Application of Anti-Outlier UKF Algorithm in Integrated Navigation
Wen Chao Liu, Hong Wei Bian, Rong Ying Wang · Applied Mechanics and Materials · 2014
In view of the problems on nonlinearity of system model and robustness of filtering algorithm in Integrated Navigation, the algorithm of Unscented Kalman Filter (UKF) for outlier rejection is studied. The algorithm identifies outliers firstly by using the new observation rate, and then rectifies the observation outliers by using of Newton interpolation and finally gets the relatively more accurate estimated value. The combination of Newton interpolation and UKF resolves the nonlinear problem of the system model as well as effectively suppresses the impact of outliers to filtering algorithm. And effectiveness of the methodology has been proved by simulation.