SINGULAR VALUE DECOMPOSITION-BASED ROBUST CUBATURE KALMAN FILTER FOR AN INTEGRATED GPS/SINS NAVIGATION SYSTEM

Abstract. A new nonlinear robust filter is proposed in this paper to deal with the outliers of an integrated GPS/SINS navigation system. The influence of different design parameters for H_∞ cubature Kalman filter is analysed. It is found that when the design parameter is smaller, the robustness of the filter is stronger. However, the design parameter is easily out of step with the Riccati equation and the filter is easy to diverge. In this respect, the singular value decomposition algorithm is employed to replace Cholesky decomposition in the robust cubature Kalman filter. On the wider conditions for design parameter, the new filter is more robust. The testing results demonstrate that the proposed filter algorithm is more reliable and effective in dealing the data sets produced by the integrated GPS/SINS system.