Research Article Initial Self-Alignment for Marine Rotary...

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  • Research ArticleInitial Self-Alignment for Marine Rotary SINS Using NovelAdaptive Kalman Filter

    Fujun Pei,1,2 Li Zhu,1,2 and Jian Zhao1,2

    1School of Electronic Information & Control Engineering, Beijing University of Technology, Beijing 100124, China2Beijing Key Laboratory of Computational Intelligence and Intelligent System, Beijing 100124, China

    Correspondence should be addressed to Fujun Pei; pfj@bjut.edu.cn

    Received 24 January 2015; Accepted 15 April 2015

    Academic Editor: Oscar Reinoso

    Copyright ยฉ 2015 Fujun Pei et al.This is an open access article distributed under theCreative CommonsAttribution License, whichpermits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

    The accurate initial attitude is essential to affect the navigation result of Rotary Strapdown Inertial Navigation System (SINS), whichis usually calculated by initial alignment. But marine mooring Rotary SINS has to withstand dynamic disturbance, such as theinterference angular velocities and accelerations caused by surge and sway. In order to overcome the limit of dynamic disturbanceunder the marine mooring condition, an alignment method using novel adaptive Kalman filter for marine mooring Rotary SINSis developed in this paper. This alignment method using the gravity in the inertial frame as a reference is discussed to deal withthe lineal and angular disturbances. Secondly, the system error model for fine alignment in the inertial frame as a reference isestablished. Thirdly, PWCS and SVD are used to analyze the observability of the system error model for fine alignment. Finally, anovel adaptive Kalman filter withmeasurement residual to estimatemeasurement noise variance is designed.The simulation resultsdemonstrate that the proposed method can achieve better accuracy and stability for marine Rotary SINS.

    1. Introduction

    Because SINS has special advantages, it has been widely usedin aviation, marine, and land vehicle navigation and posi-tioning. Because the bias errors of inertial sensors can causelarge positioning errors accumulated over time, low accuracyship-carrier SINS cannot meet the navigation requirementfor long voyage of the marine [1]. Whereas the high accuracySINS needs strategic inertial sensors, it will increase the costcorrespondingly. With the emergence of rotation modula-tion technique that compensates the constant bias error ofinertial sensors, Rotary SINS plays an important role in themarine field. But because the initial errors in the derived navi-gation parameters cannot be depressed by rotary modulationtechnique, initial alignment is the key technique for RotarySINS. The purpose of initial alignment is to obtain an initialattitude matrix and set the misalignments to zero. Then theaccuracy and stability of initial alignment are critical for highperformance Rotary SINS [2, 3].The initial attitude angle canbe obtained by initial alignment, which is divided into twoprocedures: coarse and fine alignment. The coarse alignmentis used to resolve large misalignment angle rapidly, and then

    the fine alignment is used to compensate and correct themisalignment angle further.

    A lot of literature has been devoted to coarse alignmentmethods. But marine Rotary SINS has to withstand dynamicdisturbance, such as the interference angular velocities andaccelerations, caused by surge and sway far outweighing theautorotation angular velocity of the Earth. So the conven-tional coarse alignment method cannot be utilized [4]. In2000, the IxSea Company claimed a new alignment algo-rithm,which could be done in 5min under any swinging con-ditions with their new alignment algorithm [5, 6]. Based onthe alignment idea of Octans, relevant investigations aboutthe inertial frame alignment have been carried out [7โ€“9].The inertial frame alignment algorithm can isolate the distur-bance by lineal and angular movements of the vehicle in themarine. But in these coarse alignment algorithms, the headangle error within a few degrees and pitch/roll angle withina few tenths of a degree hence fulfill the requirement for thefine alignment [10].

    In the fine alignment procedure, Kalman filter is an opti-mal linear estimator whenmeasurement noise has a Gaussian

    Hindawi Publishing CorporationMathematical Problems in EngineeringVolume 2015, Article ID 320536, 12 pageshttp://dx.doi.org/10.1155/2015/320536

  • 2 Mathematical Problems in Engineering

    distribution with known measurement and process noisevariance values. In [11], the fine alignment error model in theinertial framewas developed, the velocity differences betweenthe calculated Strapdown INS values and the true valuesalong the inertial frame were considered as measurements,and Kalman filter was used to estimate the error angle. But inthis method, the disturbed acceleration was ignored based onthe integration of the disturbed acceleration which was con-sidered equal to zero. But the disturbed acceleration causedby heavy surge or waves in marine did not periodically vary,and determining an accurate value of this disturbance noisevariance is very difficult in the marine environment. To over-come the uncertainty measurement noise in Strapdown INSfine alignment procedure, several adaptive filter techniqueshave been developed for fine alignment. Most of the workreported for this problem has concentrated on innovation-based adaptive estimation, which utilizes new statisticalinformation from the innovation sequence to correct theestimation of the states. The main idea of these adaptive esti-mation methods is adjusting the ๐‘…matrix online using fuzzylogic and neurofuzzy logic [12โ€“14], for linear and nonlinearsystems, respectively.This adaptive filter is based on a covari-ance matching technique, where its input is the differencebetween the actual Kalman filter residual covariance and itstheoretical value. But the decision of the fuzzy rule andthe selection of the adjusting step size of ๐‘… are dependenton experience more or less, and the complex adjustmentalgorithm degrades the real-time performance. In [15], anadaptive Kalman filter was specially presented to estimatemeasurement noise variance directly using the measure-ment residual and employing the Frobenius norm. And theadaptive Kalman filter in [15] has successfully improved thestability of filter in the case of measurement uncertainties.

    Inspired by the adaptive idea in [15], a novel adaptiveKalman filter algorithm is developed in this paper, and sim-ulation test verifies the effectiveness of the proposed method.Similar to [11, 14], utilizing the gravity in the inertial frame as areference, the initial fine alignment errormodel is establishedfor fine alignment procedure of Rotary SINS.Thedifference isthat the PWCS theory and SVD theory are used to analyze theobservability of the fine alignment errormodel before design-ing filter. And the novel calculation method for the adaptivescalar value is obtained and proved based on the systemstability and optimality conditions of the adaptive filter.

    This paper is organized as follows. The algorithmapproaches for the principle of rotary modulation techniqueand the coarse alignment algorithm in the inertial frame arepresented in Section 2. Section 3 provides the Rotary SINSfine alignment error model in the inertial frame and theobservability analysis of PWCS theory and SVD theory. Anadaptive filter is developed which is presented in Section 4.The simulation results are illustrated in Section 5. Finally, theconclusion is presented in Section 6.

    Coordinate Frame Definitions. The ๐‘ frame is the bodycoordinate frame. The ๐‘ฅ๐‘ axis is parallel to the body lateralaxis and points to the right.The ๐‘ฆ๐‘ axis is parallel to the bodylongitudinal axis and points forward.The ๐‘ง๐‘ axis is parallel tothe body vertical axis and points upward.

    The ๐‘› frame is the navigation coordinate frame which isthe local level coordinate frame.The ๐‘›๐‘ฅ axis points to the East,the ๐‘›๐‘ฆ axis points to the North, and the ๐‘›๐‘ง axis points to thezenith.

    The ๐‘’ frame is the Earth-fixed coordinate frame. The ๐‘’๐‘งaxis is parallel to the Earthโ€™s rotation axis and the ๐‘’๐‘ฅ axisis in the equatorial plane and points to the meridian of thebody initial position. The ๐‘’๐‘ฆ axis completes the right-handedcoordinate system.

    The ๐‘– frame is the inertial coordinate frame. It is formedby fixing the ๐‘’ frame at the beginning of the coarse alignmentin the inertial space.

    The ๐‘– frame is the computed inertial coordinate frame.The ๐‘–๐‘0 frame is the body inertial coordinate frame. It is

    formedby fixing the ๐‘ frame at the beginning of the alignmentin the inertial space.

    The ๐‘  frame is the inertial measurement unit (IMU)coordinate frame. The origin of this frame is at the IMUโ€™scenter of gravity and it is in accordance with the ๐‘ frameat first. Besides, ๐‘‚๐‘ฅ๐‘  runs parallel to the longitudinal gyroโ€™ssensing axis and the longitudinal accelerometerโ€™s sensing axis.Similarly, ๐‘‚๐‘ฆ๐‘  runs parallel to the transverse gyroโ€™s sensingaxis and the transverse accelerometerโ€™s sensing axis, whereas๐‘‚๐‘ง๐‘  is vertical to๐‘‚๐‘ฅ๐‘ ๐‘ฆ๐‘  and it is upright.Then the IMU rotatesaround the rotation axis with angular velocity ๐œ”. Thus, the ๐‘ frame varied with the changes of IMUโ€™s position is a real-timevariable frame.

