NDLI: Itô stochastic modeling for attitude quaternion filtering

Content Provider	IEEE Xplore Digital Library
Author	Choukroun, D.
Copyright Year	2009
Description	Author affiliation: Department of Mechanical Engineering at Ben-Gurion University, Beer Sheva, Israel (Choukroun, D.)
Abstract	A novel continuous-time stochastic differential equation (SDE) for spacecraft attitude quaternion kinematics with state-multiplicative noise and a novel continuous-time exact optimal quaternion filter are developed in the framework of Itô (mean-square) calculus. The quaternion Itô SDE contains dissipative terms that ensures the mean-square stability of the process. A closed-form deterministic propagation equation is developed for the second-order moment of the quaternion. Its dynamical properties are analyzed and a closed-form solution is found for the constant angular velocity case. The quaternion filter produces the linear minimum-variance unbiased estimate of the quaternion from continuous observations with additive white noise. The filter gain computations include coupled Riccati equations of the estimation error matrix and of the quaternion second-order moment. These computations are not estimate-dependent and can therefore be performed off-line. The special case of gyro error white noise with independent identically distributed components is considered. The case of correlated components can be addressed straightforwardly. Additive gyro biases are easily handled via state augmentation. Extensive Monte-Carlo simulations are performed in order to validate the Itô model and to illustrate the proposed filter accuracy. Comparative simulations of the novel filter and of a standard additive extended Kalman filter are performed both for attitude-only estimation and for attitude-bias estimation. For low process noise levels, the novel modeling and filtering approach shows results that are similar to the standard approach. For high process noise levels however, the numerical study suggests that the novel filter can increase the accuracy of a conventional Kalman filter by orders of magnitudes.
Starting Page	733
Ending Page	738
File Size	565141
Page Count	6
File Format	PDF
ISBN	9781424438716
ISSN	01912216
DOI	10.1109/CDC.2009.5399493
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-12-15
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Stochastic processes Quaternions Filters Indium tin oxide Stochastic resonance Filtering Riccati equations Noise level Differential equations Space vehicles
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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