An improved filter for high order integrated GPS/INS based on the U-D factorization

Abstract

In this paper, the U-D factorization-based extended Kalman filter for the 20-state integrated GPS/INS is investigated from the point of engineering realization. The Kalman filter is widely used for integration of GPS/INS, however, due to the model and numerical computation errors, the Kalman filter may diverge in engineering realization. In order to solve this problem, an extended Kalman filter based on the U-D factorization is proposed. Moreover, the high order integrated system suffers from provlem of long computation time, leading to difficulties in real-time applications. An algorithmic approach is developed to improve computational speed. A complex high dynamics aircraft trajectory is simulated to compare the improvement in the computational speed and the navigation accuracy using the conventional extended Kalman filter (EKF) and the extended Kalman filter based on the U-D factorization (UDEKF). The results indicate that the methods proposed in this paper are very effective overcoming these problems for the high dynamic integrated GPS/INS system.