    2. Realization of Coarse Alignment forRotary SINS in the Inertial Frame

    2.1. The Principle of Rotary Modulation Technique. In thissection, the principle of restraining navigation errors will beexplained in detail. First of all, the differential equations ofattitude error and velocity error for Rotary SINS are expressedas

    ฬ‡๐œ™๐‘›= โˆ’๐œ”๐‘›

    ๐‘–๐‘›ร— ๐œ™๐‘›+ ๐›ฟ๐œ”๐‘›

    ๐‘–๐‘›โˆ’ C๐‘›๐‘C๐‘๐‘ ๐›ฟ๐œ”๐‘ 

    ๐‘–๐‘ ,

    ๐›ฟkฬ‡๐‘› = ๐‘“๐‘› ร— ๐œ™๐‘› + C๐‘›๐‘C๐‘๐‘ ๐›ฟ๐‘“๐‘ 

    ๐‘–๐‘ โˆ’ (2๐›ฟ๐œ”

    ๐‘›

    ๐‘–๐‘’+ ๐›ฟ๐œ”๐‘›

    ๐‘’๐‘›) ร— V๐‘›

    โˆ’ (2๐œ”๐‘›

    ๐‘–๐‘’+ ๐œ”๐‘›

    ๐‘’๐‘›) ร— ๐›ฟV๐‘› + ๐›ฟ๐‘”๐‘›.

    (1)

    First of all, the notations used in the equations should beexplained. Subscript denotes a frameโ€™s relative movement toanother frame, and superscript denotes the expression in theframe. For example, ๐œ™๐‘› is the attitude error expressed in the ๐‘›frame and ๐œ”๐‘›

    ๐‘–๐‘›is the angular rate of the ๐‘› frame with respect

    to the ๐‘– frame, expressed in the ๐‘› frame. C๐‘๐‘ is the transform

    matrix from the ๐‘  frame to the ๐‘ frame andC๐‘›๐‘is the transform

    matrix from the ๐‘ frame to the ๐‘› frame. ๐›ฟV๐‘› denotes the vectorerror. In particular, ๐›ฟ๐œ”๐‘ 

    ๐‘–๐‘ and ๐›ฟ๐‘“๐‘ 

    ๐‘–๐‘ are the errors caused by the

    inertial sensors inaccurate measurement. V๐‘› is the velocityexpressed in the ๐‘› frame and ๐‘”๐‘› is the gravity vector in the๐‘› frame. ๐œ”๐‘›

    ๐‘–๐‘’is the Earth rotation rate vector in the ๐‘› frame

    and ๐œ”๐‘›๐‘’๐‘›is the ๐‘› frame angular rate in the ๐‘’ frame.

    In accordance with IMU rotation which continues, theelement of C๐‘

    ๐‘ is changed frequently. The fundamental aspect

    of rotation modulation technique is to change the element of

  • Mathematical Problems in Engineering 3

    C๐‘๐‘ periodically so thatmean values ofC๐‘›

    ๐‘C๐‘๐‘ ๐›ฟ๐œ”๐‘ 

    ๐‘–๐‘ andC๐‘›

    ๐‘C๐‘๐‘ ๐›ฟ๐‘“๐‘ 

    ๐‘–๐‘ 

    approximately approach zero. As a result, the navigationsystem errors are reduced and the system performance isimproved owing to the rotational motion.

    Adopting dual-axis rotation modulating method in thispaper, three gyros and three accelerometers are used as theinertial sensors. Initially, the ๐‘  frame is in accordance with the๐‘ frame.Then the system rotates continuously at the uniformrotational angular velocities ๐œ”1 and ๐œ”2 (๐œ”1 ฬธ= ๐œ”2) around the๐‘‚๐‘ฅ๐‘ and ๐‘‚๐‘ง๐‘ axis of the ๐‘ frame, respectively. We use thetransformmatrixC๐‘ 

    ๐‘to express the relations from the ๐‘ frame

    to the ๐‘  frame:

    C๐‘ ๐‘= C๐‘ ๐‘ฅ๐‘C๐‘ ๐‘ง๐‘. (2)

    Since the outputs of the inertial sensors are measuredfrom the ๐‘  frame, the following equations can be obtained:

    ๐œ”๐‘ 

    ๐‘–๐‘ = C๐‘ ๐‘๏ฟฝฬ‚๏ฟฝ๐‘

    ๐‘–๐‘+ ๐œ”๐‘ 

    ๐‘๐‘ + [๐œ€๐‘ฅ ๐œ€๐‘ฆ ๐œ€๐‘ง]

    ๐‘‡, (3)

    ๐‘“๐‘ 

    ๐‘–๐‘ = C๐‘ ๐‘๐‘“๐‘

    ๐‘–๐‘+ ๐‘“๐‘ 

    ๐‘๐‘ + [โˆ‡๐‘ฅ โˆ‡๐‘ฆ โˆ‡๐‘ง]

    ๐‘‡. (4)

    Among them, it is assumed that the gyroscope drift andaccelerometer bias are ๐œ€๐‘ฅ, ๐œ€๐‘ฆ, and ๐œ€๐‘ง and โˆ‡๐‘ฅ, โˆ‡๐‘ฆ, and โˆ‡๐‘ง. Inaddition, ๐œ”๐‘ 

    ๐‘๐‘ = โˆ’C๐‘ 

    ๐‘๐œ”๐‘

    ๐‘ ๐‘= [๐œ”1 ๐œ”2 sin๐œ”1๐‘ก ๐œ”2 cos๐œ”1๐‘ก]

    ๐‘‡ isthe angular rate of the ๐‘  frame with respect to the ๐‘ frame,expressed in the ๐‘  frame. ๐‘“๐‘ 

    ๐‘–๐‘ is the specific force of the ๐‘ 

    frame with respect to the ๐‘– frame, expressed in the ๐‘  frame.๐‘“๐‘ 

    ๐‘๐‘ = 0 is the specific force of the ๐‘  frame with respect to the

    ๐‘ frame, expressed in the ๐‘  frame. ๐‘“๐‘๐‘–๐‘is the measured output

    of accelerometer. ๏ฟฝฬ‚๏ฟฝ๐‘๐‘–๐‘is the measured output of gyro.

    It is necessary to transform the inertial sensor measure-ments from the ๐‘  frame to the ๐‘ frame, so we have

    ๐œ”๐‘

    ๐‘–๐‘= (C๐‘ ๐‘)๐‘‡๐œ”๐‘ 

    ๐‘–๐‘ + ๐œ”๐‘

    ๐‘ ๐‘, (5)

    ๐‘“๐‘

    ๐‘–๐‘= (C๐‘ ๐‘)๐‘‡๐‘“๐‘ 

    ๐‘–๐‘ + ๐‘“๐‘

    ๐‘ ๐‘, (6)

    where ๐œ”๐‘๐‘–๐‘is the angular rate of the ๐‘ frame with respect to

    the ๐‘– frame, expressed in the ๐‘ frame. ๏ฟฝฬ‚๏ฟฝ๐‘๐‘–๐‘and ๐œ”๐‘

    ๐‘–๐‘denote the

    actual and measured value of the gyro output, respectively.Substituting (3) and (4) using (5) and (6), respectively, the

    drift-bias errors of gyros and accelerometers by the rotationalmotion are

    [[[

    [

    ๐œ€๐‘

    ๐‘ฅ

    ๐œ€๐‘

    ๐‘ฆ

    ๐œ€๐‘

    ๐‘ง

    ]]]

    ]

    =[[[

    [

    ๐œ€๐‘ฅ cos๐œ”2๐‘ก โˆ’ ๐œ€๐‘ฆ cos๐œ”1๐‘ก sin๐œ”2๐‘ก + ๐œ€๐‘ง sin๐œ”1๐‘ก sin๐œ”2๐‘ก๐œ€๐‘ฅ sin๐œ”2๐‘ก + ๐œ€๐‘ฆ cos๐œ”1๐‘ก cos๐œ”2๐‘ก โˆ’ ๐œ€๐‘ง sin๐œ”1๐‘ก cos๐œ”2๐‘ก

    ๐œ€๐‘ฆ sin๐œ”1๐‘ก + ๐œ€๐‘ง cos๐œ”1๐‘ก

    ]]]

    ]

    ,

    [[[

    [

    โˆ‡๐‘

    ๐‘ฅ

    โˆ‡๐‘

    ๐‘ฆ

    โˆ‡๐‘

    ๐‘ง

    ]]]

    ]

    =[[[

    [

    โˆ‡๐‘ฅ cos๐œ”2๐‘ก โˆ’ โˆ‡๐‘ฆ cos๐œ”1๐‘ก sin๐œ”2๐‘ก + โˆ‡๐‘ง sin๐œ”1๐‘ก sin๐œ”2๐‘กโˆ‡๐‘ฅ sin๐œ”2๐‘ก + โˆ‡๐‘ฆ cos๐œ”1๐‘ก cos๐œ”2๐‘ก โˆ’ โˆ‡๐‘ง sin๐œ”1๐‘ก cos๐œ”2๐‘ก

    โˆ‡๐‘ฆ sin๐œ”1๐‘ก + โˆ‡๐‘ง cos๐œ”1๐‘ก

    ]]]

    ]

    .

