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Interlaced Optimal-REQUEST and Unscented Kalman Filtering For

Interlaced Optimal-REQUEST and Unscented Kalman Filtering For

Chinese Journal of Aeronautics, 2013,26(2): 449–455

Chinese Society of Aeronautics and Astronautics & Beihang University Chinese Journal of Aeronautics

[email protected] www.sciencedirect.com

Interlaced optimal-REQUEST and unscented Kalman filtering for attitude determination

Quan Wei *, Xu Liang, Zhang Huijuan, Fang Jiancheng

Science and Technology on Inertial Laboratory, Key Laboratory of Fundamental Science for National Defense-Novel Inertial Instrument & Navigation System Technology, Beihang University, Beijing 100191, China

Received 25 November 2011; revised 13 February 2012; accepted 22 May 2012 Available online 7 March 2013

KEYWORDS Abstract Aimed at low accuracy of attitude determination because of using low-cost components Attitude determination; which may result in non-linearity in integrated attitude determination systems, a novel attitude Hybrid simulation; determination algorithm using vector observations and gyro measurements is presented. The Interlaced filtering; various features of the unscented Kalman filter (UKF) and optimal-REQUEST (quaternion estima- Optimal-REQUEST; tor) algorithms are introduced for attitude determination. An interlaced filtering method is pre- Unscented Kalman filter sented for the attitude determination of nano- by setting the quaternion as the attitude representation, using the UKF and optimal-REQUEST to estimate the gyro drifts and the quaternion, respectively. The optimal-REQUEST and UKF are not isolated from each other. When the optimal-REQUEST algorithm estimates the attitude quaternion, the gyro drifts are estimated by the UKF algorithm synchronously by using the estimated attitude quaternion. Furthermore, the speed of attitude determination is improved by setting the state dimension to three. Experimen- tal results show that the presented method has higher performance in attitude determination compared to the UKF algorithm and the traditional interlaced filtering method and can estimate the gyro drifts quickly. ª 2013 Production and hosting by Elsevier Ltd. on behalf of CSAA & BUAA.

1. Introduction including accuracy and speed, not only depends on the capa- bility of inboard sensors, but also relies on the performance High-accuracy attitude determination is required to achieve of attitude determination algorithms. Besides the accuracy, high-accuracy and attitude stability for the better the observation ability is, the quicker the speed of nano-spacecraft. As such, attitude determination is important attitude determination is, especially, for the new-generation to any spacecraft. The performance of attitude determination, smart small . A typical system for attitude determina- tion of nano-spacecraft comprises several gyroscopes and a vector-sensor. The development of new sensor technology * Corresponding author. Tel.: +86 10 82339013. promotes the integration of micro-electro-mechanical system E-mail address: [email protected] (W. Quan). (MEMS) gyroscopes and a complementary metal oxide Peer review under responsibility of Editorial Committe of CJA. semiconductor (CMOS) transistor active pixel sensor (APS) as a star sensor, and the quick development of a high performance strapdown stellar-inertial integrated attitude Production and hosting by Elsevier determination system,1 which is especially suitable for the high

