Application of interval Kalman filter to an integrated GPS/INS system

Abstract

研究了基于区间条件期望的区间Ｋａｌｍａｎ滤波算法，并将其应用到了ＧＰＳ／ＩＮＳ组合导航系统中。由于区间Ｋａｌｍａｎ滤波算法仅适用于线性区间系统，本文给出了适合于非线性系统的推广区间Ｋａｌｍａｎ滤波算法。本文还设计了一条高动态飞行轨迹来检验所提出的滤波算法。测度结果表明，推广的区间Ｋａｌｍａｎ滤波算法对于不确定的组合导航系统是有效的。 An interval Kalman filter (IKF) algorithm based on the interval conditional expectation is applied to an integrated global positioning system/inertial navigation system (GPS/INS). Because the IKF algorithm is applicable only to linear interval systems, the extended interval Kalman filter (EIKF) algorithm for non linear integrated systems is developed. A high dynamic aircraft trajectory is designed to test the algorithm developed. The results of computer simulation indicate that the EIKF algorithm is consistent with the traditional SKF scheme, and is also effective for uncertain non linear integrated system.