    (7)

    Above all, we can find that the drift-bias errors of gyrosand accelerometers on three axes in the ๐‘ frame have beenchanged periodically. Consequently, it is confirmed that thedual-axis modulating rotationmethod is useful in restrainingthe drift-bias errors of the inertial sensor on three axes.

    2.2. The Coarse Alignment Algorithm in the Inertial Frame.The coarse alignment for Rotary SINS is to determine thecoordinate transformmatrix from the ๐‘  frame to the ๐‘› frame,which is also called the attitudematrix and could be describedas follows:

    C๐‘›๐‘ (๐‘ก) = C๐‘›

    ๐‘’C๐‘’๐‘–(๐‘ก)C๐‘–๐‘–๐‘0C๐‘–๐‘0๐‘ (๐‘ก) , (8)

    where

    C๐‘›๐‘’=[[

    [

    0 1 0

    โˆ’ sin ๐ฟ 0 cos ๐ฟcos ๐ฟ 0 sin ๐ฟ

    ]]

    ]

    , (9)

    C๐‘’๐‘–(๐‘ก) =

    [[

    [

    cos๐œ”๐‘–๐‘’ (๐‘ก โˆ’ ๐‘ก0) sin๐œ”๐‘–๐‘’ (๐‘ก โˆ’ ๐‘ก0) 0โˆ’ sin๐œ”๐‘–๐‘’ (๐‘ก โˆ’ ๐‘ก0) cos๐œ”๐‘–๐‘’ (๐‘ก โˆ’ ๐‘ก0) 0

    0 0 1

    ]]

    ]

    , (10)

    where ๐ฟ is latitude, ๐œ”๐‘–๐‘’ is the Earth rotation rate, and ๐‘ก0 isthe start time of the coarse alignment. C๐‘–๐‘0

    ๐‘ (๐‘ก) represents the

    transformmatrix from the ๐‘  frame to the ๐‘–๐‘0 frame, which canbe updated by using the gyro output in the ๐‘  frame throughthe attitude quaternion algorithm (its initial value is the unitmatrix).

    Thus, the key of the coarse alignment based on the inertialframe is to compute the transformmatrixC๐‘–

    ๐‘–๐‘0.C๐‘–๐‘–๐‘0represents

    the transform matrix from the ๐‘–๐‘0 frame to the ๐‘– frame and isa constantmatrix. According to dual-vector attitude determi-nationmethod,C๐‘–

    ๐‘–๐‘0can be calculated by using the integration

    of the gravity vector in the ๐‘– frame and the ๐‘–๐‘0 frame at twodifferent moments.

    The accelerometer outputs in the ๐‘  frame consist of theprojection of the gravity vector ๐‘”๐‘ , the projection of theinterference acceleration ๐›ฟ๐‘Ž๐‘ 

    ๐ท, the induced acceleration due

    to the lever-arm ๐‘Ž๐‘ LA, and the constant bias error of theaccelerometer โˆ‡, namely,

    ๐‘“๐‘ = โˆ’๐‘”๐‘ + ๐›ฟ๐‘Ž๐‘ 

    ๐ท+ ๐‘Ž๐‘ 

    LA + โˆ‡. (11)

    As the constant bias error of the accelerometer โˆ‡ isreduced to zero after every rotation period, the integration of

  • 4 Mathematical Problems in Engineering

    the accelerometerโ€™s measured specific force projected in the๐‘–๐‘0 frame can be described as follows:

    V๐‘–๐‘0๐‘“(๐‘ก๐‘˜) = โˆซ

    ๐‘ก๐‘˜

    ๐‘ก0

    C๐‘–๐‘0๐‘C๐‘๐‘ ๐‘“๐‘ ๐‘‘๐‘ก

    = โˆซ

    ๐‘ก๐‘˜

    ๐‘ก0

    C๐‘–๐‘0๐‘C๐‘๐‘ (โˆ’๐‘”๐‘ + ๐›ฟ๐‘Ž๐‘ 

    ๐ท+ ๐‘Ž๐‘ 

    LA) ๐‘‘๐‘ก

    = โˆ’C๐‘–๐‘0๐‘–โˆซ

    ๐‘ก๐‘˜

    ๐‘ก0

    ๐‘”๐‘–๐‘‘๐‘ก + ๐›ฟV๐‘–๐‘0

    ๐ท+ V๐‘–๐‘0LA,

    (12)

    V๐‘–๐‘0LA = โˆซ๐‘ก๐‘˜

    ๐‘ก0

    ๐‘Ž๐‘–๐‘0

    LA๐‘‘๐‘ก = C๐‘–๐‘0๐‘ (๐œ”๐‘ 

    ๐‘–๐‘ ร— ๐‘Ÿ๐‘ ) . (13)

    As the integration of the ๐›ฟ๐‘Ž๐‘ ๐ทapproaches zero approximately

    after every rotation period, (12) becomes

    V๐‘–๐‘0 (๐‘ก๐‘˜) = V๐‘–๐‘0

    ๐‘“(๐‘ก๐‘˜) โˆ’ V

    ๐‘–๐‘0

    LA (๐‘ก๐‘˜) = โˆ’C๐‘–๐‘0

    ๐‘–โˆซ

    ๐‘ก๐‘˜

    ๐‘ก0

    ๐‘”๐‘–๐‘‘๐‘ก

    = C๐‘–๐‘0๐‘–V๐‘– (๐‘ก๐‘˜) ,

    (14)

    where ๐‘”๐‘– is the gravity vector in the ๐‘– frame. Integrating ๐‘”๐‘–

    from ๐‘ก0 to ๐‘ก๐‘˜ yieldsฮ”๐‘ก๐‘˜ = ๐‘ก๐‘˜โˆ’๐‘ก0, andV๐‘–(๐‘ก๐‘˜) could be computedas

    V๐‘– (๐‘ก๐‘˜) =

    [[[[[[[[

    [

    ๐‘” cos ๐ฟ๐œ”๐‘–๐‘’

    sin๐œ”๐‘–๐‘’ฮ”๐‘ก๐‘˜

    ๐‘” cos ๐ฟ๐œ”๐‘–๐‘’

    (1 โˆ’ cos๐œ”๐‘–๐‘’ฮ”๐‘ก๐‘˜)

    ฮ”๐‘ก๐‘˜๐‘” sin ๐ฟ

    ]]]]]]]]

    ]

    . (15)

    Substituting (15) in (14), the following equations can beobtained:

    V๐‘–๐‘0 (๐‘ก๐‘˜1) = C๐‘–๐‘0

    ๐‘–V๐‘– (๐‘ก๐‘˜1) ,

    V๐‘–๐‘0 (๐‘ก๐‘˜2) = C๐‘–๐‘0

    ๐‘–V๐‘– (๐‘ก๐‘˜2) ,

    (16)

    where ๐‘ก๐‘˜2 is the end time of coarse alignment and ๐‘ก0 < ๐‘ก๐‘˜1 <๐‘ก๐‘˜2.

    From (16), C๐‘–๐‘–๐‘0could be calculated by the following

    equation:

    C๐‘–๐‘–๐‘0=

    [[[[

    [

    (V๐‘–)๐‘‡

    (๐‘ก๐‘˜1)

    (V๐‘–)๐‘‡

    (๐‘ก๐‘˜2)

    [V๐‘– (๐‘ก๐‘˜1) ร— V๐‘– (๐‘ก๐‘˜2)]๐‘‡

    ]]]]

    ]

    โˆ’1

    โ‹…

    [[[[

    [

    (V๐‘–๐‘0)๐‘‡

    (๐‘ก๐‘˜1)

    (V๐‘–๐‘0)๐‘‡

    (๐‘ก๐‘˜2)

    [V๐‘–๐‘0 (๐‘ก๐‘˜1) ร— V๐‘–๐‘0 (๐‘ก๐‘˜2)]๐‘‡

    ]]]]

    ]

    .

