Robust Divided Differences Gaussian Mixture Non Linear Filtering Applied to INS/GNSS Integrated Navigation System with Impulsive Measurement Noise

Abstract

In this paper, robust INS/GNSS is designed to solve specific problem of non linear time variant state space estimation with non Gaussian measurement noise based on parallel divided difference filtering. Non linear approximation techniques such as Extended Kalman filter EKF, Interpolation Non Linear Filters called DD1 and DD2 are computed. Great comparisons are conduced and criticized in order to confirm and compare some different robust techniques explored in literature. The most tested noise in robust control and estimation theory has been simulated and disturbed GPS+GLONASS signals. Three parallel modified algorithms are simulated and compared with robust and modified forms of the same algorithms based on Root Mean Square Error RMSE Criteria.