who is familiar with the specific fine alignment design.
ERROR EQUATIONS 279
II. Analytical Alignment

The physical references for analytical alignment are the apparent gravity vector
ga and the Earth-rate vector w>ie. The gravity vector direction is defined by the as-
tronomic coordinates of the alignment site. Its magnitude is obtained from gravity
measurements at the alignment site. Analytical alignment establishes the orienta-
tion of the platform or vehicle body axes with respect to navigation coordinates
using the apparent gravity, Earth-rate vector, and inertial instrument outputs.
The alignment errors dealt with in this section are the initial errors in the ro-
tation from platform or vehicle body axes to navigation coordinates. Navigation
computations are assumed to be based on either ECI, ECEF, or LGV coordinates.
The analysis encompasses coarse alignment as given by Eqs. (6.8), (6.12), and
(6.22). For some high-accuracy navigation systems this is sufficient because of
the availability of high-quality GPS range and range-rate updates during naviga-
tion. With such high-quality external measurements, the elements of the rotation
from platform or vehicle coordinates to navigation coordinates can be improved
quickly.
The simplest way of deriving the analytical alignment error equations is to form
the error equations directly from the defining expressions for the rotation from
platform or vehicle body axes to navigation coordinates using Eq. (10.6). Equation
(10.6) gives the attitude error in terms of the error in the rotation of the platform
or vehicle body coordinates to LGV coordinates. Referring back to Eq. (10.6)
and using suitable coordinate rotation matrices, we write the following equations
relating the alignment error to the corresponding rotation matrix errors:
A0j) = -A^^f l m = porb (13.12)
A0£ =-flf A^fl™ m = porb (13.13)
A0£ = -Rf&R^R™ m = p or b (13.14)
The zero subscript is used because the alignment error is the attitude error at
the start of navigation. These three equations provide the attitude error in the
ECI, ECEF, and LGV coordinate systems in skew-symmetric form. The attitude
error vector is obtained by selecting the (3, 2), (1, 3), and (2, 1) terms of the
skew-symmetric matrix. Thus
/A0g(3,2)\
A0g= A0g(l,3) q=i,e,orv (13.15)
\A0g(2, I)/
As described in Section II. A of Chapter 6, the rotation matrices are orthogonal-
ized according to the formula
pi \T spm j_ l ^ / t p w \ 2 /£/?w\3j_ (Bm\T
m=
[ 2 -' 2 4 ^ - ' ' " 2 4 6' ^ ' J (-*>
m = porb (13.16)
where the tilde depicts the computed rotation matrix after orthogonalization. Ap-
plying the definition of an error given in Section I of Chapter 2, the error in the
280 A. CHATFIELD
orthogonalized rotation matrix is given by
q — i, e, and v = porb (13.17)
The approximate symbol is used for two reasons. The term in Eq. (6.74) containing
the square root has been expanded into a series, and only the first-order terms are
retained. Also, the actual values of the rotation from platform or vehicle body axes
to ECI coordinates is approximated by the computed rotation matrix. In writing
Eq. (13.17), we have used the definition of8R_™ provided in Section II. A of Chapter
6. With the definition, we find that
ASR™ = R™(AR")T + A/^(/^) r (13.18)

Referring back to Chapter 6, Eqs. (6.8), (6.12), and (6.22) can be rewritten as
follows:
Km=M.qRQ_ q=i,e,orv m = p or b (13.19)
where
/ — cos(A. -f coiet) — cos(A. -f coiet) tan 3> — sin(A. + coiet) \
g COS<|>
— sin(A. + <
g cos <£
0
/
(13.20)
/ — cos A — cos A tan < — sin A. \
g cos^
—a
a>tc;V
— sin A — sin A tan <£> cos A.
M!R = g cos 4>
(13.21)
tan0 1 r7 tan 0 \
&ie COS 0
MX = g COS 2 0 0>^COS0 g C0it
1 f
\ 6«;^ cos 0 g ^ / e cos0y

ERROR EQUATIONS 281
and
m — p or b
(13.23)
In view of Eq. (13.19), we find that
= &MqRQR+MqRkQR q=i,e,orv m = p or b (13.24)
It now remains to determine the errors in the M\ and QR matrices as a function

of the appropriate geodetic and IMU variables. The result for AM^ (to) is
/cos (A +2 &>/efc ) sin(A + (*>ieto) \
g.
n
1 sin(A + coieto ) COS (A + COietQ) Ag/;

COS 0
nl
&a
- \ o 0 0 /
sin(A + co te/o) sin(A - - &>,-e/o) sin $ cos(A + <w{-e /o) i

ga w/e g«<^/f
COS (A. + (Oieto) COS (A + w/eô) sin 4> sin(A + a)ie ô) A A
ga <*>ie gaîe
0 0 0 /
cos (A + coieto) tan O cos(A + coiet®) sin(A + (D[ ô)tan4>\
g« (OieCOS<& ga(L >/e
sin (A + (Oieto) tan0 sin (A + toieto) cos (A + &>/e fo) tan O
ga COteCOS® gaîe
f\ r\ r*
/J
(13.25)
One would normally assume that the alignment computations occur at the time
when r0 is zero. However, there are often times when there is a temporary hold.
In these situations, the navigation computer clock could be started before the
alignment computations have been completed and to is not zero.
Terms containing coie in the denominator are much larger than the other terms.
Therefore, to first order we have
gfaie
cos (A + <W|
cos 0 0 -
0 0
282 A. CHATFIELD
fn sm^v -t- a>ieiQ) sin ^ cos^v -f- &>/ero; ^

a>/<? £fl6>te
n cos(A 4- (Oieto) sin O sin(A + coteto) AA
<X>ie gaîe
\0 0 0 /
-
/n cos(A + coteto) sin(A + coieto) tan ^> ^
CO ' COS ^P QrtCO'
n sin(A + &>ieto) cos(A + coteto) tan 4> Ao (13.26)
6t)' COS O J? 6t)'
\0 0 0 /
The error equation for AM^ is the same as given for AMlR(to) with fa set to
zero. In ECEF coordinates a hold has no effect since the coordinate system is
rotating with the Earth. Thus,
/cos A sin A \
sin A cos A
COS ' —r- 0 ——-——
_ \ 0 0 0
/
/ sin A sin A sin < cos A\
ga &ie
cos A. cos A sin < sin A AA
gaîe
0
\
/ cos A tan O cos A sin A tan O \
ga >ie COS <5> gaîe
sin A tan (f> sin A cos A tan < (13.27)
/g cos gaîe
0 0
or to first order
/ sin A \ / sin A sin 4> cosA\
0 0 ———
1 cos A cos A sin O sin A AA
cos O 0 0 — 0 --
L\° °
cos A sin A tan O\
0 —
sin A cos A tan <l> A 4> (13.28)

0 --
ga&ie
0
ERROR EQUATIONS 283
As shown in Eq. (13.22), the rotation equation for LGV coordinates is written
in terms of the deflections of the vertical £ and 77. Therefore, in LGV coordinates
the equation for AM^ is given by
^ COS2 0
/ 1 sin0 ^?
< ?a ^W/e Saî e
-( sec 0 + tan 0 sin 0) '
277 sin0
tan0 /O(=»r« //>
VôCw 1 tin
^ n"^ tall //l
(// Îtl
alll 0) A0
^ *>/* ga<*>ie
f sin0 77 . ^
0
V <Wl6 gaîe '
/ Tl' \
(
tan yWv \j
A
L<in0
^/
0)ie COS 0
1 0 0 0\
]I 77 0 0 0 \ AAh
l1 £
H- ga -i
â2 cos2 0 v
ty/^ cos 0
o o/
1 0 (Die COS 0
V —— ^~T
(D/^ COS (p /
/ 1 \
0 0 —— t an0
1 1 1
+ 0 LXT? (13.29)
COS0 ga COS 0 tW /g
1
0 0 -
V &,<»/* /
or to first order
sin0
ô o ^ /O 0 0 \
[ 1 l
AM£
COS 2 0 o o sin0 A^
gÎi
o uo
u
(Die COS 0
± Aga
\0 0 0 / V0 0 0 J
^0 O tnn /A
/O 0 0\
0 0 0 1 1
-{ 0 tan0 0 A»j
1 1 cos 0 a>ie
\ COi e COS 0 / n
V7
o i
\ gaîe /
(13.30)
A. Astronomic Coordinates
To obtain the AM^ equation in terms of astronomic and geodetic longitude
and latitude errors, the following equations for the error in the deflections of
284 A. CHATFIELD
the vertical can be used. The error equations are a consequence of Eqs. (7.47)
and (7.48):
A£ = AO - A0
(13.31)
AT? = (A A — AX) cos 0 — (A — X) sin 0 A0
Using the method of astronomic latitude determination by meridian zenith dis-
tances, an accuracy of 2 arc sec is achieved using six to eight pairs of stars. A stan-
dard error of from 0.1 to 0.2 arc sec can be achieved by observing 20 star pairs.5'6
Astronomic longitude accuracy depends primarily on the systematic errors of
the observer, the instrument, and the time comparison (see Section I.B.2 of Chapter
7). A standard error of 0.5 to 1.0 arc sec can be obtained from 20 stars.7
B. Geodetic Coordinates
Because of convenience and accuracy, GPS (or DGPS) is likely to be used to
obtain the initial position for analytical alignment and state vector initialization.
Geodetic coordinates can then be derived from the GPS (or DGPS)-determined
ECEF jc, v, and z coordinate distances using the following equations:
(13.32)
2
0GPS = tan-> r£3z + ^ 2 ( - * + y 2 )](l+£ 2 2 ) (13.33)
(13.34)
(13.35)
(13.36)
(13.37)
fc, = 1 + K + k\ (13.38)
in which e and a are WGS 84 reference ellipsoid eccentricity and semimajor axis
length, respectively. The equations were derived from the equations for X and 0 in
Section I of Chapter 8. The GPS subscripts on jc, y, and z are omitted to simplify
the notation.
Although somewhat complex, the derivation of the error equations for A and
0 in terms of the GPS-derived WGS 84 position components and errors in those
components is straightforward. For A. the error equations are
AA,GPS = ~ — Ax -I- —Ay (13.39)
The much more complex error equations for 0 are
A0GPS = ^9 ^
ERROR EQUATIONS 285
+ •
(13.40)
2V^3!^3
where
(13.41)
(13.42)
AP/j = —AJC -f- — A y (13.43)
K+ l Kk\-(K + l)z K
——— Az + ————2———^ p h - —Aki (13.44)
A&3 = 2k2Ak2 (13.45)

