Federated Kalman filter and its application to GPS/DR integrated navigation system

For the features of GPS / DR integrated navigation system, a federated Kalman filter algorithm is presented. The structure of the federated filter follows the principle of information distribution with the global optimality. The algorithm can improve the system fault tolerance and the stability of numerical calculation, and reduce the amount of information transfer and computation. The theoretical analysis and the computer simulation results show that the federated filter can greatly improve the positioning accuracy and fault-tolerance ability of the GPS/DR integration system.