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21
22
3
xk
r 4 yk 5
zk
k
2:1
In this notation, the superscript k represents the k-frame, and the elements
x ; yk ; zk denote the coordinate components in the k-frame. For simplicity, the
superscript is omitted from the elements of the vector where the frame is obvious
from the context.
k
2:2
where Rm
k represents the matrix that transforms vector r from the k-frame to the
m-frame. For a valid transformation, the superscript of the vector that is to be
transformed must match the subscript of the transformation matrix (in effect they
cancel each other during the transformation).
The inverse of a transformation matrix Rm
k describes a transformation from the
m-frame to the k-frame
1 m
rk Rm
r Rkm rm
2:3
k
If the two coordinate frames are mutually orthogonal, their transformation
matrix will also be orthogonal and its inverse is equivalent to its transpose. As all
the computational frames are orthogonal frames of references, the inverse and the
transpose of their transformation matrices are equal. Hence for a transformation
matrix Rm
k we see that
k T k 1
Rm
k Rm R m
2:4
23
where
2
3
2 3
2 3
r11
r12
r13
r1 4 r21 5; r2 4 r22 5; r3 4 r23 5
r31
r33
r33
2:6
2:7
2:9
For the above summation to be valid, the inner indices must be the same (to
cancel each other) and the vectors to be added or subtracted must be in the same
reference frame (i.e. their superscripts must be the same).
24
3
xx
4 xy 5 )
xz
|{z}
3
0
xz xy
0
xx 5
4 xz
xy xx
0
|{z}
xpmk
Xpmk
2:10
3
vx
vp 4 v y 5 )
vz
|{z}
Velocity vector
3
0
vz vy
0
vx 5
Vp 4 vz
vy vx
0
|{z}
2:11
2:12
a b Ab BT a Ba
2:13
Ab AB BA
2:14
a b c a b c aT Bc
2:15
a b c ABc
2:16
a b c ABc BAc
2:17
where Ab in Eq. (2.14) depicts the skew-symmetric matrix of vector Ab:
25
2:18
2:19
2:20
2:21
2:22
aT
ox
ox
2:23
oxT Ax
AxT xT A
ox
2:24
and
26
o kz H^xk2
x
o^
o kz H^xk2
x
o^
o kz H^xk2
o^
x
0 zT H H T zT H T H^xT ^xT H T H
zT H zT H ^
xT H T H ^xT H T H
2:25
2zT H ^
xT H T H
To obtain the maximum, the derivative is set to zero and solved for ^x
2zT H ^
xT H T H 0
2:26
^
xT H T H z T H
^
xT H T HT zT HT
T
2:27
H H^
xH z
and finally
^
x H T H1 H T z
2:28
2:29
and that we know the nominal solution to this equation is x~ and we let dx be the
error in the nominal solution, then the new estimated value can be written as
x~
x dx
2:30
2:31
~_ dx_ f ~
x
x dx; t
27
2:32
Applying the Taylor series expansion to the right-hand side about the nominal
value ~
x yields
of x; t
f ~
x dx; t f ~
x; t
dx HOT
2:33
ox x~x
where the HOT refers to the higher order terms that have not been considered.
Substituting Eq. (2.32) for the left-hand side gives
of x; t
_~
dx
2:34
x dx_ f ~
x; t
ox x~x
and since ~
x also satisfies Eq. (2.29)
~_ f ~
x
x; t
2:35
of x; t
_~
_
dx
x dx_ ~
x
ox x~x
2:36
The linear differential equations whose states are the errors in the original states
is give as
of x; t
dx_
dx
2:37
ox x~x
After solving this, we get the estimated errors that are added to the estimated
state in order to get the new estimate of the state.
28
we require an inertial frame for the calculation of a satellites position and velocity
in its orbit around the Earth. The frame of choice for near-Earth environments is
the Earth-centered inertial (ECI) frame. This is shown in Fig. 2.1 and defined1 by
(Grewal et al. 2007; Farrell 1998) as
a. The origin is at the center of mass of the Earth.
b. The z-axis is along axis of the Earths rotation through the conventional
terrestrial pole (CTP).
c. The x-axis is in the equatorial plane pointing towards the vernal equinox.2
d. The y-axis completes a right-handed system.
