Performance Comparison of the Extended and the Unscented Kalman Filter for Integrated GPS and MEMS-Based Inertial Systems

Eun-Hwan Shin, Xiaoji Niu and Naser El-Sheimy

Abstract:	Navigation is a typical field of nonlinear dynamic systems, and in the core of navigation system development lies the problem of estimating the states of a dynamic system. This paper reviews the implementation of the extended Kalman filters (EKF) and the unscented Kalman filter (UKF) for the integration of low-cost inertial navigation system (INS) and GPS. Performance of the two filters are compared using field tests with three different MEMS-based IMUs. Although the two filters showed similar performance in most situations, the UKF can deal with large attitude errors without devising a special INS error model. Therefore, the UKF can find its own applications where large attitude errors are expected to occur.
Published in:	Proceedings of the 2005 National Technical Meeting of The Institute of Navigation January 24 - 26, 2005 The Catamaran Resort Hotel San Diego, CA
Pages:	961 - 969
Cite this article:	Shin, Eun-Hwan, Niu, Xiaoji, El-Sheimy, Naser, "Performance Comparison of the Extended and the Unscented Kalman Filter for Integrated GPS and MEMS-Based Inertial Systems," Proceedings of the 2005 National Technical Meeting of The Institute of Navigation, San Diego, CA, January 2005, pp. 961-969.
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