00000nam 2200000zi 4500 9.941977 CaOODSP 20241018091036 m o d f cr bn||||||||| 240816e199102##onc ob f000 0 eng d CaOODSP eng rda CaOODSP n-cn--- DR52-17/34-1991E-PDF McMillan, J. Chris, author. Factorization of the discrete noise covariance matrix for plans (U) / by J. Chris McMillan. Ottawa : Defence Research Establishment Ottawa, February 1991. 1 online resource (vii, 30 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier "Unclassified." Digitized edition from print [produced by Defence Research and Development Canada]. Includes bibliographical references (page 22). "The PLANS (Primary Land Arctic Navigation System), developed at Defence Research Establishment Ottawa (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 matrix Q sub k which is needed to propagate the covariance matrix in the Kalman filter used by PLANS. It is shown that the exact Q sub k does not have a Cholesky UDU super 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 UDU super T decomposition is also proven"--Abstract, page iii. Includes abstracts in English and French. Vehicles, Military Canada, Northern. Aids to navigation Canada, Northern. Kalman filtering. Véhicules militaires Canada (Nord) Aides à la navigation Canada (Nord) Filtre de Kalman. Defence Research Establishment Ottawa, issuing body. Canada. Department of National Defence, issuing body. DREO report ; no 1071. (CaOODSP)9.941661 PDF 801 KB https://publications.gc.ca/collections/collection_2024/rddc-drdc/DR52-17-34-1991-eng.pdf PCN 041LJ