A novel robust adaptive Kalman filter with application to urban vehicle integrated navigation systems

Abstract

This study addresses the formidable challenge presented by non-Gaussian, time-varying, heavy-tailed process noise in integrated vehicle navigation systems. While robust adaptive filtering methods exist, their efficacy is constrained, and certain algorithms exhibit suboptimal usability due to an excess of a priori parameters. We deduce an adaptive robust Kalman filter, characterizing process noise with a Student's t distribution and measurement noise adhering to a Gaussian distribution. To enhance robustness against unknown or varying noise statistics, our method simultaneously estimates the scale matrix, degrees of freedom parameters, state vector, and measurement noise covariance through the expectation–maximization (EM) algorithm and Bayesian variational inference theory. Rigorous simulations and empirical experiments validate its superior accuracy and stability, requiring minimal a priori parameter information. Vehicle-based experiments further demonstrate positioning error below 2.78 m, velocity error below 0.34 m/s, and heading error less than 1.28° after achieving a steady state. This approach exhibits significant potential for advancing the precision and reliability of vehicle navigation systems.