The performance comparison and algorithm analysis of first order EKF, second order EKF and smoother for GPS/DR navigation

Haitao Zhang, Jian Rong, Xiaochun Zhong · 2008

Several algorithms based on the global positioning system (GPS) and the dead reckoning (DR) are proposed. For comparison purpose, the performance of the GPS/DR integrated navigation system is analyzed with first extended Kalman filter (FEKF), second extended Kalman filter (SEKF) and the Rauch Tung Striebel-smoother (RTS). In this paper, the state models and measurement models of GPS /DR are set up. Furthermore, the GPS/DR integrated navigation system based on the three algorithms is simulated, and the algorithm performance is compared by the simulation results. The numerical emulation demonstrates that the EKF-RTS gives clearly better estimates than the EKF, and the SEKF is superior to the FEKF.

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