Improved adaptive Kalman filter for GPS/INS integrated system

Minglian Zhang · Journal of Chinese Inertial Technology · 2006

A new adaptive Kalman filter algorithm was developed for INS/GPS integrated system.The adaptation of the estimation procedure was carried out through the use of the measurement innovation sequence as piece-wise stationary process inside an estimation window to directly estimate either or both of the system noise covariance matrix(Q) and the measurement noise covariance matrix(R).Simulation results show that the proposed algorithm can improve the performance(accuracy and reliability) of the integrated GPS/INS system filtering process.

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