1.

lntroduction

The current popularity of strapdown navigation, due in

An Optimal Normalization Scheme part to the advent of small, fast, accurate digital computers
and high-rate gyros, has focused attention on the problems
of attitude determination and normalization. The determi-
nation of the attitude matrix B which transforms a velocity
vector Vb, expressed in body coordinates (roll, pitch, and
C.R. GIARDINA yaw), into a velocity vector vn, expressed in navigational
Singer Company-Kearfott Div. coordinates under the mapping
Little Falls, N.J. 07424
R. BRONSON v n =Bvb, (1)
Fairleigh Dickenson University
Teaneck, N.J. 07666 requires the bulk of the time and memory load in a pure
L. WALLEN inertial strapdown airborne computer.
University of Hawaii There are three basic methods used to calculate the atti-
Honolulu, HA tude matrix; these are based on, respectively, 1) directional
cosines, 2) Euler angles, and 3) Euler four parameters or
Abstract
quaternions. In each method, the orthogonal matrix B is
given as the solution of a differential equation. Due to
An attitude normalization scheme, based on quaternion updates of roundoff, quantization, and truncation errors, B is rarely
the attitude matrix in a strapdown system, is presented which is op- calculated, but rather an approximation B is found which
timal in the two-norm sense. Furthermore, the algorithm requires is usually not orthogonal. Various normalization schemes
minimal computer time and memory load. are then employed to orthogonalize B and the resultant
matrix, denoted by C, is then substituted into (1) for the
attitude matrix B.
In this paper, we give a normalization method which
minimizes machine time and memory load and which pro-
duces that orthogonal matrix C closest to B in the two-norm
sense. This method is based on the Euler four parameter
scheme for obtaining B which is itself the most efficient
method known for calculating the attritude matrix.

11. An Optimal Method

Theoretical methods for obtaining B using the Euler four

parameter method are well known [1 ], [2]. Letting q rep-
resent the quaternion update
q =o+d (2)
with
a = ai + b1 + ck, (3)
one first solves the linear differential equation
dq/dt = -(1 /2)coq. (4)
Here is the angular velocity vector, the components of
w

which are direct outputs of the gyros. Note that, as a

quaternion, the real part of is zero; thus, the multiplica-
w

tion wq is defined by

wq= (a + d) (w + 0) =
X w + dw - w.

Manuscript received May 16, 1974. Copyright 1975 by IEEE Trans. Once q = ai+bj + ck + d is obtained, the attitude matrix is
Aerospace and Electronic Systems, vol. AES-11, no. 4, July 1975. immediately given by the Euler four parameter matrix
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. AES-11, NO. 4 JULY 1975 443

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 d2 _a2 -b2 _ C2 2(ab + cd) 2(ac -bd)

B= 2(ab-cd) d2 -a2 + b2 c2 2(bc + ad) (5)

L- 2(ac + bd) 2(bc -ad) d2 a2 -b2+C2

The outputs of the gyros, being physical quantities, are
never exact and the numerical methods used for solving (4)
also introduce errors so an approximation to q, q= + bj +
ck + d, is actually calculated. When these quantities are
substituted into (5), we obtain B, which is usually not or-
where {X1(D), X2(D), X3(D)} are the eigenvalues of D and
the maximum is taken over all orthonormal bases of vectors.
Lemma 2: Let A be an arbitrary real 3 X 3 matrix. An
orthogonal matrix C will minimize hIA Cl if and only if -

thogonal. Nonetheless, the eigenvalues of B are almost it maximizes trace (AC').

always near unity in absolute value and the matrix itself re-
mains nonsingular. Proof: First,
The final step requires orthogonalizing B. In the next
section, we prove that the orthogonal matrix C "closest" to
B is
IIA- C1'2 tr [(A-C) (A -C)']
= tr(AA' +I) -2 tr(AC').
C= (1 12)B. (6)
The result follows immediately from the fact that
For comparison with other methods, to be discussed in 2 tr(AC')<tr(AA' +1).
Section IV, we note that (4) has only four unknowns, the
components of q, and that the orthogonalization process We now use Lemma 1 to bound tr (AC').
given by (6) requires at most 17 arithmetic operations.
Theorem 2: Let A be a given 3 X 3 real invertible matrix.
111. Two-Norm Orthogonalization of the Attitude Matrix Then, for any orthogonal matrix C,
3
Define the two-norm of a 3 X 3 real matrix A =
(ai1) by t r (A C ) < i i.(P)
3 3 -1/2
hIA l i (a )2 where A UP.
Thus, hA 112 = trace (A .A), where A' denotes the transpose Proof: We first note that if {i1, 13} is an orthonor-
2,

of A, and if v
(vl,
1, , v,) represents a three-dimensional mal bases, then so too is {U'Q1* U'i42, U'i,&3} if U is orthog-
vector, onal. Also,
/ 3 1/2 3

