An integrated adaptive Kalman filter for improving the reliability of navigation systems

Integrated GPS/INS using Kalman filter is the best technique for improving navigation accuracy. Assuming that the covariance matrices are known and constant, a conventional Kalman filter (CKF) is usually used, however, when they are unknown and time-varying, several adaptive estimation approaches have to be developed to estimate the statistical information of the measurement (R), process (Q), and state (P) covariance matrices. In many situations, blunders/faults in the measurement model and/or sudden changes in the dynamic model may occur during the navigation period. Therefore, the CKF, as well as the adaptive Kalman filter (AKF) will exhibit abnormal behavior and may lead the filter to be suboptimal or even diverge. In this study, the Sage-Husa adaptive Kalman filter (SHAKF) and innovation-based adaptive Kalman filter (IAKF) approaches are employed for adapting the measurement covariance matrix(R). In the case of abrupt changes in the dynamic model, the state covariance matrix (P) is adapted using the strong tracking filter (STF). The performance of these adaptive approaches is evaluated before and after simulating a fault of different sizes in the measurement and dynamic models. The results show that with a large window width, the SHAKF outperforms the CKF and IAKF. However, when the system encounters any fault either in the measurement or dynamic model, the SHAKF loses its optimality and diverges. The sensitivity of the SHAKF to the fault is because the R matrix accumulates with the propagation of the recursive noise estimator. On the other hand, the IAKF and STF provide better performance than both the CKF and SHAKF because the gain matrix is adaptively adjusted to mitigate the influence of the fault, and therefore, they behave normally when a fault of any size occurs in the measurement and/or dynamic model.