Cubature Kalman filter with closed-loop covariance feedback control for integrated INS/GNSS navigation

Cubature Kalman Filter(CKF)offers a promising solution to handle the data fusion of integrated nonlinear INS/GNSS(Inertial Navigation System/Global Navigation Satellite System)navigation.However,its accuracy is degraded by inaccurate kinematic noise statistics which originate from disturbances of system dynamics.This paper develops a method of closed-loop feedback covariance control to address the above problem of CKF.In this method,the posterior state and its covariance are fed back to the filtering process to constitute a closed-loop structure for CKF covariance propagation.Subsequently,based on the maximum likelihood principle,a control scheme of the prior state covariance is established by using the feedback state and covariance within an estimation window and further adopting a proportional coefficient to amplify the feedback terms in recent time steps for the full use of new information to reflect actual system characteristics.Since it does not directly use kinematic noise covariance,the proposed method can effectively avoid the adverse impact of inaccurate kinematic noise statistics on filtering solutions.Further,it can also guarantee the prior state covariance to be positive semi-definite without involving extra measures.The efficacy of the proposed method is validated by simulations and experiments for integrated INS/GNSS navigation.

Mahalanobis distance-based fading cubature Kalman filter with augmented mechanism for hypersonic vehicle INS/CNS autonomous integration

Inertial Navigation System/Celestial Navigation System(INS/CNS)integration,especially for the tightly-coupled mode,provides a promising autonomous tactics for Hypersonic Vehicle(HV)in military demands.However,INS/CNS integration is a challenging research task due to its special characteristics such as strong nonlinearity,non-additive noise and dynamic complexity.This paper presents a novel nonlinear filtering method for INS/CNS integration by adopting the emerging Cubature Kalman Filter(CKF)to handle the strong INS error model nonlinearity caused by HV's high dynamics.It combines the state-augmentation technique into the nonlinear CKF to decrease the negative effect of non-additive noise in inertial measurements.Subsequently,a technique for the detection of dynamic model uncertainty is developed,and the augmented CKF is modified with fading memory to tackle dynamic model uncertainty by rigorously deriving the fading factor via the theory of Mahalanobis distance without artificial empiricism.Simulation results and comparison analysis prove that the proposed method can effectively curb the adverse impacts of non-additive noise and dynamic model uncertainty for inertial measurements,leading to improved performance for HV navigation with tightly-coupled INS/CNS integration.