Factorization of the Discrete Noise Covariance Matrix for Plans,
Abstract
The PLANS (Primary Land Arctic Navigation System), developed at DREO, optimally integrates a directional gyro/gyrocompass, an odometer, a 3-axis strapdown magnetometer, a GPS receiver, a Transit receiver, a baroaltimeter and a digital terrain elevation map, for the purpose of navigating a land vehicle in the Canadian Arctic under potentially adverse conditions. This report derives the exact form of the discrete driving noise covariance matric which is needed to propagate the covariance matrix Ok in the Kalman filter used by PLANS. It is shown that the exact Ok does not have a Cholesky UDU T decomposition. However, a good approximation is shown to have the necessary decomposition for use in the Biermann-Agee-Turner formulation of the Kalman filter. This approximate decomposition is then found. A general result on the preservation of block diagonal form under UDUT decomposition is also proven.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1991
- Accession Number
- ADA239113
Entities
People
- J. C. Mcmillan
Organizations
- Defence Research and Development Canada