A modified federal Kalman filter algorithm and its application at GPS/INS integrated navigation system

The problem of optimal information fusion for complicated integrated navigation system is investigated. A modified federal Kalman filter algorithm is presented, which has different model in local and global filter. The theoretical proof and procedure of the algorithm are described in detail. Theoretical analysis and hardware-in-the-loop simulations for GPS/INS (inertial navigation system) integrated navigation system prove this algorithm can improve the fault tolerance and accuracy of the system. Moreover, this algorithm makes information fusion algorithm more universal.