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Adaptive Kalman Filtering with Recursive Noise Estimator for Integrated SINS/DVL Systems

Published online by Cambridge University Press:  15 August 2014

Wei Gao ,
Jingchun Li Open the ORCID record for Jingchun Li [Opens in a new window] ,
Guangtao Zhou  and
Qian Li
Wei Gao
Affiliation:
(College of Automation, Harbin Engineering University, Harbin, China)
Jingchun Li*
Affiliation:
(College of Automation, Harbin Engineering University, Harbin, China)
Guangtao Zhou
Affiliation:
(College of Automation, Harbin Engineering University, Harbin, China)
Qian Li
Affiliation:
(College of Automation, Harbin Engineering University, Harbin, China)
*
(E-mail: ljc150001@163.com)
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Abstract

This paper considers the estimation of the process state and noise parameters when the statistics of the process and measurement noise are unknown or time varying in the integration system. An adaptive Kalman Filter (AKF) with a recursive noise estimator that is based on maximum a posteriori estimation and one-step smoothing filtering is proposed, and the AKF can provide accurate noise statistical parameters for the Kalman filter in real-time. An exponentially weighted fading memory method is introduced to increase the weights of the recent innovations when the noise statistics are time varying. Also, the innovation covariances within a moving window are averaged to correct the noise statistics estimator. Experiments on the integrated Strapdown Inertial Navigation System (SINS)/ Doppler Velocity Log (DVL) system show that the proposed AKF improves the estimation accuracy effectively and the AKF is robust in the presence of vigorous-manoeuvres and rough sea conditions.

Keywords

Adaptive Kalman filteringNoise statisticsMaximum a posterioriIntegrated navigation
Type
Research Article
Information
The Journal of Navigation , Volume 68 , Issue 1 , January 2015 , pp. 142 - 161
Copyright
Copyright © The Royal Institute of Navigation 2014 

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