STUDY OF DISCONTINUOUS JUMP PROCESSES IN OMEGA AND LORAN-C RADIO SIGNALS

Authors
  1. Ahmed, N.V.
  2. Dabbous, T.E.
Corporate Authors
Ottawa Univ, Ottawa ONT (CAN) Dept of Electrical Engineering;Defence Research Establishment Ottawa, Ottawa ONT (CAN)
Abstract
The report considers the problem of modelling and filtering the errors that arise from dead reckoning and Loran-C navigation sensors. The dead reckoning error is modelled as a linear stochastic differential equation of Ito type. In order to include the effect of the rapid changes that arise in Loran-C, the authors have modelled each Loran-C error as the sum of two independent stochastic processes. The first process is modelled as a linear diffusion process and the second as a pure jump process. The authors have considered two different models for this jump process and obtain the corresponding filter equations. In the first model the authors have assumed that the jump process is driven only by one Poisson process whereas in the second model it is driven by two independent Poisson processes. Finally, the authors present two numerical examples to illustrate the behaviour of the two proposed filters as well as the usual Kalman filter.
Date of publication
15 Aug 1985
Number of Pages
109
DSTKIM No
87-00616
CANDIS No
49464
Format(s):
Hardcopy;Originator's fiche received by DSIS

Permanent link

Document 1 of 1

Date modified: