230 IRE TRANSACTIONS ON AEROSPACE AND NAVIGATIONAL ELECTRONICS December

4b(c) = Power spectral density y =Duration of computing time in pure

8 = Deflection of gyro center of rotation inertial mode
with respect to center of gravity xc(t) = Corrected gyro drift rate
Ka = Deflection/unit acceleration w(O) =Drift rate just prior to correction to
a = Acceleration zero
co= Drift rate Yo(p) = Optimum physically realizable filter
K(-r) =Autocovariance function transfer function
3(r) = Dirac delta function at -r = 0 Yd(p) = Ideal (or desired) filter transfer func-
42, _42, Ak2= Error variance tion
1/c, lci, l/Ck= Error "correlation time constant" 5: = Fourier transform
0 = Drift angle ql, q2= Range miss distance influence coeffi-
>V(r) = Second joint moment function cients
O(r) =Autocorrelation function ARR, R = Range miss distance, range
T= Period k = Gyro torquer random scale factor
a=Standard deviation g(t) =Gating function

On Gyro Drift Models and Their Evaluation*

ALLAN DUSHMANt, MEMBER, IRE

Summary-Random gyro drift, which is the uncorrectable drift sumption of a conistant gy ro drift is not adequate since
that occurs in gyros, represents the major error input of inertial the random characteristics of gyro drift are being
navigation systems that are required to operate over long time
intervals. This random gyro drift must be taken into account when- neglected.1 For example, consider a floated, single-
ever performing an error analysis or optimization study on such a degree-of-freedom, integrating gyro. The drifted angle
system; otherwise, the results of the analysis or study would be is the result of torques acting on the float anid causing
meaningless. the float to rotate with respect to the case. The torques
Random gyro drift can be taken into account by assuming the that act on the float can be separated into two cate-
drift to be describable as a random process. Two mathematical
models for random gyro drift, based on this assumption, are dis- gories: those that are predictable and those that are
cussed and evaluated. The evaluation of these two models has as not.2 The predictable error torques can be cancelled by
its basis actual gyro drift rate test data. Normally, such data are the introduction of correction torques. It is the unpre-
readily available. The first phase of the evaluation consists of a dictable, and thus uncorrectable error torques that are
comparison of the model's description of the gyro drift process to of interest here, for these are the torques that generate
statistics computed directly from test data. The second phase of the
evaluation consists of a comparison of the rms navigation errors the uncorrectable gyro drift known as random gyro
predicted using the model to actual rms navigation errors. drift. This discussion is concerned with mathematical
models for this random gyro drift.
I. INTRODUCTION If possible, it would be desirable to obtain random
A MATHEMATICAL model for gyro drift is re- gyro drift models from a knowledge of the physical phe-
quired whenever an error analysis or optimiza- nomena that take place within the gyro. Obtaining
tion study is performed on an inertial navigation models in this manner is impractical since the random
system. The choice of model assumes great importance phenomena that generate random gyro drift would
for inertial navigation systems that are required to have to be either predictable or measurable. Therefore,
operate over loing time intervals, for in these systems an alternative method of obtaining ranidom gyro drift
gyro drift provides the main source of error. models is presented. This method uses actual gyro drift
The simplest model for gy}ro drift is one in which the rate test data as the basis for the synthesis and evalua-
drift is assumed to be constant. In most inistances, and
especially for the case of long-term operation, the as- 1 G. R. Pitman, Jr., Ed., "Inertial Guidance," John WVilev and
Sons, Inc., New York, N. Y., pp. 160-175; 1962.
2 W. G. Denhard, "Laboratory Testing of a Floated, Single-
*
Received, July 23, 1962. Degree-of-Freedom, Initegrating, Inertial Gyro," M.I.T. Instru-
t Dynamics Research Corporation, Stoneham, Mass. mentation Lab., Cambridge, Mass., Rept. No. R-105; 1956.

