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Monte Carlo simulations on a graphics processor unit with applications in inertial navigation

M.Ing. / The Graphics Processor Unit (GPU) has been in the gaming industry for several years now. Of late though programmers and scientists have started to use the parallel processing or stream processing capabilities of the GPU in general numerical applications. The Monte Carlo method is a processing intensive methods, as it evaluates systems with stochastic components. The stochastic components require several iterations of the systems to develop an idea of how the systems reacts to the stochastic inputs. The stream processing capabilities of GPUs are used for the analysis of such systems. Evaluating low-cost Inertial Measurement Units (IMU) for utilisation in Inertial Navigation Systems (INS) is a processing intensive process. The non-deterministic or stochastic error components of the IMUs output signal requires multiple simulation runs to properly evaluate the IMUs performance when applied as input to an INS. The GPU makes use of stream processing, which allows simultaneous execution of the same algorithm on multiple data sets. Accordingly Monte Carlo techniques are applied to create trajectories for multiple possible outputs of the INS based on stochastically varying inputs from the IMU. The processing power of the GPU allows simultaneous Monte Carlo analysis of several IMUs. Each IMU requires a sensor error model, which entails calibration of each IMU to obtain numerical values for the main error sources of lowcost IMUs namely scale factor, non-orthogonality, bias, random walk and white noise. Three low-cost MEMS IMUs was calibrated to obtain numerical values for their sensor error models. Simultaneous Monte Carlo analysis of each of the IMUs is then done on the GPU with a resulting circular error probability plot. The circular error probability indicates the accuracy and precision of each IMU relative to a reference trajectory and the other IMUs trajectories. Results obtained indicate the GPU to be an alternative processing platform, for large amounts of data, to that of the CPU. Monte Carlo simulations on the GPU was performed 200 % faster than Monte Carlo simulations on the CPU. Results obtained from the Monte Carlo simulations, indicated the Random Walk error to be the main source of error in low-cost IMUs. The CEP results was used to determine the e ect of the various error sources on the INS output.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uj/uj:2157
Date12 March 2012
CreatorsRoets, Sarel Frederik
Source SetsSouth African National ETD Portal
Detected LanguageEnglish
TypeThesis

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