Sigma point H-infinity filter for initial alignment in marine strapdown inertial navigation system

Based on theories of H-infinity filter and sigma point transformation, a sigma point H-infinity filter method is proposed. The error model of marine strapdown inertial navigation system on the swaying base is nonlinear, whereas the azimuth angle is large. Because during the deduct of the error model higher order terms are neglected, and the practical noises are non-Gaussian, the sigma point H-infinity filter is more robustness and also improves the accuracy, compared with the unscented Kalman filter. In order to obtain a better result, a sigma point smoother is proposed. The simulation results show that the sigma point H-infinity filter is a very effective estimation method with colored noise.