H∞ Sub-optimal Filter for Low-cost Integrated Navigation System

The integrated navigation system, specially the system based on GPS and INS, is a leading trend of navigation technology, and some of typical integrated navigation systems have been developed and tested in the past few years. On the other hand, because INS is very expensive in general, the application of GPS/INS system is also limited in some application fields. In this paper, a low-cost dynamic measurement unit (DMU) and GPS are integrated by using H∞ filter. At first, based on the mathematic description of H∞ filtering problem, a sub-optimal H∞ filter is discussed. Meanwhile, the relationship between H∞ filter and standard Kalman filter is studied. Aiming at the detail position/velocity integrated mode, the application of H∞ filter on low cost integrated navigation is researched through some simulations, including the performance of accuracy, robustness and stability.