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1962 Dushman: Gyro Drift Models 231

tion of models. The model evaluation occurs in two the worst drift is expected. The results of this testing
phases. In the first phase, which takes place at the sys- are classified, and for this reason, nione of the resulting
tem input level, the model's description of the gyro model parameter values can be presented. Thus, all of
drift random process is compared to statistics computed the curves presented have had to be normalized. Never-
directly from gyro drift test data. In the second phase, theless, the relative positions of the model curves and
which takes place at the system output level, naviga- the curves computed from actual gyro drift rate data
tion errors that are predicted using the model are com- remain intact, leaving the curve comparisons meaning-
pared to errors obtained from a simulation of the navi- ful.
gator, or if possible, to errors obtained from the navi-
gator itself. II. DETERMINATION OF MJODEL PARAMETERS
Random gyro drift is taken into account by assum- Model 1, which assumes the gyro drift rate process to
ing gyro drift to be a random process. To the author's be stationary, is completely specified by the time aver-
knowledge, this approach was first taken in a classified age autocorrelation function presented in (1). It is the
report that dealt with the minimization of random three parameters in (1) that uniquely specify the model,
errors in the Polaris Submarine Inertial Navigation and thus they are referred to as the Model 1 parameters.
System.3 Several unclassified reports also suggest this The Model 1 parameters for a single gyro are deter-
approach.45 In each of these references the gyro drift mined by finding the least squares fit of (1) to the
random process was assumed to be a stationary process actual +(T) computed from the gyro drift rate run. The
that was characterized by an autocorrelation function actual ¢(-r) computed from gyro drift data is an ap-
of the form proximation of the true +(z-), which is defined in (2).6
1 rT
+ (T) = a2e- 1rI + m2 (1) «X(T) = T,°
lim 2T -T
g(t)gi(t + r)dt (2)
where
where
4(7-) =autocorrelation function
=variance of the process Oi(T) = time average autocorrelation function for the
ith run
m = mean of the process g-(t) =gyro drift rate for the ith run.
1 3=correlation time.
From (2) it is seen that in order to evaluate the true
No concrete justification for the use of this model ap- Oj(T), g-(t) must be of a continuous form and also infi-
pears in the references. One purpose of this paper is to nite in length. The gyro drift data for this analysis coIn-
evaluate this model by computing (zr) from empirically sist of a series of discrete, hourly points, each point repre-
obtained gyro drift rate runs and then comparing this senting the average drift rate since the previous point.
empirical ¢(r) to the 0(ir) of the model. This model is Since the form of the data is discrete, the computation
further evaluated by comparing the navigator's output is performed by a summation instead of an integration.
errors to the respective output errors predicted utilizing 1 T-r
the model. oi(T) = - E gi(t)gi(t + r) (3)
It will be shown that the model of (1) deviates from T -T t=l
actual gyjro drift data when the ensemble mean-square where
error of the drift rate is computed. For this reason,
another model is introduced. This new model assumes a T=length of the run
random walk to be present along with the exponential r=0, 1,2, .
¢(z) type of random drift of (1). For easy reference, the It is assumed that the length of the run, T, is sufficient
model of (1) is called Model 1, and the model that in- for the computation of (3) to be a good approximationi of
cludes the random walk is called AModel 2. the true 4(r) of (2). In order to find the M\lodel 1 param-
The gyro drift data used to evaluate the nmodels con- eters for an ensemble of gyros, the ensemble average of
sist of 120 test runis on one type of floated, single-degree- the q$i(r) must be computed.
of-freedom, integrating gyro. These tests are performed
with the gyros' input axis vertical, the position in which I ?1

O (r) =-
n =jI
E i (T) (4)
3 "Minimization of Random Errors in the Polaris Submarine In- where
ertial Navigation System," Dynamics Res. Corp., Stoneham, Mass.,
Rept. R-3; June, 1958 (confidential). 0(T) =ensemble average of the time average autocor-
4R. L. Hammon, "An application of random process theorv to relation functions
gyro drift analysis," IRE TRANS. ON AERONAUTICAL NAVIGATIONAL
ELECTRONICS, vol. ANE-7, pp. 84-91; September, 1960. n = number of gyro drift rate runs in the ensemble.
5 A. L. Friedman, "The Use of Speed and Position Fix Formation
in Inertial Navigators," presented at Guidance Control, and Navi-
gation Conf. of the Amer. Rocket Soc., Stanford Univ., Palo Alto, 6 Y. W. Lee, "Statistical Theory of Communication," John Wiley
Calif.; August, 1961. and Sons, Inc., New York, N. Y., p. 51; 1960.

