Application of Unscented Kalman Filter in GPS /INS

Kalman Filter is an extremely effective and versatile procedure for combining noisy sensor outputs to estimate the state of a system with uncertain dynamics . In this paper, the algorithm of UFK (Unscented Kalman Filter) is developed. By simulated experiment, EKF(Extended Kalman Filter), UKF without and with GPS latency compensation are compared. In result, the UKF algorithm is unbiased and minimum variance. A UKF-based integrated navigation for GPS/INS provides precise position and orientation to the photogrammetric adjustment. In turn, the photogrammetric adjustment provides position updates to the UKF.