An Innovation Filtering Multiple Model Algorithm for Integrated Navigation System

An interacting multiple model unscented Kalman filter (IMM-UKF) was proposed for the two problems of the nonlinear filtering i.e. nonlinearity and noise. The uncertainty of the noise can be described by a set of switching models. This modeling approach makes it possible to employ the multiple model estimation (MME) combining with UKF to deal with the problem of nonlinear filtering with uncertainty noise. An innovation filtering is introduced in the MME, which can decrease the measurement noise and derive more accurate statistic information for weight calculation. The application of the algorithm on GPS/DR integrated navigation system demonstrated that the method was feasible and accurate