In Fig. 2.1, the axes of the ECI frame are depicted with superscript i as xi ; yi ; zi ;
and in this book the ECI frame will be referred to as the i-frame.
Strictly speaking this definition does not satisfy the requirement defined earlier for an inertial
frame because, in accordance with Keplers second law of planetary motion, the Earth does not
orbit around the sun at a fixed speed; however, for short periods of time it is satisfactory.
2
The vernal equinox is the direction of intersection of the equatorial plane of the Earth with the
ecliptic (the plane of Earths orbit around the sun).
29
a. The origin coincides with the center of the sensor frame (origin of inertial
sensor triad).
b. The y-axis points to true north.
c. The x-axis points to east.
d. The z-axis completes the right-handed coordinate systems by pointing up,
perpendicular to reference ellipsoid.
This frame is referred to as ENU since its axes are aligned with the east, north and
up directions. This frame is shown in Fig. 2.2. There is another commonly used LLF
that differs from the ENU only in that the z axis completes a left-handed coordinate
system and therefore points downwards, perpendicular to the reference ellipsoid.
This is therefore known as the NED (north, east and down) frame. This book will use
the ENU convention, and the LLF frame will be referred to as the l-frame.
30
Fig. 2.2 The local-level ENU reference frame in relation to the ECI and ECEF frames
Fig. 2.3 a The wander frame shown with respect to the local-level frame. b Rotation of the
y-axis of the local-level frame (shown with red/dark arrows) for a near polar crossing trajectory
at various latitudes
about the z-axis with respect to the l-frame. The angle between the y-axis of the
wander frame and north is known as the wander angle a: The rotation rate of this
angle is given as
a_ k_ sin u
2:38
The wander frame (in relation to the l-frame) is shown in Fig. 2.3a, and is
defined as
a. The origin coincides with the center of the sensor frame (origin of inertial
sensor triad).
31
32
Fig. 2.5 A depiction of a vehicles azimuth, pitch and roll angles. The body axes are shown in
red
33
b. The y-axis points towards the descending node, parallel to the minor axis of the
orbital ellipse.
c. The x-axis points to the perigee (the point in the orbit nearest the Earths center)
and along the major axis of the elliptical orbit of the satellite.
d. The z-axis is orthogonal to the orbital plane.
The orbital coordinate system is illustrated in Fig. 2.6. It is mentioned here to
complete the discussion of the frames used in navigation (it will be discussed in
greater detail in Chap. 3).
34
rl Rlk rk
2:39
If Euler angles are used, these readily yield the elementary matrices required to
construct the DCM.
2:40
yb r1 sinh1 c
2:41
Since the rotation was performed around the z-axis, this remains unchanged
zb za
2:42
2:43
2:44
2:45
The original coordinates of vector r1 in the x-y plane can be expressed in terms
of angle h1 as
35
xa r1 cos h1
2:46
ya r1 sin h1
2:47
2:48
2:49
zb za
2:50
2:51
2:52
36
For the second rotation, we consider the y-z plane of the new coordinate frame b,
and rotate it by an angle b around its x-axis to an intermediate frame c as shown in
Fig. 2.8.
In a similar fashion it can be shown that the new coordinates xc ; yc ; zc can be
expressed in terms of xb ; yb ; zb as follows
2 c3 2
32 b 3
x
1
0
0
x
4 yc 5 4 0 cos b sin b 54 yb 5
2:53
0 sin b cos b
zc
zb
2 c3
2 b3
x
x
4 yc 5 Rc 4 yb 5
2:54
b
b
zc
z
where Rcb is the elementary DCM which transforms the coordinates xb ; yb ; zb to
xc ; yc ; zc in a frame rotated by an angle b around the x-axis of frame b:
For the third rotation, we consider the x-z plane of new coordinate frame c; and
rotate it by an angle a about its y-axis to align it with coordinate frame d as shown
in Fig. 2.9.