P —a az
P (13.46)
r r"~
AP = ^-Ax + ^-Ay + 4-Az (13.47)
2i =K2kl(kl + l) + 1 (13.48)
Q 2 = bKk2(kl + 1) + V^z (13.49)
f I) 2 (13.50)
For specific operational situations, some simplification of the Q/ might be possible.
C. Specific Force and Pole Position

The AQR term in Eq. (13.24) is the same for the three navigation computation
coordinate systems being considered. Although Earth rate is considered to be
extremely accurate in ECI or ECEF coordinates, the error is included so that the
small deterministic error in AQ# can be evaluated if necessary. Accordingly,
/ -1 -1 -1
AQR = I 0 0 0 | AS"
\0)Zm —— 0)ym (DXm —— 0)Zm 0)ym —— 0)Xm
/ 0 0 0
= porb (13.51)
286 A. CHATFIELD
The equations for accelerometer errors due to calibration are given in Section
LA of this chapter, and information on the small error in the Earth rate is provided
in Section I.F of Chapter 7.
III. Initialization
In this section the error equations for the velocity and position at the beginning
of navigation are derived. With the exception of rotation matrices, a zero subscript
is used to denote a value at the start of the navigation computations. For rotation
matrices the initial value is signified by to within parentheses.
A. Initial Velocity
The initial velocity can be either zero or nonzero with respect to the Earth.
The equations for the initial navigation velocity are developed in the following
two subsections for each situation. The equations do not include one source of
error: the error due to vibration or settling motion of the vehicle at the time
navigation computations are started. These effects are a function of the specific
system being analyzed and must be added to the initial velocity errors computed
with the equations given in this section.
1 . Zero Initial Ground Speed

If the vehicle is at rest with respect to the Earth, the initial velocity in ECI
coordinates is determined by the vehicle position and the Earth rotation rate.
Because the Earth rotation rate is considered to be extremely accurate, the error
in initial velocity is solely a function of initial position error. According to Eq.
(3.61), the inertial velocity due to Earth rate is given by
V1' = ti^P6 (13.52)

l e l
where £l\e is defined by Eq. (3.68) (because £2 ie = £l ie) and R e by the transpose
of Eq. (2.48). Therefore,
In ECEF coordinates the initial velocity is zero, if there is no motion relative to

the Earth. Therefore, the initial velocity error is zero except for vehicle vibration
and settling effects.
In LGV coordinates the error in the semivelocity is given by Eq. (10.95) with
A Vv set equal to zero. Hence
AF0 = [n?e ~ VvMvn]Rve(t0)&Pe0 (13.54)

The £tfe matrix is the skew-symmetric form of Eq. (8.46), and Eq. (10.16) defines
the Mvn matrix. The rotation matrix Rve is defined by Eq. (2.52).
2. Nonzero Initial Ground Speed

If the ground speed vector is not zero at the start of navigation, it must be
measured by some external device and added to the initial values applicable to
a zero initial ground speed. Nonzero initial velocities can occur when missiles
are launched from a moving vehicle, for example. In this case the initial velocity
ERROR EQUATIONS 287
is transferred from the navigation system in the moving vehicle to the missile
navigation computer just before launch. One method is to force the velocity
computed by the missile navigation system to agree with the velocity computed
by the carrier navigation system. This is referred to as velocity matching. The
error in the initial velocity is the error in the moving vehicle velocity plus the error
in the velocity transfer process.
B. Initial Position
The initial position can be obtained from GPS measurements or derived from
geodetic coordinates and geodetic height.
7. Geodetic Positioning System

For reasons of convenience and accuracy, GPS (or DGPS) is likely to be used to
obtain the initial position for navigation. If GPS or DGPS positions are used, the
initial position error is determined by the accuracy of the GPS system of satellites
used and the satellite geometry at the time of the observations. Therefore
^= AJGPS (13.55)
\Az G ps/
where A^GPS, A>>GPS> and AZGPS are the position errors expressed in WGS 84
ECEF coordinates.
GPS satellite transmissions are modulated with two types of code: P-code and
C/A-code where C/A-code refers to coarse/acquisition-code. The CEP (SEP) of
the navigation solution for GPS is of the order of 5 (8) m if P-code is used and 40
(72) m if selective availability is implemented.8 The use of DGPS improves the
accuracy significantly. With it the CEP can be reduced to 5 m or less.9
2. Geodetic Measurements
The methods used to derive the geodetic longitude X and latitude 0 from geodetic
observations are summarized in Section I.B of Chapter 7. The errors in initial
position due to errors in the geodetic coordinates can be derived from Eq. (1.18).
Let the initial position vector error be denoted by A^Q, then
(RN H- //)COSACOS</>
o /
e2 7 \ \
v + H — RM ———r cos (/> I cos X sin 4>
___ (13.56)
-j- H
n — RM ———o22 cos2 0
KM ~——- q> 1i sin
sm XA sin
sm 0q>
1—- ee J
\ (*N(l
288 A. CHATFIELD
An error of less than 7 parts in 103 is made if the error in initial position is
approximated by deleting the terms containing the square of the eccentricity. Thus
to first order
( -(RN + H) sin A cos 0\
0 /
/-(RN + H) cos A sin 0\
(RN -f //) cos A cos 0 I AA 0 + I -(RN + H) sin X sin 0 1 A00
\ (** + //) cos 0 /
(13.57)
Geodetic height is the sum of the geoid height and the height above the geoid,
or equivalently, height above mean sea level [see Eq. (1.20)]. The methods used to
derive these heights are described in Sections I.H and I.I of Chapter 7. Using Eq.
(1.18), the initial position error due to errors in the geoid height and height above
mean sea level AP0 is given by
/cos X cos 0\
AP£ = I sin A cos 0 I (AW0 + AA 0 ) (13.58)
\ sin 0 /
where ANG and A/z 0 are the errors in geoid height and altitude, respectively, at
the start of navigation.
C. Conversion to Earth-Centered Inertial and Local

Geodetic Vertical Coordinates
The position vector in ECI Coordinates is derived from the position vector in
ECEF coordinates by means of the expression:
Pl = R\Pe (13.59)
Because the Rle rotation is considered to be exact,
AP*, = Ri(tQ)APe0 (13.60)
The rotation of the ECEF position error into the LGV semiposition error is
derived from the position error in Eq. (13.60) due to the definition for semiposition
error given in Eq. (10.1 1). Thus
AP0 = ^(r0)/?i(r0)APS = Rve(to^Pe0 (13.61)
The value of AP£ is given by Eqs. (13.56) or (13.57) and (13.58).
IV. Kalman Filter Covariance Initialization

The initial covariance matrix used to initialize the Kalman filter is the expected
value of the product of the state vector and its transpose. Thus
ERROR EQUATIONS 289
COV(A*0) =
laiv« 0 0 0 0 0 0 \
0 °AP() 0 0 0 0 0
0 0 a
Wo
0 0 0 0
0 0 0 °Ag() 0 0 0 (13.62)
0 0 0 0 °is0 a
0 0
0 0 0 0 0 L() 0
2
( 0 0 0 0 0 0 Aw y
where AXo is defined by Eq. (9.29) at time t$. Here, the means, if any, are assumed
to have been removed by being included in the initial value of the state vector.
Each o^ is a 3 x 3 covariance matrix (not necessarily diagonal).
Estimates of the elements of the initial covariance matrices for velocity, position,
attitude, specific force, and angular rate can be derived by taking expected values
of the equations in Sections I-III of this chapter. The initial covariance for gravity
can be derived from the equations in Chapter 14.
If GPS external measurements are used to improve navigation accuracy, Section
III.B.l of this chapter provides SEP information that can be converted to approx-
imate initial range standard errors by dividing the SEP by the root mean square
(rms) position dilution of precision (PDOP).10 For widely separated locations such
as Colorado Springs, Ascension Island, Hawaii, Diego Garcia, and Kwajalein, the
rms PDOP has been found to vary between 3 and 4.
References
1986, p. 535.
2
1986, p. 68.
3
1986, p. 68.
4
Reams, G. A., Roberts, G. E., and Fulcher, W. E., "Effects of Polar Motion on ICBM
Accuracy," AIAA Paper 83-2295 CP, Aug. 1983.
5
6
1986, p. 307.
7
8
Parkinson, B. W, and Spilker, J. J., Jr. (eds.), Global Positioning System: Theory and
9
10
Parkinson, B. W., and Spilker, J. J., Jr. (eds.), Global Positioning System: Theoiy and

Chapter 14
Evaluation of Gravity Model Error Effects
I N Chapter 13 equations are derived defining the influence of geodetic and

gravitational errors on the first three phases of inertial navigation. The subjects
remaining, examined in this chapter, are the effects of errors in the geodetic data
on the navigation gravity model, the gravity data processing required to get the
data into the proper form for gravity model generation, and limitation of the model
size to save computer storage and data processing requirements. The descriptions
of the errors involved in generating the gravity model are intended to convey
an understanding of the type of data used, the availability of that data, and the
computation procedures used to process the data.
As stated in Section III of Chapter 7, the navigation gravity model is derived from
a vast amount of geodetic data. The low-degree harmonics of the gravity potential
are represented by the low-degree spherical harmonic coefficients; whereas, the
high-degree harmonics are represented by another form of gravity model. If the
high-degree energy in the gravity field is represented by a SHC model, fine grain
gravity data is needed over the entire Earth.
For the purposes of the material in this chapter, the low-degree harmonics are
assumed to be represented by a normalized degree two, order zero, spherical
harmonic model [see Eq. (1.22)]. The remaining part of the gravity model (fine
grain gravity model) is a normalized point mass model (Regardless of what model
is used to represent the higher harmonics of the gravity potential, the sources of
error are for the most part the same as described in this chapter.) This type of
model is easy to visualize and has been successfully used to represent the gravity
field over large operational regions accurately.1'2 As with most types of fine grain
gravity models, a point mass model only requires detailed gravity data over a
limited area surrounding the operational region.
In a normalized point mass model, point-mass ratios are used. A point-mass
ratio is the mass of the point divided by the mass of the Earth [see Eq. (7.44)].
The GM product and reference ellipsoid semimajor axis length in Eqs. (1.22) and
(7.44) are determined by the methods described in Sections I.C and I.D of Chapter
7. In the United States, the Defense Mapping Agency estimates of the values
of GM, the length of the reference ellipsoid semimajor axis, the €2,0 spherical
harmonic coefficient, and the Earth rotation rate for the WGS 84 Earth reference
model (Table 1.1). The Defense Mapping Agency can also provide estimates of
the uncertainty in the value of these constants.
In Section I of this chapter, equations are derived for the gravity model error due
to the three variables defining the spherical harmonic part of the adopted gravity
model. Before examining the errors in the adopted fine grain part of the navigation
gravity model in Section III of this chapter, we review, in Section II, the complex
291
292 A. CHATFIELD
procedures for gathering and processing the gravity data and the procedure used
to generate the point-mass model from the processed gravity data.
I. Spherical Harmonic Gravity Model Errors

