An Adaptive Sensor Fusion Method with Applications in Integrated Navigation

The Kalman filter (KF) is a form of optimal estimator characterized by recursive evaluation, which has been widely applied to the navigation sensor fusion. The adaptive algorithm is one of the approaches to prevent divergence problem of the Kalman filter when precise knowledge on the system models is not available. Two popular types of adaptive Kalman filter are the innovation-based adaptive estimation (IAE) approach and the adaptive fading Kalman filter (AFKF) approach. In this paper, an approach involving the concept of the two methods is proposed. The method is a synergy of the IAE and AFKF approaches. The ratio of the actual innovation covariance based on the sampled sequence to the theoretical innovation covariance is employed for dynamically tuning two filter parameters: fading factors and measurement noise scaling factors. The method has the merits of good computational efficiency and numerical stability. The matrices in the KF loop are able to remain positive definitive. Navigation sensor fusion using the proposed scheme applied to the loosely-coupled GPS/INS integration will be demonstrated.