The final coordinates xd ; yd ; zd can be expressed in terms of xc ; yc ; zc as follows
2 d3 2
32 c 3
cos a 0 sin a
x
x
4 yd 5 4 0
1
0 54 yc 5
2:55
sin a 0 cos a
zc
zd
37
3
2 c3
x
xd
4 y d 5 Rd 4 y c 5
c
zc
zd
2:56
2:57
The final DCM for these particular set of rotations can be given as
2
32
32
3
cos a 0 sin a
1
0
0
cos c sin c 0
Rda 4 0
1
0 54 0 cos b sin b 54 sin c cos c 0 5 2:58
sin a 0 cos a
0 sin b cos b
0
0
1
2
3
cos a cos c sin b sin a sin c cos a sin c cos c sin b sin a cos b sin a
d
5
cos b sin c
cos b cos c
sin b
Ra 4
cos c sin a cos a sin b sin c sin a sin c cos a cos c sin b cos b cos a
2:59
The inverse transformation from frame d to a is therefore
38
1 T
T
Rad Rda Rda Rdc Rcb Rba
T T T
Rba Rcb Rdc
2:60
It should be noted that the final transformation matrix is contingent upon the
order of the applied rotations, as is evident from the fact that Rcb Rba 6 Rba Rcb : The
order of rotations is dictated by the specific application. We will see in Sect. 2.3.6
that a different order of rotation is required and the elementary matrices are
multiplied in a different order to yield a different final transformation matrix.
For small values of a; b and c we can use the following approximations
cos h 1 ; sin h h
2:61
Using these approximations and ignoring the product of the small angles, we
can reduce the DCM to
2
3
1
c a
6
7
Rda 4 c 1
b 5
2
1
6
d
Ra 4 0
0
Rda
b
2
0 0
0 c
7 6
1 05 4 c
0
0 1
a b
3
a
7
b 5
2:62
IW
where W is the skew-symmetric matrix for the small Euler angles. For the smallangle approximation, the order of rotation is no longer important since in all cases
the final result will always be the matrix of the Eq. (2.62). Similarly, it can be
verified that
2
3T
1
c a
6
7
Rad 4 c 1
b 5
2:63
a b 1
Rad I WT
2:64
39
where xe denotes the magnitude of the Earths rotation rate. The transformation
from the i-frame to the e-frame is a simple rotation of the i-frame about the z-axis
by an angle xe t where t is the time since the reference epoch (Fig. 2.10). The
rotation matrix corresponds to the elementary matrix Rba ; and when denoted Rei
which can be expressed as
2
3
cos xe t sin xe t 0
Rei 4 sin xe t cos xe t 0 5
2:65
0
0
1
Transformation from the e-frame to the i-frame can be achieved through Rie ; the
inverse of Rei : Since rotation matrices are orthogonal
1 e T
Rie Rei
Ri
2:66
2:67
40
cosk 90
Rel 4 sink 90
0
sink 90
cosk 90
0
32
0
1
0 54 0
1
0
3
0
0
cosu 90 sinu 90 5
sinu 90 cosu 90
2:68
32
3
sin k cos k 0
1
0
0
Rel 4 cos k sin k 0 54 0 sin u cos u 5
0
0
1
0 cos u
sin u
2
3
sin k sin u cos k cos u cos k
Rel 4 cos k sin u sin k cos u sin k 5
0
cos u
sin u
2:69
2:70
2:71
41
3
cosa sina 0
Rlw 4 sina cosa 0 5
0
0
1
2
3
cos a sin a 0
Rlw 4 sin a cos a 0 5
0
0
1
2:72
2:73
and
1 T
Rwl Rlw Rlw
2:74
sin k
Rew 4 cos k
0
32
sin u cos k cos u cos k
cos a
sin u sin k cos u sin k 54 sin a
cos u
sin u
0
2:75
sin a
cos a
0
3
0
05
1
2:76
42
Rew
3
sin k cos a cos k sin u sin a sin k sin a cos k sin u cos a cos k cos u
4 cos k cos a sin k sin u sin a cos k sin a sin k sin u cos a sin k cos u 5
cos u sin a
cos u cos a
sin u
2:77
The inverse is
1 T
Rwe Rew Rew
2:78
2:79
3T
sin r
0 5
cos r
2:80
32
32
cos y sin y 0
1
0
0
cos r 0 sin r
1
