Adaptive estimation of multiple fading factors in Kalman filter for navigation applications |
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| Authors: | Yanrui Geng Jinling Wang |
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| Institution: | (1) School of Surveying and Spatial Information Systems, University of New South Wales, Sydney, NSW, 2052, Australia |
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| Abstract: | Kalman filter is the most frequently used algorithm in navigation applications. A conventional Kalman filter (CKF) assumes
that the statistics of the system noise are given. As long as the noise characteristics are correctly known, the filter will
produce optimal estimates for system states. However, the system noise characteristics are not always exactly known, leading
to degradation in filter performance. Under some extreme conditions, incorrectly specified system noise characteristics may
even cause instability and divergence. Many researchers have proposed to introduce a fading factor into the Kalman filtering
to keep the filter stable. Accordingly various adaptive Kalman filters are developed to estimate the fading factor. However,
the estimation of multiple fading factors is a very complicated, and yet still open problem. A new approach to adaptive estimation
of multiple fading factors in the Kalman filter for navigation applications is presented in this paper. The proposed approach
is based on the assumption that, under optimal estimation conditions, the residuals of the Kalman filter are Gaussian white
noises with a zero mean. The fading factors are computed and then applied to the predicted covariance matrix, along with the
statistical evaluation of the filter residuals using a Chi-square test. The approach is tested using both GPS standalone and
integrated GPS/INS navigation systems. The results show that the proposed approach can significantly improve the filter performance
and has the ability to restrain the filtering divergence even when system noise attributes are inaccurate. |
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| Keywords: | Adaptive Kalman filter Fading factors Inertial navigation system (INS) Global positioning system (GPS) |
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