Abstract
In this paper, we propose an integration of GPS and dead reckoning navigation system based on moving horizon estimation (MHE) in order to improve its performance. The basic idea of MHE is to minimize an estimation cost function defined on a sliding window composed of a finite number of time stages. From simulation results we have done an objective comparison which leads us to confirm that MHE method is more accuracy than Unscented Kalman Filter (UKF) and Extended Kalman filter (EKF).
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