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http://dx.doi.org/10.9766/KIMST.2017.20.1.025

Numerical Stability Improvement Technique for Indirect Feedback Kalman Filter in Delayed-Measurement Systems  

Nam, Seongho (The 3rd Research and Development Institute, Agency for Defense Development)
Sung, Changky (The 3rd Research and Development Institute, Agency for Defense Development)
Kim, Taewon (The 3rd Research and Development Institute, Agency for Defense Development)
Publication Information
Journal of the Korea Institute of Military Science and Technology / v.20, no.1, 2017 , pp. 25-32 More about this Journal
Abstract
Most of weapon systems use aided navigation system which integrates inertial navigation and aiding sensors to compensate the INS errors increasing with the passage of time. Various aid sensors can be applied such as Global Navigation Satellite System (GNSS), radar, barometer, etc., but there might exist time delay caused by signal processing or transferring aid information. This time delay leads out-of-sequence measurements (OOSM) systems. Previously, optimal and suboptimal measurment update method for OOSM systems, where the time delay length are known, are proposed. However, previous algorithm does not guarantee the positive definite property of covariance matrix. In order to improve numerical stability for aided navigation using delayed-measurement, this paper proposes a new measurement covariance update algorithm be similar to Joseph-form in Kalman filter. Futhermore, we propose how to implement it in indirect feedback Kalman filter structure, which is commonly used in aided navigation systems, for time-delayed measurement systems. Simulation and vehicle test results show effectiveness of a proposed algorithm.
Keywords
Aided Navigation; Kalman Filter; Delayed Measurement; Out-of-Sequence-Measurement(OOSM); Indirect Feedback;
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