Abstract
This paper discusses the problems related to constructing a receding horizon H∞ filter for underwater inertial navigation systems which are subject to external disturbances. Noises are assumed to be bounded, additive and contained in both state and measurement equations. The estimator is designed based on the sliding-window strategy in order to minimize the receding horizon estimation cost function. The derived filter is applied to a velocity-aided inertial navigation system. It is clearly demonstrated in simulations that the derived filter is more accurate than an H∞ a priori filter for underwater navigation systems subject to temporary unknown disturbances.
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