For convenience the close approximation to the ellipsoid gravity model in
Chapter 1 is repeated here. Thus
/ _ /a\2 \
3V5C2,o I — ) sin 0C cos 0C
GM
£2 o = 8w 0 (14.1)
(3sin2
This equation was derived from Eqs. (7.35) in terms of normalized spherical har-
monic coefficients and Legendre polynomial coefficients. The overbar designates
normalized spherical harmonic coefficients_as defined by Eq. (7.26).
From Eq. (14.1) we see that errors in the 6*2,0 spherical harmonic coefficient, the
GM product, and the length of the reference ellipsoid semimajor axis cause errors
in the evaluation of the navigation gravity model. The effects of errors in longitude
and latitude are accounted for in the error equations in Chapter 10 [see Eqs. (10.41)
and (10.42)]. If gravity errors are not modeled in the filter, as described in Section
II of Chapter 11, some compensation for the errors is still obtained, because the
part of the gravity model error with the same frequency characteristics as the
accelerometer error model is included in the estimated values of the accelerometer
calibration coefficients (see Section II.I of Chapter 9). The remaining part of the
gravity model error is propagated into errors in navigation state as in an inertial
system without state vector updates. For best accuracy, the gravity model errors
should be included in the state vector and modeled as described in Section II of
Chapter 11.
In view of Eq. (14.1), the spherical harmonic gravity model errors due to the
GM product, the length of the semimajor axis a, and the normalized degree two,
order zero coefficient are given by
AGM
(14.2)
V/5C2 0f-Ysin
sm0cCOS 6
GM
'W
AC2,o
(14.3)
'2,0
>0 - (3sin 2 0 c -l)
a 2
n3V5C2ol
r*x (— \I sin
- o), cos o) .
c c
GM
' W
= -2 — (14.4)
a
EVALUATION OF GRAVITY MODEL 293
If we set
/ _ . /a\2 \
3v5C2,ol — I sin^> c cosfa
GM
0 = 82
2,0 (14.5)
,o (3sin 2 0 c -l)
where
(14.6)
then,
AGM
(14.7)
It is immediately evident from this equation that the dominant source of error
is GM because the multiplying factor is_the spherical harmonic gravity vector;
whereas, the multiplying factor for the C2,o coefficient and reference ellipsoid
semimajor axis relative error is the spherical harmonic gravity vector minus the
spherical gravity vector. This means that the relative errors in the €2,0 coefficient
and reference ellipsoid semimajor axis have to be about three orders of magnitude
greater than the relative error in GM to have the same affect on the spherical
harmonic part of the gravity model error.
II. Point-Mass Model Generation

To shed light on the sources of error in the point-mass gravity model, it is
necessary to describe the process used to derive the model from mean gravity
disturbances and review the sources of gravity data and the processing procedures
used to convert the measurements into mean disturbance values for the various
grid sizes. The methods used to obtain the gravity measurements are described in
Section LA of Chapter 7. The process of reducing the surface gravity measurements
to mean gravity disturbances at the geoid is described in Section III.B of this
chapter. The procedure used to derive a point-mass model using the vertical
component of mean gravity disturbances at the geoid is described in this section.
A slightly more complex method of generating a point-mass model, which reduces
the magnitude of the reduction error, is described in Section III.B.6 of this chapter.
Point-mass sets model the difference between_the total gravity field and the
gravity derived from the adopted set of SHCs (C2,o in this section) at and ev-
erywhere above the geoid encompassed by the model. Figure 7.4 illustrates the
geometry of the point-mass placements in the point-mass model region.
To explain how the point-mass sets are obtained, we begin with the equation
relating the /th disturbance to the yth point-mass ratio. The geocentric vertical
component of the /th mean disturbance 8gUf is related to the yth point-mass ratio
rhj as follows:
(14.8)
294 A. CHATFIELD
where
(14.9)
(14.10)
and /pm is the number of point-mass ratios and also the number of mean gravity
disturbances (only geocentric vertical component used).
In matrix form Eq. (14.8) becomes
d — Am (14.11)
in which
(14.12)
mi
m= (14.13)
and
GM
(14.14)
Solving Eq. (14.11) for the mass ratio vector yields

m == A~ld (14.15)
Thus, the Jpm point-mass ratios are fit to the vertical component of Jpm mean
gravity disturbances.
Normally a point-mass gravity model is composed of thousands of point-mass
ratios. The 5° x 5° set is derived first. The gravity due to the 5° x 5° set is
subtracted from the total and the residual used to obtain the 1° x 1° set, and so
on to the finest grid size. Sophisticated matrix inversion techniques are required
to solve Eq. (14.15).
III. Sources of Error for Point-Mass Model

From the descriptions of the gravity data gathering and processing, we can
identify two principal sources of error3 in the mean gravity disturbance data used
to generate the fine grain gravity model point-mass sets. These sources of error
are referred to as representation and reduction.
In the following subsections, each type of error is defined and a description is

given of the procedure used to evaluate the effect on the point-mass part of the
navigation gravity model.
A. Representation
In any longitude-latitude grid, the gravity observations available for computing
the mean gravity anomaly are finite in number and unevenly distributed. To derive
the most accurate mean gravity anomaly, the observations should be large in
number and evenly distributed over each grid area. The difference between the
actual mean gravity anomaly for a grid area and the mean derived from the less-
than-ideal distribution of gravity observations is the error of representation. Note
that the error of representation is assumed to include measurement errors.
1 . Distribution of Measurements
In North America, Europe, and Western Asia, very dense networks of gravity
measurements have been created. Over the rest of the Earth less dense networks
exist, and in many ocean areas very few measurements have been made. Where
direct measurements over land areas do no exist, it is possible to predict mean
anomalies by using either regression or collocation or a combination of the two
methods.4 Regression involves estimating values in regions of zero measurements
by determining the trend from the surrounding regions containing measurements.
Collocation involves the prediction of mean anomalies on the basis of a mean
anomaly covariance function generated from available gravity measurements for
other areas of the Earth. A great number of gravity anomalies over the ocean areas
have been derived from satellite altitude measurements using the inverse Stokes'
function method (see Section III.B.4 of this chapter).
2. Computing Mean Gravity Anomalies

Mean gravity anomalies for a 5° x 5° grid size is the average of the 25 1° x 1°
mean anomalies in the 5° x 5° grid area. In turn each 1° x 1° mean anomaly is
derived from 16 15' x 15' mean anomalies in the 1° x 1° grid area, and so on down
to the 5' x 5f grid area. The procedure for computing the 5' x 5' mean anomalies
in a well surveyed region is a linear estimation scheme using gravity observations
in or near each surrounding 5' x 5' grid area.5 Thus
where Ag is the mean, n&g is the number of gravity anomaly values used, a?/
is the weighting factor for the /th nearby gravity anomaly, and Ag/ is the /th
nearby gravity anomaly. The or/ sum to one. Each of the nearby (up to 13) gravity
anomalies are assumed to be located at the center of a 5' x 5' grid area. The center
value is determined from the surrounding gravity anomaly values from gravity
measurements by regression or collocation.
B. Reduction
Gravity must be measured at the surface of the Earth on land or water and
reduced to the corresponding gravity anomaly. Because point-mass models are
296 A. CHATFIELD
derived from the geocentric vertical component of mean gravity disturbance vec-
tors, it is only necessary to describe the method of obtaining the mean vertical
component of the disturbance vector at the geoid from the mean gravity anomalies.
Absolute gravity instruments have been used to generate a network of absolute
gravity measurements that has been supplemented with relative gravity measure-
ments. This effort has been coordinated internationally. The adjusted network is
known as the International Gravity Standardization Net. In addition numerous ab-
solute or relative gravity measurements have been made within the boundaries of
countries or regions. Adjustments have been made to tie these measurements into
the International Gravity Standardization Net. The result is a database of millions
of adjusted gravity measurements covering much of the Earth.
The adjusted gravity measurements must first be reduced to mean sea level
because a gravity anomaly is defined to be the magnitude of gravity at the geoid
minus the normal gravity directly below on the reference ellipsoid. Consequently,
the determination of the position of each measurement has accuracy consequences.
Because gravity magnitude varies slowly with horizontal position, but rapidly with
height, the latter is the most important component of the position measurements.
It is the measurement used to reduce the measured gravity values to the geoid—
the first step in determining the vertical component of the disturbance gravity on
the geoid. Let h be the height of the measured value of gravity, then the value at
the geoid ggd is given by
Sgd = gsr-^f/> (14.17)
where gsr is the value of gravity at the surface of the Earth and dg/dh is the
vertical gravity gradient between the surface and the geoid. As is seen in the next
few sections, there are a number of different definitions for the gravity gradient
between the surface of the Earth and the geoid, each with its own particular
merit. The following paragraph summarizes the overall procedure for generating
the mean gravity anomalies. Subsequent subparagraphs describe the gradients
and corrections for the terrain of the Earth and the method of deriving gravity
anomalies over the ocean.
The individual gravity measurements are combined with other measurements,
and a net adjustment is performed. The free air and Bouguer corrections are then
applied to each adjusted value of gravity. The result is a large number of gravity
values at the geoid. Using Eq. (14.16), mean values are derived for each 5' x 5'
grid area. With mean elevations obtained from the Defense Mapping Agency for
the adopted grid sizes, the terrain and isostatic corrections are calculated for each
mean gravity anomaly. The resulting sets of mean gravity anomalies for each grid
size are fit to the sets of point-mass ratios for the corresponding grid size.
1. Free-Air Gradient
The most commonly used gradient is called the free-air gradient. This is the
average vertical gravity gradient for normal gravity over all latitudes. It is given
by
=-0.3086 mgal/m (14.18)

