Mixed H/sub 2//H/sub /spl infin// filtering approach for GPS/INS navigation systems

The GPS/INS navigation system designs using mixed H/sub 2//H/sub /spl infin// filtering approach is conducted and the resulting performance is assessed. The H/sub /spl infin// filtering problem is shown to have many solutions for each proper value of the prescribed design parameter /spl gamma/, which is different from the H/sub 2/ filter with only one solution. In the design criterion, it is also seen that the H/sub /spl infin// filter has smaller estimation errors with smaller /spl gamma/ value. On the other hand, the H/sub /spl infin// filter becomes more sensitive to the measurement noise when /spl gamma/ is smaller. The limitations on both filters motivated the introduction of the mixed H/sub 2//H/sub /spl infin// filtering problem, in which both noise characteristics are considered simultaneously. The integrated GPS/INS navigation system design poses a good area of applications for the mixed H/sub 2//H/sub /spl infin// filter, which combines the best of both worlds and performs better than either a pure H/sub 2/ filter or a pure H/sub /spl infin// filter. The hybrid approach not only takes advantage of the noise statistics knowledge that is inherent in H/sub 2/ filtering design, but also takes advantage of the robustness of H/sub /spl infin// filtering.