0 5 2:81
Rlb 4 sin y cos y 0 54 0 cos p sin p 54 0
0
0
1
0 sin p cos p
sin r 0 cos r
2
3
cos y cos r sin y sin p sin r sin y cos p cos y sin r sin y sin p cos r
Rlb 4 sin y cos r cos y sin p sin r cos y cos p sin y sin r cos y sin p cos r 5
cos p sin r
sin p
cos p cos r
2:82
where p, r and y are the pitch, roll and yaw angles. With a known Rlb ; these
angles can be calculated as
43
9
>
=
1
q
p tan
>
;
: Rl 1; 2 2 Rl 2; 2 2 >
b
b
8
>
<
Rlb 3; 2
Rlb 1; 2
y tan
Rlb 2; 2
l
R 3; 1
r tan1 bl
Rb 3; 3
1
2:83
2:84
2:85
A transformation from the l-frame to the b-frame can be achieved by the inverse
rotation matrix, Rlb ; as follows
1 T
Rbl Rlb Rlb
2:86
2:87
2:88
1 T
Rbe Reb Reb
2:89
1 T
Rbi Rib Rib
2:90
44
2:91
2:92
2:93
2:94
lim
k
dt!0
dt
Wm m
_Rm
Rk t
k lim
dt!0 dt
2:95
2:96
2:97
m
From the relation Xm
km Xmk ; this becomes
m m
R_ m
k Xmk Rk
2:98
45
2:99
2:100
Finally we get the important equation for the rate of change of the DCM as
m k
R_ m
k Rk Xmk
2:101
This implies that the time derivative of the rotation matrix is related to the
angular velocity vector x of the relative rotation between the two coordinate
frames. If we have the initial transformation matrix between the body and inertial
frames Rib ; then we can update the change of the rotation matrix using gyroscope
output Xbib :
2:102
2:103
2:104
2:105
which describes the transformation of the velocity vector from the b-frame to the
inertial frame. This is often called the Coriolis equation.
46
ri R_ ib r_ b Ribrb R_ ib Xbib rb X_ bib rb Xbib r_ b Rib
ri R_ ib r_ b Ribrb R_ ib Xbib rb Rib X_ bib rb Rib Xbib r_ b
2:106
ib
ib
ib
2:107
ib
2:108
where
rb
Xbib
2Xbib r_ b
X_ bib rb
Xbib Xbib rb
47
48
Fig. 2.14 The relationship between various Earth surfaces (highly exaggerated) and a depiction
of the ellipsoidal parameters
a
1
e2
sin u
12
2:109
The meridian radius of curvature is defined for the north-south direction and is
the radius of the ellipse
RM
a1 e2
3
1 e2 sin2 u 2
2:110
A derivation of these radii can be found in Appendix A, and for further insight
the reader is referred to (Grewal et al. 2007; Rogers 2007).
49
50
c. Altitude h is the distance along the ellipsoidal normal between the surface of the
ellipsoid and the point of interest.
The two types of e-frame coordinates and their interrelationship are illustrated
in Fig. 2.15.
1
e
h
sin
u
N
z
where
xe ; ye ; ze
RN
h
k
u
e
51
Longitude is
k 2 arctan
ye
q
xe xe 2 ye 2
2:112
ze e0 2 b sin3 h
p e2 a cos3 h
2:113
latitude is
u arctan
where
ze a
pb
r
a2 b2
e0
b2
q
p xe 2 ye 2
h arctan
and height is
p
N
cos u
2:114
where
a2
N p
a2 cos2 u b2 sin2 u
2.5.4.2 Iterative Algorithm
The iterative algorithm is derived in Appendix D and implemented by taking the
following steps
a. Initialize the altitude as
h0 0
2:115
b. Choose an arbitrary value of latitude either from a previous measurement (if one
is available) or by using the approximation
u0 tan
1
ze
Pe 1 e 2
2:116
52
2:117
RNi
1=2
1 e2 sin2 ui1
q
xe 2 ye 2
R Ni
hi
cos ui1
9
8
>
>
<
e
z
R Ni h i =
1
q
ui tan
2
>
;
: xe 2 ye 2 RNi 1 e hi >
2:118
2:119
2:120
e. Compare ui ; ui1 and hi ; hi1 ; if convergence has been achieved then stop,
otherwise repeat step d using the new values.