fa
As the name implies, the free-air gravity gradient is based on the assumption of
zero mass between the surface of the Earth and the geoid. The minus sign is a
consequence of the decreasing value of gravity with altitude.
The actual gravity gradient between the surface and the geoid varies from the
free-air value due to topography above the geoid. This has lead to the formulation
of the Bouguer gradient and topographic and isostatic corrections.
2. Bouguer Gradient
The Bouguer gradient is added to the free-air gradient and approximately ac-
counts for the mass of the Earth between the surface and the geoid. Because the
mass of the Earth above the geoid cannot be measured, an approximate value of
the density of 2.67 g/cm3 is assumed. Furthermore, the mass is assumed to be
uniform in an infinite plate of thickness h. The numerical value of the Bouguer
gradient turns out to be
= -0.197mgal/m (14.19)
dh b
3. Topographic and Isostatic Effects

Irregular topography and the resulting compensation of the Earth for its weight
have an influence on the gravity gradient between the surface of the Earth and the
geoid. Over most of the Earth, the crust is in a state of isostatic equilibrium. The
effect of redundant masses above the geoid is compensated for by a density defi-
ciency deep under the surface. Over the oceans the reverse is true. The deficiency
of exterior masses is compensated for by an excess of masses underground.
The effect of topography on the gravity gradient between the surface and the
geoid has been studied6 and can be approximately bounded by the following
inequalities:
-0.1119 < — <0.1119mgal/m (14.20)

- dh T
The value of the topographic correction is added to the Bouguer gradient.
Topographic corrections are determined for mean anomalies rather than indi-
vidual gravity measurements because the process of computing the correction
involves a numerical integration over all of a large number of small volumes be-
tween the surface and the geoid within a few tens of kilometers of the location of
the mean anomaly.
The effect of isostasy is to decrease the value of gravity at the geoid under
mountains and increase it over the oceans as compared to values without isostatic
compensation. When determining the isostatic correction, assumptions are made
about the mass distributions in the Earth. Isostatic corrections to the Bouguer
gradient involve complex approximate integrations over the volume containing
the mass in the Earth surrounding the location of the mean anomaly.
4. Gravity Anomalies Derived from Satellite Observations

Since the arrival of satellites, one convenient way of deriving geoid height is
to use satellite altimeter measurements. Let Ps be the magnitude of the satellite
298 A. CHATFIELD
position vector and rs the measured range from the satellite to the Earth's surface
directly below, then to first order, the geoid height is given by
N ^Ps-rs -r^-hs (14.21)
where rei is the radius of the ellipsoid and hs is the height of the Earth's surface
above the reference ellipsoid directly below the satellite. Over the oceans hs is
zero except for the affect of predictable tides, which is why the use of satellite
altimetry is a very good method of obtaining geoid heights over the oceans. Waves
have an effect but are averaged out by making many passes over the same ocean
area.
Once geoid height is available over the ocean areas, the corresponding gravity
anomaly at point p can be computed using the inverse of Stokes' function.7 Thus,
(14.22)
sin
in which go is the acceleration of gravity on the geoid, TO is the mean radius of the
geoid, N is the geoid height at a surface element da of the unit sphere a , and i/f is
spherical distance between the computation point p and da. Because of the rapid
decrease in the l/sin 3 (V^/2) term, it is not necessary to know the geoid heights
over the world. Only the geoid heights over a reasonably small neighborhood
around the evaluation point are required.
5. Mean Vertical Component of Gravity Disturbance

In view of Eq. (7.1), the gravity magnitude at the geoid go is equal to the gravity
anomaly plus normal gravity evaluated directly below on the ellipsoid. Hence
go = Ag + Yn (14.23)
Because this value of gravity was derived from apparent gravity measurements,
it is necessary to subtract out the effect of the Earth's rotation, which, in vector
form, is given by vcrfe x mfe x Pc . Therefore,
Yn ~ rfe COS22 0Q) PQ (14.24)
where gma() is magnitude of the mass attraction gravity at the geoid. In this chapter
the zero subscripts denote values at the geoid.
Next to be considered is the geocentric vertical component of the spherical
harmonic part of the gravity model £SHQ/ • The geocentric vertical component of
the gravity disturbance vector Sgu is defined to be the mass attraction gravity at
the geoid minus the geocentric vertical component of the spherical harmonic part
of the adopted gravity model. Therefore,
Sgu = Ag + Yn - col cos2 0c0fi> - gsucu (A)) (14.25)

In terms of mean values, the mean value of the geocentric vertical component
of the gravity disturbance is given by
(14.26)
The approximate symbol is used because the mean value cos2 0^7^ is approx-
imated by cos20C()F0 and the mean value gsHQ/ô) by gsHQ/(A)). From Eqs.
(1.23), (7.35), and (8.37), we see that, in addition to being a function of the mean
gravity anomaly, the geocentric vertical component of the gravity disturbance is a
function of GM, a, e, the SHCs for the adopted model, A, CO , 0C(), and N.
If the original gravity measurement positions were established in a local datum,
such as the North American of 1927, the coordinates of the mean gravity anomaly
positions in Eq. (14.26) have to be converted to WGS 84 coordinates before
computing the mean gravity disturbance. The equations for converting any A,, 0,
and H are as follows:
^WGS84 = ^LOCAL + AA
0WGS84 = 0LOCAL + A0 (14.27)
#WGS84 = #LOCAL + A//
The AX, A0, and A// are polynomials in A, and 0 provided by the Defense
Mapping Agency. The units of AX, A0, and A// are arc seconds and meters,
respectively.
Evaluating the error in the vertical component of the gravity disturbance due
to errors in the mean anomalies resulting from the reduction computations is a
formidable task, to say the least. The error evaluation task can be eliminated by
use of a point-mass fine grain gravity model derived in such a way that reduction
of gravity data to the geoid is not required. How this is accomplished is described
in the next subsection.
6. Point-Mass Method
In this method of gravity model development, mean elevations of land areas for
the various grid sizes are obtained from the Defense Mapping Agency as before.
The geocentric vertical component of the surface mean gravity disturbance is
derived from the vertical component of the mean gravity at the surface rather
than at the geoid, for each grid area, by subtracting out the vertical component of
the gravity due to the adopted SHC set evaluated at the surface. As before, the
Earth rotation effect is subtracted out so that mass attraction gravity disturbances
are obtained. The point-mass ratios are fit to the vertical component of the mean
gravity disturbances at the surface of the Earth. This point-mass model closely
reproduces the gravity measurements made at the Earth's surface. Because the
point-mass model closely reproduces the gravity measurements at the Earth's
surface, it closely reproduces the value of gravity everywhere above the surface in
the region encompassed by the model.
For the point-mass method, the mean vertical component of the gravity distur-
bance vector is given by
cos2
~&8SU ~ &u ~ tfc &, ^ - SSHCU (Ps) (14.28)
Here the s subscript denotes values at the surface of the Earth.
The point-mass method handles data reduction by eliminating the need for
downward continuation from the surface to the geoid, at the expense of increasing
the complexity of the point-mass function fitting process. With the mean height
of each mean gravity disturbance different for each grid area in each grid size,
it becomes necessary to store explicitly mean altitude information for each grid
area for each grid size for the point-mass function fitting computations. During
300 A. CHATFIELD
navigation, there is no change to the computation of gravity because there is no

change in the point-mass placement.
7. Errors in the Gravity Disturbance

The error analysis described in this subsection is based on the assumption that
the model is derived from mean surface gravity disturbances as given by Eq.
(14.28). Also, the SHC part of the navigation gravity model is assumed to be an
ellipsoid model as approximated by Eq. (14.1).
The errors in the gsu term of Eq. (14.28) are due to representation, which, as
noted in Section 14.3.1, includes instrumejit measurement errors. The errors in the
remaining terms are due to errors in GM, C2,o» a, and e, the geodetic coordinates Xs
and </>5, and the geoid height Hs. By virtue of Eqs. (1.19) and (8.37), Ps is given by
(14.29)
46J
£ 2 sin 2 0, (14.30)
In the following error equation for the surface gravity disturbance A(8gSu),
the effects of errors in geodetic and geocentric longitude and latitude are ignored
because they are secondary compared to the effect of geodetic height errors. Thus,
A(<$g^) ~ Agsu + AGMAGM + AcAC2,o + AaAa + AeAe + AHAHS

(14.31)
where
8u
AGM —
~~GM
GM
= J_ (gu +
Ac = \
™ c^ ( ~P^)
j 2 GM
Aa = bfia)^ cos (j)s — —2—-
. / . / 7 > 4 t \1
- 3V5aC2,0(3 sin2 <ACj - l) ^ _ ^ j (14.32)
_
A^=,
.
A// = co2ie cos 2 0,
-
— --- ^ -— - ^ ^^
1 + 12V5a2(\0(3sin206, - l)-^-
^5
with the following coefficient definitions:
Ai = ae* sin2(20,)
A2 = Hbl+a[l-e2(l+b2)}
(14.33)
A4 = H2 + IHabl + a2 - e2[H2 + a2(2 - e2)] sin2 0,
A5 = a2e4 sin2(20,) + 4/72 (H

Now that the error equation for the geocentric vertical component of the dis-
turbance vector has been completed, the next step is to relate errors in the gravity
disturbance to errors in the point-mass ratios.
8. Point-Mass Ratio Errors

