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Design of minimax robust filtering for an integrated GPS/INS system |
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| Authors: | X. F. He Y. Q. Chen B. Vik |
| Affiliation: | (1) Department of Engineering Cybernetics, Norwegian University of Science and Technology, N-7491 Trondheim, Norway e-mail: xfhe@itk.ntnu.no, NO;(2) Department of Land Surveying and Geo-Informatics, The Hong Kong Polytechnic University, Kowloon, Hong Kong e-mail: lsygchen@polyu.edu.hk, HK |
| Abstract: | The problem of navigation systems with uncertain noise is considered. A minimax robust filtering which can minimize the worst performance under noise uncertainties using the game theory is proposed. This new filter is applied to an integrated GPS/INS navigation system. A high dynamics aircraft trajectory is designed to test the new filter. The results show that minimax robust filtering performs better than standard Kalman filtering when noise parameters of an inertial measurement unit change their statistical properties. Received: 21 October 1997 / Accepted: 26 May 1999 |
| Keywords: | . Kalman filtering GPS/INS Uncertainty |
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