A Simplified Kalman Filter for Integrated Navigation System with Low-Dynamic Movement

Abstract

In the integrated navigation system with inertial base, the update frequency of Strapdown Inertial Navigation System (SINS) is always higher than those of aided navigation systems; thus updating inconsistency among subsystems becomes an issue. The analysis indicates that the state transition matrix in Kalman filter is essentially a function of carrier motion. Based on this understanding, a simplified Kalman filter algorithm for integrated navigation is designed for those carriers with low-dynamic motions. With this simplified algorithm, when the filter is without aided information updating, only calculation and accumulation on state transition matrix are executed, and when the filter is with updating, normal time and measurement update are done based on the averaged state transition matrix. Thus the calculation load in the simplified algorithm will be significantly lessened. Furthermore, due to cumulative sum and average operation, more accurate state transition matrix and higher fusion accuracy will arrive for the smoothing effect on random noise of carrier motion parameters. Simulation and test results indicate that when the carrier is with a low-dynamic motion, the simplified algorithm can complete the data fusion of integrated system effectively with reduced computation load and suppressed oscillation amplitude of state vector error.

Kalman Filter Based Electromyographic Signal Suppression of Real-Time ECG Signal

“…Kalman filter (KF) is an optimal state estimation process applied to a dynamic system that involves random perturbations [5][6][7]. The KF is a linear, unbiased, and minimum error variance recursive algorithm and can optimally estimate the unknown state of a system from noisy data taken at discrete real-time.…”

“…Once the outcome of next measurement is observed, these estimates are updated. KF has been widely used in many areas of industrial and government applications, such as video and laser tracking system, satellite navigation and biomedical signal processing [5,6].…”