Errors in GM and in the mean geodetic height for each mean disturbance in
each grid size result in errors in the elements of the A matrix in Eq. (14.15).
However, errors in GM acting through the fine grain gravity model are second
order compared to the effect through Eq. (14.7). Errors in the gravity measurements
and in computing the mean anomalies (due to representation) also produce errors in
the mean disturbances used to derive the point-mass ratios. Thus, for each grid size,
(14.34)
Here, Ad is the vector of errors in the mean gravity disturbances derived in the
previous section, and A A is the error in the A matrix due to errors in determining
the geodetic height of each mean gravity disturbance. It was pointed out earlier
that the effect of horizontal position errors on the point-mass ratio evaluation is
far less significant than errors in the geodetic height.
An element of Ad is derived from Eq. (14.31). Thus
(14.35)
so that
Ad=A(SgSu) (14.36)
where
(14.37)
302 A. CHATFIELD
Next to be developed is a relationship between an error in the A matrix and

errors in the geodetic height. The error in the geodetic height is the sum of an error
in geoid height and an error in altitude above mean sea level.
The geodetic coordinates of both the mean disturbances and the point masses
are known. Consequently, the distances 8N, 5W, and 8U implied in Eq. (14.8) are
obtained by applying Eq. (1.18) to both positions, with the result
P^J cos Ay cos c/>j — PN( cos A/ cos 0/

PNJ sin Ay cos0, — P^f sin A/ cos0/
sm
J <t>j — RNJ e2 sm </>/ — ^W/ sm 0/
where
PN = RN/ + Hi
' (14.39)
PNJ = RNJ + HJ
The variable RN is the great normal defined by Eq. (1.19). The rotation from ECEF
to LGCV coordinates is given by Eq. (2.52) with the longitude and the geocentric
latitude of the /th mean disturbance replacing the corresponding longitude and
geodetic latitude. Thus
( —cos A/ sin <f)Cl

sin A/
cos A/ cos 0Q
—sin A/ sin 0C/
-cosA/
sin A/ cos 0C/
cos <f>Cl \
0
sin 0C. /
I (14.40)
Carrying out the multiplications indicated in Eqs. (14.38) and (14.40), forming
the SUij /Srfj ratio, and introducing an error in the geodetic height for the j th mean
disturbance, we obtain, after some simplification, the first-order result for the /th
navigation position and the jth disturbance:
where
cij = sin 0i sin 07 + cos 0t- cos 0/ cos(Aj — Ay) (14.42)
For any given vehicle path, knowing the vehicle position at each integration
step and the point-mass ratio locations and magnitudes, the A A matrix can be
assembled from the elements generated using Eq. (14.41).
9. Errors in Point-Mass Gravity due to Errors in the Mass Ratios

Equation (7.44) can be used to relate errors in computed gravity to errors in the
point-mass ratios derived from Eq. (14.34). Thus, for each grid size for the /th
vehicle position,
m J
/A«\
= GM m 1
(14.43)
in which IP is the number of positions along the vehicle path (usually the number
of integrations steps).
To summarize, Eq. (14.43) gives the error in the point-mass ratio gravity at each
integration step along the vehicle path as a function of the error in each point-mass
ratio. The errors in the point-mass ratios as a function of the errors in the gravity
disturbances are given by Eqs. (14.34), (14.36), and (14.41). Finally, the errors in
the gravity disturbances in Eq. (14.36) are obtained by applying Eq. (14.31) to the
position at each integration step along the vehicle path.
C. Omission
In Section II of Chapter 11, equations are derived for modeling the omission
gravity model errors. Whether or not gravity model errors are included in the navi-
gation filter, a deterministic error is incurred. This section describes the procedure
for evaluating this error.
Even though the actual value of gravity magnitude and direction cannot be
known everywhere along a vehicle path, we can develop a complex reference
model based on all of the millions of available gravity measurements. Such a
reference model allows us to compute gravity magnitude and direction near to the
actual values.
As an example of a gravity model deterministic error, consider the error in the
navigation gravity model Ag^, defined as
= £mod ~ £ref (14.44)

In this example, let the navigation gravity model gmod be composed of a normalized
degree two, order zero spherical harmonic model plus estimated increments of
gravity obtained from the navigation filter. Let the reference gravity model gref be
composed of a worldwide set of buried point masses spaced at a 5° x 5° interval
supplemented by buried point-mass sets spaced at 1° x 1° and 15' x 15' intervals
for appropriately sized regions surrounding the navigation area. Such a model
would be suitable for aircraft navigation and would be composed of the order of
8000 point-masses.8
Simulating navigation over typical trajectories, within the gravity model area of
validity, using gmod andgref and differencing the results yield the deterministic error
304 A. CHATFIELD
as a function of navigation time. Appendix G describes a method for generating

the specific force profile for simulating navigation trajectories. With the results
of the navigation simulations and the CEP and SEP equations in Chapter 12, the
effect on accuracy can be evaluated as a function of navigation time.
References
Rennet, M. M., andDavis, P. W., "Minuteman Gravity Modeling," AIAA Paper 76-1960,
Aug. 1976.
2
Ford, C. T., "Gravitational Model Effects on ICBM Accuracy," AIAA Paper, Aug. 1983.
3
4
Vanicek, P., and Krawisky, E. J., Geodesy: The Concepts, 2nd ed., Elsevier, Amsterdam,
1986, p. 538.
5
6
Vanicek, P., and Krawisky, E. J., Geodesy: The Concepts, 2nd ed., Elsevier, Amsterdam,
1986, p. 513.
7
Lelgemann, D., "On the Recovery of Gravity Anomalies from High Precision Altimeter
Data," Ohio State Univ., Rep. No. 239, Columbus, OH, 1976.
8
Chatfield, A. B., Bennett, M. M., and Chen, T., "Effect of Gravity Model Inaccuracy on
Appendix A
Matrix Inverse Formulas
2 x 2 Matrix
an a
A=
021
D =
3 x 3 Matrix
1 012 013 '
021 022 023
031 032 033y
( #22033 — 023032 013032 — 012033 012023 — #2201 3 \

D D D
023031 - 021033 011033 "013031 021013 -011023
D D D
032021 — 031022 031012 " #32011 011022 ~ 012021
\ D D D
D = flu (#22033 ~ 023032) + 012(023031 ~ 021033) + 013(021032 - 02203l)
305

Appendix B
Laplace Transforms
—
CL>\
a
s (s2 + ^)2)
a
A sino)\t + B
a
0)1 (a)\ -
—a
0)2 (
A(coso)\t
A =- 2 2
a) -a)
A sino)it + B sino)2t
A = ———l—
B =
A COS O)\t + B COS O)2t

__ 2
f\A _
— _______L_
0 0
— O)2
307
308 A. CHATFIELD
F(t)
A + B cos o)\t + C cos o)2t
s (s2 + col) (s2 + Ml
B =
>l (o)l — 0)1)

A sin o)\ t + B sin corf + C sin ^3
Cr:i
— 2 - 2u 2 - 2>>
A cos o)\t + B cos&V + C1 cos o)3t
a
A=
n __
C =
- a;2) (o)2 - o)\}
A smo)\t + B sino)2t + C sin&^r
(s2 + co2) (s2 + co2) (s2 + co2)
—acoi
A=
2
-co2) (co2-co2)
B= 2 _ r 2_ 2
C = -r-~i——2\TT——r\
Acoscoit + B cosa>2t + C
A = ~a°t
(o)2 - o)2) (o)2 - o)2)

aa)2
B=
(o)2 - o)\} (o)\ - o)2)
C
(o)2 - o)2) (a)2 - o)2)
= T~2———-^T2————2\
LAPLACE TRANSFORMS 309
F(s) F(t)
A sincoit + B sin&> 2 £ + C
ao)
A= l
B=
A + B cos o)it + C cos oo2t + D cos &>3r
_

Appendix C
Quaternions
Q UATERNIONS1 are used in inertial navigation for coordinate rotations.

They are particularly useful for all-attitude coordinate rotations. One way
ot introducing quaternions is first to examine the rotation of a complex variable
in the complex plane. If Z is the value of the complex variable after a rotation
through an angle 9 from an initial value Z0, then
Z = eieZ0
= (cos0 + /sin0)(X 0 + /To)
= X + iY (C.I)
where
X = X0 cos 0 - Y0 sin 0
(C.2)
Y = X 0 si
Note that Eq. (C.I) also could be written as follows:
Z=expli-JZ0expl/-J (C.3)
This is the form used in extending the concept of complex numbers to quaternions.
As seen in the preceding equations, rotation of a vector in a plane through an
angle 9 requires one complex number of unit modulus. Specifying a rotation of a
vector in three-dimensional space requires a three variable hypercomplex number
of unit norm, called a quaternion. For example the quaternion q is defined as
q =qi+ iq2 + 7<?3 + kq4 (C.4)

with the ijk products obeying the rules defined by
ij = k jk = i ki = j ji = —k (C.5)
kj = —i ik = — j
The / , 7, and k are considered to be unit vectors along orthogonal coordinate axes.
For inertial navigation the coordinate axes involved are the stabilized platform or
vehicle body axes.
311
312 A. CHATFIELD
Going back to Eq. (C.3) and writing out the coordinate rotation in terms of half
angles, we have
/ 9 0\ ( 0 0\
Z = I cos - 4- / sin — j Z0 1 cos - + / sin - I (C.6)
This form for the complex plane suggests the following form for the quaternion:
q — cos - + sin -n (C.7)
where h is a unit vector in the direction of the rotation. If the conjugate is defined
as
n r\
q* = cos - — sin —h (C.8)
then we see that q is a quaternion of unit norm because qq* = 1. (In Eq. (C.9) the
scalar part is listed as the fourth component of the quarternion #4 to conform with
the usual practice in the strapdown attitude computation literature.)
One relationship between quaternions is used in Section II.C of Chapter 6,
the product of two quaternions to obtain a third quaternion. Denoting the third
quaternion by q^ we have
q2J + q^ + q^(q\i + q2
~~ q\q\ ~ q'2qi — q^ + q$q$ (c.9)

which in matrix form becomes
'4 #3 -q* q\\ fq\\

(C.10)
;/ V^4/
J I I ^3 I
In deriving this equation we have used Eqs. (C.5).

