Research on Federated Kalman Filter for Integrated Navigation System

Combination of Global Positioning System (GPS) and Inertial Navigation System (INS) by Kalman Filter can deliver a system performance that is superior to either one in stand-alone mode. However, Kalman Filter based techniques have certain limitations. The prior information about the statistical properties of measurement noise has to be known accurately. This paper proposed and discussed an INS/GPS/magnetic compass integrated navigation method based on federated kalman filter. For the changing circumstances of navigation measurement noise statistical properties, an adaptive Kalman filter was proposed and was combined with federated kalman filter. Simulation results show the method can suppress divergent of INS errors and improve the positioning accuracy of INS/GPS/magnetic compass system, indicating the effectiveness of the method.