lvllI Z; ( i))
2

tr (AGC) ;c
(AC ja>
We now prove that the unique orthogonal matrix C which where (<, () denotes the usual dot product of ct and ß and
minimizes hIB - Cli, B nonsingular, is given by (6). To this {°c} represents the standard orthonormal basis; i.e., c, has
end, we recall a well-known result in matrixes [3j. a one for its ith component and zeros for all other compo-
nents. Then, using the Cauchy Schwarz inequality, we have
Theorem 1: If A is an arbitrary nonsingular real matrix,
~~~~~3
then there exists a unique positive-definite matrix P and a tr (AC')<
11<
max tr (AC') -max -1 <AC'ai, cv.)
unique orthogonal matrix U such that A UP. Further-
more, max ZE JIACa°i11ll°Ei1
3
P -\IA-A and U-A(A 'A) -1/2. =-max 2; IIAC'ilI
The following result, which is proved in the Appendix, Since C is orthogonal, { CG' C'c2, C'ca3}
3 , { 1, QP2, 3},
is crucial. another set of orthonormal vectors, and
Lemma 1: Let D be a real 3 X 3 diagonal matrix and let 3 3
max ih1AIAC o 11- {aX il IA 1k
i
{01, 0,21,3 } represent an orthonormal bases of vectors.
Then
3 3 where the maximum is now taken over all orthonormal sets
max 11D 11 IXAID)l of vectors {~ i}. Then, using A = UP, it follows that

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 (
trC1 ~5 3 3 where Bo is determined from the alignment and Q2 is the
}i-l Pi1
{-pm}x=11
t i}l {l1 a }i-l
i 1
il skew symmetric angular velocity matrix whose elements are
But, P is a positive-definite real symmetric matrix, so it can computed directly from the outputs of the gyros. Equation
be diagonalized by an orthogonal similarity transformation. (7) is solved by a numerical scheme which results in ß. The
Hence, matrix B is orthogonalized (normalized) by one of many
suggested procedures [4] .
P-= UDU-1 = U1DU' The method given in Section II is superior to methods in-
volving direction cosines in two important respects. First,
and (4) contains only four unknowns, the components of q, as
compared to (7), which contains nine unknowns, the ele-
3 ments of B. Second, none of the orthogonalization proce-
tr (AC) . max 2; 11 U,DU4,~~i dures suggested for obtaining C from the solution of (7) are
{Ü i} i= 1
known to be optimal, whereas the orthogonalization proce-
3 3 dure given by (6) is optimal and requires at most thirteen
- max Z IIDUj 'i 11 = max i IID0 11 multiplications, three additions, and one division.
Theoretically, Theorem 3 could be used to find an opti-
where, again, {tk} = {U'1 4} is another set of orthonormal mal C even for the B obtained from (7). In practice, how-
vectors. We note that the eigenvalues are invarient under a ever, it is quite difficult to compute (B'B)-1/2 for most
similarity transformation, so \.(D) = X,(P) and, since P is matrixes B. lt is a characteristic of the Euler four parameter
positive-definite, the eigenvalues of D must be positive. matrix that
Theorem 2 is now a direct consequence of Lemma 1.
The following result which is discussed in a different (R'B)-112 (1/lq 12)I
form in [6] is the theoretical base for the normalization
scheme. Another well-known method involves the Euler angle
Theorem 3: If A is an arbitrary real invertible 3 X 3 representation. Although this representation generates only
matrix, then there exists an orthogonal matrix C which three unknowns, the differential equations that must be
minimizes jIA - CIi. Furthermore, C = A(A .A)-1/2. solved are nonlinear, as compared to (4) and (7), which are
linear, and, in addition, there exists a mathematical singular-
Proof: From Lemma 2, it is sufficient to maximize ity (gimbal lock). Methods based on the Euler angle reprc-
tr (AC'). Using Theorem 2, we do so by showing that sentation are known to be less efficient in general than
3 attitude determination by directional cosines; hence, they
tr(AC')= X.(P) for C=A(A'A)-'/2.
/

are also less efficient than the optimal method given in

Section II.
From Theorem 1 and for this matrix C, we have A = CP;
hence,
3 3
i=1 xi(CPC')
tr (AC') = tr (CPC') = Z = Z X.(P).
=

Applying Theorem 3 to the attitude matrix B of Section

II, we have that C = B(B'B)- /2 is the orthogonal matrix
closest to B in the two-norm sense. But, for any matrix of
the form given by (5), we have B'B = (a2 + b2 + c2 + d2 )2i. V. Conclusion
Hence,
An optimal method for obtaining the attitude matrix was
CBgg-1/2 =B(ä2 +b 2 + C2 +2)-1 = (l/i-12)B exhibited. Using the Euler four parameter representation,
an approximation to the attitude matrix can be obtained