1000-9361 ª 2013 Production and hosting by Elsevier Ltd. on behalf of CSAA & BUAA. http://dx.doi.org/10.1016/j.cja.2013.02.023 450 W. Quan et al. performance attitude determination of nano-spacecraft.2,3 The UKF and optimal-REQUEST, an interlaced filtering method attitude determination algorithms based on state estimation is presented by setting the quaternion as the attitude represen- and vector observation are most effective because of their high tation, using the UKF and optimal-REQUEST to estimate the accuracy and efficiency.4,5 gyro drifts and the quaternion respectively. When the optimal- At present, there are many real-time attitude estimation REQUEST algorithm is used to estimate the attitude quater- algorithms for spacecraft based on state estimation. The ex- nion, the gyro drifts are estimated by the UKF algorithm only tended Kalman filter (EKF) method is widely used in nonlin- using the three-dimensional state variable which is much ear systems.6–10 However, it needs to calculate the Jacobian quicker than in the case of six dimensions.18 Meanwhile, the matrix for the linearization of nonlinear systems, which results attitude quaternion derived from the optimal-REQUEST, is in low accuracy and output frequency. The unscented Kalman adopted when the UKF estimates the gyro drifts. Further- filter (UKF) method was presented by Juliear and Uhlman in more, the state dimension is only set to three to improve the 1995, in which they used special sample points to fit the non- speed of attitude determination. This method not only has linear state and let the mean and variance of sampling points higher performance of attitude determination, but also quickly equal to those of the states at the sampling moment. Based estimates gyro drifts. on such sampling points in the nonlinear system, the corre- sponding transformation sampling points were obtained, dur- 2. System model ing which the corresponding mean and variance were calculated. For non-linearized systems, this method can 2.1. Gyro measurement model achieve higher accuracy of filtering than the EKF method.11,12 Among attitude determination methods based on vector Supposing that the three sensitive axes of three MEMS gyro- observation, the quaternion estimator (QUEST) method13 is scopes are respectively parallel to the three body-axes of a a very popular algorithm for single frame. However, it shows spacecraft, a general gyroscope model is given by two disadvantages. One is that at least two simultaneous mea- x~ k ¼ xk þ bk þ gv;k ð1Þ surements are needed to estimate attitude completely. The other is that the information of previous measurements is lost bkþ1 ¼ bk þ gu;k ð2Þ entirely. To solve the above problems, the recursive quaternion where x~ is the gyroscope measurement, x the attitude angu- estimator (REQUEST) method was presented by Bar-Itzhack k k lar rate of the gyro input axis, b the gyro drift vector; g and in 1996,14 which was actually a recursive QUEST method. k v;k gu;k are independent zero-mean Gaussian white-noise pro- The K-matrix is sequentially propagated and updated as state 2 2 cesses, and the variance of gv;k and gu;k are rv 1 and ru1 respec- variables. The REQUEST method is suboptimal since the T tively, 1 ¼½111 . propagation noise is suppressed using a fading memory factor. In 2004, the optimal-REQUEST method was presented by 2.2. Star sensor measurement model Choukroun et al.15, in which the REQUEST algorithm was embedded in the framework of a Kalman filter. For that pur- As a high-accuracy vector sensor, the measurement model of pose, the K-matrix elements are modeled as state variables and the star sensor is defined by model equations for the process and the measurement of the K-matrix are developed. The attitude quaternion is then iso- bk ¼ AðqkÞrk þ dbk ð3Þ lated from the estimated K-matrix. The optimal-REQUEST where rk is the stellar reference vector in inertial coordinates, method has the advantage of sequentially processing the mea- which can be obtained from the astronomical ephemeris; bk sured information. It can estimate the attitude even when the measurement vector containing noise in the star sensor acquiring a single vector measurement at each observation coordinates, which are supposed to be the same as the body time, but under the condition of non-collinearity between at coordinates of the spacecraft; dbk the noise of the measurement least two observed lines-of-sight. This method cannot estimate and satisfied by parameters other than attitude, and even then it cannot esti- EðdbÞ¼0 mate and compensate for gyroscope drifts, which results in ð4Þ Eðdb dbTÞ¼r2ðI bbTÞ the divergence of the optimal-REQUEST. 3 2 The EKF and UKF methods can estimate not only attitude where I3 is the third-order identity matrix and r the variance parameters, but also gyro drifts. However, these methods re- of the measurement noise. quire measurements from the star sensor that are disposed AðqkÞ is the attitude matrix from the inertial coordinates to sequentially. Therefore, a traditional interlaced filtering meth- the spacecraft body coordinates, and can be described as a T T od based on the EKF, QUEST, and optimal-REQUEST for function of the quaternion qk ¼½qk q4k : 16 micro-spacecraft was presented by Yu and Fang in 2005 2 T T AðqkÞ¼ððq4kÞ qk qkÞI3 þ 2qkqk 2q4k½qk ð5Þ and an adaptive interlaced filtering method for attitude deter- T mination of nano-spacecraft was presented by Quan et al. in where qk ¼½q1k q2k q3k and q4k are the vector and scale 17 2008. However, the optimal-REQUEST algorithm is only part of the quaternion, respectively; ½qk denotes the cross- an approximate algorithm and contains errors beyond those product matrix associated with the vector qk . of the EKF and UKF for attitude information. There is six- 2.3. Spacecraft attitude kinematical model dimensional state variable for filtering models in Refs. 16,17, which leads to low speed of attitude determination. However, using the EKF and UKF directly with the Spacecraft attitude is described using the quaternion qk in the 14 quaternion attitude parameterization yields a non-unit norm body coordinates relative to the inertial coordinates , and the quaternion estimate. According to the various features of the kinematical equations of a spacecraft are described as Interlaced optimal-REQUEST and unscented Kalman filtering for attitude determination 451 qkþ1 ¼ XðxkÞqk ð6Þ inherent for gyroscopes, the UKF method can estimate space- T craft attitude parameters and gyroscope drifts, although it where x ¼½x x x is the angular velocity in the k xk yk zk needs measurement data from the star sensor. body coordinates relative to the inertial coordinates. According to the various features of the UKF and optimal- Assuming that x is constant in the sampling time interval k REQUEST, the segmented filter is designed for the combina- Dt; the orthogonal transition matrix Xðx Þ is expressed using k tion of the algorithms, which uses optimal-REQUEST and xk and computed as follows: UKF algorithms to estimate the attitude quaternion and the cosð0:5kxkkDtÞI33 ½wk wk gyro drifts, respectively. Xðx Þ¼ k T In this section, the optimal-REQUEST and UKF interlaced wk cosð0:5kxkkDtÞ 44 ð7Þ filtering method is presented, which uses optimal-REQUEST algorithm and UKF algorithm to estimate the rotation quater- nion and the gyro drifts, respectively, as shown in Fig. 1. Sec- sinð0:5kxkkDtÞxk wk ¼ ð8Þ tion 3.1 formulates the process of the optimal-REQUEST for kxkk attitude determination. Section 3.2 provides the process of the 1 where ½wk denotes the cross-product matrix associated with UKF algorithm for estimating the gyro drifts. In Fig. 1, z 19 the vector wk. indicate a delay.