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232 IRE TRANSACTIONS ON AEROSPACE AND NAVIGATIONAL ELECTRONICS December

The parameters for an ensemble are determined by find- t>3 /02 using linear regression analysis.7 The slope of
ing the least squares fit of (1) to (r). this least squares line is R22, and the intercept of the
Note that (1) is an even function of T. Thus, only least squares line with the ordinate is 20.22. Thus, model
positive values of r can be considered without any loss parameters R22 and 0.22 have been determined. The value
of generality. For positive values of -r, it is seen that of 1/32 is equal to the value of t at which the empirical
+/(T) for Model 1 is simply an exponential that decreases MSDR has risen to 63.2 per cent of 20.22. If the value of
with increasing T. Recognizing that the logarithm of an /2 found in this manner is close to the value of /2 assumed
exponential is a straight line, one may accomplish the initially, the values determined for R22, 022, and /2 are
least squares fit by applying linear regression analysis to accepted. If these two values of /2 are niot close, a new
a logarithmic plot of the empirical +(r) (or ¢(T) if an value of /2 must be assumed, and the entire process re-
ensemble of gyros is being considered).7 peated. Experience has shown that no more than two
Model 2 contains a time-varying element, and thus trials are normally required.
time averages are meaningless for this model. It follows
that Model 2 must be specified by an ensemble rather III. MODEL EVALUATION GYRO DRIFT DATA
than time average. An ensemble average that is capable The first phase of the model evaluation occurs at the
of specifying Model 2 is the nmean-square drift rate, system input level, the system input in this case being
which subsequently will be abbreviated MSDR. The gyro drift rate. The next and final phase, which occurs
MSDR for Model 2 is presented in (5) for the case where at the system output level, is discussed in Section IV.
the first point of the gyro drift rate run has been sub- The model evaluation at the gyro drift level consists
tracted from the entire run. of comparing a curve based on the model to the respec-
tive curve computed directly from the gyro drift rate
MSDR (M.odel 2) = R221 + 20.22(1 - e-02t), (5) test data. The curve based on the model is one of the
where t=time elapsed since start of the run. The first least squares curves of the preceding section used in the
term appearing on the right-hand side of (5) is due to determination of the model parameters. When consid-
the random walk drift portion of the model. It is seen ering Model 1, the curves compared are those for the
that this term builds up linearly with time with a slope time average autocorrelation function, 0(r), or the eni-
of R22. Parameter R22 is the only parameter required to semble average of this statistic, +(T). When considering
specify the random walk portion of Model 2. The second Model 2, the curves compared are those for the en-
term on the right-hand side of (5), which is due to the semble MSDR vs time. The MSDR can also be used in
stationary portion of Model 2, is identical in form to the the evaluation of Model 1, as will be seen shortly.
MSDR of Model 1.8 Thus, the parameters for the sta- Model 1 is considered first. In Fig. 1 two ensemble
tionary part of Model 2 are identical in form to the averaged time average autocorrelation curves are pre-
parameters of Model 1; however, their values may not sented for positive values of r. The ordinate values of
be identical. Subscripts are used to differentiate between these curves have been normalized by dividing +(T) by
the parameters of Models 1 and 2. a12. The solid line curve represents the ensemble aver-
The Model 2 parameters for any ensemble of gyro age of 120 +$(T) computed from actual gyro drift rate
drift rate runs are determined by finding the least data. The dashed line curve represents the S(T) of
squares fit of (5) to the actual MSDR vs time curve that
Model 1 and is obtained by adjusting the Model 1 pa-
rameters so as to obtain a least squares fit of (1) to the
is computed directly from the gyro drift rate runs. This
least squares fit can be accomplished by a trial and actual curve in Fig. 1. It is seen that the Model 1 curve
error searching technique when a high speed digital closely approximates the actual curve. From the close-
ness of these two curves it appears that Model 1 is a
computer is utilized. Another method is more appropri-
ate for an analytically obtained least squares fit. This good model for this set of gyro data. However, before
method is initiated by assuming a value for 32. It is seen finalizing this conclusion, let us further investigate
that the second term on the right-hand side of (5) is Model 1 using the MSDR statistic. The theoretical
essentially a constant for t>3 /32. Thus, in the region MVISDR for Model 1, which is identical in form to the
t>3 /02 any curve variation must be due to the first stationary portion for Model 2, is presented in (6) for
term on the right-hand side of (5), and it is seen that this
the case where the first point of the run has been sub-
first term generates a straight line. Accordingly, a tracted from the entire run.
straight line is fit to the empirical 1\ISDR in the region iAISDR (Mlodel 1) = 2o-2(1 -e-0e) (6)
where t = time elapsed since start of the run. A compari-
7A. Hald, "Statistical Theory with Engineering Applications" son of the MSDR (M1odel 1) to the MSDR computed
John8 Wiley and Sons, Inc., New York, N. Y., pp. 522-584; 1952. directly from the 120 runs of gyro drift data is pre-
A derivation of this MSDR is presented in Hammon, op. cit.,
along with other mean-square drift rate and angle vs time equations sented in Fig. 2. The ordinate in this figure has been
for various gyro correction methods. All equations presented in
this reference are based on Model 1. normalized by dividing the MSDR by 012. Thus the