    (17)

    After deriving C๐‘–๐‘–๐‘0, the attitude matrix C๐‘›

    ๐‘ can be calcu-

    lated through (8).

    3. Fine Alignment Error Model andObservability Analysis

    The coarse initial attitude angle can be obtained by the coarsealignment method in Section 2. The marine heading angleerror is estimated to within a few degrees and pitch/roll angleto within a few tenths of a degree, which allow the fine align-ment filter to operate within it in the linear region. In this sec-tion, the fine alignment errormodel of Rotary SINS in inertialframe is developed. Moreover, observability analysis of theerror model is discussed using PWCS and SVD theory beforedesigning the filter.

    3.1. Fine Alignment Error Model. Using (8) for reference, theattitude matrix C๐‘›

    ๐‘ (๐‘ก) which remains to be calculated with

    high accuracy at the end of the fine alignment procedure canbe represented as

    C๐‘›๐‘ (๐‘ก) = C๐‘›

    ๐‘’C๐‘’๐‘–(๐‘ก)C๐‘–๐‘ (๐‘ก) , (18)

    whereC๐‘’๐‘›andC๐‘’

    ๐‘–(๐‘ก) are derived from (9) and (10), respectively.

    C๐‘–๐‘ (๐‘ก) can be described as follows:

    C๐‘–๐‘ (๐‘ก) = [C๐‘–

    ๐‘–(๐‘ก)]

    โˆ’1

    C๐‘–

    ๐‘ (๐‘ก) , (19)

    whereC๐‘–

    ๐‘ (๐‘ก) represents the transformmatrix from the ๐‘  frame

    to the computed inertial frame ๐‘– and is given by

    C๐‘–

    ๐‘ (๐‘ก) = C๐‘–

    ๐‘ (0) ฮ”C๐‘–

    ๐‘ , (20)

    where the attitude matrix C๐‘–

    ๐‘ (0) relates the ๐‘  frame to the ๐‘–

    frame at the beginning of the fine alignment, which is derivedfrom the coarse alignment. Through the attitude quaternionupdating algorithm, the matrix ฮ”C๐‘–

    ๐‘ can be computed recur-

    sively with the gyro and accelerometer outputs. Furthermore,there exist misalignment angles ๐œ‘๐‘– between the inertial frame๐‘– and the computed inertial frame ๐‘– owing to componenterrors; the transitionmatrixC๐‘–

    ๐‘–can be constructed as follows:

    C๐‘–

    ๐‘–= ๐ผ โˆ’ [๐œ‘

    ๐‘–ร—] =

    [[[

    [

    1 โˆ’๐œ‘๐‘–

    ๐‘ง๐œ‘๐‘–

    ๐‘ฆ

    ๐œ‘๐‘–

    ๐‘ง1 โˆ’๐œ‘

    ๐‘–

    ๐‘ฅ

    โˆ’๐œ‘๐‘–

    ๐‘ฆ๐œ‘๐‘–

    ๐‘ฅ1

    ]]]

    ]

    . (21)

    By substituting (20) in (19), the transform matrix C๐‘–๐‘ (๐‘ก)

    can be determined. So themain problemof the fine alignmentbecomes the estimation of misalignment angles ๐œ‘๐‘–. Systemerror equations should be established firstly, which includevelocity and attitude error equations. The measured specificforce projected from accelerometer in the ๐‘– frame can bewritten as

    C๐‘–

    ๐‘ ๐‘“๐‘ 

    = C๐‘–

    ๐‘ [(๐ผ + ๐›ฟ๐พ๐ด) (๐ผ + ๐›ฟ๐ด) (โˆ’๐‘”

    ๐‘ + ๐‘Ž๐‘ 

    LA + ๐‘Ž๐‘ 

    ๐ท) + โˆ‡]

    โ‰ˆ โˆ’๐‘”๐‘–+ ๐œ‘๐‘–ร— ๐‘”๐‘–+ C๐‘–๐‘ โˆ‡ + C๐‘–

    ๐‘ ๐‘Ž๐‘ 

    LA + C๐‘–

    ๐‘ ๐›ฟ๐‘Ž๐‘ ,

    (22)

  • Mathematical Problems in Engineering 5

    where ๐›ฟ๐‘Ž๐‘  is the interference acceleration in the ๐‘  frame andaccelerometer bias โˆ‡ includes constant drift โˆ‡๐‘ and Gaussianwhite noise โˆ‡๐‘ค, namely, โˆ‡ = โˆ‡๐‘ + โˆ‡๐‘ค. So (22) can be writtenas

    C๐‘–

    ๐‘ ๐‘“๐‘ + ๐‘”๐‘–โˆ’ C๐‘–

    ๐‘ ๐‘Ž๐‘ 

    LA = ๐œ‘๐‘–ร— ๐‘”๐‘–+ C๐‘–๐‘ โˆ‡๐‘ + C

    ๐‘–

    ๐‘ โˆ‡๐‘ค + ๐›ฟ๐‘Ž

    ๐‘–. (23)

    Integrating (23) from ๐‘ก1 to ๐‘ก yields

    Vฬƒ๐‘– = โˆซ๐‘ก

    ๐‘ก1

    C๐‘–

    ๐‘ ๐‘“๐‘ ๐‘‘๐œ + โˆซ

    ๐‘ก

    ๐‘ก1

    ๐‘”๐‘–๐‘‘๐œ โˆ’ โˆซ

    ๐‘ก

    ๐‘ก1

    C๐‘–

    ๐‘ ๐‘Ž๐‘ 

    LA๐‘‘๐œ

    = โˆซ

    ๐‘ก

    ๐‘ก1

    ๐œ‘๐‘–ร— ๐‘”๐‘–๐‘‘๐œ + โˆซ

    ๐‘ก

    ๐‘ก1

    C๐‘–๐‘ โˆ‡๐‘๐‘‘๐œ + โˆซ

    ๐‘ก

    ๐‘ก1

    C๐‘–๐‘ โˆ‡๐‘ค๐‘‘๐œ

    + โˆซ

    ๐‘ก

    ๐‘ก1

    ๐›ฟ๐‘Ž๐‘–๐‘‘๐œ,

    (24)

    where V๐‘–LA = โˆซ๐‘ก

    ๐‘ก1C๐‘–

    ๐‘ ๐‘Ž๐‘ 

    LA๐‘‘๐œ = C๐‘–

    ๐‘ (๐œ”๐‘ 

    ๐‘–๐‘ ร— ๐‘Ÿ๐‘ ), ๐›ฟV๐‘–๐ท= โˆซ๐‘ก

    ๐‘ก1๐›ฟ๐‘Ž๐‘–๐‘‘๐œ,

    V๐‘–๐‘”= โˆซ๐‘ก

    ๐‘ก1๐‘”๐‘–๐‘‘๐œ, and V๐‘–

    ๐‘“= โˆซ๐‘ก

    ๐‘ก1C๐‘–

    ๐‘ ๐‘“๐‘ ๐‘‘๐œ. Consider

    ๐›ฟV๐‘– = โˆซ๐‘ก

    ๐‘ก1

    ๐œ‘๐‘–ร— ๐‘”๐‘–๐‘‘๐œ + โˆซ

    ๐‘ก

    ๐‘ก1

    C๐‘–๐‘ โˆ‡๐‘๐‘‘๐œ + โˆซ

    ๐‘ก

    ๐‘ก1

    C๐‘–๐‘ โˆ‡๐‘ค๐‘‘๐œ. (25)

    Measurement vectors could be described as follows:

    Z = Vฬƒ๐‘– = V๐‘–๐‘“+ V๐‘–๐‘”โˆ’ V๐‘–LA = ๐›ฟV

    ๐‘–+ V๐‘ค + ๐›ฟV

    ๐‘–

    ๐ท. (26)

    In interference angular velocities and accelerations envi-ronment, the velocity error equation in the inertial frame canbe defined as

    ๐›ฟVฬ‡๐‘– = โˆ’๐‘”๐‘– ร— ๐œ‘๐‘– + C๐‘–๐‘ โˆ‡๐‘ + C

    ๐‘–

    ๐‘ โˆ‡๐‘ค. (27)

    In accordance with the differential equations of C๐‘–๐‘ and

    C๐‘–

    ๐‘ , themisalignment angle equation in the inertial frame can

    be defined as

    ๏ฟฝฬ‡๏ฟฝ๐‘–= โˆ’C๐‘–๐‘ ๐œ€๐‘ โˆ’ C

    ๐‘–

    ๐‘ ๐œ€๐‘ค, (28)

    where ๐œ€๐‘ and ๐œ€๐‘ค are gyro constant drift and Gaussian whitenoise.