2:121
where
g is the gravitational vector, Xie is the skew-symmetric representation of the
Earths rotation vector xie with respect to the i-frame, and r is the geocentric
position vector. The second term in the above equation denotes the centripetal
acceleration due to the rotation of the Earth around its axis. Usually, the gravity
vector is given in the l-frame. Because the normal gravity vector on the ellipsoid
coincides with the ellipsoidal normal, the east and the north components of the
normal gravity vector are zero and only third component is non-zero
gl 0
g T
2:122
53
Fig. 2.16 A meridian cross section of the reference ellipsoid containing the projection of the
point of interest P
The magnitude of the normal gravity vector over the surface of the ellipsoid can
be computed as a function of latitude and height by a closed form expression
known as the Somigliana formula (Schwarz and Wei Jan 1999), which is
c a1 1 a2 sin2 u a3 sin4 u a4 a5 sin2 u h a6 h2
2:123
where h is the height above the Earths surface and the coefficients a1 through a6
for the 1980 geographic reference system (GRS) are defined as
a1 9:7803267714 m/s2 ; a4 0:0000030876910891=s2 ;
a2 0:0052790414;
a5 0:0000000043977311=s2 ;
a3 0:0000232718;
a6 0:0000000000007211=ms2
Appendix A
Derivation of Meridian Radius and Normal Radius
For Earth ellipsoids, every meridian is an ellipse with equatorial radius a (called
the semimajor axis) and polar radius b (called the semiminor axis). Figure 2.16
shows a meridian cross section of one such ellipse (Rogers 2007).
This ellipse can be described by the equation
w 2 z2
1
a2 b2
and the slope of the tangent to point P can be derived by differentiation
2:124
54
2wdw 2zdz
2 0
a2
b
2:125
dz
b2 w
2
dw
az
2:126
An inspection of the Fig. 2.16 shows that the derivative of the curve at point P,
which is equal to the slope of the tangent to the curve at that point, is
p
dz
tan u
2:127
dw
2
sin p2 u
dz
cos u
1
2:128
dw cos p2 u
sin u
tan u
Therefore
1
b2 w
2
tan u a z
2:129
b2
a2
b2
1 e2
a2
2:130
!
2 2
2 2
2
a
w
1
e
tan
u
a2
b2
2
a2 w2 1 e2 tan2 u
a2
b2
!
2
b2 a2 1 e2 tan2 u
a2
b2
w2
w2
2:131
2:132
55
w2
w2
a2 b2
b2 a2 1 e2 2 tan2 u
a2 a2 1 e2
a2 1 e2 a2 1 e2 2 tan2 u
a2
w2
1 1 e2 tan2 u
a2
w2
sin2 u
1 1 e2 cos
2u
2:133
a2 cos2 u
cos2 u 1 e2 sin2 u
a2 cos2 u
w2
1 e2 sin2 u
w2
w
a cos u
2:134
1
1 e2 sin2 u 2
a1 e2 sin u
12
1 e2 sin2 u
2:135
2:136
From this and Eq. (2.134) we have the expression for the normal radius, RN ;
also known as the radius of curvature in the prime vertical
RN
a
1
e2
sin u
12
2:137
dz 2 i32
dw
d2 z
dw
2
2:138
56
dw2
a4 z 3
a4 z 3
2
4 2
4 2
4 2
d z b a b w b w
dw2
a4 z3
which simplifies to
d2 z
b4
dw2
a2 z 3
2:139
b2
a2
1 ba4wz2
i32
2:140
b4
a2 z3
1 e2
1
RM
h
RM
w2
32
z2
b 2 1 e2
RM
1 e 2
z3
2
z 2 1 e2 w 2
z2
32
b2 1 e2
z3
2
z2 1 e2 w2
b2 1 e 2
i32
2:141
57
Substituting the value of w from Eq. (2.134) and z from (2.135) gives
1 e2 sin2 u
RM
RM
a2 1 e2 sin2 u
1
2 a2 cos2 u
e2 1
e2 sin2 u
b2 1 e 2
2
a2 1 e2 sin2 u1 e2 a2 cos2 u
32
32
1 e2 sin2 u
b2 1 e2
h
i32
2
a2 1 e2 sin2 u cos2 u
RM
3
b2 1 e2 1 e2 sin2 u 2
3
RM
a3 1 e 2
3
b2 1 e2 1 e2 sin2 u 2
RM
a 1 e 2
3
1 e2 1 e2 1 e2 sin2 u 2
a1 e2
3
1 e2 sin2 u 2
2:142
Appendix B
Derivation of the Conversion Equations From Geodetic
to Rectangular Coordinates in the ECEF Frame
Figure 2.17 shows the relationship between geodetic and rectangular coordinates
in the ECEF frame.
It is evident that
rP rQ hn
2:143
where
2
3
2
3
cos u cos k
RN cos u cos k
5 RN 4
5
rQ 4
RN cos u sin k
cos u sin k
sin u RN e2 sin u
RN sin u RN e2 sin u
2:144
58
Fig. 2.17 The relationship between geodetic and rectangular coordinates in the ECEF frame
2:145
2:146
2:147
59
Fig. 2.18 Reference diagram for conversion of rectangular coordinates to geodetic coordinates
in the ECEF frame through a closed-form method
2
3
RN h cos u cos k
6 e 7 4 R h cos u sin k 5
4y 5 N
RN 1 e2 h sin u
ze
xe
2:148
Appendix C
Derivation of Closed Form Equations From Rectangular
to Geodetic Coordinates in the ECEF Frame
Here we derive a closed form algorithm which uses a series expansion (Schwarz
and Wei Jan 1999) to compute e-frame geodetic coordinates directly from e-frame
rectangular coordinates.
From Fig. 2.18a it can is evident that, for given rectangular coordinates, the
calculation of geocentric coordinates k; u0 ; r is simply
q
2:149
r xe 2 ye 2 ze 2
60
e
y
k tan
xe
e
z
u0 sin1
r
From the triangle POC (elaborated in Fig. 2.18b) it is apparent that
ference between the geocentric latitude u0 and the geodetic latitude u is
p p
u p
D u0
2
2
D u0 p u p
D u u0
1
2:150
2:151
the dif-
2:152
where D is the angle between the ellipsoidal normal at Q and the normal to the
sphere at P:
Applying the law of sines to the triangle in Fig. 2.18b provides
sin p2 u
sin D
r
RN e2 sin u
sin D
cos u
RN e2 sin u
r
2:153
2
RN e sin u cos u
sin D
r
2
R
e
sin u cos u
N
1
D sin
r
21
1 RN e 2 sin 2u
D sin
2:154
r
Substituting the definition of the normal radius RN given in Eq. (2.137)
RN
a
1 e2 sin2 u
2:155
1=2
D sin
where
1
1e2
1
a
21
1=2 e 2 sin 2u
2
sin u
A
k sin 2u
1=2
1 e2 sin2 u
2:156
!
2:157
61
e2 a
2
2:158
u u 0 3
...
3!
D Dc D0 u0 D
u u0 2
2!
2:160
1 00 0 2 1 000 0 3
D u D D u D . . .
2!
3!
2:161
For a very small value of D (less than 0.005), it can be assumed that RN r;
and hence
D
e2
sin 2u
2
2:162
2:163
The series used above can therefore be truncated after the fourth-order term and
be considered as a polynomial equation. Solving this polynomial provides
D
Dc
1 2k cos 2u0 2k2 sin2 u0
2:164
ze
D
r
2:165
2:166
The ellipsoidal height is calculated from the triangle PRC of Fig. 2.18a
Pe RN h cos u
2:167
62
Pe
RN
cos u
q
xe 2 ye 2
RN
h
cos u
h
2:168
2:169
Appendix D
Derivation of the Iterative Equations From Rectangular
to Geodetic Coordinates in the ECEF Frame
From Eq. (2.148), which relates geodetic and rectangular coordinates in the
e-frame, we see that
xe RN h cos u cos k
2:170
ye RN h cos u sin k
ze RN 1 e2 h sin u
2:171
2:172
Given the rectangular coordinates and these equations, the geodetic longitude is
e
y
k tan1 e
2:173
x
Equation (2.169) specifies the relationship for the altitude as
q
xe 2 ye 2
RN
h
cos u
Also, from Eqs. (2.170) and (2.171) it can be shown that
2:174
2:175
2:176
63
u tan1
8
>
<
9
>
=
z RN h
q
>
;
:RN 1 e2 h xe 2 ye 2 >
2:177
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