A Novel Adaptive UKF and its Application in the SINS/GPS Integrated Navigation

Abstract

This paper reports the solution of the state estimation problem of nonlinear systems without knowing prior noise statistical characteristics. An adaptive UKF algorithm is proposed. This novel UKF algorithm is constructed by traditional UKF and EM algorithm, also it improve accuracy through Taylor series approximation. By applying the proposed algorithm into SINS/GPS integrated navigation system and comparing with the unscented Kalman filtering (UKF) algorithm, the adaptive UKF algorithm we proposed can effectively improve the filtering performance , also it outperforms UKF in terms of accuracy.