as given by (6). Therefore, an optimal and simple orthog- with less work than the methods involving directional co-
onalization algorithm is achieved using quaternions and theI sines and an optimal orthogonalization process is given
Euler four parameter matrix defined by (5). which requires minimal computer time and memory load.
IV. Comparisons With Other Methods Append ix

One of the most commonly used methods for obtaining We now prove Theorem 2. To do so we need the follow-
C employs directional cosines. Here the attitude matrix B ing result [5].
is given as the solution of the linear matrix differential equa-
tion Lemma 3: For any 3 X 3 real matrix A,

dB/dt =BQ; B(O)=Bo (7) max IIAßlI = max v'X.(AA')

llll=
1 i
GIARDINA ETAL.: AN OPTIMAL NORMALIZATION SCHEME 445

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and the maximum occurs when ß is the normalized eigen- max IIDyl 1= 1Ä2 (D)
vector associated with the largest eigenvalue of v'4 . ll 11i= 1

In particular, if A = D, a diagonal matrix, Lemma 3 when y = (0, 1, 0)', which in turn implies that
reduces to 73 =(0, O, 1)'and that
max IIDY3 11 = 1X3 (D)
max IlDßll = max XD) = max L.(D) I . {y3}
[lll=31 i i I
Now, without loss of generality, let D = diag (X1, X2, X3) Thus,
with X1 . X2 - X3. If {01, 02, 03 } is any orthonormal set 3
of three-dimensional vectors, then max -E IIDO.Il . 1X1(D)l + max IIDyll + max IIDy3 11
3
max . IIDi ll < max IIDßlI + max (IlDß2 11 + IDß3 11) < IX1(D)I + 1X2(D)I + 1X3(D)I
4il 1 13l= 1 {1ß2 '3 1
where ß is any unit vector and {ß, ß2 , ß3 1 is an orthonormal as was to be proved.
set of vectors. From Lemma 3,

max IDßllI = I1(D)I References

lß11 = 1
when ß is the normalized eigenvector corresponding to X1. 11 A.C. Robinson, "On the use of quaternions in simulation of
Therefore, ß = ( 1, 0, 0)' and both ß2 and ß3 must have first rigid-body motion," U.S. Air Force, Wright Air Development
Center, Wright-Patterson AFB, Ohio, December 1958.
components equal to zero since they are orthogonal to ß. [21 J.C. Wilcox, "A new algorithm for strapped-down inertial navi-
But, gation," IEEE Trans. Aerospace and Electronic Systems, vol.
AES-3, pp. 796-803, September 1967.
max (IIDß2 11 + IDDß3 11) < max IIDy + max IIDY3 11 [31 P.R. Halmos, Finite Dimensional Vector Spaces. Princeton, N.J.:
{ß12'ß33 } 1yI 1= {-y3} Van Nostrand, 1958.
[4] I.Y. Bar-Itzhack and K.A. Fegley, .Orthogonalization technique
where y is any unit vector having a zero entry in the first of a direction cosine matrix," IEEE Trans. Aerospace and Elec-
tronic Systems, vol. AES-5, pp. 798-804, September 1969.
component and {Y, 7Y3} is an orthonormal set of vectors
[51 A. Ralston, A First Course in Numerical Analysis. New York:
having all first components equal to zero. Again, using Lem- McGraw-Hill, 1965.
ma 3 with the additional condition on the first component [61 J.L. Farrell and J.C. Stuelpnagel "Problem solution 65-1,"
of y, it follows that SIAM Review, vol. 7, no. 3, July 1965.

Charles R. Giardina was born in the Bronx, New York December 29, 1942. He is presently associated with The Singer
Company, Kearfott Division and with Fairleigh Dickinson University as Professor of Mathematics, Electrical Engineering
and Computer Sceince. His current research interests are Stochastic Functional Analysis and Stochastic Integral Equations.
He resides in Mahwah, N.J. with his wife Betty and their three children; Barbara Ann, Steven and Mikey.

Richard D. Bronson was born in New York City on August 5, 1941. He received the B.S., M.S., and PhD. degrees in
mathematics from Stevens Institute of Technology in 1963, 1965, and 1968, respectively.
He joined the faculty at Fairleigh Dickinson University, Teaneck, N.J. where he is currently Chairman, Department of
Mathematics and Computer Science. He is the author of MATRIX METHODS (Academic Press) and MODERN INTRO-
DUCTORY DIFFERENTIAL EQUATIONS (Schaum's Outline Series, McGraw-Hill).
Dr. Bronson is a member of Sigma Xi, the American Mathematical Society, the Mathematical Association of America,
and the Association for Computing Machinery.

Lawrence J. Wallen was born in 1933 in Philadelphia, PA. He received his Ph.D. from M.I.T. in 1967. Has been on the
faculties of Stevens Institute of Technology, University of Michigan, and is at present Professor of Mathematics at the
University of Hawaii. His main research is in Operator Theory and Semi-groups of Operators.
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