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1962 Dushman: Gyro Drift Models 233

curve for Alodel 1, which is plotted as a series of long IV. MODEL EVALUATION SYSTEM OUTPUT DATA
dashes, appears in Fig. 2 as Model evaluation at the system output data level is
AISDR (Model 1)Tiormri = 2(1 - e-lt). (7) often the more important phase of the evaluation. This
The values for o12 and f1 used in (6) are those values is true, since it is generally a knowledge of the navi-
that are found in obtaining the least squares fit of (1) gator's output errors, not its input errors, that one de-
to the actual +(T). The MSDR curve computed directly sires. In this section a method of evaluating gyro models
from gyro data appears as a solid line in Fig. 2. A com- at the system output level is presented. This method
parison of the Model 1 curve to the actual curve in Fig. requires the use of either an analog computer or digital
2 reveals that Model 1 is not as good a model as one differential analyzer as a simulator. An example is
would believe from the ¢(r) curve comparison in Fig. 1. shown in which both Models 1 and 2 are used to pre-
The normalized Model 1 curve in Fig. 2 approaches a dict a system output. These predictions are compared
constant (of value 2) asymptotically as time increases. to the actual output error.
In contrast, the actual curve exhibits a rising trend with The method of model evaluation is illustrated by the
increasing time. This rising trend indicates that the gyro block diagram in Fig. 3. The upper path in Fig. 3 gen-
drift rate process may not be stationary, a fact which is erates the "actual" rms output error, while the lower
contrary to the basic assumption for Model 1. Model 2 path generates the "predicted" rms output error. The
attempts to take this rising trend into account by includ- comparison of these two rms values evaluates the
ing a random walk process in the model for gyro drift model used in obtaining the predicted output.
rate. The reader will note that the only source of data re-
The MSDR vs time curve for Model 2 is also plotted quired for this evaluation is gyro drift rate data. No true
in Fig. 2, appearing as a series of short dashes. This system output data are needed; however, if available, it
curve represents the least squares fit of (5) to the MSDR could be substituted for the "actual" rms output error
vs time curve computed directly from the test data. It that is generated from the gyro drift rate data.
is seen that Model 2 depicts the actual results much
closer than Model 1. SIMULATED
NAVIGATION ACTUAL RMS
KYSISAl ERRORS STATISTICAL NAVIGATION ERRORS
,iLLT1GN COMPILATION /
-5.0
z ACTUAL-
Z MODEL 1--°
z GYRO DEllI'T
Z + DATA
COMPARF
z NUMERICAL
0 VAT,UES OF PREDICTED RMS,--L.
T1HE MODELS NAVIGATION ERRORS
- -r.,ARAMETERS
LSTATISTICAL
COMPILATION
L

0 4 .0
°~ |ET FILTER
PARAMETERS

WRITE ____ SHAPING ADJOINT OF

NOISE FILTER SYSTEM
SIMULATION
TIME SHIFT r
Fig. 3 Block diagram of model evaluation at
Fig. 1-Normalized time average autocorrelation function the system output level.
+(r) vs time shift T, Model 1 evaluation.
8
Coinsider the upper path first. A gyro drift rate run is
introduced into a computer simulation of the system,
and the resulting output error is recorded. Similarly, all
6- other gyro drift runs in the ensemble under considera-
MODEL 2 tion are introduced into the simulation, and the respec-
N 4 time output errors are recorded. The ensemble average
ACTUAL ,- of all these recorded output errors is called the actual
o rms output error.
In the lower path the first step is to compile fronm
the test data numerical values for the model parameters.
This compilation is performed according to the methods
0
TIME of Section II. The numerical values of the model pa-
Fig. 2-Normalized mean-square drift rate as a rameters are then substituted into the shaping filter,
function of time since start of run. and the method of adjoint systems is used to obtain the

