Innovation-based Adaptive Kalman Filter for INS/GPS

A.H. Mohamed and K.P. Schwarz

Abstract: In this paper, the two main approaches of adaptive Kalman filtering, namely, innovation-based adaptive estimation (IAE) and multiple-model-based adaptive estimation (MMAE), are discussed for the case of INS/GPS integration. The development of an innovation-based adaptive Kalman filter, using the maximum likelihood criterion for an integrated INS/GPS system is then discussed in some detail. Results from two kinematic field tests in which the INS/GPS was compared to highly precise reference data are presented. Results show that the adaptive Kalman filter outperforms the conventional Kalman filter by tuning either the system noise variance-covariance (V-C) matrix ‘Q’ or the update measurement noise V-C matrix ‘R.’
Published in: Proceedings of the 54th Annual Meeting of The Institute of Navigation (1998)
June 1 - 3, 1998
The Adams Mark Hotel
Denver, CO
Pages: 414 - 414
Cite this article: Mohamed, A.H., Schwarz, K.P., "Innovation-based Adaptive Kalman Filter for INS/GPS," Proceedings of the 54th Annual Meeting of The Institute of Navigation (1998), Denver, CO, June 1998, pp. 414-414.
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