    With gyro drift and accelerometer bias added to statevectors, the state equation in the dynamic disturbance envi-ronment is described as follows:

    Xฬ‡ (๐‘ก) = A (๐‘ก)X (๐‘ก) + B (๐‘ก)W. (29)

    The state vectors and system noise in (29) are

    X (๐‘ก) = [๐›ฟ๐‘‰๐‘–๐‘ฅ, ๐›ฟ๐‘‰๐‘–

    ๐‘ฆ, ๐›ฟ๐‘‰๐‘–

    ๐‘ง, ๐œ‘๐‘–

    ๐‘ฅ, ๐œ‘๐‘–

    ๐‘ฆ, ๐œ‘๐‘–

    ๐‘ง, ๐œ€๐‘๐‘ฅ, ๐œ€๐‘๐‘ฆ, ๐œ€๐‘๐‘ง, โˆ‡๐‘๐‘ฅ,

    โˆ‡๐‘๐‘ฆ, โˆ‡๐‘๐‘ง]๐‘‡

    W = [โˆ‡๐‘ค๐‘ฅ, โˆ‡๐‘ค๐‘ฆ, โˆ‡๐‘ค๐‘ง, ๐œ€๐‘ค๐‘ฅ, ๐œ€๐‘ค๐‘ฆ, ๐œ€๐‘ค๐‘ง, 0, 0, 0, 0, 0, 0]๐‘‡

    ,

    (30)

    where six vectors in ๐‘Š(๐‘ก) are the noise of accelerometersand gyros in the ๐‘  frame, which is normally distributed whitenoise with zero mean and๐‘„(๐‘ก) variance.The state matrix and

    system noise matrix of Rotary SINS in the inertial frame areas follows:

    A =[[[[[[

    [

    03ร—3 โˆ’ (๐‘”๐‘–(๐‘ก) ร—) 03ร—3 C๐‘–๐‘  (๐‘ก)

    03ร—6 โˆ’C๐‘–๐‘  (๐‘ก) 03ร—303ร—12

    03ร—12

    ]]]]]]

    ]

    ,

    B =[[[[[

    [

    C๐‘–๐‘ (๐‘ก) 03ร—3 03ร—3 03ร—3

    03ร—3 โˆ’C๐‘–๐‘  (๐‘ก) 03ร—603ร—12

    03ร—12

    ]]]]]

    ]

    .

    (31)

    Furthermore, velocity errors are selected as measurementvectors and the measurement equation is

    Z (๐‘ก) = HX (๐‘ก) + V๐‘ค + ๐›ฟV๐‘–

    ๐ท. (32)

    The measurement matrix in (32) is

    H = [I3ร—3 03ร—9] , (33)

    where ๐›ฟV๐‘–๐ทis uncertainty measurement disturbance caused

    by the marineโ€™s rock and sway. V๐‘ค is system measurementnoise, which is white noise.

    3.2. Observability Analysis Using PWCS and SVD. For thedesigning of optimal filter, the observability of the systemmodel is an important issue and requires careful investiga-tion, as it is crucial for the stability and convergence of the fil-ter. In this section, the observability analysis of the fine align-ment model for Rotary SINS is discussed using twomethods,which are piecewise constant system (PWCS) [16, 17] methodand singular value decomposition (SVD) [18, 19]. First, thePWCS analysis method is used to discover the number of theobservable state value inMATLAB. Second, the SVDmethodis used to calculate the observable degree of every state value,because it is an efficient method to analyze the observabledegree of every state value for completely observable and theincompletely observable system.

    Assume that the matrix ๐‘…๐‘˜ is the observability matrix ofa dynamic system; it can be expressed by

    ๐‘…๐‘˜ = ๐‘ˆฮฃ๐‘‰๐‘‡, (34)

    where ๐‘ˆ = [๐‘ข1, ๐‘ข2, . . . , ๐‘ข๐‘š] and ๐‘‰ = [V1, V2, . . . , V๐‘š] are bothorthogonal matrixes. ฮฃ = [๐‘† 0(๐‘šโˆ’๐‘Ÿ)ร—๐‘Ÿ]

    ๐‘‡ is a matrix with๐‘šร—๐‘Ÿorder, ๐‘† = diag{๐œŽ1, ๐œŽ2, . . . , ๐œŽ๐‘Ÿ} is a diagonal matrix, and ๐œŽ1 โ‰ฅ๐œŽ2 โ‰ฅ โ‹… โ‹… โ‹… โ‰ฅ ๐œŽ๐‘Ÿ > 0 are called the singular value of the matrix๐‘…๐‘˜, ๐‘Ÿ = rank(๐ด).

    The measurement matrix is given by

    ๐‘…๐‘˜๐‘‹0 = ๐‘, (35)

  • 6 Mathematical Problems in Engineering

    Table 1: The comparison of observable degree for Rotary SINS.

    Time ๐›ฟ๐‘‰๐‘ฅ

    ๐›ฟ๐‘‰๐‘ฆ

    ๐›ฟ๐‘‰๐‘ง

    ๐œ‘๐‘ฅ

    ๐œ‘๐‘ฆ

    ๐œ‘๐‘ง

    ๐œ€๐‘ฅ

    ๐œ€๐‘ฆ

    ๐œ€๐‘ง

    โˆ‡๐‘ฅ

    โˆ‡๐‘ฆ

    โˆ‡๐‘ง

    1 1.0135 1.1031 1.0324 0.6251 13.8570 13.8636 13.7323 13.9108 2.2515 1.4198 1.4641 1.39462 1.1089 1.2246 1.1567 0.6785 13.8836 13.8975 13.7635 13.9438 2.4624 1.4856 1.5358 1.42983 1.2452 1.3244 1.2346 0.7037 13.9104 13.9044 13.8015 13.9704 2.6584 1.5203 1.5747 1.4742

    where ๐‘‹0 is the initial state vector and ๐‘ is measurementvector. By substituting (34) into (35), we can obtain

    ๐‘ =

    ๐‘Ÿ

    โˆ‘

    ๐‘–=1

    ๐œŽ๐‘– (V๐‘‡

    ๐‘–๐‘‹0) ๐‘ข๐‘– (36)

    ๐‘‹0 = (๐‘ˆฮฃ๐‘‰๐‘‡)โˆ’1

    ๐‘ =

    ๐‘Ÿ

    โˆ‘

    ๐‘–=1

    (๐‘ข๐‘‡

    ๐‘–๐‘ง

    ๐œŽ๐‘–

    ) V๐‘–. (37)

    According to (37), initial state vector ๐‘‹0 describes anellipsoid when measurement vector ๐‘ is constant norm, andthe equation is given by

    ๐‘Ÿ

    โˆ‘

    ๐‘–=1

    (V๐‘‡๐‘–๐‘‹0๐‘ข๐‘–

    ๐‘Ž๐‘–

    )

    2

    =๐‘ฆ

    2, (38)

    where ๐‘Ž๐‘– = 1/๐œŽ๐‘– represents the principal axis length of theellipsoid. Obviously, the volume of the ellipsoid is determinedby singular value. The volume reduces as well as the statevector ๐‘‹0 when the singular value rises up. Therefore,singular value represents the ellipsoid radius formed by theestimated initial state. The ellipsoid radius becomes smalleras the singular value becomes larger, and the estimationperformance of the initial state is better.

    For Rotary SINS, we use dual-axis rotation schemepresented above; the initial state vector corresponding to 12singular values is found by (34)โ€“(38), and the rotating angularvelocity is ๐œ”1 = 3๐œ”2 = 18

    โˆ˜/s. Table 1 shows the comparison

    of observable degree for Rotary SINS in interference angularvelocities and accelerations environment during three succes-sive time periods.

    Table 1 demonstrates that the system is completelyobservable and every state value can be estimated with theSVD theory. Particularly, ๐œ€๐‘ฆ, ๐œ‘๐‘ง, ๐œ‘๐‘ฆ, ๐œ€๐‘ฅ, and ๐œ€๐‘ง which have alarger observable degree can reach a better alignment effect.The observable degree of ๐›ฟ๐‘‰๐‘ฅ, ๐›ฟ๐‘‰๐‘ฆ, and ๐›ฟ๐‘‰๐‘ง is almost 1.Compared with the other eleven states, the observable degreeof ๐œ‘๐‘ฅ is a little smaller. But it is large enough to be observable.On the basis of observability theory, the filter has beendesigned to estimate the system state parameters.