Appendix D
Associated Legendre Functions
/>„«(*) Pf,m(sinfa)
0 0 1 1
1 0 x sin (f)c
1 1 -VT^ -COS0,
2
2 0 ^(3;t — 1) |(3sin0 2 — l)
2 1 — 3Wl — x2 -3 sin fa cos fa
2
2 2 3(1 -jc ) 3cos0 2
2
3 0 ^x (5x — 3) ^ (5 sin 02 — 3) sin fa
3 1 |(1 — 5jc 2 )Vl — x2 |(l — 5sin0 2 ) cos0c.
3 2 15jt(l — x2) 15sin0c. cos02
2
3 3 -15(1 -jc )i -15cos0c3
4 0 l/8(35^4 - 30^:2 + 3) 1/8 (35 sin 04 - 30 sin 02 + 3)
4 1 ^5* (3 — 7.x2) Vl — x2 5/2(3 — 7sin0 2 ) sin0c. cos06.
4 2 |15(1 -JC 2 )(7^ 2 -1) 15/2 (7 sin 0 2 - l)cos0 2
4 3 -105jc(l -x2)i -105sin0ccos0c3
4 4 105(1 -jc 2 ) 2 105 cos 04
313

Appendix E
Associated Legendre Function Derivatives
^[^«(sin^)]
0 0 0
1 0 COS 0C.
1 1 sin (f)c
2 0 3 sin <^>c cos 4>c
2 1 3 - 6 cos 02
2 2 — 6sin(/> c cos 4>c
3 0 | (5 sin 0 2 — l) cos 0C.
3 1 |(4 — 15 cos 0 2 ) sin 0C.
3 2 15(3cos0 2 - 2)cos0c.
3 3 45 sin c/)c cos 02
4 0 5/2 (7 sin 02 — 3) sin </>c cos <f>c
4 1 5/2 (28 cos $ - 29 cos ^2 + 4)
4 2 30 (7 cos 02 — 3) sin </>c cos (f)c
4 3 1 05 (4 sin 0 2 - I)cos0 2
4 4 —420 sin (f)c cos 0^
315

Appendix F
Procedure for Generating Gravity Disturbance

Realizations
I N this appendix a procedure is described for generating gravity disturbance

realizations along a vehicle trajectory from the Tscherning-Rapp covariance
function.2 The generation procedure is based on the theory for generating a corre-
lated random vector from a Gaussian white noise vector3 provided the covariance
matrix of the correlated random vector is known.
We wish to derive a gravity disturbance vector defined as
<$£«!
(F.I)
\8gufJ
from the given covariance matrix
cov(<Sg) = E(SgSgT (F.2)

and a white noise vector w, taken from a Gaussian distribution with zero mean and
unit standard error. In Eq. (F.I) n is the total number of values in 8g. The subscript
/ denotes the final time at the end of the trajectory [for example, 8gaf = 8ga(t/)].
The subscripts a, c, and u refer to along track, cross track, and upward directions,
respectively. This coordinate system is signified by a t superscript.
The vectors w and 8g are related by a lower triangular matrix:
Sg = Cw (F.3)
317
318 A. CHATFIELD
where
/cu 0 0 0 0 0
C2l C22 0 0 0 0
• 0 0 0
C = (F.4)
• 0 0
. o
V/ii cn2 • cnn
Because
COV(H>) = In (F.5)
where In is a unit matrix of the dimensions of the C matrix, then
(R6)
T
Equating corresponding elements of cov(8g) and CC yields recursive equations
for the coefficients of the C matrix:
l
~
(F.7)
in which
= cov(Sg) (F.8)
The Tscherning-Rapp report provides the equations for evaluating the covari-
ance matrix, between two points p and q along a vehicle trajectory, of the along
track, cross track, and vertical components of the gravity disturbance. With these
equations, the elements of the right side of the following expression can be eval-
uated:
(
COV (Sgap8gaq) COV (SgCp8gaq) COV (SgUpSgaq)\
cov(8gap8gcq) cov(8gcp8gcq) cov(8gUp8gCq) (R9)

cov (Sgap 8gUq) cov (SgCp 8gUq) cov (8gUp 8gUq) /
where we have used the definition:
r = P,q (RIO)
GENERATING GRAVITY DISTURBANCE REALIZATIONS 319
In the Tscherning-Rapp report the gravity disturbance is written in terms of the

along track /,-, and cross track mr, components of the deflection of the vertical and
the gravity anomaly Ag r , and geoid height Nr. Thus
# =- gmr
(F.ll)
where g is the mean value of gravity at the surface of the Earth (approximated by
gM/R2) and R is a mean Earth radius equal to 6,369,800 m. As a consequence,
the nine elements of Eq. (F.9) are given by the following expressions:
cov(8gap8gaq) = g2cov(lp lq) (F.12)
cov(8gCp8gCq) = g2cov(mpmq) (F.13)
cov(SgUpSgUil) = cov(AÂ^)
cov(SgUfSgaq) = "
R
cov(8gap8gUq) = -g\ cov(lpAgq) + 2-jr cov (//;A^) (F.16)
cov(8gaq8gCq) = cov(8gCp8gaq) = co\(8gCp8gUq)

= cov(8gUp8gC(i) =0 (F.17)
Equations for the ten covariances on the right side of Eqs. (F. 12-F. 16), provided
in the Tscherning-Rapp report, were entered into the MathCad (MathCad is pub-
lished by Mathsoft, Cambridge, MA) computer program and evaluated for 112
points along the constant altitude, constant speed part of an aircraft flight path.4
With this database, a 336 x 336 element C matrix was generated, which was used
in Eq. (F.3) to generate 112-point gravity disturbance realizations for each of the
along track, cross track, and vertical components. Using the flight path ECI posi-
tion and flight time data, the longitude, latitude, and azimuth were calculated for
each point and used to rotate the along track, cross track, and vertical components
of the gravity disturbance profile into ECEF coordinates. The resulting gravity dis-
turbance database was used to generate the power spectral density of the gravity
disturbance assuming the navigation gravity model was calculated with the €2,0
spherical harmonic coefficient. Thus, each gravity disturbance realization is due
to the omitted spherical harmonic coefficients above the C2,o term.
The equations for the ten covariances referred to above are based on the follow-
ing anomaly degree variance model5:
A(m - l)0.999617/n+2
=
m
° ~ (m-2)(m + J3) '
320 A. CHATFIELD
where A — 425.28 mgal2 and B = 24 and m is the spherical harmonic degree

(see Section II.A of Chapter 7 for a description of spherical harmonic gravity
models). The model was developed from a world wide set of 5° and 1° mean
gravity anomalies plus additional point anomalies. For a description of how the
model was derived and the somewhat complex equations involved, the reader is
referred to the Tscherning—Rapp report.
Appendix G
Procedure for Generating Specific Force Profile
R ATHER than simulate the nominal thrust, lift, and drag accelerations ex-
perienced by a vehicle to obtain the specific force profile, we can use a
simpler approach. First, the vehicle path is divided into convenient stages. The
dynamic conditions at the beginning and end of each stage are then specified. This
information is used to calculate the velocity vector and total acceleration vector.
Subtracting gravity derived from the reference gravity model produces the specific
force acceleration.
The dynamic conditions are specified in terms of horizontal ground speed
magnitude V, rhumb line azimuth a, geodetic height //, and the first and second
time derivatives of these variables. Variations in the variable values during each
stage are derived from fifth-order polynomials in a normalized time variable r.
The value of r varies between 0 and 1 as time takes on values between the initial
time tt and the final time t/ in each stage.
The desired vehicle path is specified in terms of V, V, V, a, d, a, //,//, and H
at the beginning and end of the navigation period and at the boundaries between
stages. Let p denote V, a, or H, then within each stage p is given by
PW = ap0 + api r + ap2r2 + a^r 3 + ap4r4 + ap5r5 p = V,a, or H

(G.I)
where
(G.2)
tf ~
The constants apo through ap$ are determined from the six boundary conditions
p(0), />(!), /HO), p(l), p(0), p(l). Let
St = tf- ti (G.3)
then
dp(r)
= p(r)St p = V,ot, or H (G.4)
dr
and
= p(r)8t2 p = V,a, or H (G.5)
321
322 A. CHATFIELD
Differentiation of Eq. (G.I) twice with respect to r yields
api + la pit - p = V,a, or H

dr
(G.6)
and
= 2ap2 • = V, a, or H (G.I)
Applying the end conditions at r = 0 and r = 1, we get the following matrix

equation:
Y = BX (G.8)
in which
/KO)
Y = p = V ,a, or H (G.9)
/KD
/i o o o 0 o \
0 8t~l 0 0 0 0
2
0 0 28t~ 0 0 0
B = (G.10)
1 1 1 1 1 1
0 8t~l 28t~l 38t~l 58t~l
\0 0 28t~2 68t~2 I28t~ 2
208t~2/
a pi
p = V,a, or H (0.11)
ap5/
Note that the B matrix does not change from one stage to the next as long as
the stage time interval does not change. With six equations in six unknowns, the
solution is
X=B~1Y (G.12)
With the an coefficients determined for each stage, the velocity magnitude,
rhumb line azimuth, and geodetic height can be calculated for any value of r in
each stage. From these data the velocity vector with respect to the Earth in geodetic
PROCEDURE FOR GENERATING SPECIFIC FORCE PROFILE 323
vertical coordinates Vv can be evaluated with the equation
( "
V sin OL \
-V cos of I
>
(G.13)
and from this expression the acceleration in geodetic vertical coordinates can be
calculated:
V sin a + Va cos a
-Vcosa + Vasina (G.14)
This equation yields the total acceleration in geodetic vertical coordinates required
to move along the desired vehicle path. Subtracting the acceleration calculated
from the reference gravity model produces the desired specific force. But first we
must transform the total acceleration into the coordinate system in which gravity
is expressed.
The reference gravity model is assumbed to be available in ECEF coordinates.
Therefore, total acceleration is rotated into ECEF coordinates before the subtrac-
tion can be accomplished.
Referring back to Eq. (8.20), we have the defining relationship between ground
speed acceleration in ECEF coordinates and total acceleration due to gravity and
specific force, which is
V* + 2S2eieVe + ffietfiePe = geref + Se (G.15)

