Modified Adaptive Fusion Scheme for Kalman Filter Based on the Hypothesis Test
Chen Jiang, Wenkai Liu, Hui Li, Haijun Xu · Journal of Sensors · 2022
In the literature, the fading factor was constructed to overcome the shortage of model uncertainties in the Kalman filter. However, the a priori covariance matrix might be inflated abnormally by the fading factor once the measurement is unreliable. Thus, the fading factor may become invalid, and this problem is rarely discussed and tested. In this paper, squares of the Mahalanobis distance are introduced as the judging index, and the fading factor or the covariance inflation factor is adopted conditionally according to the hypothesis testing result. Therefore, an adaptive filtering scheme based on the Mahalanobis distance is put forward for the systems with model uncertainties. The proposed algorithm is implemented with the actual data collected by the integration of the global navigation satellite system (GNSS) and the inertial navigation system and INS (inertial navigation system) integrated systems (INS). For the systems with model uncertainties, experimental results demonstrate that the influences of both the outlying measurements and model errors are controlled effectively with the proposed scheme.