Navigation system design using time-varying complementary filters

A new methodology for the design of navigation systems for autonomous vehicles is introduced. Using simple kinematic relationships, the problem of estimating the velocity and position of an autonomous vehicle is solved by resorting to special bilinear time-varying filters. These are the natural generalization of linear time-invariant complementary filters that are commonly used to properly merge sensor information available at low frequency with that available in the complementary region. Complementary filters lend themselves to frequency domain interpretations that provide valuable insight into the filtering design process. This work extends these properties to the time-varying setting by resorting to the theory of linear differential inclusions and by converting the problem of weighted filter performance analysis into that of determining the feasibility of a related set of linear matrix inequalities (LMIs). Using this set-up, the stability of the resulting filters as well as their "frequency-like" performance can be assessed using efficient numerical analysis tools that borrow from convex optimization techniques. The mathematical background that is required for complementary time-varying filter analysis and design is introduced. Its application to the design of a navigation system that estimates position and velocity of an autonomous vehicle by complementing position information available from GPS with the velocity information provided by a Doppler sonar system is described.