Factorization of the discrete noise covariance matrix for plans (U) / by J. Chris McMillan.: DR52-17/34-1991E-PDF
"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.
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| Department/Agency | Defence Research Establishment Ottawa, issuing body. Canada. Department of National Defence, issuing body. |
|---|---|
| Title | Factorization of the discrete noise covariance matrix for plans (U) / by J. Chris McMillan. |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | "Unclassified." Digitized edition from print [produced by Defence Research and Development Canada]. Includes bibliographical references (page 22). Includes abstracts in English and French. |
| Publishing information | Ottawa : Defence Research Establishment Ottawa, February 1991. |
| Author / Contributor | McMillan, J. Chris, author. |
| Description | 1 online resource (vii, 30 pages) |
| Catalogue number |
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| Departmental catalogue number | PCN 041LJ |
| Subject terms | Vehicles, Military -- Canada, Northern. Aids to navigation -- Canada, Northern. Kalman filtering. Véhicules militaires -- Canada (Nord) Aides à la navigation -- Canada (Nord) Filtre de Kalman. |
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