INS/GPS Integrated Navigation Uncertain System State Estimation Based on Minimal Variance Robust Filtering

INS/GPS integrated navigation systems are used for positioning and attitude determination in a wide range of applications. Combining INS and GPS organically, we can get an integrated navigating system which can overcome the respective defects of the two systems and develop their advantages to form a complementary structure at the same time. GPS measurements can be used correct the INS and sensor errors to provide high accuracy real-time navigation (Farrell, 1998). The integration of GPS and INS measurements is usually achieved using a Kalman filter. But, usually uncertainties exist in INS/GPS integrated real systems, which may cause filtering to divergence for classical Kalman filter. In order to solve this problem, a robust filter with minimal variance is addressed by this paper