The Application of EKF and UKF to the SINS/GPS Integrated Navigation Systems

The extended Kalman filter (EKF) has been used widely in Global Position System (GPS) and Strapdown Inertial Navigation Systems (SINS) integrated navigation systems,which simply linearizes all nonlinear models.However, careful treatment of the nonlinearity of the system models is particularly critical when the integrated systems use low cost micro-electro-mechanical (MEMS) inertial sensors. Hence application of the EKF in MEMS inertial sensor-based integrated navigation systems will likely lead to inaccurate results. To overcome the shortcomings of the EKF, the unscented Kalman filter (UKF) has been proposed.The UKF does not require the linearization of the system models. Alternatively it uses a set of deterministically selected "sigma-points",which completely capture the true mean and covariance of the original random vector. Then these sigma-points are propagated through the nonlinear models.This captures the mean and covariance to second order accuracy for arbitrary nonlinear functions. In this paper the EKF and UKF are applied in GPS/SINS integrated systems respectively. Simulation result demonstrates that the performance of the UKF is better than the EKF in MEMS inertial sensor-based SINS/GPS integrated systems.