Application of Interval Kalman Filtering Algorithm in Integrated Navigation Data Fusion

Abstract:

The traditional Kalman filter cannot be used directly when some system parameters such as certain elements of the system matrix are not precisely known or gradually change with time. Some uncertain parameters can be described as an interval model. An interval Kalman filtering algorithm is studied in this paper, which can be used to process a system with uncertain parameters. A simple inversion algorithm of interval matrix has been applied and its statistic performances and iterative form are similar to those of traditional Kalman filter. Simulation results show that such filtering algorithm can provide the real time accuracy error estimation and can be applied to such kind of low-cost integrated navigation system.

• Periodical: Advanced Materials Research (Volumes 433-440)
• Pages: 4059-4064
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.433-440.4059
• Online since: January 2012
• Authors: Yun Feng Ma
• Keywords: Data Fusion, Integrated Navigation, Interval Kalman Filtering

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