3. Optimal-REQUEST and UKF based interlaced filtering 3.1. Attitude determination using the optimal-REQUEST method The optimal-REQUEST algorithm is derived from the RE- As mentioned above, the optimal-REQUEST method has the QUEST algorithm, which takes the K-matrix as state variables, advantage of sequentially dealing with the observed starlight and can sequentially estimate the K-matrix at any time. The vector. Even though there is only one vector, the spacecraft optimal quaternion is the eigenvector corresponding to the attitude can be calculated using the optimal-REQUEST largest eigenvalue of the K-matrix. According to the starlight algorithm. However, this method can only be used to estimate vector observed by the star sensor and the reference vector ob- the attitude. Considering that non-Gaussian gyro drifts are tained from the astronomical ephemeris and gyro angular rate

Fig. 1 Flow diagram of the optimal-REQUEST and UKF interlaced filtering method. 452 W. Quan et al.

T information, the attitude quaternion matrix can be obtained at Pkþ1=k ¼ UkPk=kUk þ Qk ð19Þ any moment by the recursive processing using the optimal-RE- The calculation of Q is given below. QUEST. Meanwhile, the gyro drift vector b^ estimated at time k k (3) Measurement update k is used to determine the quaternion at time k þ 1. m2trðP Þ 3.1.1. System equation k kþ1=k qkþ1 ¼ 2 2 ð20Þ m trðPk 1=kÞþdm trðRk 1Þ The system equations are given by k þ kþ1 þ

