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

Authors
  1. Ahmed, N.U.
  2. Lim, S.S.
Corporate Authors
Ottawa Univ, Ottawa ONT (CAN) Dept of Electrical Engineering;Defence Research Establishment Ottawa, Ottawa ONT (CAN)
Abstract
In the report we consider the problem of modelling and filtering the errors that arise from dead reckoning Omega 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, we 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. We have considered two different models for this jump process and obtain the corresponding filter equations. In the first model we 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, we 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 1987
Number of Pages
207
DSTKIM No
88-04413
CANDIS No
57613
Format(s):
Hardcopy;Originator's fiche received by DSIS

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