A nonlinear observer for GPS and INS integration

GPS and Inertial Navigation Systems (INS) have complementary properties, and they are therefore well suited for integration. The integrated solution offers better long term accuracy than a stand-alone INS, and better integrity, availability and continuity than a stand-alone GPS receiver, making it suitable for demanding applications. The integration filter is nonlinear both in state and measurements, and the extended Kalman-filter has been used with good results, but it has not been proven globally stable, and it is also computationally intensive, especially within a direct integration architecture. In this work a nonlinear observer suitable for direct integration, due to no covariance update equations, is presented. Global exponential stability of the origin of the combined attitude and velocity error systems is proven.