From Eq. (8.33) we obtain the relationship between the ground speed vectors in
ECEF and geodetic vertical coordinates. The result is
Ve = RevVv (G.16)
Differentiation with respect to time yields the desired expression for acceleration
in ECEF coordinates in terms of acceleration in geodetic vertical coordinates.
Thus
Ve = tfevRevVv + RevVv (G.17)
Introducing this result and Eq. (G.16) into (G.15) and rearranging terms yields the
specific force in ECEF coordinates
The evaluation of gj:ef requires the position vector in ECEF coordinates

as does the preceding term in the equation. To obtain the position, we use Eqs.
(8.42-8.44) to derive the geodetic latitude and longitude from the velocity in LGV
coordinates. The LGV position components Pn and Pu are evaluated by integrating
the north and vertical components of Vv computed from Eq. (G.13). With 0 and
A determined, Eqs. (1.18), (1.19), and (1.21) are used to compute the position in
ECEF coordinates. Equation (2.52) is used to compute the R" rotation matrix, Eq.
(3.68) to obtain £leie, and Eq. (8.47) to calculate the elements of wvei).
324
References
ôrben, H. C, and Stehle, P., Classical Mechanics, 2nd ed., Dover, New York, 1994,
p. 374.
2
Tscherning, C., and Rapp, R., "Closed Covariance Expressions for Gravity Anomalies,
Geoid Undulations, and Deflections of the Vertical Implied by Anomaly Degree Variance
Models," Ohio State Univ. Research Foundation, Scientific Rept. No. 14, Columbus, OH,
May 1974.
3
Skidmore, L., "Digital Computer Generation of Discrete Samples of a Class of Con-
tinuous Random Processes," Hughes Aircraft Co., Internal Memorandum No. 2253.2/121,
Culver City, CA, Aug. 13, 1963.
4
Chatfield, A., "Initial Estimates of the Gravity Model Contributions to Strategic Mis-
sile Errors," Geodynamics Corp. for Air Force Avionics Lab., Rept. No. ASD-TR-78-30,
Wright-Patterson AFB, OH, Aug. 1978.
5
Tscherning, C., and Rapp, R., "Closed Covariance Expressions for Gravity Anomalies,
Geoid Undulations, and Deflections of the Vertical Implied by Anomaly Degree Variance
Models," Ohio State Univ. Research Foundation, Scientific Rept. No. 14, Columbus, OH,
May 1974.
Index
Accuracy, 253 Derivation of the differential equations,

Accuracy analysis techniques 241-2
Error analysis using sensitivity Numerator coefficients, 238-40
coefficients, 271 Azimuth differences, 149
Types of error, 267-71
Alignment
Accelerometer and gyro, 6-7 Ballistic missiles, 145
Analytical, 279-86 Bouguer gradient, 297
Analytical coarse, 110-14
Initial, 109-20 Calibration, 6
Accelerometer calibration Accelerometers, 87-93, 274-5
Application of the observation Angular rate, 81-2
equation, 90-3 Gyros, 93-106, 275-7
Observation equation, 87-90 Inertial instrument, 273-9
Accelerometers, 5-6, 59, 79, 115 Kalman filtering, 79
Calibration, 87-93 Procedure, 82-7
Fiberoptic, 71 Specific force, 79-82, 99-106
Pendulous integrating gyro, 68-9 Calibration procedure
Proof mass, 69-70 Inertial measurement unit configuration,
Vibrating string, 70-1 82-3
Analytical alignment Platform rotation schedule, 83-6
Astronomic coordinates, 283-4 Central limit theorem, 253-4
Geodetic coordinates, 284—5 Circular error probable, CEP, 251, 253-5, 269
Specific force and pole position, 285-6 For equal standard errors and zero means,
Analytical alignment error equations, 257-9
279-86 For unequal standard errors and nonzero
Analytical coarse alignment means, 260-3
Earth-centered earth-fixed navigation Verification, 264-6
coordinates, 112-14 Coherence length, 67
Earth-centered inertial navigation Conventional Terrestrial Pole, CTP, 9, 133-4
coordinates, 110-11 Coordinate rotations
Apparent gravity magnitude, 129-32 Earth-centered earth-fixed to local
Accelerometer calibration, 274-5 astronomic vertical, 31, 80
Gyro calibration, 275-7 Earth-centered earth-fixed to local geodetic
Astronomic coordinates, 6, 283-4 vertical, 31
Azimuth, 133 Earth-centered inertial to earth-centered
Conversion to Conventional Terrestrial earth fixed, 30-1
Pole, 133 Earth-centered inertial to local geocentric
Latitude, 132 vertical, 31
Longitude, 132-3 Earth-centered inertial to local geodetic
Attitude computation, 109 vertical, 31
Body-to-earth-centered-inertial using Star line-of-sight to platform, 31
quaternions, 123-6 Star to earth-centered inertial, 32
Platform to earth-centered inertial, 120-3 . Coordinate system definitions, hardware
Platform to local astronomical vertical, 123 implemented
Rotating a vector using quaternions, 126-7 Accelerometer input axes, 22
Attitude errors Gyro input axes, 22
Angular equivalent of the position error, Stabilized platform, 22
212-14 Coordinate system definitions, software
Actual coordinate rotations in terms of implemented
errors, 214 Earth-centered earth fixed, 18-19
Definitions, 211-12 Earth-centered inertial, 18
Vector differential equations, 214-15 Local astronomic vertical, 20
Autocorrelation function approximation Local geocentric vertical, 19-20
method, 232-5 Local geodetic vertical, 19
Autoregressive moving average method Star line-of-sight, 21-2
Denominator coefficients, 237-8 Vehicle body, 20-1
325
326 INDEX
Coordinate transformations, nonorthogonal Local geodetic vertical coordinates, standard

Accelerometer input axis to platform, 25-30 form: stabilized platform, 169-70
Accelerometer input axis to vehicle body, 30 Local geodetic vertical coordinates, standard
Gyro input axis to platform, 30 form: strapdown, 175-7
Gyro input axis to vehicle body, 30 Error shaping functions, inertial and external
Coordinate transformations, orthogonal, 23-5 measurement equipment
Covariance analysis, 268-9 Markov, 229
Current state evaluation, 7 Random constant, 228
Random walk, 228
Deflections of the vertical, 149 Random ramp, 228
Deterministic errors, 270-1 Errors in gravity disturbance, 300-1
Omission gravity model errors, 303-4 External measurement predictions
Ground-to-satellite range vector, 196-8
Earth model, reference, 7-10, 137 Vehicle-to-satellite range, 199
Earth rotation rate, 134 Vehicle-to-star line-of-sight, 199-201
Equations of motion for central force gravity External measurements, 269, 289
field Basis, 181-2
Effect of velocity damping, 53-7 Error shaping functions, 227-9
Frequency response, 39 Kalman filter state updates, 188-209
Frequency response functions, 41-3, 49-53,
55-7
Laplace transform form, 38-9, 46 Fiber optic gyros, 66-7
Motion in earth-fixed computation Fighter aircraft, 75
coordinates, 43-53 Flattening, 134
Motion in inertial computation coordinates, Forces producing motion, 1-3
40-3 Free-air gradient, 296-7
Motion in inertial coordinates computation
with zero-specific force, 33-7 Gaussian distribution function for navigation
Propagation of initial state, 41, 46-9, 53-5 position errors, 257
Schuler frequency, 36-7, 42, 46, 53, 57 Geocentric gravitational constant, 134
State-space form, 37-40 Geodesic correction, 136
Transfer functions, 40-1, 44-6 Geodetic coordinates, 6-7, 136, 284-5
Equations of motion with general gravity Correction of observations, 135-6
model Triangulation, 135
Integration, 165-6 Trilateration, 135
Platform control laws, 163-5 Traverse, 135
State-space form in earth-centered earth- Geodetic measurements, 7, 287-8
fixed coordinates, 156 Geodetic variables, 129
State-space form in earth-centered earth- Geoid height, 136
fixed coordinates with point-mass gravity Gimbal configurations
model, 156-8 Floating sphere, 75-6
State-space form in earth-centered inertial Mechanical frame, 75
coordinates, 153-6 Global Positioning System, GPS, 7, 79, 83,
State-space form in local geodetic vertical 120, 129, 157, 284, 287, 289
coordinates, 158-62 Differential GPS, DGPS, 135, 150, 186
Equations of relative motion for external Gradiometers, 7, 59, 71-5
measurements Gravity gradient tensor, 71-2
Angular motion, 183-4 Output equation processing, 74-5
Linear motion, 182-3 Output equations, 72-3
Equations of relative motion for external Gravimeters, 130
measurements, application Gravitation, 1-2
Basic gradiometer equation, 188 Gravity anomaly, 131, 136, 229-30, 295,
Ground-to-satellite range vector, 184-5 297-8
Vehicle-to-satellite range, 185-7 Gravity disturbance, 131-2, 298-301
Vehicle-to-star line-of-sight vector, 187-8 Gravity model error equations of motion
Equations for computing the transition matrix Deriving the differential equations from the
Earth-centered earth-fixed coordinates: power spectrum, 231-2
stabilized platform, 168-9 Use of autocorrelation function, 232
Earth-centered earth-fixed coordinates: Gravity model errors, 292-304
strapdown, 174-5 Gravity models
Earth-centered inertial coordinates: Error shaping functions, 229-48
stabilized platform, 166-8 Point mass, 145-8, 156-8, 293-4, 299-300
Earth-centered inertial coordinates: Spherical harmonic, 143-5
strapdown, 172-3 Two-dimensional Fourier series, 148
Local geodetic vertical coordinates, pseudo- Two-dimensional table, 148
velocity form: stabilized platform, 171-2 Gravity surveys, 149
Local geodetic vertical coordinates, pseudo- Gyro calibration
velocity form: strapdown, 177-8 Observation equation: magnitude form, 93-9
INDEX 327
Observation equation: vector form, 99-106 Kalman filter state updates

