Application of Extended and Linear Kalman Filters for an Integrated Navigation System
Inertial navigation, integrated with other navigation aids such as Global Positioning System (GPS), has gained significance in recent years. The integrated navigation system can be used to determine attitude, velocity and position of the moving objects. This paper presents an approach to designing an INS/GPS based navigation system using a combination of an Extended Kalman Filter (EKF) and a Linear Kalman Filter (LKF). These include a first-stage eight-state EKF for the GPS data and a second-stage eight-state LKF for the INS/GPS integration. The advantage of this design is that we can utilize the simplicity of the LKF but keep the high performance of the EKF. Comparison and analysis of the new scheme is carried out, and it is demonstrated that the proposed configuration is useful technique.
