Multiple fading robust cubature Kalman filter based on SVD and its application in integrated navigation
In order to improve the stability and robustness of standard cubature kalman filter for INS/GPS integrated navigation nonlinear error model, an improved multiple fading H∞ robust cubature kalman filter algorithm is proposed. First, a multiple fading filtering algorithm is demonstrated based on the observability of the system state. And then a multiple fading H∞ robust cubature kalman filter is improved effectively. In order to get high numerical stability, the singular value decomposition algorithm is used to take the place of Cholesky decomposition in the multiple fading H∞cubature kalman filter. The actual GPS/INS integrated navigation test indicates that the proposed filter algorithm not can only improve the stability of the algorithm, but also have better robustness to outlier. Compared with standard cubature kalman filter, the navigation precisions of new algorithm are increased by 55.8%, 46.6%and 39.7%in X, Y and Z direction, respectively.
cubature kalman filtermultiple fading filterH∞ filtersingular value decompositionintegrated navigation
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万方数据
维普
