Performance analysis of improved iterated cubature Kalman filter and its application to GNSS/INS

Bingbo Cui; Xiyuan Chen; Yuan Xu; Haoqian Huang; Xiao Liu

doi:10.1016/j.isatra.2016.09.010

Performance analysis of improved iterated cubature Kalman filter and its application to GNSS/INS

ISA Trans. 2017 Jan:66:460-468. doi: 10.1016/j.isatra.2016.09.010. Epub 2016 Sep 22.

Authors

Bingbo Cui¹, Xiyuan Chen², Yuan Xu³, Haoqian Huang¹, Xiao Liu¹

Affiliations

¹ School of Instrument Science and Engineering, Southeast University, Nanjing, Jiangsu 210096, China; Key Laboratory of Micro-Inertial Instrument and Advanced Navigation Technology Ministry of Education, Nanjing, Jiangsu 210096, China.
² School of Instrument Science and Engineering, Southeast University, Nanjing, Jiangsu 210096, China; Key Laboratory of Micro-Inertial Instrument and Advanced Navigation Technology Ministry of Education, Nanjing, Jiangsu 210096, China. Electronic address: chxiyuan@seu.edu.cn.
³ School of Electrical Engineering, University of Jinan, Jinan, Shandong 250022, China.

PMID: 27666923
DOI: 10.1016/j.isatra.2016.09.010

Abstract

In order to improve the accuracy and robustness of GNSS/INS navigation system, an improved iterated cubature Kalman filter (IICKF) is proposed by considering the state-dependent noise and system uncertainty. First, a simplified framework of iterated Gaussian filter is derived by using damped Newton-Raphson algorithm and online noise estimator. Then the effect of state-dependent noise coming from iterated update is analyzed theoretically, and an augmented form of CKF algorithm is applied to improve the estimation accuracy. The performance of IICKF is verified by field test and numerical simulation, and results reveal that, compared with non-iterated filter, iterated filter is less sensitive to the system uncertainty, and IICKF improves the accuracy of yaw, roll and pitch by 48.9%, 73.1% and 83.3%, respectively, compared with traditional iterated KF.

Keywords: Adaptive filter; Cubature Kalman filter; Integrate navigation; Iterated Gaussian filter.