    4. Novel Adaptive Kalman Filter Designed forFine Alignment

    In the fine alignment procedure, Kalman filter is an optimallinear estimator when the measurement noise has a Gaussiandistribution with known covariance. However, when RotarySINS is under the large dynamic disturbance environment,the conventional Kalman filter becomes not an optimalestimator, which may tend to diverge. In this section, a novel

    adaptive Kalman filter for fine alignment that utilizes themeasurement residual to estimate measurement noise vari-ance in real time is investigated. The novel adaptive filteris developed according to the optimality condition of theadaptive Kalman filter presented in [20, 21].

    The system error model which we discussed above can beconsidered as the following state-space system:

    ๐‘‹๐‘˜ = ฮฆ๐‘˜,๐‘˜โˆ’1๐‘‹๐‘˜โˆ’1 + ฮ“๐‘˜โˆ’1๐‘Š๐‘˜โˆ’1, (39)

    ๐‘๐‘˜ = ๐ป๐‘˜๐‘‹๐‘˜ + ๐‘‰๐‘˜. (40)

    The measurement residual is given by

    ๐›ฟ๐‘๐‘˜ = ๐‘๐‘˜ โˆ’ ๐ป๐‘˜๐‘‹๐‘˜,๐‘˜โˆ’1. (41)

    By substituting (40) in (41), themeasurement residual canbe written as

    ๐›ฟ๐‘๐‘˜ = ๐ป๐‘˜ (๐‘‹๐‘˜ โˆ’ ๐‘‹๐‘˜,๐‘˜โˆ’1) + ๐‘‰1๐‘˜ + ๐›ผ๐‘‰2๐‘˜

    + ๐œ’ (๐‘‹๐‘˜, ๐‘‹๐‘˜,๐‘˜โˆ’1) ,

    (42)

    where ๐›ผ is a real number, ๐›ผ โ‰ฅ 0, ๐‘‰1๐‘˜ is the measurementnoise with a fixed variance, and ๐‘‰2๐‘˜ is the time-varyingmeasurement noise. It is assumed that the two types of mea-surement noises are uncorrelated. ๐œ’(๐‘‹๐‘˜, ๐‘‹๐‘˜,๐‘˜โˆ’1) is the higherorder item in the estimation error. If this item is ignored, (42)can be simplified to

    ๐›ฟ๐‘๐‘˜ = ๐ป๐‘˜ (๐‘‹๐‘˜ โˆ’ ๐‘‹๐‘˜,๐‘˜โˆ’1) + ๐‘‰1๐‘˜ + ๐›ผ๐‘‰2๐‘˜. (43)

    The covariance of the measurement residual is expressedas

    S๐‘˜,๐‘˜โˆ’1 = ๐ธ [๐›ฟZ๐‘˜๐›ฟZ๐‘‡

    ๐‘˜] = H๐‘˜P๐‘˜,๐‘˜โˆ’1H

    ๐‘‡

    ๐‘˜+ R1๐‘˜ + ๐›ฝR2๐‘˜, (44)

    where ๐›ฝ = ๐›ผ2 is scalar value that accommodates the filterโ€™sstability and optimality, R1๐‘˜ = ๐ธ[V1๐‘˜V๐‘‡1๐‘˜], and R2๐‘˜ =๐ธ[V2๐‘˜V๐‘‡2๐‘˜].

    The covariance of state estimation error is defined as

    ๐‘ƒ๐‘˜,๐‘˜โˆ’1 = ฮฆ๐‘˜,๐‘˜โˆ’1๐‘ƒ๐‘˜โˆ’1ฮฆ๐‘‡

    ๐‘˜,๐‘˜โˆ’1+ ๐‘„๐‘‘. (45)

    Substituting (45) into (44) results in

    S๐‘˜,๐‘˜โˆ’1 = H๐‘˜ (ฮฆ๐‘˜,๐‘˜โˆ’1๐‘ƒ๐‘˜โˆ’1ฮฆ๐‘‡

    ๐‘˜,๐‘˜โˆ’1+ ๐‘„๐‘‘)H

    ๐‘‡

    ๐‘˜+ R1๐‘˜

    + ๐›ฝR2๐‘˜ = ๐ฟ1 + ๐›ฝ๐ฟ2,(46)

    where ๐ฟ1 = H๐‘˜(ฮฆ๐‘˜,๐‘˜โˆ’1๐‘ƒ๐‘˜โˆ’1ฮฆ๐‘‡๐‘˜,๐‘˜โˆ’1+๐‘„๐‘‘)H๐‘‡

    ๐‘˜+R1๐‘˜ and ๐ฟ2 = R2๐‘˜.

  • Mathematical Problems in Engineering 7

    Thus we can get the optimal gain of the adaptive Kalmanfilter as follows:

    ๐พ๐‘˜ = ๐‘ƒ๐‘˜,๐‘˜โˆ’1๐ป๐‘‡

    ๐‘˜๐‘†โˆ’1

    ๐‘˜,๐‘˜โˆ’1. (47)

    To obtain the optimal gain, in [15], the cost equation isdefined in terms of minimizing the Frobenius norm to calcu-late ๐›ฝ value in real time. In this paper, we employ the opti-mality condition of the adaptive Kalman filter to obtain theoptimal gain. The following equation shows the optimalitycondition, which means that the sequence of measurementresiduals is uncorrelated:

    ๐ถ๐‘— (๐‘˜) = E [๐›ฟZ๐‘˜+๐‘—๐›ฟZ๐‘‡

    ๐‘˜] = H๐‘˜P๐‘˜,๐‘˜โˆ’1H

    ๐‘‡

    ๐‘˜+ R1๐‘˜ + ๐›ฝR2๐‘˜

    = 0 (๐‘— = 1, 2, . . . ; ๐‘˜ = 0, 1, . . .) .

    (48)

    The autocovariance of the measurement residuals is

    ๐ถ๐‘— (๐‘˜) = E [๐›ฟZ๐‘˜+๐‘—๐›ฟZ๐‘‡

    ๐‘˜]

    = ๐ป๐‘˜+๐‘—๐œ™๐‘˜+1,๐‘˜+๐‘—โˆ’1 [๐ผ โˆ’ ๐พ๐‘˜+๐‘—โˆ’1๐ป๐‘˜+๐‘—โˆ’1]

    โ‹… โ‹… โ‹… ๐œ™๐‘˜+2,๐‘˜+1 [๐ผ โˆ’ ๐พ๐‘˜+1๐ป๐‘˜+1]

    โ‹… ๐œ™๐‘˜+1,๐‘˜ [๐‘ƒ๐‘˜|๐‘˜โˆ’1๐ป๐‘‡

    ๐‘˜โˆ’ ๐พ๐‘˜๐ถ0 (๐‘˜)] , โˆ€๐‘— = 1, 2, 3, . . . .

    (49)

    In reality, the real covariance of the measurement residu-als is different from a theoretical one owing to model errorsor unknown external disturbances. Thus, ๐ถ๐‘—(๐‘˜) may not beidentical to zero. From (49), we know that if the last termof ๐ถ๐‘—(๐‘˜) which is the only common item of ๐ถ๐‘—(๐‘˜) for all๐‘— = 1, 2, 3, . . . is zero,

    ๐‘ƒ๐‘˜|๐‘˜โˆ’1๐ป๐‘‡

    ๐‘˜โˆ’ ๐พ๐‘˜๐ถ0 (๐‘˜) = 0, (50)

    then the gain ๐พ๐‘˜ is optimal. In other words, if the gain ๐พ๐‘˜is optimal, (50) holds. Equation (50) forms the basis fordetermining scalar value ๐›ฝ. In particular,๐ถ0(๐‘˜) in (50) whichis computed from measured data in real time, according to ๐‘˜successive residuals, can be shown as

    ๐ถ0 (๐‘˜) =1

    ๐‘˜ โˆ’ 1

    ๐‘˜

    โˆ‘

    ๐‘–=1

    ๐›ฟ๐‘๐‘–๐›ฟ๐‘๐‘‡

    ๐‘–. (51)

    The optimal scalar value ๐›ฝ can be obtained by (52) whenthe system model satisfies Assumptions 1 and 2, which is theoptimality condition of the adaptive Kalman filter presentedin [20, 21].

    Assumption 1. ๐‘„(๐‘˜), ๐‘…(๐‘˜), and ๐‘ƒ(0) are all positive definitesymmetrical matrix.