0 0 T mkþ1 ¼ð1 q Þmk þ q dmkþ1 ð21Þ Kkþ1=k ¼ UkKk=kUk þ Wk ð9Þ kþ1 kþ1 m dm U X x~ b^ 10 k kþ1 k ¼ ð k kÞðÞ Kkþ1=kþ1 ¼ð1 qkþ1Þ Kkþ1=k þ qkþ1 dKkþ1 ð22Þ mkþ1 mkþ1 where U is calculated according to Eq. (7), x~ the gyroscope k k ^ 2 measurement, bk the gyro drift vector estimated at time k, Wk mk the approximate value of the modeled system noise, which is Pkþ1=kþ1 ¼ð1 qkþ1Þ Pkþ1=k mk 1 þ defined as 2 8 dmkþ1 > Se reI3 ze þ qkþ1 Rkþ1 ð23Þ > mkþ1 < Wk ¼ T Dt ze re ð11Þ (4) Calculations of Q and Rk 1 > S ¼ B þ BT; ½z ¼ BT B ; r ¼ trðB Þ kþ1 þ :> e e e e e e e e B ¼½g B Q11 Q12 e v;k k Q ¼ Dt2 ð24Þ kþ1 Q Q where Dt is the sampling interval. 21 22 where

3.1.2. Observation equation T 2 T T Q11 ¼ gv;kþ1f½zkþ1zkþ1 þ rkþ1 trðBkþ1Bkþ1ÞI3 þ 2½Bkþ1Bkþ1 In this paper, the measurement model of the star sensor is gi- B2 ðBT Þ2g ven by bk ¼ Aðq Þrk þ dbk. Define kþ1 kþ1 ( k T T T Bkþ1 ¼ akþ1dbkþ1rk 1; Skþ1 ¼ Bkþ1 þ Bk 1 Q ¼g ðy þ B z Þ þ þ ð12Þ 12 v;kþ1 kþ1 kþ1 kþ1 zkþ1 ¼ akþ1dbkþ1 rkþ1; rkþ1 ¼ trðBkþ1Þ T Q21 ¼ Q12 where dbkþ1 is the measurement noise at time tkþ1 and akþ1 the T 2 T Q22 ¼ gv;kþ1ðtrðBkþ1Bkþ1Þþrkþ1 þ zkþ1zkþ1Þ weight coefficient. Suppose theP dimension of the measurement n vector is n at time tkþ1; then akþ1;i ¼ 1. i¼1 R11 R12 The 4 4 symmetric matrix Vkþ1, i.e., the measurement er- Rkþ1 ¼ ð25Þ R21 R22 ror of dKk at time tkþ1, is defined as where 1 Skþ1 rkþ1I3 zkþ1 Vkþ1 ¼ T ð13Þ Xnkþ1 n akþ1 zkþ1 rkþ1 lkþ1 T 2 T T T R11 ¼ ½3 ðri biÞ I3 þðbi riÞðbiri þ ribi Þ nkþ1 The measurement equation is given by i¼1 o T 0 T þ½riðbibi Þ½ri dKkþ1 ¼ dKkþ1 þ Vkþ1 ð14Þ where dK and dK0 denote respectively the noisy and noise- kþ1 kþ1 R ¼ 0 ; R ¼ 0T ; R ¼ 2l =n less K-matrices constructed by the new observation vector at 12 31 21 31 22 kþ1 kþ1 time tkþ1; Vkþ1 is a linear function of dbkþ1 and rkþ1. Because and nkþ1 is the observed vector number at time tkþ1, and lkþ1 dbkþ1 is a stochastic variable, so is Vkþ1. the mean strength of the observation vector. The output of the optimal-REQUEST algorithm is the 20 3.1.3. The optimal-REQUEST algorithm optimal quaternion q^kþ1, which is the eigenvector of the corre- (1) Initialization sponding eigenvalue to the largest eigenvalue of the K-matrix.

K0=0 ¼ dK0; P0 ¼ R0; m0 ¼ dm0 ð15Þ 3.2. Gyro drift estimation using the UKF where dm0 is the positive weight coefficient and dK0 is calcu- lated using the first observation vector as Eq. (17). The output of gyro can’t be used for attitude estimation di- ( rectly for that the gyro has bias vector, which should be con- B ¼ a b rT ; S ¼ B þ BT kþ1 kþ1 kþ1 kþ1 kþ1 kþ1 kþ1 ð16Þ sidered in the estimation process. The UKF is designed to zkþ1 ¼ akþ1bkþ1 rkþ1; rkþ1 ¼ trðBkþ1Þ estimate the gyro bias vector. 1 Skþ1 rkþ1I3 zkþ1 dK ¼ ð17Þ 3.2.1. System equation kþ1 a zT r kþ1 kþ1 kþ1 The system equation of the UKF is built on the basis of the (2) Time update gyro measurement model and given by:

T Kkþ1=k ¼ UkKk=kUk ð18Þ bkþ1 ¼ bk þ gu;k ð26Þ Interlaced optimal-REQUEST and unscented Kalman filtering for attitude determination 453

3.2.2. Observation equation Therefore, the estimation value and estimation error vari- According to the measurement model of the star sensor, the ance matrix of the gyro bias at time k þ 1 is described byv observation equation of the UKF algorithm is as follows: ^ ^ ^ bkþ1 ¼ bkþ1 þ Kkþ1ðbkþ1 bkþ1Þð37Þ bkþ1 ¼ AðXðx~ k bkÞqkÞrkþ1 þ dbkþ1 ð27Þ

It can be seen that the state equation is linear while the 4. Hybrid simulation results and analysis observation equation is nonlinear, and the attitude quaternion estimated at time k is adopted to estimate the gyro drifts at 4.1. The hybrid simulation system time k þ 1.

3.2.3. The UKF filtering algorithm The spacecraft attitude determination system achieves attitude The gyro drifts are taken as state variables and the UKF algo- determination by using a star sensor based on CMOS APS rithm for gyro drifts estimation is described as follows: chips and micro-inertial measurement unit (IMU) based on (1) Initialization MEMS devices. Micro-IMU integrates three MEMS gyro- The estimation value and error variance matrix of the gyro scopes to measure the three-axis angular velocity of the space- drifts at the starting time are given by craft. The star sensor supplies the starlight direction in the T spacecraft’s body coordinates. The hybrid simulation system b^ E b ; P E b b^ b b^ 28 21 0 ¼ ð 0Þ 0 ¼ ½ð 0 0Þð 0 0Þ ðÞ diagram for the experiment is depicted in Fig. 2. where b0 is the real value of the gyro drifts at the starting time. In Fig. 2, Part A is attitude data generator terminal per- (2) Calculations of the sampling points and corresponding formed by personal computer (PC), and the standard data weights of attitude and inertial gyros is created by Tool The dimension of state variables is n ¼ 3. Calculations are Kit (STK) software, which is installed in the PC A and in- made for the 2n þ 1 sampling points and weights, with k P 0 cludes the dynamics model of the nano-spacecraft. Part B is an integrated star atlas simulator device, which produces and8 i ¼ 1; 2; ; n. real-time star atlas using the software of star map simulation > v ¼ b^ < 0;k k ffiffiffiffiffiffiffiffiffiffiffi ffiffiffiffiffiffi and creates parallel light according to standard attitude data ^ p p vi;k ¼ bk þ n þ sð PkÞi ð29Þ and setting matrix of the star sensor. Part C is a star sensor > ffiffiffiffiffiffiffiffiffiffiffi ffiffiffiffiffiffi : ^ p p device simulator used to receive the parallel light, and out- viþn;k ¼ bk n þ sð PkÞi puts star observation vectors which are received by Part E. 8 There are some algorithms (denoising, distorting, centroid <> W0 ¼ s=ðn þ sÞ extracting, star recognition, and creating observation vectors) W ¼ 1=½2ðn þ sÞ ð30Þ :> i in Part C. Part D is a micro-IMU and outputs the character- Wiþn ¼ 1=½2ðn þ sÞ istic noise data which is equal to the difference of the inertial ^ angular rate data and its mean in static base. The sum of the where bk and Pk denote the estimation value and estimation er- ror variance matrix at time k, respectively; s is a scalar param- characteristic noise data and the standard inertial gyros data is inputted in Part E which is a special PC with the presented eter. Supposing thatffiffiffiffiffiffi the estimation error variance matrix T p method in this paper to accomplish the attitude determina- Pk ¼ GG and ð PkÞi denotes the ith column of matrix G. (3) Time update tion of the spacecraft. ^ The predicted mean bkþ1 and error variance matrices Pkþ1 of the gyro bias at time k þ 1 are given by 4.2. Simulation results and discussion ^ ^ b ¼ bk; P ¼ Pk þ Q ð31Þ kþ1 kþ1 kþ1 In the simulation based on the hybrid simulation system, the presented interlaced filtering method and the UKF algorithm b^ ¼ AðXðx~ v Þq^ Þr ði ¼ 0; 1; ...; 2nÞð32Þ i;kþ1=k k i;k k kþ1 are studied and compared with respect to the computational cost and accuracy. The initial conditions of the simulation X2n ^ ^ bkþ1 ¼ Wibi;kþ1=k ð33Þ i¼0 where Qkþ1 denotes the covariance of state noise. (4) Measurement update The measurement variance and cross correlation between ^ ^ bkþ1 and bkþ1 are computed by X2n ^ ^ ^ ^ T Pbb ¼ Wiðbi;kþ1=k bkþ1Þðbi;kþ1=k bkþ1Þ þ Rdb ð34Þ i¼0