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234 IRE TRANSACTIONS ON AEROSPACE AND NAVIGATIONAL ELECTRONICS December

predicted rms output error.9 The adjoint system is easily process is stationary. However, when the process is not
derived from the system simulation that appears in the restricted by being made stationary and ensemble aver-
upper path of the diagram. The shaping filter shown in ages are computed, the ensemble MSDR, mean-square
Fig. 3 is the filter which generates the power spectrum drift rate, curve comparisons reveal that Model 2
of the random process desired when white noise is intro- depicts the actual process better than Model 1, espe-
duced into the filter. The shaping filter that generates cially for long intervals of time after the start of a run.
the power spectrum of Model 1 is given by Model 2 again appears to be the better model in the
navigator output error example.
The reader should note that the model evaluation pre-
Y(P)MOdel 1 = -n (8) sented applies specifically to the gyro that was under
P + i31 evaluation. It is entirely possible, however, that either
where p is the complex frequency variable. A random Model 1 or Model 2 could apply equally well, if not bet-
walk process can be defined as the integral of white ter, to other gyros with only a change of model param-
noise, and therefore the shaping filter for the random eter values.
walk portion of Model 2 is simply R2/p. Combining this The approach of using actual gyro drift data to eval-
linearly with the stationary portion of Model 2 results uate and study models of random gyro drift has beeni
in a shaping filter for \Model 2 that is described by shown to be practical. It is this approach that led to the
development of Model 2, and there is reason to believe
R2 2V\/2i32 that it could lead to the development of other models
Y(P)AOdel 2 = + p (9) that depict random gyro drift better than either of the
models discussed herein. For instance, another model
An example of some output error curves is presented that could be made to fit the actual curves of Figs. 1 and
in Fig. 4. The error curves shown are rms heading errors 2 would be one which is a natural extension of Model 1.
due to drift in the latitude gyro of an inertial system This proposed model would assume (Tr) to be composed
that is navigating on the earth's surface. This navigator of a summation of decaying exponentials, each having a
is damped using periodically available external position different correlation time; this differs from Model 1,
information.5 These rms output error curves again have which assumes ¢(r) to be composed of only onie decay-
been normalized for security reasons. The actual results ing exponential. The additional decaying exponential
plotted in this curve were obtained by introducing gyro terms in the proposed model would allow for a much
drift rate data into a computer simulation of the inertial better fit of the MISDR vs time curve in comparison to
navigation system. In this example it is seen that Model the fit given by MIodel 1. The disadvantage of this pro-
2 predicted the actual rms heading errors to a closer posed model is the inicreased computational complexity
degree than AModel 1. due to the additional model paranmeters. Whether or
not this increased complexity is warranted would de-
pend, of course, on how well the proposed model de-
0 picted the actual gyro drift and the navigation output
errors, as compared to Models 1 and 2.
A byproduct of the gyro drift model analysis is a pro-
0 075

<
gram which is capable of evaluating these models. The
° -
program consists of two phases. In the first phase the
0
/I;***ACTUAL FROM SIMULATION
--
- -11 PREDICTED BY MODEL equation of the gyro drift model is fitted, in a least
0-25'
PREDICTED BY MODEL 2 squares manner, to curves computed directly from
0< ;, gyro drift rate data, with the closeness of fit indicating
the merit of the model. In the second phase the actual
and predicted output errors are determined and com-
TIME pared to each other. The actual rms output error is
Fig. 4 Normalized rms heading error as a function of time. obtained either from a simulation of the navigation svs-
tem or from the system itself. The predicted output
CONCLUSIONS error is obtained b- computing numerical values of the
model parameters and usinlg these values in the "method
Two feasible models of random gyro drift have been of adjoint svstenms" technique.
discussed. The simpler model, called i\Model 1, appears
to be quite good on the basis of comparing time average AC KNOWLEDGMENT
autocorrelation functions. These time averages were The author wishes to thank A. L. Friedman, whose
computed on the assumption that the gyrro drift rate guidance contributed greatly to the progress of the
study. The author also wishes to thank Dr. A. Gelb for
9 J. H. Laning and R. H. Battin, "Randonm Processes in Auto- a critical reading of the text and for many helpful sUg-
matic Control," McGraxs-Hill Book Co., Inc., Newv York, N. Y.;
1956. gestions.

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