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Sensing, imaging and 3D

Is an INS/GNSS Kalman filter honest about its drift when accelerometer bias is flicker noise?

research/sensing-nees

With a 1/f accelerometer bias, a filter with no bias state claims 2.9 m after a 300 s GNSS outage when the RMS is 151 m (NEES/dof 514 to 2,000 at 100 ug); a random walk read off the Allan curve at 1 s or 10 s claims 2.4 to 3.7 times the true error, and at 100 s close to honest (0.9 to 1.6). Synthetic bias, swept instability

6 tests

What it found

Tests whether a 1-D INS/GNSS Kalman filter reports its own error correctly when the accelerometer bias is 1/f noise (five Gauss-Markov processes, 1 to 10,000 s) on top of white noise of 70 µg/√Hz (ICM-42688-P product page). Bias instability is swept from 10 to 300 µg and GNSS drops out for 300 s. NEES per degree of freedom (1 is honest): a filter with no bias state scores 21 to 21,700; a random walk read off the Allan curve at 1 s or 10 s scores 0.06 to 0.16 at 300 s (too pessimistic) and at 100 s 0.9 to 2.3; the matched model scores 0.88 to 1.05. At 100 µg the 300 s position RMS is 66 m matched, 81 m tuned at 100 s and 103 m tuned at 10 s. The bias is synthetic with a swept (not sourced) instability, one axis, no attitude coupling, 400 Monte Carlo paths.

A figure from its own output

Figure produced by research/sensing-nees: nees
sensing-nees/experiments/nees.svg, written by the project's own experiment code.

Paper, code and results

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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.