Gyro torquing rate, 79, 820 Aliasing, 207-9
Gyros, 5-6, 59-60, 79 Covariance propagation, 192-4
Free, 61 External measurement predictions,
Horizontal, 61 196-201
Injection-molded optical, 67 Gain evaluation and covariance update,
Rate and integrating rate, 62-4, 68 191-2
Ring laser and fiber optic, 60, 64-7 Linearized Kalman filter, 194-6
Single-degree-of-freedom, 61, 68 Navigation computations, overview:
Solid-state hemispherical resonator, 67 extended Kalman filter, 189-91
Two-axis dry-tuned rotor, 67-8 Partial derivative evaluations, 201-5
Vertical, 61 Suboptimal filter, 205-7
Kalman filters, 79, 83, 117, 120, 158, 181,
Height above mean sea level, 136-7 188-209,273
Covariance initialization, 288-9
Inertia, 2-3 Error equations, 211-26
Inertial coordinate frame, 3-4 Extended Kalman filter, 189-91, 194
Inertial equivalence, 3 Linearized Kalman filter, 194-6
Inertial instrument calibration
Apparent gravity magnitude, 274-7 Mean vertical component of gravity
Pole location, 278 disturbance, 298-9
Reference rotation rate, 277 Method of deriving values for geodetic
Inertial measurement, 5-6, 149-50 variables and constants, 129-37
Inertial measurement unit, IMU, 5, 59-60, Monte Carlo analysis, 269-71
75-6, 82-3, 109, 149
Inertial navigation Notation conventions
Formal description, 5 Coordinate system symbols, 17
Fundamental equation, 4 Mathematical operators, 17
Fundamentals, 1-4 Most common symbols, 16
Phases, 6-7, 129-30 Notation based on diacritical marks, 16
Inertial navigation system, INS, also see
stabilized platform systems; strapdown
systems Observation equation, 87-93, 93-106
Accelerometer-gyro cluster, 5, 59, 83 Inverse solution, 91-2
Gimbals, 5, 59, 62, 75-6 Least-squares solution, 92-3
Gradiometers, 7, 59, 71-5 Omission gravity model error shaping functions
Inertial measurement unit, 5 Autocorrelation function approximation
Initial alignment method, 232-5
Analytical coarse alignment, 110-14 Autoregressive moving averaging method,
Aligning an IMU stable platform to local 237-48
geodetic vertical coordinates, 115-17 Gravity database format, 229-30
Aligning a strapdown system to local Gravity model error equations of motion,
geodetic vertical coordinates, 117-20 230-2
Initial position Influence of vehicle velocity on power
Geodetic measurements, 287-8 spectral density, 235-7
GPS, 287 Omission gravity model deterministic error,
Initial velocity 303-4
Nonzero initial ground speed, 286-7
Zero initial ground speed, 286 Partial derivative evaluations
Initialization Ground-to-satellite range vector, 201-2
Conversion to earth-centered inertial and Vehicle-to-satellite range, 202-3
local geodetic vertical coordinates, 288 Vehicle-to-star line-of-sight, 203-5
Initial velocity, 286-7 Platform control laws
Initial position, 287-8 Earth-centered earth-fixed, 163
International Gravity Standardization Net, 296 Earth-centered inertial, 163
Local geodetic vertical: free azimuth, 164
Kalman filter covariance initialization, 288-9 Local geodetic vertical: platform carousel,
Kalman filter error equations 164
Attitude errors, 211-15 Local geodetic vertical: platform tumble,
System dynamic and error distribution 164-5
matrices in earth-centered earth-fixed Local geodetic vertical: torqued azimuth,
coordinates, 219-21 163-4
System dynamic and error distribution Point mass method, 299-300
matrices in earth-centered inertial Point mass model error sources
coordinates, 215-19 Computing mean gravity anomalies, 295
System dynamic and error distribution Distribution of measurements, 295
matrices in local geodetic vertical Reduction, 295-303
coordinates, 221-6 Point mass model generation, 293-4
328 INDEX
Point mass ratio errors, 301-2 System dynamic and error distribution matrices
Point mass ratio gravity error, 302-3 in earth-centered earth-fixed coordinates
Pole location, 134, 278 Acceleration: earth-centered earth-fixed
Position error, 212-14, 257, 270 coordinates, 219-20
Probabilistic errors, 268-70 State-space form of error equations: earth-
Pseudo-velocity form, 162 centered earth-fixed coordinates, 220-1
Velocity: earth-centered earth-fixed
Reentry vehicles, 6 coordinates, 220
Reference rotation rate System dynamic and error distribution matrices
Earth rotation rate, 277 in earth-centered inertial coordinates
Pole location, 278 Acceleration: earth-centered inertial
Reference torquing rate, 277 coordinates, 215-18
Ring laser gyros, 64—6 State-space form of error equations: earth-
Rotating wheel of the gyro centered inertial coordinates, 218-19
Gyroscopic precession, 61-2 Velocity: earth-centered inertial coordinates,
Rate and integrating rate gyros, 62-4 218
Runge-Kutta method, 165 System dynamic and error distribution matrices
in local geodetic vertical coordinates
Acceleration: local geodetic vertical
Sagnac effect, 65 coordinates, 222-4
Schuler frequency, 35-7, 42, 46, 53, 57 Semiposition error definition, 221
Semimajor axis, 134 Semivelocity error definition, 221-2
Sensitivity coefficients, 271 State-space form of error equations: local
Simulation of navigation computations, 269-70 geodetic vertical coordinates, 225-6
Spherical error probable, SEP, 251, 253-5, Velocity: local geodetic vertical coordinates,
257, 269, 289 224
For equal standard errors and zero means,
259-60
For unequal standard errors and nonzero Topographic and isostatic effects, 297
means, 260-3
Verification, 266—7 Units, 32
Spherical harmonic coefficients, SHCs, 134,
136-42, 143, 145, 147, 185, 299 Vector-form observation equations
Spherical harmonic gravity model errors, Specific-force-dependent gyro coefficients,
292-3 99-102
State initialization, 7 Specific-force-independent gyro
Stabilized platform systems, 5, 37, 59, 75, 109, coefficients, 102-6
115-17,120, 163-72
Standard error
Uncorrelated standard errors for CEP World Geodetic System of 1984, WGS 84,
calculation, 254-5 9-10, 19, 129, 134-5, 159,284
Uncorrelated standard errors for SEP Equipotential surfaces associated with
calculation, 255-7 SHCs, 139-^0
State variable error models Physical meaning of the low degree and
Inertial and external measurement equipment order SHCs, 140-2
error shaping functions, 227-9 Regional datum transformations, 142-3
Omission gravity model error shaping Spherical harmonic coefficients, SHCs,
functions, 229-48 137-9
Strapdown systems, 5, 22, 37, 59, 76, 109,
117-20, 123, 126-27, 171-78 Zero-specific force, 34-5

(Progress in Astronautics and Aeronautics 174) A. Chatfield - Fundamentals of High Accuracy Inertial Navigation-American Institute of Aeronautics and Astronautics (1997)

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Fundamentals of High Accuracy

Paul Zarchan, Editor-in-Chief

1-56347-243-0/97 $2.50 + .50

Progress in Astronautics and Aeronautics

Richard G. Bradley Alien E. Fuhs

William Brandon Ira D. Jacobsen

Clarence B. Cohen John L. Junkins

Luigi De Luca Pradip M. Sagdeo

Philip D. Hattis Vigor Yang

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Part I Inertial Navigation

Chapter 2. Notation, Coordinate Systems, and Units . . . . . . . . . . . . . 15

Chapter 3. Equations of Motion in a Central Force Gravity F i e l d . . . . 33

III. Motion in Inertial Computation Coordinates . . . . . . . . . . . . . . . . . . . . . 40

Chapter 6. Initial Alignment and Attitude Computation . . . . . . . . . 109

C. Aligning a Strapdown System to LGV Coordinates . . . . . . . . . . . . 117

Chaper 7. Geodetic Variables and Constants . . . . . . . . . . . . . . . . . 129

Chapter 8. Equations of Motion with General Gravity Model . . . . . 153

VII. Summary of Equations for Computing the Transition Matrix . . . . . . . . . 166

Part II Inertial Navigation with Aids

Chapter 9. Inertial Navigation with External Measurements . . . . . . 181

Chapter 10. Error Equations for the Kalman Filter . . . . . . . . . . . . 211

IV. System Dynamic and Error Distribution Matrices in Local

Chapter 11. State Variable Error Models . . . . . . . . . . . . . . . . . . . . 227

Part III Accuracy Analysis

Chapter 12. Accuracy Criteria and Analysis Techniques . . . . . . . . . 253

Chapter 13. Error Equations for Calibration, Alignment,

B. Geodetic Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284

Chapter 14. Evaluation of Gravity Model Error Effects . . . . . . . . . 291

Appendix A. Matrix Inverse Formulas . . . . . . . . . . . . . . . . . . . . . . 305

Appendix B. Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . 307

Appendix C. Quaternions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311

Appendix D. Associated Legendre Functions . . . . . . . . . . . . . . . . . . 313

Appendix E. Associated Legendre Function Derivatives . . . . . . . . . . 315

Appendix F. Procedure for Generating Gravity Disturbance

Appendix G. Procedure for Generating Specific Force Profile . . . . . . 321

As in previous texts on inertial navigation, the subject of error propagation

T HE invention of the sextant and mechanical chronometer had a profound

I. Forces Producing Motion

where G is the universal gravitational constant (sometimes called Newton's grav-

II. Inertial Equivalence of Earth-Centered Frame

Attraction of the vehicle to the Earth:

Fig. 1.1 Geometry of absolute inertial space.

III. Fundamental Equation of Inertial Navigation

p3 * ' " (1.14)

IV. Description of an Inertial Navigation System

VI. Four Phases of Inertial Navigation

VII. Role of Geodesy

VIII. Reference Earth Model

Fig. 1.2 Geometry of the reference Earth model.

or the C2,o normalized spherical 'harmonic coefficient. The normalized spherical

Table 1.1 WGS 84 Earth model constant values

(1 -e1 sin2 0)5

>,o( — ) sin0 c cos0 c

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Part I Inertial Navigation

T HE formal description of inertial navigation and the subsequent amplification

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Notation, Coordinate Systems, and Units

A NAVIGATION system uses accelerometer and gyro measurements refer-

Table 2.1 Notation based on diacritical marks

v' v A1' P'