    Assumption 2. Themeasurement matrix๐ป(๐‘˜) is full ranked:

    ๐›ฝ =tr [๐ถ0 (๐‘˜) โˆ’ ๐ฟ1]

    tr [๐ฟ2], (52)

    where if ๐›ฝ โ‰ค 0, ๐›ฝ = 0 and if ๐›ฝ โ‰ฅ max๐›ฝ, ๐›ฝ = max๐›ฝ.

    Proof. Substituting (47) into the optimality condition (50)gives

    ๐‘ƒ๐‘˜|๐‘˜โˆ’1๐ป๐‘‡

    ๐‘˜[๐ผ โˆ’ (๐ฟ1 + ๐›ฝ๐ฟ2)

    โˆ’1๐ถ0 (๐‘˜)] = 0. (53)

    Since ๐‘ƒ๐‘˜|๐‘˜โˆ’1 and ๐ถ0(๐‘˜) are full-ranked symmetric matrixaccording to Assumptions 1 and 2 and (51), left multiplying๐‘ƒโˆ’1

    ๐‘˜|๐‘˜โˆ’1and right multiplying ๐ถ0(๐‘˜)

    โˆ’1 on both sides of (53), itis obvious that (53) implies the following relation:

    ๐ป๐‘‡

    ๐‘˜๐ถ0 (๐‘˜)

    โˆ’1โˆ’ ๐ป๐‘‡

    ๐‘˜(๐ฟ1 + ๐›ฝ๐ฟ2)

    โˆ’1= 0; (54)

    then

    ๐ป๐‘‡

    ๐‘˜๐ถ0 (๐‘˜)

    โˆ’1(๐ฟ1 + ๐›ฝ๐ฟ2) = ๐ป

    ๐‘‡

    ๐‘˜. (55)

    Since ๐ป๐‘˜ is full-ranked matrix according toAssumption 2, (55) is simplified as

    ๐›ฝ๐ฟ2 = ๐ถ0 (๐‘˜) โˆ’ ๐ฟ1. (56)

    To avoid inversionmanipulation, trace is directly taken inboth sides of (56):

    tr (๐›ฝ๐ฟ2) = tr (๐ถ0 (๐‘˜) โˆ’ ๐ฟ1) (57)

    then we can get the scalar value ๐›ฝ in (52). Proof ends.

    As shown in [20, 21], instability issues may arise when noupper bound is set for the scalar value. Thus the upper andlower bound are defined for the measurement noise varianceas [0 ๐›ฝmax], and the rule is as follows: if ๐›ฝ โ‰ค 0, ๐›ฝ = 0 and if๐›ฝ โ‰ฅ ๐›ฝmax, ๐›ฝ = ๐›ฝmax.The ๐›ฝmax value can be defined by the useraccording to (44).

    Substituting ๐›ฝ into (46) during the initial alignmentprocess, the proposed adaptive filter for the system stateestimation is as follows:

    ๐‘‹๐‘˜,๐‘˜โˆ’1 = ฮฆ๐‘˜,๐‘˜โˆ’1๐‘‹๐‘˜โˆ’1,

    ๐‘ƒ๐‘˜,๐‘˜โˆ’1 = ฮฆ๐‘˜,๐‘˜โˆ’1๐‘ƒ๐‘˜โˆ’1ฮฆ๐‘‡

    ๐‘˜,๐‘˜โˆ’1+ ๐‘„๐‘‘,

    ๐ฟ1 = H๐‘˜ (ฮฆ๐‘˜,๐‘˜โˆ’1๐‘ƒ๐‘˜โˆ’1ฮฆ๐‘‡

    ๐‘˜,๐‘˜โˆ’1+ ๐‘„๐‘‘)H

    ๐‘‡

    ๐‘˜+ R1๐‘˜,

    ๐ฟ2 = R2๐‘˜,

    ๐ถ0 (๐‘˜) =1

    ๐‘˜ โˆ’ 1

    ๐‘˜

    โˆ‘

    ๐‘–=1

    ๐›ฟ๐‘๐‘–๐›ฟ๐‘๐‘‡

    ๐‘–,

    ๐›ฝ =tr [๐ถ0 (๐‘˜) โˆ’ ๐ฟ1]

    tr [๐ฟ2],

    ๐‘†๐‘˜,๐‘˜โˆ’1 = ๐ป๐‘˜๐‘ƒ๐‘˜,๐‘˜โˆ’1๐ป๐‘‡

    ๐‘˜+ ๐‘…1๐‘˜ + ๐›ฝ๐‘…2๐‘˜,

    ๐พ๐‘˜ = ๐‘ƒ๐‘˜,๐‘˜โˆ’1๐ป๐‘‡

    ๐‘˜๐‘†โˆ’1

    ๐‘˜,๐‘˜โˆ’1,

    ๐‘ƒ๐‘˜ = [๐ผ โˆ’ ๐พ๐‘˜๐ป๐‘˜] ๐‘ƒ๐‘˜,๐‘˜โˆ’1,

    ๐‘‹๐‘˜ = ๐‘‹๐‘˜,๐‘˜โˆ’1 + ๐พ๐‘˜ [๐‘๐‘˜ โˆ’ ๐ป๐‘˜๐‘‹๐‘˜,๐‘˜โˆ’1] .

    (58)

    For (32) it consists of three measurements. A scalar value๐›ฝ is required for each measurement, as every measurement

  • 8 Mathematical Problems in Engineering

    0 1000 2000 3000 4000

    20

    0

    โˆ’20

    โˆ’40

    โˆ’60

    โˆ’80

    โˆ’100

    100

    80

    60

    40

    20

    0

    โˆ’20

    t (s)0 1000 2000 3000 4000

    t (s)0 1000 2000 3000 4000

    t (s)

    ๐›ฟ๐œ‘x()

    ๐›ฟ๐œ‘z()

    50

    0

    โˆ’50

    โˆ’100

    ๐›ฟ๐œ‘y()

    (a) Estimation of attitude errors

    0

    5

    10

    15

    0204060

    โˆ’5

    โˆ’10 โˆ’60

    โˆ’40

    โˆ’20

    0204060

    โˆ’60

    โˆ’40

    โˆ’20

    0 1000 2000 3000 4000t (s)

    0 1000 2000 3000 4000t (s)

    0 1000 2000 3000 4000t (s)

    ๐›ฟVx

    (m/s

    )

    ๐›ฟVy

    (m/s

    )

    ๐›ฟVz

    (m/s

    )

    (b) Estimation of velocity error

    0 1000 2000 3000 4000

    1

    0.5

    0

    โˆ’0.5

    โˆ’1

    โˆ’1.5

    โˆ’2

    2

    0

    โˆ’2

    โˆ’4

    โˆ’6

    โˆ’8

    โˆ’10

    1

    0

    โˆ’1

    โˆ’2

    โˆ’3

    โˆ’40 1000 2000 3000 40000 1000 2000 3000 4000

    t (s) t (s) t (s)

    ร—10โˆ’4 ร—10โˆ’5

    ร—10โˆ’3

    ๐œ€ x(โˆ˜/h)

    ๐œ€ y(โˆ˜/h)

    ๐œ€ z(โˆ˜/h)

    (c) Estimation of gyro drifts

    0

    50

    0

    20

    40

    60

    80

    050

    โˆ’50

    โˆ’100

    โˆ’20

    โˆ’50

    โˆ’100

    โˆ’150

    โˆ’200

    โˆ’250โˆ’1500 1000 2000 3000 4000 0 1000 2000 3000 4000 0 1000 2000 3000 4000

    t (s) t (s) t (s)

    โˆ‡x

    (๐œ‡g)

    โˆ‡y

    (๐œ‡g)

    โˆ‡z

    (๐œ‡g)

    (d) Estimation of accelerometer biases

    Figure 1: The simulation results of NAKF.

    has unique characteristics. Similar to [15], this paper solvesthis problem using a scalar measurement updating ๐‘ˆ/๐ทcovariance factorization filter, where๐‘ˆ is an upper triangularand unitary matrix and ๐ท is a diagonal matrix. It is alsoadvantageous to utilize the ๐‘ˆ/๐ท covariance factorizationfilter when designing and implementing the novel adaptivefilter.

    5. Simulation Results

    The parameters of the simulation are set as follows.

    The marine is rocked by the surf and wind. The pitch ๐œƒ,roll ๐›พ, and heading ๐œ“ resulting from the marine rocking arechanged periodically and can be described as follows:

    ๐œƒ = 7โˆ˜ cos(2๐œ‹

    5๐‘ก +

    ๐œ‹

    4)

    ๐›พ = 10โˆ˜ cos(2๐œ‹

    6๐‘ก +

    ๐œ‹

    7)

    ๐œ“ = 30โˆ˜+ 5โˆ˜ cos(2๐œ‹

    7๐‘ก +

    ๐œ‹

    3) .

