Abstract: An analytical apparatus for optimally combining measurements from N individual rate sensing devices or gyros into a single rate estimate significantly improves performance over that of any individual component device. Kalman filtering is used to combine rate sensed devices optimally in the sense of minimizing the variance of the rate error. The Riccati differential equation (RDE) associated with combining a collection of rate sensed devices is completely and exactly solved to derive to the matrix RDE. This analytic solution serves as the key for understanding all of the theoretical properties of the optimal filter, and provides a complete characterization of the final virtual rate sensed performance. In addition, the analytic RDE solution allows many practical problems to be solved that have proved essential for developing successful filter implementations. A discrete-time minimum variance filter implementation combines sensor measurements optimally.

Abstract: An analytical apparatus for optimally combining measurements from N individual rate sensing devices or gyros into a single rate estimate significantly improves performance over that of any individual component device. Kalman filtering is used to combine rate sensed devices optimally in the sense of minimizing the variance of the rate error. The Riccati differential equation (RDE) associated with combining a collection of rate sensed devices is completely and exactly solved to derive to the matrix RDE. This analytic solution serves as the key for understanding all of the theoretical properties of the optimal filter, and provides a complete characterization of the final virtual rate sensed performance. In addition, the analytic RDE solution allows many practical problems to be solved that have proved essential for developing successful filter implementations. A discrete-time minimum variance filter implementation combines sensor measurements optimally.