An interval Kalman filter (IKF) algorithm based on the interval conditional expectation is applied to an integrated global positioning system/inertial navigation system (GPS/INS). Because the IKF algorithm is applica...An interval Kalman filter (IKF) algorithm based on the interval conditional expectation is applied to an integrated global positioning system/inertial navigation system (GPS/INS). Because the IKF algorithm is applicable only to linear interval systems, the extended interval Kalman filter (EIKF) algorithm for non linear integrated systems is developed. A high dynamic aircraft trajectory is designed to test the algorithm developed. The results of computer simulation indicate that the EIKF algorithm is consistent with the traditional SKF scheme, and is also effective for uncertain non linear integrated system.展开更多
文摘An interval Kalman filter (IKF) algorithm based on the interval conditional expectation is applied to an integrated global positioning system/inertial navigation system (GPS/INS). Because the IKF algorithm is applicable only to linear interval systems, the extended interval Kalman filter (EIKF) algorithm for non linear integrated systems is developed. A high dynamic aircraft trajectory is designed to test the algorithm developed. The results of computer simulation indicate that the EIKF algorithm is consistent with the traditional SKF scheme, and is also effective for uncertain non linear integrated system.