Singular Value Decomposition aided Robust Cubature Quadrature Kalman Filter in GPS/INS Integrated Navigation System

Singular Value Decomposition aided Robust Cubature Quadrature Kalman Filter in GPS/INS Integrated Navigation System

Wei Zhao Huiguang Li Liying Zou

School of Electrical Engineering, Yanshan University, Qinhuangdao 066004, China

Corresponding Author Email: 
zhwei19800@163.com; ysulihuiguang@163.com; zouliying2007@126.com
Page: 
48-66
|
DOI: 
https://doi.org/10.18280/ama_c.720104
Received: 
15 March 2017
| |
Accepted: 
15 April 2017
| | Citation

OPEN ACCESS

Abstract: 

The paper presents a singular value decomposition aided H-∞ Cubature Quadrature Kalman filter (SVD-HCQKF) in GPS/INS integrated navigation system to satisfy the high requirements of the precision and robustness of aircraft integrated navigation system. The Cubature Quadrature Kalman filter (CQKF) uses the hyper-sphere cubature rule and two-order Gauss-Laguerre quadrature rule to generate Cubature Quadrature points to calculate multiple moment integral that is different from the Cubature Kalman filter (CKF) using cubature points. The robustness of the system is also guaranteed by the addition of the H-∞ algorithm. In numerical simulation, it is verified that the accuracy and robustness of the proposed algorithm and SVD aided CQKF are better than those under CKF frame. Finally, the proposed algorithm is applied in GPS/INS integrated navigation system, and the simulation results show it can greatly improve the accuracy and robustness of the system.

Keywords: 

Integrated navigation system, Robust filter, Cubature Quadrature Kalman filter, Singular value decomposition

1. Introduction
2. The Principle and Mathematical Model of GPS/INS Integrated Navigation System
3 The SVD Aided Robust CQKF
4. Simulation and Analysis
5. Conclusion
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