Observability Measures and Their Application to GPS/INS

In this paper, two observability measures are introduced for a discrete linear system. The degrees of observability of both the system and its subspaces can be examined with these measures. The measures are well conditioned to perturbation and applicable to multi-input/multi-output time-varying systems. The relations among observability, observability measures, error covariance, and the information matrix are presented. It is shown that the measures have direct connections with the singular value decomposition of the information matrix. In contrast to the error covariance, the measures are determined by the system model and independent of the initial error covariance. An example of the observability analysis of the Global Positioning System/inertial navigation system is given. The measures are confirmed to be less sensitive to the system model perturbation. It is also shown that the vertical component of the gyro bias can be considered unobservable with a tactical-grade inertial measurement unit for a horizontal constant-speed motion.