X2n ^ ^ ^ T Pbb ¼ Wiðvi;k bkþ1Þðbi;kþ1=k bkþ1Þ ð35Þ i¼0 where Rdb denotes the covariance of measurement noise. The Kalman gain is

1 Kkþ1 ¼ PbbPbb ð36Þ Fig. 2 Illustration diagram of the hybrid simulation system. 454 W. Quan et al. are set as follows. The measurement precision of the star sen- sor is 500 (1r), the update frequency is 10 Hz, the astronomical ephemeris is tycho2n star catalog, and the output is four obser- vation vectors, which is determined by star map recognition (the pyramid recognition method is adopted in this section). The sampling frequency of the gyroscope is 100 Hz, the gyro drift rate is 1 ()/h, and the random drift rate is 0.2 ()/h. It is supposed that the Z axis of the star sensor is in the opposite direction to the Z axis of the spacecraft body, and the X axes are in the same direction. The J2000 coordinate is defined as the navigation coordinate and the duration of the simulation is set to be 500 s. The simulation experiment is based on Intel Core i3 CPU [email protected] GHz digital processor with 3.24 GB mem- ory, which is installed in the platform of MATLAB R2006b. The sample number is set to be six groups, which are 5000, 7000, 10000, 15000, 20000, and 25000. For every group, 100 trials are carried out and the mean value of the execution time of attitude determination is calculated as this group’s execu- tion time. Finally, the simulation results are averaged. The average values of the execution time are shown in Table 1. The results of the attitude determination methods based on the UKF, traditional interlaced filtering method16,17 and the presented novel method are compared in Table 1. From Table 1, it can be seen that the computational cost of the traditional interlaced filtering method is bad because of the sum of computational costs for the optimal-REQUEST and UKF (the state variables have six dimensions). The UKF algo- rithm is better, while the novel method is the best among them because of the three dimensions of state variables, which makes the computational cost sharp down. The comparison of simulation results with respect to accu- racy is shown in Fig. 3. Fig. 3(a) shows a comparison of atti- tude estimation errors for the three methods, and Fig. 3(b) shows a comparison of gyro drift estimation for the three methods. It can be seen in Fig. 3 that for the presented method, the final attitude estimation error reaches about 0.001 (four observation vectors and accurate angle velocity information adopted) and the gyro drift estimation converges gradually at 1.02 ()/h. For the attitude estimation, the presented method is better than the UKF method (about 0.0012), which is better than the traditional interlaced filtering method (about 0.002). For the final gyro drift estimation, the presented method is bet- ter than the UKF method (about 1.04 ()/h), which is better than the traditional interlaced filtering method (about Fig. 3 Simulation results of the UKF method, the traditional 1.17 ()/h). interlaced filtering method, and the presented method. There is a noticeable phenomenon. It can be seen in Fig. 3(b) that the presented novel method is better than the

Table 1 Comparison of the computation time between the attitude determination methods based on the UKF and interlaced filtering. Sample number Computational cost/s UKF algorithm Traditional interlaced filtering method The presented method 5000 4.675 5.958 3.444 7000 6.542 9.002 5.016 10000 9.345 13.880 7.588 15000 14.006 21.169 10.900 20000 18.736 27.653 13.236 25000 23.287 33.918 15.445 Interlaced optimal-REQUEST and unscented Kalman filtering for attitude determination 455

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