The analysis of the UKF-based navigation algorithm during GPS outage

Abstract

The unscented Kalman filter (UKF) became very attractive for the navigation sensors data fusion, because of algorithm significant accuracy and implementation advantages. The unscented Kalman filter is based on the unscented transform (UT) to perform the estimation of the system states. The main idea of the unscented transformation is following. It's more effective to approximate probability distribution function than arbitrary transformation or nonlinear function. The developed sensors data fusion algorithm using the UKF is considered in this work. This algorithm was applied for the state estimation of the loosely coupled GPS/INS integrated navigation system. GPS/INS integrated navigation system contains low cost inertial sensors and low cost GPS receiver. To demonstrate the estimation performance, the processing of sensors data was done using linear Kalman filter (KF), extended Kalman filter (EKF) and UKF. As a result, UKF has lower velocity estimation error than EKF during simulated GPS signal outage.