    (59)

  • Mathematical Problems in Engineering 9

    0 100 200 300 400 500 600

    SHAFAKFNAKF

    t (s)

    100

    80

    60

    40

    20

    0

    โˆ’20

    โˆ’40

    Hea

    ding

    erro

    r( )

    (a) Tilt misalignment angle

    0 100 200 300 400 500 600t (s)

    Pitc

    h er

    ror(

    )

    40

    20

    0

    โˆ’20

    โˆ’40

    โˆ’60

    โˆ’80

    โˆ’100

    โˆ’120

    SHAFAKFNAKF

    (b) Eastern misalignment angle

    0 100 200 300 400 500 600t (s)

    Roll

    erro

    r( )

    50

    0

    โˆ’50

    โˆ’100

    SHAFAKFNAKF

    (c) Northern misalignment angle

    Figure 2: The results depending on the filter with mean misalignment angles.

    The velocity caused by surge, sway, and heave is as follows:

    ๐‘‰๐ท๐‘– = ๐ด๐ท๐‘–๐œ”๐ท๐‘– cos (๐œ”๐ท๐‘–๐‘ก + ๐œ‘๐ท๐‘–) , (60)

    where ๐‘– = ๐‘ฅ, ๐‘ฆ, ๐‘ง,๐ด๐ท๐‘ฅ = 0.02m,๐ด๐ท๐‘ฆ = 0.03m,๐ด๐ท๐‘ง = 0.3m,๐œ”๐ท๐‘– = 2๐œ‹/๐‘‡๐ท๐‘–, ๐‘‡๐ท๐‘ฅ = 7 s, ๐‘‡๐ท๐‘ฆ = 6 s, and ๐‘‡๐ท๐‘ง = 8 s. ๐œ‘๐ท๐‘– obeysthe uniform distribution on the interval [0, 2๐œ‹].

    The IMU errors are set as follows: the gyro constant drift:0.01โˆ˜/h; the gyro random noise: 0.001โˆ˜/h; the accelerator bias:1ร—10

    โˆ’4 g; and the accelerator measurement noise: 1ร—10โˆ’5 g.Rotary SINS location: north latitude is 40โˆ˜ and east longitudeis 118โˆ˜. According to the rule shown in the previous section,double-axis rotation rate is given by ๐œ”1 = 3๐œ”2 = 18

    โˆ˜/s.

    Simulation 1. The coarse alignment lasts 120 s. The values of๐‘ก๐‘˜1 and ๐‘ก๐‘˜2 in (17) are set to 50 s and 120 s, respectively. Thesimulation for the coarse alignment runs 50 times.The pitch,roll, and heading errors at the end of the coarse alignmentsare shown in Table 2.

    From Table 2, it is obvious that the level attitude errors ofthe coarse alignment are less than 0.2 degrees and the headingattitude error is less than 1.5 degrees.The attitude errors calcu-lated by the proposed coarse alignment algorithm can fulfill

    the requirement for the fine alignment. But it only accom-plished the coarse estimation of attitude errors in initialalignment. Thus 600-second fine alignment is followed.

    Next, the mean and the maximum of misalignmentangles in Table 2 are used, respectively, as input for finealignment to validate the proposed adaptive filter in initialalignment under dynamic disturbance condition. The meanofmisalignment angles is used in Simulations 2 and 3, and themaximum of misalignment angles is used in Simulation 4.

    Simulation 2. The simulation results are shown in Figure 1.It is clear that all the states are observable and the resultconfirms the former analysis. According to Figure 1(a), con-vergence time of level misalignment angle is within 60 s, andprecision is 1, while azimuth misalignment angle conver-gence time iswithin 80 s, and precision is about 1.3.The threevelocity errors as observed variables depicted in Figure 1(b)are certainly observable. As seen from Figure 1(c), gyro driftsconverge not so rapidly, but a rather good filtering result canbe obtained. Figure 1(d) shows that the horizontal accelerom-eters constant biases โˆ‡๐‘ฅ and โˆ‡๐‘ฆ converge to a constantvalue in short time. The vertical converges soon afterwardswith good estimation performance. The simulation results

  • 10 Mathematical Problems in Engineering

    0 100 200 300 400 500 600

    120

    100

    80

    60

    40

    20

    0

    โˆ’20

    Hea

    ding

    erro

    r( )

    t (s)

    SHAFAKFNAKF

    (a) Tilt misalignment angle

    0 100 200 300 400 500 600t (s)

    SHAFAKFNAKF

    Pitc

    h er

    ror(

    )

    20

    0

    โˆ’20

    โˆ’40

    โˆ’60

    โˆ’80

    โˆ’100

    โˆ’120

    (b) Eastern misalignment angle

    20

    0

    โˆ’20

    โˆ’40

    โˆ’60

    โˆ’80

    โˆ’120

    โˆ’100

    Roll

    erro

    r( )

    0 100 200 300 400 500 600t (s)

    SHAFAKFNAKF

    (c) Northern misalignment angle

    Figure 3: The results depending on the filter with maximum misalignment angles.

    Table 2: Statistics for coarse alignment results.

    Parameter item Max. Min. MeanPitch error (โˆ˜) 0.0740 โˆ’0.0986 0.0287Roll error (โˆ˜) 0.1563 โˆ’0.2668 โˆ’0.0419Heading error (โˆ˜) 1.4611 โˆ’0.1044 0.1506

    demonstrate that all the system state parameters can be esti-mated by the presented filter. It can be seen that the presentedalignment method can effectively depress the random distur-bances under dynamic environment.

    Simulation 3. Consideringmeasurement uncertainties underthe dynamic disturbing conditions, Sage-Husa adaptive filter(SHAF) used in [22], adaptive Kalman filter (AKF) pre-sented in [15], and the novel adaptive Kalman filter (NAKF)proposed in this paper are employed to evaluate the filterperformance. The simulation results are shown in Figure 2and Table 3.

    The simulation results demonstrate that the performanceand convergence speed of NAKF which can estimate the

    variance of the measurement noise in real time are betterthan those of AKF and SHAF.This implies that, in the case ofdynamic disturbance, NAKF functions better than SHAF andAKF and provides the optimal estimation.Then Simulation 3with the maximum initial figures is made.

    Simulation 4. The simulation results show that the proposedNAKF is efficient with large initial attitude error. The resultsare shown in Figure 3 and Table 4. Compared with SHAF andAKF, NAKF provides higher performance and better stabilityin estimating themisalignment angles when large errors existin the measurement values. The result demonstrates thatNAKF can effectively depress the random disturbances inmeasurements noise variance caused by the ship rocking.Taking into account the unknown outside disturbances andthe complicated working environment, the proposed NAKFwith the optimality of filter is applicable in implementinginitial alignment of Rotary SINS.

    6. Conclusions

    Based on the alignment mechanism of tracing the grav-itational apparent motion in inertial frame, an initial

  • Mathematical Problems in Engineering 11

    Table 3: The mean misalignment angle errors depending on thefilter.

    Parameter item SHAF AKF NAKFPitch error () โˆ’1.43 โˆ’1.17 1.02Roll error () โˆ’1.62 โˆ’1.29 1.07Heading error () 1.85 1.54 โˆ’1.26

    Table 4: The maximum misalignment angle errors depending onthe filter.

    Parameter item SHAF AKF NAKFPitch error () 2.93 2.59 โˆ’1.89Roll error () 3.09 โˆ’2.29 1.80Heading error () 3.81 โˆ’2.14 1.84

    self-alignment method based on the novel adaptive Kalmanfilter for Rotary SINS is developed. Before the filter isdesigned, observability is analyzed using PWCS method andSVD method. The theoretical analysis results show that thefine alignment error model is completely observable and allthe system state parameters can be estimated. For the uncer-tainties measurement noise, the novel adaptive Kalman filterthat estimates measurement noise variance in real time usingmeasurement residual is designed.

    Simulation results proved the accuracy and validity ofthe proposed method, and the estimation results of thesystem states can approach the theoretical analysis results. Inaddition, this method is fully self-aligned with no externalreference information under dynamic disturbances condi-tion. But in this paper, only simulation test is finished. Moretests, such as turntable and shipboard test, should be studiedbefore they can be widely used in engineering.

    Conflict of Interests

    The authors declare that there is no conflict of interestsregarding the publication of this paper.

    Acknowledgment

    This work was supported by the Program for the Top YoungInnovative Talents of Beijing CITTCD201304046.

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  • 12 Mathematical Problems in Engineering

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