A Rapid Computation Method for Kalman Filtering in Vehicular SINS/GPS Integrated System
Qi Ju Zhu, Yan Gong, Peng Xiang Yang, Yong Yuan Qin · Applied Mechanics and Materials · 2012
A new rapid computation method for Kalman filtering is proposed. In this method, the prediction of state covariance matrix is expanded directly rather than computing by a looping program. Sequential filtering for measurement update is also applied. Furthermore, the subsidiary elements in system matrix are set to zero and a reduced-dimensions sub-optimal Kalman filter is presented. The proposed method greatly decreases computational burden and it is only 6.59% of the classic method. In the end, a vehicular test is carried out to prove the feasibility of the filtering.